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Modern e-commerce platforms offer vast product selections, making it difficult for customers to find items that they like and that are relevant to their current session intent. This is why it is key for e-commerce platforms to have near…

We consider a queueing facility where customers decide when to arrive. All customers have the same desired arrival time (w.l.o.g.\ time zero). There is one server, and the service times are independent and exponentially distributed. The…

Optimization and Control · Mathematics 2017-09-12 Eliran Sherzer , Yoav Kerner

We study a token-based central queue with multiple customer types. Customers of each type arrive according to a Poisson process and have an associated set of compatible tokens. Customers may only receive service when they have claimed a…

Probability · Mathematics 2019-02-07 U. Ayesta , T. Bodas , J. L. Dorsman , I. M. Verloop

We consider a distribution logistics scenario where a shipping operator, managing a limited amount of resources, receives a stream of collection requests, issued by a set of customers along a booking time-horizon, that are referred to a…

Optimization and Control · Mathematics 2023-07-04 Giovanni Giallombardo , Francesca Guerriero , Giovanna Miglionico

We study a problem of an online retailer who observes the unit sales of a product, and dynamically changes the retail price, in order to maximize the expected revenue. Assuming the demand of the product is price sensitive, we are interested…

Systems and Control · Electrical Eng. & Systems 2021-06-17 Chengcheng Liu , Mátyás A. Sustik

We consider a service system where agents are invited on-demand. Customers arrive exogenously as a Poisson process and join a customer queue upon arrival if no agent is available. Agents decide to accept or decline invitations after some…

Probability · Mathematics 2015-10-27 Guodong Pang , Alexander L. Stolyar

We consider an increasingly popular demand-response scenario where a user schedules the flexible electric vehicle (EV) charging load in response to real-time electricity prices. The objective is to minimize the total charging cost with user…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Hanling Yi , Qiulin Lin , Minghua Chen

We study the dynamic pricing problem faced by a monopolistic retailer who sells a storable product to forward-looking consumers. In this framework, the two major pricing policies (or mechanisms) studied in the literature are the…

Computer Science and Game Theory · Computer Science 2018-06-06 Gerardo Berbeglia , Gautam Rayaprolu , Adrian Vetta

This paper addresses a fundamental and practically significant problem in call centre operations -- determining optimal call allocation policies that meet client service targets while minimising staffing costs. Motivated by a problem…

Probability · Mathematics 2025-12-08 Mark Fackrell , Hritika Gupta , Peter G. Taylor

In this paper we build a case for providing job completion time predictions to cloud users, similar to the delivery date of a package or arrival time of a booked ride. Our analysis reveals that providing predictability can come at the…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-01-22 Abdullah Bin Faisal , Noah Martin , Hafiz Mohsin Bashir , Swaminathan Lamelas , Fahad R. Dogar

This paper investigates a two-echelon inventory system with a central warehouse and N (N > 2) retailers managed by a centralized information-sharing mechanism. In particular, the paper mathematically models an easy-to-implement inventory…

General Economics · Economics 2023-12-08 Amir Hosein Afshar Sedigh , Rasoul Haji , Seyed Mehdi Sajadifar

We consider the problem of customer equilibrium behavior of a single server Markovian queue with dynamic control of the service rate. Customers arrive according a Poisson procedure and the system administrator makes a service rate choice…

Optimization and Control · Mathematics 2018-05-17 Apostolos Burnetas , Yiannis Dimitrakopoulos

We provide a characterization of revenue-optimal dynamic mechanisms in settings where a monopolist sells k items over k periods to a buyer who realizes his value for item i in the beginning of period i. We require that the mechanism…

Computer Science and Game Theory · Computer Science 2016-07-06 Itai Ashlagi , Constantinos Daskalakis , Nima Haghpanah

Recently, there is growing interest and need for dynamic pricing algorithms, especially, in the field of online marketplaces by offering smart pricing options for big online stores. We present an approach to adjust prices based on the…

Optimization and Control · Mathematics 2021-01-13 David Müller , Yurii Nesterov , Vladimir Shikhman

A company provides a service at different time slots, each slot being endowed with a capacity. A non-atomic population of users is willing to purchase this service. The population is modeled as a continuous measure over the preferred times.…

Optimization and Control · Mathematics 2026-03-19 Olivier Bilenne , Frédéric Meunier

We study finite horizon optimal switching problems for hidden Markov chain models under partially observable Poisson processes. The controller possesses a finite range of strategies and attempts to track the state of the unobserved state…

Optimization and Control · Mathematics 2008-05-22 Erhan Bayraktar , Mike Ludkovski

Prescriptive business process monitoring provides decision support to process managers on when and how to adapt an ongoing business process to prevent or mitigate an undesired process outcome. We focus on the problem of automatically…

Software Engineering · Computer Science 2023-07-13 Andreas Metzger , Tristan Kley , Aristide Rothweiler , Klaus Pohl

Matching platforms, from ridesharing to food delivery to competitive gaming, face a fundamental operational dilemma: match agents immediately to minimize waiting costs, or delay to exploit the efficiency gains of thicker markets. Yet…

Optimization and Control · Mathematics 2026-01-30 Jie Liu , Hailun Zhang , Jiheng Zhang

Peer-to-peer (P2P) trading is seen as a viable solution to handle the growing number of distributed energy resources in distribution networks. However, when dealing with large-scale consumers, there are several challenges that must be…

Systems and Control · Electrical Eng. & Systems 2024-10-29 Cheng Feng , Kedi Zheng , Lanqing Shan , Hani Alers , Qixin Chen , Lampros Stergioulas , Hongye Guo

Executing even moderately large derivatives orders can be expensive and risky; it's hard to balance the uncertainty of working an order over time versus paying a liquidity premium for immediate execution. Here, we introduce the Time Is…

Mathematical Finance · Quantitative Finance 2021-04-14 Kevin Patrick Darby
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