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Motivated by applications such as urban traffic control and make-to-order systems, we study a fluid model of a single-server, on-off system that can accommodate multiple queues. The server visits each queue in order: when a queue is served,…

Computer Science and Game Theory · Computer Science 2025-04-01 Yanwei Sun , Zhe Liu , Chiwei Yan

We consider the coflow scheduling problem in the non-clairvoyant setting, assuming that flow sizes are realized on-line according to given probability distributions. The goal is to minimize the weighted average completion time of coflows in…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-01-06 Olivier Brun , Balakrishna J. Prabhu

This paper studies a stochastic congested location problem in the network of a service system that consists of facilities to be established in a finite number of candidate locations. Population zones allocated to each open service facility…

Optimization and Control · Mathematics 2018-09-05 Amir Ahmadi-Javid , Oded Berman , Pooya Hoseinpour

Nurse staffing and scheduling are persistent challenges in healthcare due to demand fluctuations and individual nurse preferences. This study introduces the concept of bounded flexibility, balancing nurse satisfaction with strict rostering…

Optimization and Control · Mathematics 2025-06-02 Si Zhang , Paul Mingzheng Tang , Hoong Chuin Lau

Consider a set of jobs with independent random service times to be scheduled on a single machine. The jobs can be surgeries in an operating room, patients' appointments in outpatient clinics, etc. The challenge is to determine the optimal…

Optimization and Control · Mathematics 2020-04-16 Mehdi Jafarnia-Jahromi , Rahul Jain

We consider a multi-stage stochastic optimization problem originally introduced by Cygan et al. (2013), studying how a single server should prioritize stochastically departing customers. In this setting, our objective is to determine an…

Data Structures and Algorithms · Computer Science 2022-09-29 Danny Segev

In this paper we consider stochastic optimization problems for an ambiguity averse decision maker who is uncertain about the parameters of the underlying process. In a first part we consider problems of optimal stopping under drift…

Computational Finance · Quantitative Finance 2015-03-19 Sören Christensen

We propose a model uncertainty approach to heavy traffic asymptotics that allows for a high level of uncertainty. That is, the uncertainty classes of underlying distributions accommodate disturbances that are of order 1 at the usual…

Probability · Mathematics 2022-04-13 Rami Atar , Eyal Castiel , Yonatan Shadmi

We propose combined allocation, assignment, sequencing, and scheduling problems under uncertainty involving multiple operation rooms (ORs), anesthesiologists, and surgeries, as well as methodologies for solving such problems. Specifically,…

Optimization and Control · Mathematics 2024-01-15 Man Yiu Tsang , Karmel S. Shehadeh , Frank E. Curtis , Beth Hochman , Tricia E. Brentjens

A key operational challenge for call centers is to decide, in real time, which waiting customer should be served by which available agent. This is known as skill-based routing, and the decision becomes especially difficult in large systems…

Systems and Control · Electrical Eng. & Systems 2026-05-12 Baris Ata , Ebru Kasikaralar

We study a fundamental model of resource allocation in which a finite number of resources must be assigned in an online manner to a heterogeneous stream of customers. The customers arrive randomly over time according to known stochastic…

Optimization and Control · Mathematics 2018-05-16 Clifford Stein , Van-Anh Truong , Xinshang Wang

Fluid approximation is a widely used approach for solving two-stage stochastic optimization problems, with broad applications in service system design such as call centers and healthcare operations. However, replacing the underlying random…

Optimization and Control · Mathematics 2025-12-19 Can Er , Mo Liu

In this paper, we study pooling downstream beds across specialties in a stochastic operating room planning problem. The main sources of uncertainty are stochastic surgical durations and patients' lengths of stay. We developed a two-stage…

Optimization and Control · Mathematics 2026-02-18 Arian Andam , Hossein Hashemi Doulabi

When modeling the demand in revenue management systems, a natural approach is to focus on a canonical interval of time, such as a week, so that we forecast the demand over each week in the selling horizon. Ideally, we would like to use…

Optimization and Control · Mathematics 2024-09-09 Weiyuan Li , Paat Rusmevichientong , Huseyin Topaloglu

Modern business models have enabled service systems to leverage a large pool of casual employees with flexible hours, paid based on piece rates, to fulfill on-demand work. These systems have been successfully implemented in sectors such as…

Optimization and Control · Mathematics 2025-04-09 Prakash Gawas , Antoine Legrain , Louis-Martin Rousseau

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 scheduling problem arising in demand response management in smart grid. Consumers send in power requests with a flexible feasible time interval during which their requests can be served. The grid controller, upon receiving power…

Data Structures and Algorithms · Computer Science 2017-08-07 Fu-Hong Liu , Hsiang-Hsuan Liu , Prudence W. H. Wong

We consider a general class of dynamic resource allocation problems within a stochastic optimal control framework. This class of problems arises in a wide variety of applications, each of which intrinsically involves resources of different…

Optimization and Control · Mathematics 2018-01-08 Xuefeng Gao , Yingdong Lu , Mayank Sharma , Mark S. Squillante , Joost W. Bosman

We formulate a control problem for a GI/GI/N+GI queue, whose objective is to trade off the long-run average operational costs (i.e., abandonment costs and holding costs) with server utilization costs. To solve the control problem, we…

Optimization and Control · Mathematics 2023-11-08 Yueyang Zhong , Amy R. Ward , Amber L. Puha

In this paper, we consider queueing systems where the dynamics are non-stationary and state-dependent. For performance analysis of these systems, fluid and diffusion models have been typically used. Although they are proven to be…

Probability · Mathematics 2016-09-08 Young Myoung Ko , Natarajan Gautam