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Stochastic matching is the stochastic version of the well-known matching problem, which consists in maximizing the rewards of a matching under a set of probability distributions associated with the nodes and edges. In most stochastic…

Optimization and Control · Mathematics 2024-05-01 Yuya Hikima , Yasunori Akagi , Hideaki Kim

We study the mechanism design problem of facility location on a metric space in the learning-augmented framework, where mechanisms have access to imperfect predictions of the optimal facility locations. Our objective is to design…

Computer Science and Game Theory · Computer Science 2026-05-05 Hau Chan , Jianan Lin , Chenhao Wang

The facility location problems (FLPs) are a typical class of NP-hard combinatorial optimization problems, which are widely seen in the supply chain and logistics. Many mathematical and heuristic algorithms have been developed for optimizing…

Machine Learning · Computer Science 2022-10-28 Shiqing Liu , Xueming Yan , Yaochu Jin

We consider the facility location problem in the one-dimensional setting where each facility can serve a limited number of agents from the algorithmic and mechanism design perspectives. From the algorithmic perspective, we prove that the…

Computer Science and Game Theory · Computer Science 2019-11-25 Haris Aziz , Hau Chan , Barton E. Lee , Bo Li , Toby Walsh

We study Facility Location with Matching, a Facility Location problem where, given additional information about which pair of clients is compatible to be matched, we need to match as many clients as possible and assign each matched client…

Data Structures and Algorithms · Computer Science 2026-02-24 Fateme Abbasi , Martin Böhm , Jarosław Byrka , Matin Mohammadi , Yongho Shin

We consider non-cooperative facility location games where both facilities and clients act strategically and heavily influence each other. This contrasts established game-theoretic facility location models with non-strategic clients that…

Computer Science and Game Theory · Computer Science 2024-06-17 Simon Krogmann , Pascal Lenzner , Louise Molitor , Alexander Skopalik

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

To trade tokens in cryptoeconomic systems, automated market makers (AMMs) typically rely on liquidity providers (LPs) that deposit tokens in exchange for rewards. To profit from such rewards, LPs must use effective liquidity provisioning…

Trading and Market Microstructure · Quantitative Finance 2025-01-15 Thanos Drossos , Daniel Kirste , Niclas Kannengießer , Ali Sunyaev

A problem of minimization of delivery and storage costs of a product is considered under constraints on volumes of delivery from each of the suppliers. It is required to determine optimal volumes and times of product shipments. The problem…

Optimization and Control · Mathematics 2013-11-06 Natalia Burlakova , Vladimir Servakh

This paper addresses the two-stocking locations single item non-stationary stochastic lot-sizing problem. The inventory level at each location is reviewed periodically. Items can be reordered and received from a common central warehouse and…

Optimization and Control · Mathematics 2022-03-31 Xiyuan Ma , Roberto Rossi , Thomas Archibald

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

We present a methodology for determining the relationship between the optimal control points of a power storage facility and a number of different factors including storage level and temperature. The interaction between different factors is…

Optimization and Control · Mathematics 2024-07-04 Fraser J W O'Brien , Timothy C Johnson

One innovative solution to the last-mile delivery problem is the self-service locker system. Motivated by a real case in Singapore, we consider a POP-Locker Alliance who operates a set of POP-stations and wishes to improve the last-mile…

Optimization and Control · Mathematics 2020-02-25 Yun Hui Lin , Dongdong He , Yuan Wang , Loo Hay Lee

We model equilibrium allocations in a distribution network as the solution of a linear program (LP) which minimizes the cost of unserved demands across nodes in the network. The constraints in the LP dictate that once a given node's supply…

Optimization and Control · Mathematics 2017-06-20 Jose Blanchet , Juan Li , Marvin K. Nakayama

Constant product markets with concentrated liquidity (CL) are the most popular type of automated market makers. In this paper, we characterise the continuous-time wealth dynamics of strategic LPs who dynamically adjust their range of…

Mathematical Finance · Quantitative Finance 2024-06-14 Álvaro Cartea , Fayçal Drissi , Marcello Monga

A novel high-frequency market-making approach in discrete time is proposed that admits closed-form solutions. By taking advantage of demand functions that are linear in the quoted bid and ask spreads with random coefficients, we model the…

Trading and Market Microstructure · Quantitative Finance 2024-05-21 Jonathan Chávez-Casillas , José E. Figueroa-López , Chuyi Yu , Yi Zhang

One of the problems faced by a firm that sells certain commodities is to determine the number of products that it must supply in order to maximize its profit. In this article, the authors give an answer to this problem of economic interest.…

General Finance · Quantitative Finance 2016-05-10 Dragos-Patru Covei

In typical applications of facility location problems, the location of demand is assumed to be an input to the problem. The demand may be fixed or dynamic, but ultimately outside the optimizers control. In contrast, there are settings,…

Optimization and Control · Mathematics 2022-11-24 Ali Kaan Kurbanzade , Julia Gaudio

We present prior robust algorithms for a large class of resource allocation problems where requests arrive one-by-one (online), drawn independently from an unknown distribution at every step. We design a single algorithm that, for every…

Data Structures and Algorithms · Computer Science 2019-03-12 Nikhil R. Devanur , Kamal Jain , Balasubramanian Sivan , Christopher A. Wilkens

We consider a natural extension to the metric uncapacitated Facility Location Problem (FLP) in which requests ask for different commodities out of a finite set $S$ of commodities. Ravi and Sinha (SODA'04) introduced the model as the…

Data Structures and Algorithms · Computer Science 2020-05-20 Jannik Castenow , Björn Feldkord , Till Knollmann , Manuel Malatyali , Friedhelm Meyer auf der Heide