Probabilistic Resource Allocation based on a Large Deviations Principle.
Paulo GonçalvesPublished in: CLOSER (2014)
Keyphrases
- resource allocation
- large deviations
- resource allocation problems
- optimal resource allocation
- queue length
- probabilistic model
- generative model
- heavy tailed
- importance sampling
- resource allocation decisions
- allocation problems
- generalization bounds
- bayesian networks
- markov processes
- queueing systems
- upper bound
- state dependent
- combinatorial auctions
- mathematical programming
- learning theory
- monte carlo
- model selection
- scarce resources
- lower bound