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Resource allocation in distributed and networked systems such as the Cloud is becoming increasingly flexible, allowing these systems to dynamically adjust toward the workloads they serve, in a demand-aware manner. Online balanced…
Differential machine learning (DML) is a recently proposed technique that uses samplewise state derivatives to regularize least square fits to learn conditional expectations of functionals of stochastic processes as functions of state…
Tabular learning transforms raw features into optimized spaces for downstream tasks, but its effectiveness deteriorates under distribution shifts between training and testing data. We formalize this challenge as the Distribution Shift…
Optimal Order Execution is a well-established problem in finance that pertains to the flawless execution of a trade (buy or sell) for a given volume within a specified time frame. This problem revolves around optimizing returns while…
In collaborative human-robot order picking systems, human pickers and Autonomous Mobile Robots (AMRs) travel independently through a warehouse and meet at pick locations where pickers load items onto the AMRs. In this paper, we consider an…
We propose a model in which dividend payments occur at regular, deterministic intervals in an otherwise continuous model. This contrasts traditional models where either the payment of continuous dividends is controlled or the dynamics are…
Anomalous transport in a tilted periodic potential is investigated numerically within the framework of the fractional Fokker-Planck dynamics via the underlying CTRW. An efficient numerical algorithm is developed which is applicable for an…
Most Reinforcement Learning (RL) methods are traditionally studied in an active learning setting, where agents directly interact with their environments, observe action outcomes, and learn through trial and error. However, allowing…
This paper studies online optimization under inventory (budget) constraints. While online optimization is a well-studied topic, versions with inventory constraints have proven difficult. We consider a formulation of inventory-constrained…
The analysis of markets with indivisible goods and fixed exogenous prices has played an important role in economic models, especially in relation to wage rigidity and unemployment. This research report provides a mathematical and…
Motivated by practical federated learning settings where clients may not be always available, we investigate a variant of distributed online optimization where agents are active with a known probability $p$ at each time step, and…
This paper presents a novel fleet management strategy for battery-powered robot fleets tasked with intra-factory logistics in an autonomous manufacturing facility. In this environment, repetitive material handling operations are subject to…
We study a competitive online optimization problem with multiple inventories. In the problem, an online decision maker seeks to optimize the allocation of multiple capacity-limited inventories over a slotted horizon, while the allocation…
We consider a general class of two-stage distributionally robust optimization (DRO) problems where the ambiguity set is constrained by fixed marginal probability laws that are not necessarily discrete. We derive primal and dual formulations…
Reinforcement learning (RL) has shown great effectiveness in quadrotor control, enabling specialized policies to develop even human-champion-level performance in single-task scenarios. However, these specialized policies often struggle with…
A new approach to obtaining market--directional information, based on a non-stationary solution to the dynamic equation "future price tends to the value that maximizes the number of shares traded per unit time" [1] is presented. In our…
A fractal mobile-immobile (MIM in short) solute transport model in porous media is set forth, and an inverse problem of determining the fractional orders by the additional measurements at one interior point is investigated by Laplace…
Dynamic pricing strategies are crucial for firms to maximize revenue by adjusting prices based on market conditions and customer characteristics. However, designing optimal pricing strategies becomes challenging when historical data are…
This work studies reinforcement learning (RL) in the context of multi-period supply chains subject to constraints, e.g., on production and inventory. We introduce Distributional Constrained Policy Optimization (DCPO), a novel approach for…
This article develops a deep reinforcement learning (Deep-RL) framework for dynamic pricing on managed lanes with multiple access locations and heterogeneity in travelers' value of time, origin, and destination. This framework relaxes…