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We study contextual dynamic pricing when a target market can leverage K auxiliary markets -- offline logs or concurrent streams -- whose mean utilities differ by a structured preference shift. We propose Cross-Market Transfer Dynamic…

Methodology · Statistics 2025-10-24 Yi Zhang , Elynn Chen , Yujun Yan

Recently, there has been a growing interest in distributionally robust optimization (DRO) as a principled approach to data-driven decision making. In this paper, we consider a distributionally robust two-stage stochastic optimization…

Optimization and Control · Mathematics 2020-12-07 Zhe Zhang , Shabbir Ahmed , Guanghui Lan

We propose two distributionally robust optimization (DRO) models for a mobile facility (MF) fleet sizing, routing, and scheduling problem (MFRSP) with time-dependent and random demand, as well as methodologies for solving these models.…

Optimization and Control · Mathematics 2022-02-23 Karmel S. Shehadeh

We consider a discrete time financial market with proportional transaction costs under model uncertainty, and study a num\'eraire-based semi-static utility maximization problem with an exponential utility preference. The randomization…

Mathematical Finance · Quantitative Finance 2019-08-02 Shuoqing Deng , Xiaolu Tan , Xiang Yu

High-level penetration of intermittent renewable energy sources (RESs) has introduced significant uncertainties into modern power systems. In order to rapidly and economically respond to the fluctuations of power system operating state,…

Systems and Control · Electrical Eng. & Systems 2023-08-08 Pengfei Wu , Chen Chen , Dexiang Lai , Jian Zhong

We consider "time-of-use" pricing as a technique for matching supply and demand of temporal resources with the goal of maximizing social welfare. Relevant examples include energy, computing resources on a cloud computing platform, and…

Computer Science and Game Theory · Computer Science 2017-04-11 Shuchi Chawla , Nikhil R. Devanur , Alexander E. Holroyd , Anna Karlin , James Martin , Balasubramanian Sivan

Classical portfolio optimization often requires forecasting asset returns and their corresponding variances in spite of the low signal-to-noise ratio provided in the financial markets. Modern deep reinforcement learning (DRL) offers a…

Portfolio Management · Quantitative Finance 2023-05-19 Alessio Brini , Daniele Tantari

In this paper, we investigate the scheduling issue of diesel generators (DGs) in an Internet of Things (IoT)-Driven isolated microgrid (MG) by deep reinforcement learning (DRL). The renewable energy is fully exploited under the uncertainty…

Machine Learning · Computer Science 2023-07-07 Jiaju Qi , Lei Lei , Kan Zheng , Simon X. Yang , Xuemin , Shen

This paper investigates dual sourcing problems with supply mode dependent failure rates, particularly relevant in managing spare parts for downtime-critical assets. To enhance resilience, businesses increasingly adopt dual sourcing…

Machine Learning · Computer Science 2025-04-14 Fabian Akkerman , Nils Knofius , Matthieu van der Heijden , Martijn Mes

Demand response (DR) programs aim to engage distributed demand-side resources in providing ancillary services for electric power systems. Previously, aggregated thermostatically controlled loads (TCLs) have been demonstrated as a…

Systems and Control · Electrical Eng. & Systems 2020-03-31 Ali Hassan , Robert Mieth , Deepjyoti Deka , Yury Dvorkin

Time-distributed Optimization (TDO) is an approach for reducing the computational burden of Model Predictive Control (MPC). When using TDO, optimization iterations are distributed over time by maintaining a running solution estimate and…

Optimization and Control · Mathematics 2021-02-25 Dominic Liao-McPherson , Terrence Skibik , Jordan Leung , Ilya Kolmanovsky , Marco M. Nicotra

A fast and efficient stochastic opposition-based learning (OBL) variant is proposed in this paper. OBL is a machine learning concept to accelerate the convergence of soft computing algorithms, which consists of simultaneously calculating an…

Neural and Evolutionary Computing · Computer Science 2020-05-27 Tae Jong Choi , Julian Togelius , Yun-Gyung Cheong

The application of Deep Reinforcement Learning (DRL) to inventory management is an emerging field. However, traditional DRL algorithms, originally developed for diverse domains such as game-playing and robotics, may not be well-suited for…

Machine Learning · Computer Science 2025-06-04 Tarkan Temizöz , Christina Imdahl , Remco Dijkman , Douniel Lamghari-Idrissi , Willem van Jaarsveld

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…

Computer Science and Game Theory · Computer Science 2024-06-07 Yongge Yang , Yu-Ching Lee , Po-An Chen

We consider a deterministic continuous time model of monopolistic firm, which chooses production and pricing strategies of a single good. Firm's goal is to maximize the discounted profit over infinite time horizon. The no-backlogging…

Optimization and Control · Mathematics 2016-01-19 Dmitry B. Rokhlin , Georgii Mironenko

Assuming frictionless trading, classical stochastic portfolio theory (SPT) provides relative arbitrage strategies. However, the costs associated with real-world execution are state-dependent, volatile, and under increasing stress during…

Portfolio Management · Quantitative Finance 2025-07-15 Nader Karimi , Erfan Salavati

We consider a dynamic portfolio optimization problem that incorporates predictable returns, instantaneous transaction costs, price impact, and stochastic volatility, extending the classical results of Garleanu and Pedersen (2013), which…

Computational Finance · Quantitative Finance 2025-07-24 Patrick Chan , Ronnie Sircar , Iosif Zimbidis

Follow-the-Regularized-Leader (FTRL) algorithms are a popular class of learning algorithms for online linear optimization (OLO) that guarantee sub-linear regret, but the choice of regularizer can significantly impact dimension-dependent…

Machine Learning · Computer Science 2024-10-24 Khashayar Gatmiry , Jon Schneider , Stefanie Jegelka

Optimal trading strategies for pairs trading have been studied by models that try to find either optimal shares of stocks by assuming no transaction costs or optimal timing of trading fixed numbers of shares of stocks with transaction…

Trading and Market Microstructure · Quantitative Finance 2019-11-26 Haipeng Xing

We study two online resource allocation problems with reusability in an adversarial setting, namely kRental-Fixed and kRental-Variable. In both problems, a decision-maker manages $k$ identical reusable units and faces a sequence of rental…

Data Structures and Algorithms · Computer Science 2025-07-30 Hossein Nekouyan , Bo Sun , Raouf Boutaba , Xiaoqi Tan
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