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This paper deals with the problem of cost-optimal operation of smart buildings that integrate a centralized HVAC system, photovoltaic generation and both thermal and electrical storage devices. Building participation in a Demand-Response…

Systems and Control · Computer Science 2019-02-19 Gianni Bianchini , Marco Casini , Daniele Pepe , Antonio Vicino , Giovanni Gino Zanvettor

We propose a new efficient online algorithm to learn the parameters governing the purchasing behavior of a utility maximizing buyer, who responds to prices, in a repeated interaction setting. The key feature of our algorithm is that it can…

Machine Learning · Statistics 2018-03-07 Debjyoti Saharoy , Theja Tulabandhula

This paper considers two important problems -- on the supply-side and demand-side respectively and studies both in a unified framework. On the supply side, we study the problem of energy sharing among microgrids with the goal of maximizing…

Systems and Control · Electrical Eng. & Systems 2019-07-09 Diddigi Raghuram Bharadwaj , Sai Koti Reddy Danda , Krishnasuri Narayanam , Shalabh Bhatnagar

Future electricity distribution grids will host a considerable share of the renewable energy sources needed for enforcing the energy transition. Demand side management mechanisms play a key role in the integration of such renewable energy…

Systems and Control · Computer Science 2019-04-16 José Horta , Eitan Altman , Mathieu Caujolle , Daniel Kofman , David Menga

We consider an online assortment problem with $[n]:=\{1,2,\ldots,n\}$ sellers, each holding exactly one item $i\in[n]$ with initial inventory $c_i\in \mathbb{Z}_+$, and a sequence of homogeneous buyers arriving over a finite time horizon…

Computer Science and Game Theory · Computer Science 2021-12-10 S. Rasoul Etesami

We consider the problem of online allocation (matching and assortments) of reusable resources where customers arrive sequentially in an adversarial fashion and allocated resources are used or rented for a stochastic duration that is drawn…

Data Structures and Algorithms · Computer Science 2022-07-20 Vineet Goyal , Garud Iyengar , Rajan Udwani

We revisit the problem of large-scale assortment optimization under the multinomial logit choice model without any assumptions on the structure of the feasible assortments. Scalable real-time assortment optimization has become essential in…

Optimization and Control · Mathematics 2018-05-02 Deeksha Sinha , Theja Tulabandhula

Small-to-medium size enterprises (SMEs), including many startup firms, need to manage interrelated flows of cash and inventories of goods. In this paper, we model a firm that can finance its inventory (ordered or manufactured) with loans in…

Optimization and Control · Mathematics 2015-09-23 Michael N. Katehakis , Benjamin Melamed , Jim Shi

The rapid expansion of wind and solar energy leads to an increasing volatility in the electricity generation. Previous studies have shown that storage devices provide an opportunity to balance fluctuations in the power grid. An economical…

Optimization and Control · Mathematics 2017-11-06 Lars Siemer , Wided Medjroubi

The adoption of market-based principles in resource management systems for computational infrastructures such as grids and clusters allows for matching demand and supply for resources in a utility maximizing manner. As such, they offer a…

Computer Science and Game Theory · Computer Science 2019-08-14 K. Abdelkader , J. Broeckhove , K. Vanmechelen

As power management has become a primary concern in modern data centers, computing resources are being scaled dynamically to minimize energy consumption. We initiate the study of a variant of the classic online speed scaling problem, in…

Machine Learning · Computer Science 2020-10-23 Étienne Bamas , Andreas Maggiori , Lars Rohwedder , Ola Svensson

This work proposes an energy-efficient resource provisioning and allocation framework to meet the dynamic demands of future applications. The frequent variations in a cloud user's resource demand lead 'to the problem of excess power…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-12-06 Deepika Saxena , Ashutosh Kumar Singh

We study the inventory placement problem of splitting $Q$ units of a single item across warehouses in advance of a downstream online matching problem that represents the dynamic fulfillment decisions of an e-commerce retailer. This is a…

Data Structures and Algorithms · Computer Science 2025-05-06 Boris Epstein , Will Ma

Order picking is the single most cost-intensive activity in picker-to-parts warehouses, and as such has garnered large interest from the scientific community which led to multiple problem formulations and a plethora of algorithms published.…

Optimization and Control · Mathematics 2025-06-26 Giorgio Abelli , Maximilian Katzmann , Imran Khan , Olaf Maurer , Julius Pätzold , Paweł Pszona , Jan-David Salchow

Dynamic pricing is both an opportunity and a challenge to the demand side. It is an opportunity as it better reflects the real time market conditions and hence enables an active demand side. However, demand's active participation does not…

Systems and Control · Electrical Eng. & Systems 2019-12-04 Jiaman Wu , Zhiqi Wang , Chenye Wu , Kui Wang , Yang Yu

We consider the problem of optimal trading for a power producer in the context of intraday electricity markets. The aim is to minimize the imbalance cost induced by the random residual demand in electricity, i.e. the consumption from the…

Trading and Market Microstructure · Quantitative Finance 2018-11-27 René Aïd , Pierre Gruet , Huyên Pham

The Bayesian online selection problem aims to design a pricing scheme for a sequence of arriving buyers that maximizes the expected social welfare (or revenue) subject to different structural constraints. Inspired by applications with a…

Computer Science and Game Theory · Computer Science 2024-03-11 Nima Anari , Rad Niazadeh , Amin Saberi , Ali Shameli

Assortment optimization is a critical tool for online retailers aiming to maximize revenue. However, optimizing purely for revenue can lead to unbalanced sales across products, potentially causing a long tail of low-selling products and…

Computer Science and Game Theory · Computer Science 2026-03-16 Omar El Housni , Qing Feng , Huseyin Topaloglu

The Internet of Things (IoT) system generates massive high-speed temporally correlated streaming data and is often connected with online inference tasks under computational or energy constraints. Online analysis of these streaming time…

Machine Learning · Statistics 2025-09-26 Rui Xie , Shuyang Bai , Ping Ma

We study in this paper a revenue management problem with add-on discounts. The problem is motivated by the practice in the video game industry, where a retailer offers discounts on selected supportive products (e.g. video games) to…

Data Structures and Algorithms · Computer Science 2020-05-05 David Simchi-Levi , Rui Sun , Huanan Zhang