Preprint
Sep 2026
Beyond a Single Optimal Design: A Dynamical Systems Characterization of Online Allocation with Convex Costs
Using a principled dynamical-systems approach, it is shown that optimal online algorithms arise as solutions of a nonlinear eigenvalue problem: the optimal competitive ratio corresponds to the dominant eigenvalue, and the associated eigenfunction determines the optimal reserve function.
Hao-Xin Sang, Bo Sun, Xiao-Qi Tan
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