POND: Pessimistic-Optimistic oNline Dispatch

10/20/2020

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by   Xin Liu, et al.

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This paper considers constrained online dispatch with unknown arrival, reward and constraint distributions. We propose a novel online dispatch algorithm, named POND, standing for Pessimistic-Optimistic oNline Dispatch, which achieves O(√(T)) regret and O(1) constraint violation. Both bounds are sharp. Our experiments on synthetic and real datasets show that POND achieves low regret with minimal constraint violations.