Related papers: Online Multi-Commodity Flow with High Demands
In this paper, we formulate an optimal ordering policy as a stochastic control problem where each firm decides the amount of input goods to order from their upstream suppliers based on the current inventory level of its output good. For…
The high proportions of demand charges in electric bills motivate large-power customers to leverage energy storage for reducing the peak procurement from the outer grid. Given limited energy storage, we expect to maximize the peak-demand…
Motivated by cloud computing applications, we study the problem of how to optimally deploy new hardware subject to both power and robustness constraints. To model the situation observed in large-scale data centers, we introduce the Online…
We introduce and study a class of online problems called online smoothed demand management $(\texttt{OSDM})$, motivated by paradigm shifts in grid integration and energy storage for large energy consumers such as data centers. In…
We introduce Onflow, a reinforcement learning method for optimizing portfolio allocation via gradient flows. Our approach dynamically adjusts portfolio allocations to maximize expected log returns while accounting for transaction costs.…
In this paper we describe a new algorithm for buffered global routing according to a prescribed buffer site map. Specifically, we describe a provably good multi-commodity flow based algorithm that finds a global routing minimizing buffer…
The significant presence of demand charges in electric bills motivates large-load customers to utilize energy storage to reduce the peak procurement from the grid. We herein study the problem of energy storage allocation for peak…
In the online facility assignment on a line ${\rm OFAL}(S,c)$ with a set $S$ of $k$ servers and a capacity $c:S\to\mathbb{N}$, each server $s\in S$ with a capacity $c(s)$ is placed on a line, and a request arrives on a line one-by-one. The…
Motivated by scheduling in Geo-distributed data analysis, we propose a target location problem for multi-commodity flow (LoMuF for short). Given commodities to be sent from their resources, LoMuF aims at locating their targets so that the…
We address a new prize-collecting problem of routing commodities in a given network with hub and non-hub nodes, in which the service of the non-hub nodes will be outsourced to third-party carriers. The problem is modeled as a Stackelberg…
We consider the problem of online allocation (matching and assortments) of reusable resources where customers arrive sequentially in an adversarial fashion and allocated resources are used or rented for a stochastic duration that is drawn…
Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to…
We study a basic auction design problem with online supply. There are two unit-demand bidders and two types of items. The first item type will arrive first for sure, and the second item type may or may not arrive. The auctioneer has to…
We study two canonical online optimization problems under capacity/budget constraints: the fractional one-way trading problem (OTP) and the integral online knapsack problem (OKP) under an infinitesimal assumption. Under the competitive…
The bottleneck network flow problem (BNFP) is a generalization of several well-studied bottleneck problems such as the bottleneck transportation problem (BTP), bottleneck assignment problem (BAP), bottleneck path problem (BPP), and so on.…
We consider a distribution logistics scenario where a shipping operator, managing a limited amount of resources, receives a stream of collection requests, issued by a set of customers along a booking time-horizon, that are referred to a…
Modern networks run "middleboxes" that offer services ranging from network address translation and server load balancing to firewalls, encryption, and compression. In an industry trend known as Network Functions Virtualization (NFV), these…
We study online scheduling problems on a single processor that can be viewed as extensions of the well-studied problem of minimizing total weighted flow time. In particular, we provide a framework of analysis that is derived by duality…
In the problem of online load balancing on uniformly related machines with bounded migration, jobs arrive online one after another and have to be immediately placed on one of a given set of machines without knowledge about jobs that may…
In modern e-commerce and service operations, firms must jointly manage inventory replenishment and real-time order fulfillment to maximize profit under demand uncertainty. While each component has been studied extensively in isolation,…