Beyond Peak Backlog: Conditional Energy and Temporal Geometry in Capacity-Constrained Delayed Bandit Optimization

What is the right delay complexity when a learner can track only $C$ pending feedback items and discarded feedback is permanently lost? Existing one-point bandit convex optimization guarantees in this model pay $\sqrt{Tσ_{\max}}$, where $σ_{\max}$ is the peak backlog, although unlimited tracking admits the sharper $\sqrt{d_{\mathrm{tot}}}$ dependence on total delay. We introduce a scheduler-side conditional-energy interface that separates rate adaptation from the one-point perturbation filtration and handles the dependent importance weights created by randomized admission. Under the same semi-clairvoyant oracle and pathwise hard-capacity contract, this yields an untuned learner whose delay term scales as $O(\sqrt{E_C d_{\mathrm{tot}}})$, with only an explicit restart factor $E_C$; a public constant-factor peak bound removes this factor while $d_{\mathrm{tot}}$ remains unknown. Under strong convexity, the same interface yields the temporal cost $H_A(d)=\sum_t σ_t/(A+t)$. Two delay vectors with identical delay multisets, $d_{\mathrm{tot}}$, $σ_{\max}$, and capacity can nevertheless have polynomially different minimax regret, showing that timing matters under curvature even when aggregate delay summaries agree. Finally, a continuous hard family converts tracking capacity into a zeroth-order query budget and gives a complementary capacity-starvation lower endpoint. The upper bounds require $C\ge \ln T+1$ and do not constitute a complete capacity minimax characterization.

Differentiating Through Dual Prices: End-to-End Policy Learning Under Capacity Constraints

Many social services assign scarce resources, such as housing assistance or hospital interventions, to people who arrive one at a time: each arrival must receive a decision immediately, and the long-run usage of every resource must stay within its capacity. We study how to learn such an assignment policy from logged observational data. The standard pipeline is decision-blind: fit one outcome model per arm by regression, price each capacitated resource from the fitted models, and assign each arrival the arm whose predicted outcome minus price is largest. We instead train the outcome models end-to-end, differentiating an off-policy estimate of the deployed policy's value through the dual prices themselves. We study two formulations: an exact nonconvex one, and a convex relaxation whose optimum always satisfies the capacity constraints in expectation and which is suboptimal by at most a term linear in the smoothing temperature and logarithmic in the number of arms. Every method is evaluated in a queueing simulation with resources replenished at their capacity rates. Across six datasets, the two end-to-end variants take the top slots on a deployment-adjusted value index at every delay cost, including zero; when capacities are binding, decision-blind baselines frequently violate them and incur much longer queueing delays. On the largest dataset, a hospital cohort of seventy thousand patients, end-to-end training also achieves significantly higher policy value, a margin that survives a capacity-matched neural baseline. Flexible decision-blind regression remains the stronger pure predictor where ground truth is measurable; end-to-end training is best suited to settings where resources are genuinely scarce and feasibility matters.