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Consider a system of identical server pools where tasks with exponentially distributed service times arrive as a time-inhomogenenous Poisson process. An admission threshold is used in an inner control loop to assign incoming tasks to server…

Probability · Mathematics 2024-04-08 Diego Goldsztajn , Sem C. Borst , Johan S. H. van Leeuwaarden

When an item goes out of stock, sales transaction data no longer reflect the original customer demand, since some customers leave with no purchase while others substitute alternative products for the one that was out of stock. Here we…

Applications · Statistics 2016-01-15 Benjamin Letham , Lydia M. Letham , Cynthia Rudin

This paper considers a natural generalization of the online list access problem in the paid exchange model, where additionally there can be precedence constraints ("dependencies") among the nodes in the list. For example, this…

Data Structures and Algorithms · Computer Science 2021-04-20 Maciej Pacut , Juan Vanerio , Vamsi Addanki , Arash Pourdamghani , Gabor Retvari , Stefan Schmid

We study a supply chain consisting of production-inventory systems at several locations which are coupled by a common supplier. Demand of customers arrives at each production system according to a Poisson process and is lost if the local…

Probability · Mathematics 2023-03-21 Sonja Otten

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

The design of online algorithms for matching markets and revenue management settings is usually bound by the assumption that the demand process is formed by a fixed-length sequence of queries with unknown types, each drawn independently.…

Data Structures and Algorithms · Computer Science 2026-05-15 Ali Aouad , Will Ma

We revisit the classic online bin packing problem. In this problem, items of positive sizes no larger than 1 are presented one by one to be packed into subsets called "bins" of total sizes no larger than 1, such that every item is assigned…

Data Structures and Algorithms · Computer Science 2017-07-07 János Balogh , József Békési , György Dósa , Leah Epstein , Asaf Levin

We study a new modification of the Arrival problem, which allows for nodes that exhibit random as well as controlled behaviour, in addition to switching nodes. We study the computational complexity of these extensions, building on existing…

Computational Complexity · Computer Science 2024-09-17 Thomas Webster

This paper studies statistical inference in a network of infinite-server queues, with the aim of estimating the underlying parameters (routing matrix, arrival rates, parameters pertaining to the service times) using observations of the…

Probability · Mathematics 2025-06-10 Hritika Gupta , Michel Mandjes , Liron Ravner , Jiesen Wang

The Poisson compound decision problem is a long-standing problem in statistics, where empirical Bayes methodologies are commonly used to estimate Poisson's means in static or batch domains. In this paper, we study the Poisson compound…

Methodology · Statistics 2025-06-10 Stefano Favaro , Sandra Fortini

We provide online algorithms for secretary matching in general weighted graphs, under the well-studied models of vertex and edge arrivals. In both models, edges are associated with arbitrary weights that are unknown from the outset, and are…

Data Structures and Algorithms · Computer Science 2020-11-04 Tomer Ezra , Michal Feldman , Nick Gravin , Zhihao Gavin Tang

The online assignment problem plays an important role in operational research and computer science which is why immense attention has been given to improving its solution quality. Due to the incomplete information about the input, it is…

Computational Complexity · Computer Science 2022-08-09 Clarence Gabriel R. Kasilag , Pollux M. Rey , Jhoirene B. Clemente

Decision-makers often have access to machine-learned predictions about future demand that can help guide online resource allocation decisions. However, such predictions may be inaccurate. We develop a framework for online resource…

Data Structures and Algorithms · Computer Science 2026-05-19 Negin Golrezaei , Patrick Jaillet , Zijie Zhou

This paper investigates a multi-product stochastic inventory problem in which a cash-constrained online retailer can adopt order-based loan provided by some Chinese e-commerce platforms to speed up its cash recovery for deferred revenue. We…

Optimization and Control · Mathematics 2020-12-10 Zhen Chen , Ren-qian Zhang

We introduce a novel measure for quantifying the error in input predictions. The error is based on a minimum-cost hyperedge cover in a suitably defined hypergraph and provides a general template which we apply to online graph problems. The…

Data Structures and Algorithms · Computer Science 2022-10-11 Giulia Bernardini , Alexander Lindermayr , Alberto Marchetti-Spaccamela , Nicole Megow , Leen Stougie , Michelle Sweering

We investigate the online fair allocation problem with sequentially arriving items under various input models, with the goal of balancing fairness and efficiency. We propose the unconstrained PACE (Pacing According to Current Estimated…

Computer Science and Game Theory · Computer Science 2024-08-06 Zongjun Yang , Luofeng Liao , Yuan Gao , Christian Kroer

Arrival processes to service systems often display fluctuations that are larger than anticipated under the Poisson assumption, a phenomenon that is referred to as overdispersion. Motivated by this, we analyze a class of discrete stochastic…

Motivated by a transit line planning problem in transportation systems, we investigate the following capacitated assignment problem under a budget constraint. Our model involves $L$ bins and $P$ items. Each bin $l$ has a utilization cost…

Optimization and Control · Mathematics 2024-10-11 Hongyi Jiang , Samitha Samaranayake

Design of {\it online algorithms} for assigning mobile users to basestations is considered with the objective of maximizing the sum-rate, when all users associated to any one basestation equally share each basestation's resources. Each user…

Networking and Internet Architecture · Computer Science 2013-08-07 Andrew Thangaraj , Rahul Vaze

This paper introduces a new asymptotic regime for simplifying stochastic models having non-stationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the…

Probability · Mathematics 2018-07-19 Zeyu Zheng , Harsha Honnappa , Peter W. Glynn
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