Online contextual learning with perishable resources allocation

Online contextual learning with perishable resources allocation
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在线情境学习与易腐烂资源分配

DOI:
10.1080/24725854.2020.1752958
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发表时间:
2020-06
期刊:
影响因子:
2.6
通讯作者:
Van-Anh Truong
Van-Anh Truong
中科院分区:
工程技术3区
文献类型:
--
作者:
Xin Pan;Jie Song;Jingtong Zhao;Van-Anh Truong

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摘要:我们通过学习制定了一类新颖的在线匹配问题。在这些问题中,随机到达的客户必须与易腐烂的资源相匹配,以便最大化总的预期奖励。这种匹配考虑了不同客户-资源配对之间奖励的差异。它还解释了资源的易腐烂性。我们的工作是由医疗保健应用程序推动的,但它可以轻松扩展到其他服务应用程序。我们的工作属于服务系统中的在线资源分配流。我们提出了第一个用于上下文学习和易腐资源资源分配的在线算法。我们的算法在不同的交织阶段进行探索和利用。我们证明,我们的算法在每个周期内实现了预期的后悔,并且随着计划周期的数量呈次线性增加。
Abstract We formulate a novel class of online matching problems with learning. In these problems, randomly arriving customers must be matched to perishable resources so as to maximize a total expected reward. The matching accounts for variations in rewards among different customer–resource pairings. It also accounts for the perishability of the resources. Our work is motivated by a healthcare application, but it can be easily extended to other service applications. Our work belongs to the online resource allocation streams in service systems. We propose the first online algorithm for contextual learning and resource allocation with perishable resources. Our algorithm explores and exploits in distinct interweaving phases. We prove that our algorithm achieves an expected regret per period that increases sub-linearly with the number of planning cycles.
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发表时间: 2021
影响因子: 2.7
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