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The frequent directions (FD) technique is a deterministic approach for online sketching that has many applications in machine learning. The conventional FD is a heuristic procedure that often outputs rank deficient matrices. To overcome the…
We consider the vehicle routing problem with stochastic demands (VRPSD), a problem in which customer demands are known in distribution at the route planning stage and revealed during route execution upon arrival at each customer. A…
In the context of global trade, cross-border commodity pricing largely determines the competitiveness and market share of businesses. However, existing methodologies often prove inadequate, as they lack the agility and precision required to…
Conventional Public Transport (PT) is based on fixed lines, running with routes and schedules determined a-priori. In low-demand areas, conventional PT is inefficient. Therein, Mobility on Demand (MoD) could serve users more efficiently and…
Emerging reconfigurable optical communication technologies allow to enhance datacenter topologies with demand-aware links optimized towards traffic patterns. This paper studies the algorithmic problem of jointly optimizing topology and…
We show that stochastic programming (SP) provides a framework to design hierarchical model predictive control (MPC) schemes for periodic systems. This is based on the observation that, if the state policy of an infinite-horizon problem is…
Parameterized Sequential Decision Making (Para-SDM) framework models a wide array of network design applications spanning supply-chain, transportation, and sensor networks. These problems entail sequential multi-stage optimization…
We consider the classical mathematical economics problem of {\em Bayesian optimal mechanism design} where a principal aims to optimize expected revenue when allocating resources to self-interested agents with preferences drawn from a known…
With the advent of standards for deterministic network behavior, synthesizing network designs under delay constraints becomes the natural next task to tackle. Network Calculus (NC) has become a key method for validating industrial networks,…
This paper studies a sequential task offloading problem for a multiuser mobile edge computing (MEC) system. We consider a dynamic optimization approach, which embraces wireless channel fluctuations and random deep neural network (DNN) task…
We propose a neural network approach to produce probabilistic weather forecasts from a deterministic numerical weather prediction. Our approach is applied to operational surface temperature outputs from the Global Deterministic Prediction…
We consider a periodical equilibrium pricing problem for multiple firms over a planning horizon of T periods. At each period, firms set their selling prices and receive stochastic demand from consumers. Firms do not know their underlying…
We introduce and study a class of optimization problems we coin replenishment problems with fixed turnover times: a very natural model that has received little attention in the literature. Nodes with capacity for storing a certain commodity…
A space-filling curve (SFC) maps points in a multi-dimensional space to one-dimensional points by discretizing the multi-dimensional space into cells and imposing a linear order on the cells. This way, an SFC enables the indexing of…
Understanding travel demand and behavior, particularly route and mode choices, is critical for effective transportation planning and policy design in multi-modal systems with emerging mobility options. Multi-modal system-level data, such as…
The paper concerns design of control systems for Demand Dispatch to obtain ancillary services to the power grid by harnessing inherent flexibility in many loads. The role of "local intelligence" at the load has been advocated in prior work,…
Same-day delivery for e-commerce has become a popular service. Companies usually offer several time delivery options with the earliest one being next hour delivery. Due to tight delivery deadlines and thin margins, companies often find it…
Access to sensing data (SD) is crucial for vehicular networks to ensure safe and efficient transportation services. Given the vast volume of data involved, proactive caching required SD is a pivotal strategy for alleviating network…
Intermittent demand forecasting is a ubiquitous and challenging problem in production systems and supply chain management. In recent years, there has been a growing focus on developing forecasting approaches for intermittent demand from…
This paper presents a methodology for strategic day-ahead planning that uses a combination of deep learning and optimization. A noise-driven recurrent neural network structure is proposed for forecasting electricity prices and local inflow…