New Concentration Bounds and Their Applications in Online Resource Allocation
摘要
Motivated by the online optimization problems in the random order model, we propose novel generalized concentration bounds such as Chernoff bounds, Hoeffding bounds, and Bernstein bounds for general random variables. We then initiate the study of the online resource allocation with concave returns (ORACR) problem. Based on the new bounds, we propose an algorithm for ORACR that achieves near-optimal performance where the inputs arrive in uniformly random order under almost tight conditions. Based on these novel concentration bounds, we obtain an improved condition for the near-optimal performance of the AdWords problem with concave returns (APCR).