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We revisit the classic Cournot model and extend it to a two-echelon supply chain with an upstream supplier who operates under demand uncertainty and multiple downstream retailers who compete over quantity. The supplier's belief about retail…

Computer Science and Game Theory · Computer Science 2021-07-19 Constandina Koki , Stefanos Leonardos , Costis Melolidakis

We consider a two-stage robust facility location problem on a metric under an uncertain demand. The decision-maker needs to decide on the (integral) units of supply for each facility in the first stage to satisfy an uncertain second-stage…

Optimization and Control · Mathematics 2020-11-11 Omar El Housni , Vineet Goyal , David Shmoys

We consider the problem of customer equilibrium behavior of a single server Markovian queue with dynamic control of the service rate. Customers arrive according a Poisson procedure and the system administrator makes a service rate choice…

Optimization and Control · Mathematics 2018-05-17 Apostolos Burnetas , Yiannis Dimitrakopoulos

The assortment problem in revenue management is the problem of deciding which subset of products to offer to consumers in order to maximise revenue. A simple and natural strategy is to select the best assortment out of all those that are…

Data Structures and Algorithms · Computer Science 2019-02-22 Gerardo Berbeglia , Gwenaël Joret

We study the problem of fair online resource allocation via non-monetary mechanisms, where multiple agents repeatedly share a resource without monetary transfers. Previous work has shown that every agent can guarantee $1/2$ of their ideal…

Computer Science and Game Theory · Computer Science 2025-05-27 David X. Lin , Daniel Hall , Giannis Fikioris , Siddhartha Banerjee , Éva Tardos

The design and pricing of services are two of the most important decisions faced by any intermodal transport operator. The key success factor lies in the ability of meeting the needs of the shippers. Therefore, making full use of the…

Optimization and Control · Mathematics 2024-09-05 Adrien Nicolet , Bilge Atasoy

We consider the setting in which an electric power utility seeks to curtail its peak electricity demand by offering a fixed group of customers a uniform price for reductions in consumption relative to their predetermined baselines. The…

Machine Learning · Computer Science 2018-06-20 Kia Khezeli , Eilyan Bitar

A fundamental economic question is that of designing revenue-maximizing mechanisms in dynamic environments. This paper considers a simple yet compelling market model to tackle this question, where forward-looking buyers arrive at the market…

Theoretical Economics · Economics 2024-10-16 Jose Correa , Andres Cristi , Laura Vargas Koch

It is well-known that selling different goods in a single bundle can significantly increase revenue. However, bundling is no longer profitable if the goods have high production costs. To overcome this challenge, we introduce a new…

Computer Science and Game Theory · Computer Science 2021-02-23 Will Ma , David Simchi-Levi

We study a decision-maker's problem of finding optimal monetary incentive schemes for retention when faced with agents whose participation decisions (stochastically) depend on the incentive they receive. Our focus is on policies constrained…

Computer Science and Game Theory · Computer Science 2024-07-31 Daniel Freund , Chamsi Hssaine

This paper studies optimal pricing and rebalancing policies for Autonomous Mobility-on-Demand (AMoD) systems. We take a macroscopic planning perspective to tackle a profit maximization problem while ensuring that the system is…

Optimization and Control · Mathematics 2020-03-31 Salomón Wollenstein-Betech , Ioannis Ch. Paschalidis , Christos G. Cassandras

We propose a generalized market equilibrium model using assignment game criteria for evaluating transportation systems that consist of both operators' and users' decisions. The model finds stable pricing, in terms of generalized costs, and…

Computational Engineering, Finance, and Science · Computer Science 2020-08-14 Saeid Rasulkhani , Joseph Y. J. Chow

We propose an online pricing mechanism for electric vehicle (EV) charging. A charging station decides prices for each arriving EV depending on the energy and the time within which the EV will be served (i.e. deadline). The user selects…

Optimization and Control · Mathematics 2017-08-04 Arnob Ghosh , Vaneet Aggarwal

In this paper, we consider an infinite horizon, continuous-review, stochastic inventory system in which cumulative customers' demand is price-dependent and is modeled as a Brownian motion. Excess demand is backlogged. The revenue is earned…

Optimization and Control · Mathematics 2018-07-12 Dacheng Yao

The integration of renewable generation poses operational and economic challenges for the electricity grid. For the core problem of power balance, the legacy paradigm of tailoring supply to follow random demand may be inappropriate under…

Systems and Control · Computer Science 2014-09-25 Ashutosh Nayyar , Matias Negrete-Pincetic , Kameshwar Poolla , Pravin Varaiya

We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, termed variation budget, that controls the extent of said…

Probability · Mathematics 2019-06-07 O. Besbes , Y. Gur , A. Zeevi

We study revenue optimization pricing algorithms for repeated posted-price auctions where a seller interacts with a single strategic buyer that holds a fixed private valuation. We show that, in the case when both the seller and the buyer…

Computer Science and Game Theory · Computer Science 2018-05-08 Arsenii Vanunts , Alexey Drutsa

We study a pricing problem where a seller has $k$ identical copies of a product, buyers arrive sequentially, and the seller prices the items aiming to maximize social welfare. When $k=1$, this is the so called "prophet inequality" problem…

Computer Science and Game Theory · Computer Science 2023-06-21 Shuchi Chawla , Nikhil Devanur , Thodoris Lykouris

The stochastic knapsack has been used as a model in wide ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems…

Pricing of Securities · Quantitative Finance 2008-12-02 Grace Lin , Yingdong Lu , David Yao

We introduce a general model of resource allocation with customer choice. In this model, there are multiple resources that are available over a finite horizon. The resources are non-replenishable and perishable. Each unit of a resource can…

Optimization and Control · Mathematics 2015-11-06 Guillermo Gallego , Anran Li , Van-Anh Truong , Xinshang Wang