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We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…
Production logistics has an important role as a chain that connects the components of the production system. The most important goal of production logistics plans is to keep the flow of the production system well. However, compared to the…
For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the…
This paper develops an online algorithm to solve a time-varying optimization problem with an objective that comprises a known time-varying cost and an unknown function. This problem structure arises in a number of engineering systems and…
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…
We develop and analyze algorithms for instrumental variable regression by viewing the problem as a conditional stochastic optimization problem. In the context of least-squares instrumental variable regression, our algorithms neither require…
Contextual stochastic optimization is an advanced methodology to model uncertainty in the presence of contextual information during decision planning processes. Although classical methodologies focus on minimizing the expectation of a…
Many settings, such as matching riders to drivers in ride-hailing platforms or in-stream video advertising, require handling arrivals over time. In such applications, it is often beneficial to group the arriving orders or requests into…
This paper presents a new model for solving the optimal server location problem in a spatial hypercube queueing model. Unlike deterministic location models, our approach accounts for server availability, varying utilization levels, and…
We consider the problem of designing an expected-revenue maximizing mechanism for allocating multiple non-perishable goods of $k$ varieties to flexible consumers over $T$ time steps. In our model, a random number of goods of each variety…
In this work, we study a single-machine scheduling problem that aims at minimizing the total cost of a schedule subject to start-time dependent costs. This framework naturally captures scenarios where costs fluctuate throughout the day,…
We consider a Markovian single server queue in which customers are preemptively scheduled by exogenously assigned priority levels. The novelty in our model is that the priority levels are randomly assigned from a continuous probability…
In this paper, we consider a network capacity expansion problem in the context of telecommunication networks, where there is uncertainty associated with the expected traffic demand. We employ a distributionally robust stochastic…
Staff scheduling is a well-known problem in operations research and finds its application at hospitals, airports, supermarkets, and many others. Its goal is to assign shifts to staff members such that a certain objective function, e.g.…
I consider the optimal hourly (or per-unit-time in general) pricing problem faced by a freelance worker (or a service provider) on an on-demand service platform. Service requests arriving while the worker is busy are lost forever. Thus, the…
In continuous-choice settings, consumers decide not only on whether to purchase a product, but also on how much to purchase. Thus, firms optimize a full price schedule rather than a single price point. This paper provides a methodology to…
Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…
Edge computing has emerged as a key technology to reduce network traffic, improve user experience, and enable various Internet of Things applications. From the perspective of a service provider (SP), how to jointly optimize the service…
Diffusion probabilistic models have set a new standard for generative fidelity but are hindered by a slow iterative sampling process. A powerful training-free strategy to accelerate this process is Schedule Optimization, which aims to find…
Integrating time-frequency resource conversion (TFRC), a new network resource allocation strategy, with call admission control can not only increase the cell capacity but also reduce network congestion effectively. However, the optimal…