Annealed Entropic Allocation for Ranking and Selection

We study a sequential resource allocation problem motivated by adaptive network recruitment, in which a limited budget of identical resources must be allocated over multiple rounds to individuals with stochastic referral capacity. Successful referrals endogenously generate future decision opportunities while allocating additional resources to an individual exhibits diminishing returns. We first show that the single-round allocation problem admits an exact greedy solution based on marginal survival probabilities. In the multi-round setting, the resulting Bellman recursion is intractable due to the stochastic, high-dimensional evolution of the frontier. To address this, we introduce a population-level surrogate value function that depends only on the remaining budget and frontier size. This surrogate enables an exact dynamic program via truncated probability generating functions, yielding a planning algorithm with polynomial complexity in the total budget. We further analyze robustness under model misspecification, proving a multi-round error bound that decomposes into a tight single-round frontier error and a population-level transition error. Finally, we evaluate our method on real-world inspired recruitment scenarios.

Dynamic multi-resource allocation is a central problem in shared computing environments, where users' demands arrive sequentially and resources must be distributed fairly without knowledge of future demands. Existing methods emphasize fairness guarantees such as Sharing Incentive, Envy Freeness, and Dynamic Pareto Optimality, but often overlook system utility. Moreover, these fairness criteria are mutually incompatible, preventing strict enforcement of them at the same time. We propose a neural allocation mechanism that reconciles fairness with utility through multi-objective optimization during sequential rollout. We first formalize fairness in the dynamic setting via stepwise loss functions for Sharing Incentive, Envy Freeness, and Dynamic Pareto Optimality, enabling differentiable training. Leveraging non-wastefulness, we parameterized the solutions by constraining allocations to the subspace of demand while allowing elastic over-allocation when resources remain available. Empirical results demonstrate that our learned allocator achieves substantially higher utility at comparable levels of fairness, uncovering clear Pareto-frontier-like tradeoffs across metrics.

In fixed-budget best-arm identification, also known as ranking and selection, an algorithm has a sampling budget to distribute across $K$ arms. Each sample provides noisy feedback about that arm's mean, and the goal is to identify the arm with the largest mean. A common performance benchmark is the static oracle: a non-adaptive strategy that knows the means in advance and chooses fixed sampling proportions to maximize the exponential decay rate of the probability of incorrect identification. Several adaptive algorithms have been constructed such that their sampling proportions converge to the static oracle proportions. However, it has remained open whether any algorithm could match the static oracle's error decay rate uniformly across all problem instances. We answer this in the negative. For any $K\ge 3$ and for rewards drawn from any one-parameter natural exponential family, we show that for any algorithm, there is at least one instance where the error decay rate is at most $\left(1 + \frac{\log(K)}{8}\right)^{-1}$ times that of the static oracle. This also answers the open question posed by Qin (2022), showing that fixed-budget best-arm identification does not admit a complexity.