Water-Filling is Universally Minimax Optimal
Allocation of dynamically-arriving (i.e., online) divisible resources among a set of offline agents is a fundamental problem, with applications to online marketplaces, scheduling, portfolio selection, signal processing, and many other areas. The water-filling algorithm, which allocates an incoming resource to maximize the minimum load of compatible agents, is ubiquitous in many of these applications whenever the underlying objectives prefer more balanced solutions; however, the analysis and guarantees differ across settings. We provide a justification for the widespread use of water-filling by showing that it is a universally minimax optimal policy in a strong sense. Formally, our main re...
| Authors | Siddhartha Banerjee, Ramiro N. Deo-Campo Vuong, Robert Kleinberg |
|---|---|
| Primary category | cs.DS |
| Published | 27 March 2026 |
| Last updated at source | 27 March 2026 |
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