English
Related papers

Related papers: Overbooking with bounded loss

200 papers

In this paper, we study a class of revenue management problems where the decision maker aims to maximize the total revenue subject to budget constraints on multiple type of resources over a finite horizon. At each time, a new…

Optimization and Control · Mathematics 2022-03-18 Guanting Chen , Xiaocheng Li , Yinyu Ye

I study the simplest model of revenue management with reusable resources: admission control of two customer classes into a loss queue. This model's long-run average collected reward has two natural upper bounds: the deterministic relaxation…

Theoretical Economics · Economics 2026-01-23 Robert L. Bray

Booking control problems are sequential decision-making problems that occur in the domain of revenue management. More precisely, freight booking control focuses on the problem of deciding to accept or reject bookings: given a limited…

Optimization and Control · Mathematics 2023-04-06 Justin Dumouchelle , Emma Frejinger , Andrea Lodi

We consider the canonical (quantity-based) network revenue management problem, where a firm accepts or rejects incoming customer requests irrevocably in order to maximize expected revenue given limited resources. Due to the curse of…

Optimization and Control · Mathematics 2018-12-12 Pornpawee Bumpensanti , He Wang

Revenue management can enable airline corporations to maximize the revenue generated from each scheduled flight departing in their transportation network by means of finding the optimal policies for differential pricing, seat inventory…

Artificial Intelligence · Computer Science 2019-06-17 Syed Arbab Mohd Shihab , Caleb Logemann , Deepak-George Thomas , Peng Wei

We introduce a general model of resource allocation with customer choice. In this model, there are multiple resources that are available over a finite horizon. The resources are non-replenishable and perishable. Each unit of a resource can…

Optimization and Control · Mathematics 2015-11-06 Guillermo Gallego , Anran Li , Van-Anh Truong , Xinshang Wang

We study a general problem of allocating limited resources to heterogeneous customers over time under model uncertainty. Each type of customer can be serviced using different actions, each of which stochastically consumes some combination…

Artificial Intelligence · Computer Science 2021-08-31 Wang Chi Cheung , Will Ma , David Simchi-Levi , Xinshang Wang

We consider Markovian many-server systems with admission control operating in a QED regime, where the relative utilization approaches unity while the number of servers grows large, providing natural Economies-of-Scale. In order to determine…

Probability · Mathematics 2014-11-12 Jaron Sanders , S. C. Borst , A. J. E. M. Janssen , J. S. H. van Leeuwaarden

We consider the problem of online resource allocation with average budget constraints. At each time point the decision maker makes an irrevocable decision of whether to accept or reject a request before the next request arrives with the…

Methodology · Statistics 2025-09-29 Ruicheng Ao , Hongyu Chen , David Simchi-Levi , Feng Zhu

We consider an online resource allocation problem where multiple resources, each with an individual initial capacity, are available to serve random requests arriving sequentially over multiple discrete time periods. At each time period, one…

Optimization and Control · Mathematics 2020-12-21 Jiashuo Jiang , Jiawei Zhang

We consider the problem of scheduling appointments for a finite customer population to a service facility with customer no-shows, to minimize the sum of customer waiting time and server overtime costs. Since appointments need to be…

Optimization and Control · Mathematics 2017-08-22 Mor Armony , Rami Atar , Harsha Honnappa

Today's queueing network systems are more rapidly evolving and more complex than those of even a few years ago. The goal of this paper is to study customers' behavior in an unobservable Markovian M/M/1 queue where consumers have to choose…

Optimization and Control · Mathematics 2019-01-11 Tesnim Naceur , Yezekael Hayel

Traditional revenue management relies on long and stable historical data and predictable demand patterns. However, meeting those requirements is not always possible. Many industries face demand volatility on an ongoing basis, an example…

Machine Learning · Computer Science 2023-04-18 Ezgi C. Eren , Zhaoyang Zhang , Jonas Rauch , Ravi Kumar , Royce Kallesen

Patient no-shows disrupt outpatient clinic operations, reduce productivity, and may delay necessary care. Clinics often adopt overbooking or double-booking to mitigate these effects. However, poorly calibrated policies can increase…

Machine Learning · Computer Science 2026-03-10 Ninda Nurseha Amalina , Heungjo An

For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the…

Data Structures and Algorithms · Computer Science 2018-10-02 Dawsen Hwang , Patrick Jaillet , Vahideh Manshadi

Motivated by the impact of emerging technologies on toll parks, this paper studies a problem of equilibrium, social welfare, and revenue for an infinite-server queue. More specifically, we assume that a customer's utility consists of a…

Optimization and Control · Mathematics 2022-12-23 Yan Su

The interest to retrial queueing systems is due to their application to telephone systems. The paper studies multiserver retrial queueing systems with $n$ servers. Arrival process is a quite general point process. An arriving customer…

Probability · Mathematics 2021-06-30 Vyacheslav M. Abramov

In this paper we study the single-item revenue management problem, with no information given about the demand trajectory over time. When the item is sold through accepting/rejecting different fare classes, Ball and Queyranne (2009) have…

Data Structures and Algorithms · Computer Science 2020-01-20 Will Ma , David Simchi-Levi , Chung-Piaw Teo

We study a fundamental model of resource allocation in which a finite number of resources must be assigned in an online manner to a heterogeneous stream of customers. The customers arrive randomly over time according to known stochastic…

Optimization and Control · Mathematics 2018-05-16 Clifford Stein , Van-Anh Truong , Xinshang Wang

The Network Revenue Management (NRM) problem is a well-known challenge in dynamic decision-making under uncertainty. In this problem, fixed resources must be allocated to serve customers over a finite horizon, while customers arrive…

Data Structures and Algorithms · Computer Science 2023-10-16 Jiashuo Jiang
‹ Prev 1 2 3 10 Next ›