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We consider robust pricing and hedging for options written on multiple assets given market option prices for the individual assets. The resulting problem is called the multi-marginal martingale optimal transport problem. We propose two…

Probability · Mathematics 2020-10-08 Stephan Eckstein , Gaoyue Guo , Tongseok Lim , Jan Obloj

A distributed, hierarchical, market based approach is introduced to solve the economic dispatch problem. The approach requires only a minimal amount of information to be shared between a central market operator and the end-users. Price…

Multiagent Systems · Computer Science 2020-09-07 Cornelis Jan van Leeuwen , Joost Stam , Arun Subramanian , Koen Kok

With the increasing popularity of ride-hailing services, new modes of transportation are having a significant impact on the overall performance of transportation networks. As a result, there is a need to ensure that both the various…

Systems and Control · Electrical Eng. & Systems 2024-03-21 Lynn Fayed , Gustav Nilsson , Nikolas Geroliminis

In bike sharing systems the quality of the service to the users strongly depends on the strategy adopted to reposition the bikes. The bike repositioning problem is in general very complex as it involves different interrelated decisions: the…

Optimization and Control · Mathematics 2024-06-17 E. Angelelli , A. Mor , M. G. Speranza

As many public transportation systems around the world transition to electric buses, the planning and operation of fleets can be improved via tailored decision-support tools. In this work, we study the impact of jointly locating charging…

Optimization and Control · Mathematics 2024-03-18 Rito Brata Nath , Tarun Rambha , Maximilian Schiffer

We study revenue-optimal pricing and driver compensation in ridesharing platforms when drivers have heterogeneous preferences over locations. If a platform ignores drivers' location preferences, it may make inefficient trip dispatches;…

Multiagent Systems · Computer Science 2019-08-14 Duncan Rheingans-Yoo , Scott Duke Kominers , Hongyao Ma , David C. Parkes

We consider a variant of the berth allocation problem-i.e., the multi-port berth allocation problem-aimed at assigning berthing times and positions to vessels in container terminals. This variant involves optimizing vessel travel speeds…

Optimization and Control · Mathematics 2021-10-05 Bernardo Martin-Iradi , Dario Pacino , Stefan Ropke

With the rapid acceleration of transportation electrification, public charging stations are becoming vital infrastructure in a smart sustainable city to provide on-demand electric vehicle (EV) charging services. As more consumers seek to…

Computer Science and Game Theory · Computer Science 2023-04-28 Roozbeh Bostandoost , Bo Sun , Carlee Joe-Wong , Mohammad Hajiesmaili

Mobile users' correlated mobility and data consumption patterns often lead to severe cellular network congestion in peak hours and hot spots. This paper presents an optimal design of time and location aware mobile data pricing, which…

Networking and Internet Architecture · Computer Science 2015-11-13 Qian Ma , Ya-Feng Liu , Jianwei Huang

Ride-hailing services have expanded the role of shared mobility in passenger transportation systems, creating new markets and creative planning solutions for major urban centers. In this paper, we consider their use for the first-mile or…

Optimization and Control · Mathematics 2022-03-29 Arvind U Raghunathan , David Bergman , John Hooker , Thiago Serra , Shingo Kobori

Optimizing shared vehicle systems (bike/scooter/car/ride-sharing) is more challenging compared to traditional resource allocation settings due to the presence of \emph{complex network externalities} -- changes in the demand/supply at any…

Computer Science and Game Theory · Computer Science 2021-05-12 Siddhartha Banerjee , Daniel Freund , Thodoris Lykouris

In recent years, we have witnessed a remarkable surge of usage in shared vehicles in our cities. Shared mobility offers a future of no congestion in busy city roads with increasing populations of travelers, passengers, and drivers. Given…

Systems and Control · Electrical Eng. & Systems 2022-03-15 Ioannis Vasileios Chremos , Andreas Malikopoulos

We consider a dynamic system with multiple types of customers and servers. Each type of waiting customer or server joins a separate queue, forming a bipartite graph with customer-side queues and server-side queues. The platform can match…

Optimization and Control · Mathematics 2024-11-19 Zixian Yang , Lei Ying

Autonomous vehicles will be an integral part of ride-sharing services in the future. This setting differs from traditional ride-sharing marketplaces because of the absence of the supply side (drivers). However, it has far-reaching…

Computer Science and Game Theory · Computer Science 2023-03-07 Diptangshu Sen , Arnob Ghosh

The performance of multimodal mobility systems relies on the seamless integration of conventional mass transit services and the advent of Mobility-on-Demand (MoD) services. Prior work is limited to individually improving various transport…

Computational Engineering, Finance, and Science · Computer Science 2021-05-24 Qi Luo , Samitha Samaranayake , Siddhartha Banerjee

We study the optimization of large-scale, real-time ridesharing systems and propose a modular design methodology, Component Algorithms for Ridesharing (CAR). We evaluate a diverse set of CARs (14 in total), focusing on the key algorithmic…

Multiagent Systems · Computer Science 2022-06-22 Panayiotis Danassis , Marija Sakota , Aris Filos-Ratsikas , Boi Faltings

Transit agencies have the opportunity to outsource certain services to established Mobility-on-Demand (MOD) providers. Such alliances can improve service quality, coverage, and ridership; reduce public sector costs and vehicular emissions;…

Optimization and Control · Mathematics 2024-03-19 Kayla Cummings , Vikrant Vaze , Özlem Ergun , Cynthia Barnhart

Transportation Network Companies employ dynamic pricing methods at periods of peak travel to incentivise driver participation and balance supply and demand for rides. Surge pricing multipliers are commonly used and are applied following…

Computational Complexity · Computer Science 2020-05-01 Renos Karamanis , Eleftherios Anastasiadis , Panagiotis Angeloudis , Marc Stettler

Bike-sharing systems are emerging in various cities as a new ecofriendly transportation system. In these systems, spatiotemporally varying user demands lead to imbalanced inventory at bicycle stations, resulting in additional relocation…

Machine Learning · Computer Science 2025-09-01 Tatsuya Mitomi , Fumiyasu Makinoshima , Fumiya Makihara , Eigo Segawa

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…

Optimization and Control · Mathematics 2022-03-02 Alexandre M. Florio , Dominique Feillet , Marcus Poggi , Thibaut Vidal
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