Related papers: Optimality Gap of Asymptotically-derived Prescript…
This paper considers using predictions in the context of the online Joint Replenishment Problem with Deadlines (JRP-D). Prior work includes asymptotically optimal competitive ratios of $O(1)$ for the clairvoyant setting and $O(\sqrt{n})$ of…
Probabilistic sampling-based algorithms, such as the probabilistic roadmap (PRM) and the rapidly-exploring random tree (RRT) algorithms, represent one of the most successful approaches to robotic motion planning, due to their strong…
We give a simple derivation of the distribution of the maximum L of the length of the queue during a busy period for the M/M/1 queue with lambda<1 the ratio between arrival rate and service rate. We observe that the asymptotic behavior of…
We consider an assortment optimization problem where a customer chooses a single item from a sequence of sets shown to her, while limited inventories constrain the items offered to customers over time. In the special case where all of the…
Maximizing the precision in estimating parameters in a quantum system subject to instrumentation constraints is cast as a convex optimization problem. We account for prior knowledge about the parameter range by developing a worst-case and…
This is a companion paper to (Cai, Rosenbaum and Tankov, Asymptotic lower bounds for optimal tracking: a linear programming approach, arXiv:1510.04295). We consider a class of strategies of feedback form for the problem of tracking and…
We revisit the optimization from samples (OPS) model, which studies the problem of optimizing objective functions directly from the sample data. Previous results showed that we cannot obtain a constant approximation ratio for the maximum…
Evaluating query predicates on data samples is the only way to estimate their selectivity in certain scenarios. Finding a guaranteed optimal query plan is not a reasonable optimization goal in those cases as it might require an infinite…
We consider Markovian many-server systems with admission control operating in a QED regime, where the relative utilization approaches unity while the number of servers grows large, providing natural Economies-of-Scale. In order to determine…
We derive a revenue-maximizing scheme that charges customers who are homogeneous with respect to their waiting cost parameter for a random fee in order to become premium customers. This scheme incentivizes all customers to purchase…
We consider sojourn (or response) times in processor-shared queues that have a finite customer capacity. Computing the response time of a tagged customer involves solving a finite system of linear ODEs. Writing the system in matrix form, we…
We prove that the consumption functions in optimal savings problems are asymptotically linear if the marginal utility is regularly varying. We also analytically characterize the asymptotic marginal propensities to consume (MPCs) out of…
The widespread adoption of digital distribution channels both enables and forces more and more logistical service providers to manage booking processes actively to maintain competitiveness. As a result, their operational planning is no…
In this paper we study the adaptivity of submodular maximization. Adaptivity quantifies the number of sequential rounds that an algorithm makes when function evaluations can be executed in parallel. Adaptivity is a fundamental concept that…
The problem of resource allocation of nonlinear networked control systems is investigated, where, unlike the well discussed case of triggering for stability, the objective is optimal triggering. An approximate dynamic programming approach…
This study develops an online predictive optimization framework for dynamically operating a transit service in an area of crowd movements. The proposed framework integrates demand prediction and supply optimization to periodically redesign…
For nonparametric regression in the streaming setting, where data constantly flow in and require real-time analysis, a main challenge is that data are cleared from the computer system once processed due to limited computer memory and…
The asymptotic behaviour of a closed BCMP network, with $n$ queues and $m_n$ clients, is analyzed when $n$ and $m_n$ become simultaneously large. Our method relies on Berry-Esseen type approximations coming in the Central Limit Theorem. We…
We consider the problem of customer equilibrium strategies in an M/M/1 queue under dynamic service control. The service rate switches between a low and a high value depending on system congestion. Arriving customers do not observe the…
Capacity expansion planning under uncertainty requires selecting a scenario count and representative operational horizon to estimate average production costs. Small choices risk unreliable plans, while large choices become intractable. We…