arXiv subjects

Hossein Nekouyan

Publications and source records attributed to Hossein Nekouyan.

3 recordsLinked to original sources

arXiv2026

Risk-Sensitive Online Selection with Bounded Adaptivity

Designing randomized online algorithms that perform reliably not only in expectation but also under unfavorable realizations of randomness is a fundamental challenge in online decision-making. In this paper, we study this challenge in online adversarial selection, where a decision maker allocates $k$ units of a resource to sequentially arriving buyers through posted prices. We focus on two intertwined considerations that are often overlooked simultaneously: tail-risk sensitivity and bounded adaptivity, where tail risk is measured using conditional value-at-risk (CVaR) and bounded adaptivity limits the number of allowable policy updates over time. Our main contribution is a correlated posted-price mechanism that uses a single random seed to coordinate pricing decisions across time. This correlation induces a monotonic ordering of pricing profiles across sample paths, improving lower-tail performance while respecting the adaptivity constraint. More broadly, our results highlight correlation as a mechanism for controlling tail risk in randomized online algorithms. Using this framework, we derive competitive guarantees for several regimes of the problem under both static and dynamic pricing. Our analysis develops a risk-sensitive randomized online primal-dual framework tailored to CVaR objectives and reveals a systematic trade-off between allowable adaptivity, risk sensitivity, and competitive performance. Experiments on real airline pricing data further illustrate the empirical impact of correlated pricing on welfare concentration and tail behavior.

cs.GT↗

arXiv2025

Online Multi-Class Selection with Group Fairness Guarantee

We study the online multi-class selection problem with group fairness guarantees, where limited resources must be allocated to sequentially arriving agents. Our work addresses two key limitations in the existing literature. First, we introduce a novel lossless rounding scheme that ensures the integral algorithm achieves the same expected performance as any fractional solution. Second, we explicitly address the challenges introduced by agents who belong to multiple classes. To this end, we develop a randomized algorithm based on a relax-and-round framework. The algorithm first computes a fractional solution using a resource reservation approach -- referred to as the set-aside mechanism -- to enforce fairness across classes. The subsequent rounding step preserves these fairness guarantees without degrading performance. Additionally, we propose a learning-augmented variant that incorporates untrusted machine-learned predictions to better balance fairness and efficiency in practical settings.

cs.LG↗

arXiv2025

Online Rounding Schemes for $ k $-Rental Problems

We study two online resource allocation problems with reusability in an adversarial setting, namely kRental-Fixed and kRental-Variable. In both problems, a decision-maker manages $k$ identical reusable units and faces a sequence of rental requests over time. We develop theoretically grounded relax-and-round algorithms with provable competitive ratio guarantees for both settings. For kRental-Fixed, we present an optimal randomized algorithm that achieves the best possible competitive ratio. The algorithm first computes an optimal fractional allocation using a price-based approach, and then applies a novel lossless online rounding scheme to obtain an integral solution. For kRental-Variable, we first establish the impossibility of achieving lossless online rounding. We then introduce a limited-correlation rounding technique that treats each unit independently while introducing controlled dependencies across allocation decisions involving the same unit. Combined with a carefully-crafted price-based method for computing the fractional allocation, this approach yields an order-optimal competitive ratio for the variable-duration setting.

cs.DS↗