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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…

Optimization and Control · Mathematics 2023-05-30 Joshua Cutler , Dmitriy Drusvyatskiy , Zaid Harchaoui

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…

Optimization and Control · Mathematics 2022-04-01 Yongkuk Jeong , Gianpiero Canessa , Erik Flores-García , Tarun Kumar Agrawal , Magnus Wiktorsson

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…

Data Structures and Algorithms · Computer Science 2018-10-02 Dawsen Hwang , Patrick Jaillet , Vahideh Manshadi

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…

Optimization and Control · Mathematics 2021-11-29 Andrea Simonetto , Emiliano Dall'Anese , Julien Monteil , Andrey Bernstein

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…

Data Structures and Algorithms · Computer Science 2020-07-28 Elaheh Fata , Will Ma , David Simchi-Levi

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…

Machine Learning · Statistics 2024-05-31 Xuxing Chen , Abhishek Roy , Yifan Hu , Krishnakumar Balasubramanian

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…

Optimization and Control · Mathematics 2025-11-24 Man Yiu Tsang , Tony Sit , Hoi Ying Wong

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…

Data Structures and Algorithms · Computer Science 2025-08-04 Akhil Bhimaraju , S. Rasoul Etesami , Lav R. Varshney

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…

Optimization and Control · Mathematics 2025-11-21 Cheng Hua , Arthur J. Swersey , Wenqian Xing , Yi Zhang

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…

Computer Science and Game Theory · Computer Science 2020-07-08 Shiva Navabi , Ashutosh Nayyar

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,…

Optimization and Control · Mathematics 2026-04-17 Sofía Rodríguez-Ballesteros , Javier Alcaraz , Laura Anton-Sanchez , Marc Goerigk , Dorothee Henke

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…

Probability · Mathematics 2017-01-09 Neal Master , Zhengyuan Zhou , Nicholas Bambos

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…

Optimization and Control · Mathematics 2020-04-10 Trivikram Dokka , Francis Garuba , Marc Goerigk , Peter Jacko

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.…

Discrete Mathematics · Computer Science 2026-04-28 Debsankha Manik , Rico Raber

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…

Computer Science and Game Theory · Computer Science 2019-07-09 Vijay Kamble

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…

General Economics · Economics 2024-08-13 Soheil Ghili , Russ Yoon

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…

Optimization and Control · Mathematics 2023-11-22 Izack Cohen , Krzysztof Postek , Shimrit Shtern

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…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-12-01 Duong Tung Nguyen , Hieu Trung Nguyen , Ni Trieu , Vijay K. Bhargava

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…

Machine Learning · Computer Science 2026-05-20 Aihua Zhu , Rui Su , Qinglin Zhao , Li Feng , Meng Shen , Shibo He

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…

Networking and Internet Architecture · Computer Science 2016-05-24 Hangguan Shan , Yani Zhang , Weihua Zhuang , Aiping Huang , Zhaoyang Zhang