Web: http://arxiv.org/abs/2206.07316

June 16, 2022, 1:10 a.m. | Heyuan Liu, Paul Grigas

cs.LG updates on arXiv.org arxiv.org

We study an online contextual decision-making problem with resource
constraints. At each time period, the decision-maker first predicts a reward
vector and resource consumption matrix based on a given context vector and then
solves a downstream optimization problem to make a decision. The final goal of
the decision-maker is to maximize the summation of the reward and the utility
from resource consumption, while satisfying the resource constraints. We
propose an algorithm that mixes a prediction step based on the "Smart …

arxiv decision lg making online smart

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