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This paper investigates a stochastic inventory management problem in which a cash-constrained small retailer periodically purchases a product from suppliers and sells it to a market while facing non-stationary demands. In each period, the…

Optimization and Control · Mathematics 2021-08-13 Zhen Chen , Roberto Rossi

To execute a trade, participants in electronic equity markets may choose to submit limit orders or market orders across various exchanges where a stock is traded. This decision is influenced by the characteristics of the order flow and…

Trading and Market Microstructure · Quantitative Finance 2014-11-25 Rama Cont , Arseniy Kukanov

Today's global supply chains face growing challenges due to rapidly changing market conditions, increased network complexity and inter-dependency, and dynamic uncertainties in supply, demand, and other factors. To combat these challenges,…

Optimization and Control · Mathematics 2025-02-18 Zhaoyang Larry Jin , Mehdi Maasoumy , Yimin Liu , Zeshi Zheng , Zizhuo Ren

We consider the single-item single-stocking location stochastic inventory system under a fixed ordering cost component. A long-standing problem is that of determining the structure of the optimal control policy when this system is subject…

Optimization and Control · Mathematics 2023-09-26 Roberto Rossi , Zhen Chen , S. Armagan Tarim

In this article, we investigate a dynamic control problem of a production-inventory system. Here, demands arrive at the production unit according to a Poisson process and are processed in an FCFS manner. The processing time of the…

Optimization and Control · Mathematics 2024-08-06 Subrata Golui , Chandan Pal , Manikandan R. , Abhay Sobhanan

In this study, we analyze and compare the performance of state-of-the-art deep reinforcement learning algorithms for solving the supply chain inventory management problem. This complex sequential decision-making problem consists of…

Machine Learning · Computer Science 2025-01-07 Francesco Stranieri , Fabio Stella

Small-to-medium size enterprises (SMEs), including many startup firms, need to manage interrelated flows of cash and inventories of goods. In this paper, we model a firm that can finance its inventory (ordered or manufactured) with loans in…

Optimization and Control · Mathematics 2015-09-23 Michael N. Katehakis , Benjamin Melamed , Jim Shi

The configuration balancing problem with stochastic requests generalizes many well-studied resource allocation problems such as load balancing and virtual circuit routing. In it, we have $m$ resources and $n$ requests. Each request has…

Data Structures and Algorithms · Computer Science 2022-08-30 Franziska Eberle , Anupam Gupta , Nicole Megow , Benjamin Moseley , Rudy Zhou

This paper studies the problem of optimal flow control in dynamic inventory systems. A dynamic optimal distribution problem, including time-varying supply and demand, capacity constraints on the transportation lines, and convex flow cost…

Optimization and Control · Mathematics 2014-03-28 Mathias Bürger , Claudio De Persis , Frank Allgöwer

We are concerned with optimal control strategies subject to uncertain demands. An Ornstein-Uhlenbeck process describes the uncertain demand. The transport within the supply system is modeled by the linear advection equation. We consider…

Optimization and Control · Mathematics 2019-01-29 Simone Göttlich , Ralf Korn , Kerstin Lux

Supply chain management is an integrated approach for planning and controlling materials, information, and finances as they move in a process which begins from suppliers and ends with customers in forward approach. As distribution network…

Optimization and Control · Mathematics 2021-10-22 Mohammad Najjartabar Bisheh , Hamid Davoudpour , G. Reza nasiri

Supply chain management has been concentrated on productive ways to manage flows through a sophisticated vendor, manufacturer, and consumer networks for decades. Recently, energy and material rates have been greatly consumed to improve the…

Computers and Society · Computer Science 2020-10-12 Ahmad Sobhan Abir , Ishtiaq Ahmed Bhuiyan , Mohammad Arani , Md Mashum Billal

Supply chains are fundamental to the economy of the world and many supply chains focus on perishable items, such as food, or even clothing that is subject to a limited shelf life due to fashion and seasonable effects. G-networks have not…

Optimization and Control · Mathematics 2021-01-20 Yi Wang

We revisit the classic Cournot model and extend it to a two-echelon supply chain with an upstream supplier who operates under demand uncertainty and multiple downstream retailers who compete over quantity. The supplier's belief about retail…

Computer Science and Game Theory · Computer Science 2021-07-19 Constandina Koki , Stefanos Leonardos , Costis Melolidakis

The assortment planning problem is a central piece in the revenue management strategy of any company in the retail industry. In this paper, we study a robust assortment optimization problem for substitutable products under a sequential…

Optimization and Control · Mathematics 2020-09-01 Saharnaz Mehrani , Jorge A. Sefair

We consider a continuous-review inventory system in which the setup cost of each order is a general function of the order quantity and the demand process is modeled as a Brownian motion with a positive drift. Assuming the holding and…

Optimization and Control · Mathematics 2020-09-03 Shuangchi He , Dacheng Yao , Hanqin Zhang

Pricing decisions are often made when market information is still poor. In turn, existing theoretical models often reason about the response of optimal prices to changing market characteristics without exploiting all available information…

Optimization and Control · Mathematics 2021-07-19 Stefanos Leonardos , Costis Melolidakis , Constandina Koki

We study how an e-commerce firm should make real-time fulfillment decisions in a two-layer distribution network when multi-item customer orders arrive sequentially and future demand is unknown. The central managerial tension is whether to…

Machine Learning · Computer Science 2026-05-26 Xi Chen , Yuze Chen , Ziyi Chen , Yuan Zhou

Inventory Routing Problem (IRP) is a crucial challenge in supply chain management as it involves optimizing efficient route selection while considering the uncertainty of inventory demand planning. To solve IRPs, usually a two-stage…

Machine Learning · Computer Science 2024-01-02 MD Shafikul Islam , Azmine Toushik Wasi

Motivated by modern-day applications such as Attended Home Delivery and Preference-based Group Scheduling, where decision makers wish to steer a large number of customers toward choosing the exact same alternative, we introduce a novel…

Optimization and Control · Mathematics 2025-02-13 Omar El Housni , Marouane Ibn Brahim , Danny Segev
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