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In this paper, we study the assortment optimization problem faced by many online retailers such as Amazon. We develop a \emph{cascade multinomial logit model}, based on the classic multinomial logit model, to capture the consumers'…

Machine Learning · Computer Science 2020-07-15 Shaojie Tang , Jing Yuan

An evolutionary game model is developed to study the interplay between consumers and producers when trade takes place on an e-commerce marketplace. The type of delivery service available and consumers' taste are particularly important…

General Finance · Quantitative Finance 2021-05-17 André Barreira da Silva Rocha , Matheus Oliveira Meirim , Lara Corrêa Nogueira

Are there multiple equilibria in the spatial economy? This paper develops a unified framework that integrates systems of cities and regional models to address this question within a general geographic space. A key feature is the endogenous…

Theoretical Economics · Economics 2025-05-01 Gianandrea Lanzara , Matteo Santacesaria

The assortment planning problem is a central piece in the revenue management strategy of any company in the retail industry. In this paper, we study a robust assortment optimization problem for substitutable products under a sequential…

Optimization and Control · Mathematics 2020-09-01 Saharnaz Mehrani , Jorge A. Sefair

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

We develop a model of the behaviour of a dynamically optimizing economic agent who makes consumption-saving and spatial relocation decisions. We formulate an existence result for the model, derive the necessary conditions for optimality and…

Optimization and Control · Mathematics 2007-05-23 Iordan Iordanov , Andrey Vassilev

We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…

Optimization and Control · Mathematics 2023-08-02 Xilin Zhang , Wang Chi Cheung

The analysis and characterization of human mobility using population-level mobility models is important for numerous applications, ranging from the estimation of commuter flows in cities to modeling trade flows between countries. However,…

We study a non-cooperative two-sided facility location game in which facilities and clients behave strategically. This is in contrast to many other facility location games in which clients simply visit their closest facility. Facility…

Computer Science and Game Theory · Computer Science 2024-06-14 Simon Krogmann , Pascal Lenzner , Alexander Skopalik

We study the problem of modeling purchase of multiple products and utilizing it to display optimized recommendations for online retailers and e-commerce platforms. We present a parsimonious multi-purchase family of choice models called the…

Information Retrieval · Computer Science 2023-08-08 Theja Tulabandhula , Deeksha Sinha , Saketh Reddy Karra , Prasoon Patidar

We develop a decision making framework to cast the problem of learning a ranking policy for search or recommendation engines in a two-sided e-commerce marketplace as an expected reward optimization problem using observational data. As a…

Information Retrieval · Computer Science 2024-10-08 Ehsan Ebrahimzadeh , Nikhil Monga , Hang Gao , Alex Cozzi , Abraham Bagherjeiran

Optimal shelflisting invites profit maximization to become sensitive to the ways in which purchasing decisions are order-dependent. We study the computational complexity of the corresponding product arrangement problem when consumers are…

Computer Science and Game Theory · Computer Science 2016-11-15 Yongjie Yang , Dinko Dimitrov

We study repeated games where players use an exponential learning scheme in order to adapt to an ever-changing environment. If the game's payoffs are subject to random perturbations, this scheme leads to a new stochastic version of the…

Probability · Mathematics 2010-10-22 Panayotis Mertikopoulos , Aris L. Moustakas

This study investigates an adaptive pricing scheme aimed at achieving an efficient state in a traffic congestion game characterized by a diverse population of road users. While the planner possesses knowledge of players' preferences, their…

Theoretical Economics · Economics 2025-12-22 Shota Fujishima

We present a simple one-parameter model for spatially localised evolving agents competing for spatially localised resources. The model considers selling agents able to evolve their pricing strategy in competition for a fixed market. Despite…

Physics and Society · Physics 2008-12-02 L. Mitchell , G. J. Ackland

The categorization of retail products is essential for the business decision-making process. It is a common practice to classify products based on their quantitative and qualitative characteristics. In this paper we use a purely data-driven…

Applications · Statistics 2024-05-09 Vladimír Holý , Ondřej Sokol , Michal Černý

Predicting future consumer behaviour is one of the most challenging problems for large scale retail firms. Accurate prediction of consumer purchase pattern enables better inventory planning and efficient personalized marketing strategies.…

Machine Learning · Computer Science 2020-10-15 Ankur Verma

This paper examines the objective of optimally harvesting a single species in a stochastic environment. This problem has previously been analyzed in Alvarez (2000) using dynamic programming techniques and, due to the natural payoff…

Optimization and Control · Mathematics 2016-08-02 Richard H. Stockbridge , Chao Zhu

We study the optimal pricing strategy of a monopolist selling homogeneous goods to customers over multiple periods. The customers choose their time of purchase to maximize their payoff that depends on their valuation of the product, the…

Computer Science and Game Theory · Computer Science 2018-06-28 Ali Makhdoumi , Azarakhsh Malekian , Asuman Ozdaglar

We consider assortment and inventory planning problems with dynamic stockout-based substitution effects, and without replenishment, in two different settings: (1) Customers can see all available products when they arrive, a typical scenario…

Optimization and Control · Mathematics 2025-01-09 Shuo Sun , Rajan Udwani , Zuo-Jun Max Shen