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In this paper, we combine ideas from machine learning (ML) and operations research and management science (OR/MS) in developing a framework, along with specific methods, for using data to prescribe optimal decisions in OR/MS problems. In a…

Machine Learning · Statistics 2018-07-20 Dimitris Bertsimas , Nathan Kallus

When optimizing problems with uncertain parameter values in a linear objective, decision-focused learning enables end-to-end learning of these values. We are interested in a stochastic scheduling problem, in which processing times are…

Machine Learning · Computer Science 2024-08-16 Kim van den Houten , David M. J. Tax , Esteban Freydell , Mathijs de Weerdt

We study a general problem of allocating limited resources to heterogeneous customers over time under model uncertainty. Each type of customer can be serviced using different actions, each of which stochastically consumes some combination…

Artificial Intelligence · Computer Science 2021-08-31 Wang Chi Cheung , Will Ma , David Simchi-Levi , Xinshang Wang

We study the management of product transitions in a semiconductor manufacturing firm that requires the coordination of resource allocation decisions by multiple, autonomous Product Divisions using a multi-follower bilevel model to capture…

Theoretical Economics · Economics 2024-02-01 Rahman Khorramfar , Osman Ozaltin , Reha Uzsoy , Karl Kempf

A new stochastic control problem of population dynamics under partial observation is formulated and analyzed both mathematically and numerically, with an emphasis on environmental and ecological problems. The decision-maker can only…

Optimization and Control · Mathematics 2020-04-13 Hidekazu Yoshioka , Yuta Yaegashi , Motoh Tsujimura

In this paper, a method for efficient scheduling to obtain optimum job throughput in a distributed campus grid environment is presented; Traditional job schedulers determine job scheduling using user and job resource attributes. User…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-07-15 Srirangam V Addepallil , Per Andersen , George L Barnes

In performative stochastic optimization, decisions can influence the distribution of random parameters, rendering the data-generating process itself decision-dependent. In practice, decision-makers rarely have access to the true…

Optimization and Control · Mathematics 2025-10-27 Zhuangzhuang Jia , Yijie Wang , Roy Dong , Grani A. Hanasusanto

Optimization of decision problems in stochastic environments is usually concerned with maximizing the probability of achieving the goal and minimizing the expected episode length. For interacting agents in time-critical applications,…

Artificial Intelligence · Computer Science 2007-05-23 Balint Takacs , Istvan Szita , Andras Lorincz

The academic job market for new statisticians is highly congested at the interview stage, where departments must rank and select candidates from large applicant pools without credible signals of candidate interest. As a result, interviews…

Applications · Statistics 2026-04-17 Ali Kaazempur-Mofrad , Xiaowu Dai , Xuming He

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…

Optimization and Control · Mathematics 2022-09-13 Jose I. Caiza , Ian Walter , Jitesh H. Panchal , Junjie Qin , Philip E. Pare

One of the arduous tasks in supply chain modelling is to build robust models against irregular variations. During the proliferation of time-series analyses and machine learning models, several modifications were proposed such as…

Artificial Intelligence · Computer Science 2020-04-30 Heerok Banerjee , V. Ganapathy , V. M. Shenbagaraman

Nowadays, data-centers are largely under-utilized because resource allocation is based on reservation mechanisms which ignore actual resource utilization. Indeed, it is common to reserve resources for peak demand, which may occur only for a…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-03 Francesco Pace , Dimitrios Milios , Damiano Carra , Daniele Venzano , Pietro Michiardi

The growing need for companies to reduce costs and maximize profits has led to an increased focus on logistics activities. Among these, inventory management plays a crucial role in minimizing organizational expenses by optimizing the…

In urban environments, supply resources have to be constantly matched to the "right" locations (where customer demand is present) so as to improve quality of life. For instance, ambulances have to be matched to base stations regularly so as…

Machine Learning · Computer Science 2021-02-25 Abhinav Bhatia , Pradeep Varakantham , Akshat Kumar

The scenario-based optimization approach (`scenario approach') provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under a finite number of sampled…

Optimization and Control · Mathematics 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Manfred Morari

Service system performance depends on how participants respond to design choices, but modeling these responses is hard due to the complexity of human behavior. We introduce an LLM-powered multi-agent simulation (LLM-MAS) framework for…

Artificial Intelligence · Computer Science 2026-04-07 Yanyuan Wang , Xiaowei Zhang

In this study, we analyze and compare the performance of state-of-the-art deep reinforcement learning algorithms for solving the supply chain inventory management problem. This complex sequential decision-making problem consists of…

Machine Learning · Computer Science 2025-01-07 Francesco Stranieri , Fabio Stella

The aim of this work is to present a meta-heuristically approach of the spatial assignment problem of human resources in multi-sites enterprise. Usually, this problem consists to move employees from one site to another based on one or more…

Artificial Intelligence · Computer Science 2013-11-01 Tkatek Said , Abdoun Otman , Abouchabaka Jaafar , Rafalia Najat

We consider the optimal allocation of generic resources among multiple generic entities of interest over a finite planning horizon, where each entity generates stochastic returns as a function of its resource allocation during each period.…

Optimization and Control · Mathematics 2017-02-28 Yingdong Lu , Siva Theja Maguluri , Mark S. Squillante , Chai Wah Wu

Allocation of limited resources under uncertain requirements often necessitates fairness considerations, with applications in computer systems, health systems, and humanitarian logistics. This paper introduces a distributionally robust (DR)…

Optimization and Control · Mathematics 2025-09-22 Jiaqi Lei , Akhil Singla , Sanjay Mehrotra
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