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Given data generated by an observable stochastic process, we study how to construct statistically optimal decisions for general stochastic optimization problems. Our setting encompasses non-standard data structures, including data…

Optimization and Control · Mathematics 2025-08-01 Radek Salač , Michael Kupper , Tobias Sutter

This work investigates the formal policy synthesis of continuous-state stochastic dynamic systems given high-level specifications in linear temporal logic. To learn an optimal policy that maximizes the satisfaction probability, we take a…

Artificial Intelligence · Computer Science 2023-04-21 Lening Li , Zhentian Qian

This paper describes the structure of optimal policies for discounted periodic-review single-commodity total-cost inventory control problems with fixed ordering costs for finite and infinite horizons. There are known conditions in the…

Optimization and Control · Mathematics 2017-05-30 Eugene A. Feinberg , Yan Liang

Modeling and optimization of multi-echelon supply chain systems is challenging as it requires a holistic approach that exploits synergies and interactions between echelons while accurately accounting for variability observed by these…

Optimization and Control · Mathematics 2019-01-03 Anshul Agarwal

We consider a continuous-time model for inventory management with Markov modulated non-stationary demands. We introduce active learning by assuming that the state of the world is unobserved and must be inferred by the manager. We also…

Optimization and Control · Mathematics 2012-06-28 Erhan Bayraktar , Mike Ludkovski

Service platforms must determine rules for matching heterogeneous demand (customers) and supply (workers) that arrive randomly over time and may be lost if forced to wait too long for a match. Our objective is to maximize the cumulative…

Optimization and Control · Mathematics 2023-12-19 Angelos Aveklouris , Levi DeValve , Maximiliano Stock , Amy R. Ward

Motion planning is a fundamental problem in autonomous robotics that requires finding a path to a specified goal that avoids obstacles and takes into account a robot's limitations and constraints. It is often desirable for this path to also…

Robotics · Computer Science 2021-01-14 Jonathan D. Gammell , Marlin P. Strub

A high-tech manufacturer often produces products that consist of many modules. These modules are either sourced from one of its suppliers or produced in-house. In this paper we study an assembly system in which one module is sourced from a…

Optimization and Control · Mathematics 2021-05-20 Mirjam S Meijer , Willem van Jaarsveld , Ton de Kok

This tutorial describes recently developed general optimality conditions for Markov Decision Processes that have significant applications to inventory control. In particular, these conditions imply the validity of optimality equations and…

Optimization and Control · Mathematics 2016-06-06 Eugene A. Feinberg

We consider the dynamic inventory problem with non-stationary demands. It has long been known that non-stationary (s, S) policies are optimal for this problem. However, finding optimal policy parameters remains a computational challenge as…

Optimization and Control · Mathematics 2020-07-20 Onur A. Kilic , S. Armagan Tarim

Supply chain management is an integrated approach for planning and controlling materials, information, and finances as they move in a process which begins from suppliers and ends with customers in forward approach. As distribution network…

Optimization and Control · Mathematics 2021-10-22 Mohammad Najjartabar Bisheh , Hamid Davoudpour , G. Reza nasiri

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

This paper investigates a stochastic inventory management problem in which a cash-constrained small retailer periodically purchases a product from suppliers and sells it to a market while facing non-stationary demands. In each period, the…

Optimization and Control · Mathematics 2021-08-13 Zhen Chen , Roberto Rossi

We consider a discrete-time bipartite matching model with random arrivals of units of supply and demand that can wait in queues located at the nodes in the network. A control policy determines which are matched at each time. The focus is on…

Discrete Mathematics · Computer Science 2016-06-28 Ana Bušić , Sean Meyn

We consider a network inventory system motivated by one-way, on-demand vehicle sharing services. Under uncertain and correlated network demand, the service operator periodically repositions vehicles to match a fixed supply with spatial…

Machine Learning · Statistics 2025-10-20 Hansheng Jiang , Chunlin Sun , Zuo-Jun Max Shen

Following the recent resurgence in establishing linear control theoretic benchmarks for reinforcement leaning (RL)-based policy optimization (PO) for complex dynamical systems with continuous state and action spaces, an optimal control…

Systems and Control · Electrical Eng. & Systems 2023-06-30 Leilei Cui , Lekan Molu

This paper proposes a new optimal control synthesis algorithm for multi-robot systems under global temporal logic tasks. Existing planning approaches under global temporal goals rely on graph search techniques applied to a product automaton…

Robotics · Computer Science 2018-06-21 Yiannis Kantaros , Michael M. Zavlanos

High-tech systems are typically produced in two stages: 1) Production of components using specialized equipment and staff; 2) System assembly/integration. Component production capacity is subject to fluctuations, causing a high risk of…

Probability · Mathematics 2024-04-18 Mirjam S. Meijer , Dennis Schol , Willem van Jaarsveld , Maria Vlasiou , Bert Zwart

In China's competitive fresh e-commerce market, optimizing operational strategies, especially inventory management in front-end warehouses, is key to enhance customer satisfaction and to gain a competitive edge. Front-end warehouses are…

Machine Learning · Computer Science 2025-05-30 Zheming Zhang , Yan Jiang , Qingshan Li , Ai Han

Two-stage risk-averse distributionally robust optimization (DRO) problems are ubiquitous across many engineering and business applications. Despite their promising resilience, two-stage DRO problems are generally computationally…

Optimization and Control · Mathematics 2024-12-24 Yue Lin , Daniel Zhuoyu Long , Viet Anh Nguyen , Jin Qi