Related papers: Asymptotically optimal appointment schedules with …
We consider a multi-stage stochastic lot-sizing problem with service level constraints and supplier-driven product substitution. A firm has multiple products and it has the option to meet demand from substitutable products at a cost.…
Many modern schedulers can dynamically adjust their service capacity to match the incoming workload. At the same time, however, unpredictability and instability in service capacity often incur operational and infrastructure costs. In this…
This paper studies the problem of congestion control and scheduling in ad hoc wireless networks that have to support a mixture of best-effort and real-time traffic. Optimization and stochastic network theory have been successful in…
We consider the problem of load balancing in parallel queues by transferring customers between them at discrete points in time. Holding costs accrue as customers wait in the queue, while transfer decisions incur both fixed (setup) costs and…
In many service systems, especially those in healthcare, customer waiting times can result in increased service requirements. Such service slowdowns can significantly impact system performance. Therefore, it is important to properly account…
We consider a setting with an evolving set of requests for transportation from an origin to a destination before a deadline and a set of agents capable of servicing the requests. In this setting, an assignment authority is to assign agents…
Traffic assignment is an integral part of urban city planning. Roads and freeways are constructed to cater to the expected demands of the commuters between different origin-destination pairs with the overall objective of minimising the…
We consider a natural dynamic staffing problem in which a decision-maker sequentially hires workers over a finite horizon to meet an unknown demand revealed at the end. Predictions about demand arrive over time and become increasingly…
We present an online stochastic model predictive control framework for demand charge management for a grid-connected consumer with attached electrical energy storage. The consumer we consider must satisfy an inflexible but stochastic…
The optimization of complex medical appointment scheduling remains a significant operational challenge in multi-center healthcare environments, where clinical safety protocols and patient logistics must be reconciled. This study proposes…
We consider a service system model primarily motivated by the problem of efficient assignment of virtual machines to physical host machines in a network cloud, so that the number of occupied hosts is minimized. There are multiple types of…
Serverless computing platforms currently rely on basic pricing schemes that are static and do not reflect customer feedback. This leads to significant inefficiencies from a total utility perspective. As one of the fastest-growing cloud…
Aiming for more realistic optimal dividend policies, we consider a stochastic control problem with linearly bounded control rates using a performance function given by the expected present value of dividend payments made up to ruin. In a…
We consider a service system where agents (or, servers) are invited on-demand. Customers arrive as a Poisson process and join a customer queue. Customer service times are i.i.d. exponential. Agents' behavior is random in two respects.…
We extend stochastic network optimization theory to treat networks with arbitrary sample paths for arrivals, channels, and mobility. The network can experience unexpected link or node failures, traffic bursts, and topology changes, and…
We consider the scheduling control problem for a family of unitary networks under heavy traffic, with general interarrival and service times, probabilistic routing and infinite horizon discounted linear holding cost. A natural…
We study how to unwind stochastic order flow with minimal transaction costs. Stochastic order flow arises, e.g., in the central risk book (CRB), a centralized trading desk that aggregates order flows within a financial institution. The desk…
We study a stochastic network that consists of a set of servers processing multiple classes of jobs. Each class of jobs requires a concurrent occupancy of several servers while being processed, and each server is shared among the job…
Outpatient clinics often run behind schedule due to patients who arrive late or appointments that run longer than expected. We sought to develop a generalizable method that would allow healthcare providers to diagnose problems in workflow…
Addressing real-world optimization problems becomes particularly challenging when analytic objective functions or constraints are unavailable. While numerous studies have addressed the issue of unknown objectives, limited research has…