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Optimal shelflisting invites profit maximization to become sensitive to the ways in which purchasing decisions are order-dependent. We study the computational complexity of the corresponding product arrangement problem when consumers are…

Computer Science and Game Theory · Computer Science 2016-11-15 Yongjie Yang , Dinko Dimitrov

The facility location with strategic agents is a canonical problem in the literature on mechanism design without money. Recently, Agrawal et. al. considered this problem in the context of machine learning augmented algorithms, where the…

Computer Science and Game Theory · Computer Science 2024-10-11 Qingyun Chen , Nick Gravin , Sungjin Im

Market participants regularly send bid and ask quotes to exchange-operated limit order books. This creates an optimization challenge where their potential profit is determined by their quoted price and how often their orders are…

Mathematical Finance · Quantitative Finance 2025-04-16 Chutian Ma , Giacinto Paolo Saggese , Paul Smith

It is well-established that increased product visibility to shoppers leads to higher sales for retailers. In this study, we propose an optimization methodology which assigns product categories and subcategories to store locations and…

Optimization and Control · Mathematics 2021-05-20 Evren Gul , Alvin Lim , Jiefeng Xu

We study a competitive facility location problem (CFLP), where two firms sequentially open new facilities within their budgets, in order to maximize their market shares of demand that follows a probabilistic choice model. This process is a…

Optimization and Control · Mathematics 2022-07-19 Mingyao Qi , Ruiwei Jiang , Siqian Shen

Goods can exhibit positive externalities impacting decisions of customers in socials networks. Suppliers can integrate these externalities in their pricing strategies to increase their revenue. Besides optimizing the prize, suppliers also…

Multiagent Systems · Computer Science 2021-04-15 Pegah Rokhforoz , Olga Fink

We study a utility maximization problem in a financial market with a stochastic drift process, combining a worst-case approach with filtering techniques. Drift processes are difficult to estimate from asset prices, and at the same time…

Portfolio Management · Quantitative Finance 2021-11-04 Jörn Sass , Dorothee Westphal

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

This paper studies the joint optimization of edge node activation and resource pricing in edge computing, where an edge computing platform provides heterogeneous resources to accommodate multiple services with diverse preferences. We cast…

Optimization and Control · Mathematics 2025-07-15 Duong Thuy Anh Nguyen , Tarannum Nisha , Ni Trieu , Duong Tung Nguyen

This paper introduces a new hierarchical facility location model with three levels: first-level facilities which manufacture different products, second-level facilities which act as warehouses and a third-level consisting of the clients who…

Optimization and Control · Mathematics 2024-03-29 Marta Baldomero-Naranjo , Luisa I. Martínez-Merino , Antonio M. Rodríguez-Chía

Reinforcement learning (RL) has shown promise in solving various combinatorial optimization problems. However, conventional RL faces challenges when dealing with complex, real-world constraints, especially when action space feasibility is…

Machine Learning · Computer Science 2025-08-12 Jaike van Twiller , Yossiri Adulyasak , Erick Delage , Djordje Grbic , Rune Møller Jensen

The facility location problem is a well-known challenge in logistics that is proven to be NP-hard. In this paper we specifically simulate the geographical placement of facilities to provide adequate service to customers. Determining…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-06-03 Peter Hillmann , Tobias Uhlig , Gabi Dreo Rodosek , Oliver Rose

We consider the problem of online allocation (matching and assortments) of reusable resources where customers arrive sequentially in an adversarial fashion and allocated resources are used or rented for a stochastic duration that is drawn…

Data Structures and Algorithms · Computer Science 2022-07-20 Vineet Goyal , Garud Iyengar , Rajan Udwani

Logistic regression is a fundamental and widely used statistical method for modeling binary outcomes based on covariates. However, the presence of missing data, particularly in settings involving hybrid covariates (a mix of discrete and…

Methodology · Statistics 2025-06-05 Mohamed Cherifi , Xujia Zhu , Mohammed Nabil El Korso , Ammar Mesloub

The reliable facility location problem (RFLP) is an important research topic of operational research and plays a vital role in the decision-making and management of modern supply chain and logistics. Through solving RFLP, the decision-maker…

Neural and Evolutionary Computing · Computer Science 2020-07-10 Han Zhang , Jialin Liu , Xin Yao

We study the problem of optimal liquidity withdrawal for a representative liquidity provider (LP) in an automated market maker (AMM). LPs earn fees from trading activity but are exposed to impermanent loss (IL) due to price fluctuations.…

Trading and Market Microstructure · Quantitative Finance 2025-10-21 Philippe Bergault , Sébastien Bieber , Leandro Sánchez-Betancourt

We address the problem of locating facilities on the $[0,1]$ interval based on reports from strategic agents. The cost of each agent is her distance to the closest facility, and the global objective is to minimize either the maximum cost of…

Computer Science and Game Theory · Computer Science 2017-01-04 Iddan Golomb , Christos Tzamos

We consider assortment optimization over a continuous spectrum of products represented by the unit interval, where the seller's problem consists of determining the optimal subset of products to offer to potential customers. To describe the…

Machine Learning · Statistics 2021-04-15 Yannik Peeters , Arnoud V. den Boer , Michel Mandjes

We consider a profit maximization problem in an urban mobility on-demand service, of which the operator owns a fleet, provides both exclusive and shared trip services, and dynamically determines prices of offers. With knowledge of the…

Optimization and Control · Mathematics 2018-02-13 Han Qiu , Ruimin Li , Jinhua Zhao

In this work we introduce an alternative model for the design and analysis of strategyproof mechanisms that is motivated by the recent surge of work in "learning-augmented algorithms". Aiming to complement the traditional approach in…

Computer Science and Game Theory · Computer Science 2022-04-05 Priyank Agrawal , Eric Balkanski , Vasilis Gkatzelis , Tingting Ou , Xizhi Tan