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This paper considers facility location problems in which a firm entering a market seeks to open facilities on a subset of candidate locations so as to maximize its expected market share, assuming that customers choose the available…

Optimization and Control · Mathematics 2024-02-19 Robin Legault , Emma Frejinger

Passive liquidity providers (LPs) in automated market makers (AMMs) face losses due to adverse selection (LVR), which static trading fees often fail to offset in practice. We study the key determinants of LP profitability in a dynamic…

Trading and Market Microstructure · Quantitative Finance 2025-08-12 Steven Campbell , Philippe Bergault , Jason Milionis , Marcel Nutz

The Storage Location Assignment Problem (SLAP) and the Picker Routing Problem (PRP) have received significant attention in the literature due to their pivotal role in the performance of the Order Picking (OP) activity, the most…

Discrete Mathematics · Computer Science 2024-07-19 Thibault Prunet , Nabil Absi , Diego Cattaruzza

Assortment optimization concerns the problem of selling items with fixed prices to a buyer who will purchase at most one. Typically, retailers select a subset of items, corresponding to an "assortment" of brands to carry, and make each…

Computer Science and Game Theory · Computer Science 2022-05-23 Will Ma

Logistics network is expected that opened facilities work continuously for a long time horizon without any failure, but in real world problems, facilities may face disruptions. This paper studies a reliable joint inventory location problem…

Data Structures and Algorithms · Computer Science 2017-11-28 Elham Taghizadeh , Mostafa Abedzadeh , Mostafa Setak

We provide an explicit characterization of the optimal market making strategy in a discrete-time Limit Order Book (LOB). In our model, the number of filled orders during each period depends linearly on the distance between the fundamental…

Trading and Market Microstructure · Quantitative Finance 2021-01-11 Agostino Capponi , José E. Figueroa-López , Chuyi Yu

Mobile parcel lockers have been recently proposed by logistics operators as a technology that could help reduce traffic congestion and operational costs in urban freight distribution. Given their ability to relocate throughout their area of…

Artificial Intelligence · Computer Science 2024-12-25 Yubin Liu , Qiming Ye , Jose Escribano-Macias , Yuxiang Feng , Eduardo Candela , Panagiotis Angeloudis

This paper introduces capital flow to the single item stochastic lot sizing problem. A retailer can leverage business overdraft to deal with unexpected capital shortage, but needs to pay interest if its available balance goes below zero. A…

Computational Engineering, Finance, and Science · Computer Science 2017-06-20 Zhen Chen , Roberto Rossi , Ren-qian Zhang

We study a dispatching and pricing problem in two-sided spatial queues with fixed supply, motivated by ride-hailing and robotaxi platforms. Idle drivers queue on one side, waiting to pick up riders, while riders queue on the other, waiting…

Optimization and Control · Mathematics 2026-03-17 Ang Xu , Chiwei Yan

We consider a multiperiod stochastic capacitated facility location problem under uncertain demand and budget in each period. Using a scenario tree representation of the uncertainties, we formulate a multistage stochastic integer program to…

Optimization and Control · Mathematics 2022-07-19 Xian Yu , Siqian Shen

In this article, we present a novel formulation for the load-dependent traveling salesman problem (LD-TSP), in which travel cost (or energy expended) depends on the vehicle's current load. This problem is relevant for package delivery and…

Optimization and Control · Mathematics 2026-05-08 Deepak Prakash Kumar , Saurabh Belgaonkar , Sivakumar Rathinam , Swaroop Darbha , David W. Casbeer

In pursuit of a more sustainable and cost-efficient last mile, parcel lockers have gained a firm foothold in the parcel delivery landscape. To fully exploit their potential and simultaneously ensure customer satisfaction, successful…

Artificial Intelligence · Computer Science 2024-09-13 Daniela Sailer , Robert Klein , Claudius Steinhardt

Truck platooning is a promising technology that enables trucks to travel in formations with small inter-vehicle distances for improved aerodynamics and fuel economy. The real-world transportation system includes a vast number of trucks…

Systems and Control · Electrical Eng. & Systems 2023-07-25 Ting Bai , Alexander Johansson , Karl Henrik Johansson , Jonas Mårtensson

We consider assortment and inventory planning problems with dynamic stockout-based substitution effects, and without replenishment, in two different settings: (1) Customers can see all available products when they arrive, a typical scenario…

Optimization and Control · Mathematics 2025-01-09 Shuo Sun , Rajan Udwani , Zuo-Jun Max Shen

We find the equilibrium contract that an automated market maker (AMM) offers to their strategic liquidity providers (LPs) in order to maximize the order flow that gets processed by the venue. Our model is formulated as a leader-follower…

Trading and Market Microstructure · Quantitative Finance 2025-03-31 Alif Aqsha , Philippe Bergault , Leandro Sánchez-Betancourt

In the Simple Plant Location Problem with Order (SPLPO), the aim is to open a subset of plants to assign every customer taking into account their preferences. Customers rank the plants in strict order and are assigned to their favorite open…

Optimization and Control · Mathematics 2025-07-30 Concepción Domínguez , Juan de Dios Jaime-Alcántara

We study a non-cooperative two-sided facility location game in which facilities and clients behave strategically. This is in contrast to many other facility location games in which clients simply visit their closest facility. Facility…

Computer Science and Game Theory · Computer Science 2024-06-14 Simon Krogmann , Pascal Lenzner , Alexander Skopalik

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

The hierarchical structure of production planning has the advantage of assigning different decision variables to their respective time horizons and therefore ensures their manageability. However, the restrictive structure of this top-down…

Optimization and Control · Mathematics 2018-12-04 Klaus Altendorfer , Thomas Felberbauer , Herbert Jodlbauer

In this paper, we investigate the $k$-Facility Location Problem ($k$-FLP) within the Bayesian Mechanism Design framework, in which agents' preferences are samples of a probability distributed on a line. Our primary contribution is…

Computer Science and Game Theory · Computer Science 2024-07-10 Gennaro Auricchio , Jie Zhang