Related papers: Asymptotically Optimal Inventory Control for Assem…

Most solutions to the inventory management problem assume a centralization of information that is incompatible with organisational constraints in real supply chain networks. The inventory management problem is a well-known planning problem…

We consider a class of production-inventory problems with box uncertainty sets from the seminal work of Ben-Tal et al. (2004) on linear decision rules in robust optimization. We prove that there always exists an optimal linear decision rule…

We study an online linear programming (OLP) model in which inventory is not provided upfront but instead arrives gradually through an exogenous stochastic replenishment process. This replenishment-based formulation captures operational…

We consider the single-item single-stocking location stochastic inventory system under a fixed ordering cost component. A long-standing problem is that of determining the structure of the optimal control policy when this system is subject…

We present an alternative view for the study of optimal control of partially observed Markov Decision Processes (POMDPs). We first revisit the traditional (and by now standard) separated-design method of reducing the problem to fully…

This paper addresses planning and control of robot motion under uncertainty that is formulated as a continuous-time, continuous-space stochastic optimal control problem, by developing a topology-guided path integral control method. The path…

We consider a two-product inventory system with independent Poisson demands, limited joint storage capacity and partial demand substitution. Replenishment is performed simultaneously for both products and the replenishment time may be fixed…

A multi-class single-server queueing model with finite buffers, in which scheduling and admission of customers are subject to control, is studied in the moderate deviation heavy traffic regime. A risk-sensitive cost set over a finite time…

We study a centralized discrete-time dynamic two-way matching model with finitely many agent types. Agents arrive stochastically over time and join their type-dedicated queues waiting to be matched. We focus on availability-based policies…

This paper studies spatiotemporal pricing and fleet management for autonomous mobility-on-demand (AMoD) systems while taking elastic demand into account. We consider a platform that offers ride-hailing services using a fleet of autonomous…

Inaccurate records of inventory occur frequently, and by some measures cost retailers approximately 4% in annual sales. Detecting inventory inaccuracies manually is cost-prohibitive, and existing algorithmic solutions rely almost…

Consider a decision maker who is responsible to dynamically collect observations so as to enhance his information about an underlying phenomena of interest in a speedy manner while accounting for the penalty of wrong declaration. Due to the…

We present a dynamic programming-based solution to a stochastic optimal control problem up to a hitting time for a discrete-time Markov control process. Firstly, we determine an optimal control policy to steer the process toward a compact…

Stochastic trajectory optimization methods like STOMP enable planning with non-differentiable costs, offering substantial flexibility over gradient-based approaches. We show that STOMP implicitly minimizes the KL divergence from a Boltzmann…

We consider deterministic infinite horizon optimal control problems with nonnegative stage costs. We draw inspiration from learning model predictive control scheme designed for continuous dynamics and iterative tasks, and propose a rollout…

Recently, there has been a growing interest in developing inventory control policies which are robust to model misspecification. One approach is to posit that nature selects a worst-case distribution for any stochastic primitives from some…

We propose a simulated annealing algorithm specifically tailored to optimise total retrieval times in a multi-level warehouse under complex pre-batched picking constraints. Experiments on real data from a picker-to-parts order picking…

The adoption of Internet of Things (IoT) systems at the network edge of smart architectures is increasing rapidly, intensifying the need for security mechanisms that are both adaptive and resource-efficient. In such environments, runtime…

We consider the infinite-horizon average-reward restless bandit problem. We propose a novel \emph{two-set policy} that maintains two dynamic subsets of arms: one subset of arms has a nearly optimal state distribution and takes actions…

This paper concerns rollout and certainty-equivalent rollout policies for stochastic shortest path problems with absorbing terminal states. The main result provides a direct non-asymptotic performance certificate for a fixed rollout policy:…