Multi-armed Bandit Problems


We present approximation algorithms for fundamental, yet intractable, variants of the colorfully named multi-armed bandit problem in stochastic decision theory.  These problems arise in scheduling under cost constraints, time-varying uncertain information, internet auctions, and other related contexts.
 
Sequential design of experiments via linear programming (with S. GuhaFull version of STOC '07 paper. 
 

The stochastic machine replenishment problem (with Peng Shi)  IPCO '08.
 

Model-driven Optimization

 
We develop a general framework for optimizing combinatorial problems in the presence of uncertain information that can be adaptively resolved at a cost. We present approximation algorithms for optimizing several types of problems in the presence of a costs on the uncertainty resolution. We classify the results in terms of the type of the underlying combinatorial optimization problem:

Packing, Scheduling, Geometric problems:

  

Minimum value:

 
How to probe for an extreme value (with A. Goel and S. Guha)  Full version of PODS '06 paper

Maximum value:



 

Continuous Query Processing and Pipelined Filters


We study several extensions to the canonical "quiz problem" that arise in continuous query optimization in data stream and web service management systems, and present exact and approximation algorithms.


 Energy-efficient Monitoring Algorithms for Sensor Networks


We are considering the problem of monitoring query results over node values in a sensor network. The goal is to design optimal control schemes to minimize transmission cost. These algorithms are being implemented in the ecological sensor network deployment in the Duke forest.

Optimizing top-k queries in sensor networks (with A. Silberstein, R. Braynard, C. Ellis, J.YangICDE '06.
 

 Approximation and Online Algorithms for Network Design

 
In this body of work, we present a model for network design where resources like cables and routers need to be allocated in a network to route given demands to a core network or a single sink node.  The cost of allocating resources on an edge in the network is modeled as a concave function of demand (this models economies of scale).  
 
 
Constant factor approximation for the single sink edge installation problem (w/ Guha, Meyerson)  STOC '01.

I have also designed several online algorithms in the context of computer networks. The first two papers deal with designing networks when users arrive in an online fashion, and presents competitive algorithms for different objective functions.

 


 Clustering and Facility Location

 
The main result in this body of work is the best approximation ratio for k-median clustering using a simple local search algorithm. Other papers consider several variants of the classical facility location problem, to incorporate multiple types of demands, fault tolerance, and lower bounds on utilization of a facility.



Miscellaneous Publications