5 papers
Competitive Analysis of Stock-based Thresholds via Prophet Inequalities in Continuous Time
Jiashuo Jiang
We study a continuous-time -unit online resource allocation problem with nonhomogeneous Poisson arrivals and time-varying valuation distributions. While the optimal dynamic poli…
Online Semi-infinite Linear Programming: Efficient Algorithms via Function Approximation
Yiming Zong, Jiashuo Jiang
We consider the dynamic resource allocation problem where the decision space is finite-dimensional, yet the solution must satisfy a large or even infinite number of constraints rev…
Non-Stationary Online Resource Allocation: Learning from a Single Sample
Yiding Feng, Jiashuo Jiang, Yige Wang
We study online resource allocation under non-stationary demand with a minimum offline data requirement. In this problem, a decision-maker must allocate multiple types of resources…
Tightness without Counterexamples: A New Approach and New Results for Prophet Inequalities
Jiashuo Jiang, Will Ma, Jiawei Zhang
Prophet inequalities consist of many beautiful statements that establish tight performance ratios between online and offline allocation algorithms. Typically, tightness is establis…
Degeneracy is OK: Logarithmic Regret for Network Revenue Management with Indiscrete Distributions
Jiashuo Jiang, Will Ma, Jiawei Zhang
We study the classical Network Revenue Management (NRM) problem with accept/reject decisions and IID arrivals. We consider a distributional form where each arrival must fall un…