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An unconstrained nonlinear binary optimization problem of selecting a maximum expected value subset of items is considered. Each item is associated with a profit and probability. Each of the items succeeds or fails independently with the…

Computational Complexity · Computer Science 2017-06-23 Noam Goldberg , Gabor Rudolf

This paper studies an online selection problem, where a seller seeks to sequentially sell multiple copies of an item to arriving buyers. We consider an adversarial setting, making no modeling assumptions about buyers' valuations for the…

Computer Science and Game Theory · Computer Science 2024-10-11 Bo Sun , Hossein Nekouyan Jazi , Xiaoqi Tan , Raouf Boutaba

Stochastic choice-based discrete planning is a broad class of decision-making problems characterized by a sequential decision-making process involving a planner and a group of customers. The firm or planner first decides a subset of options…

Optimization and Control · Mathematics 2024-09-20 Jiajie Zhang , Yun Hui Lin , Gerardo Berbeglia

The mixed logit model is a flexible and widely used demand model in pricing and revenue management. However, existing work on mixed-logit pricing largely focuses on unconstrained settings, limiting its applicability in practice where prices…

Optimization and Control · Mathematics 2026-02-10 Hoang Giang Pham , Tien Mai

The billboard advertisement has emerged as an effective out-of-home advertisement technique where the objective is to choose a limited number of slots to play some advertisement content (e.g., animation, video, etc.) with the hope that the…

Databases · Computer Science 2025-10-24 Dildar Ali , Suman Banerjee , Yamuna Prasad

This paper examines how to plan multi-period assortments when customer utility depends on historical assortments. We formulate this problem as a nonlinear integer programming model and show it is NP-hard in the presence of a negative…

Optimization and Control · Mathematics 2025-04-09 Taotao He , Yating Zhang , Huan Zheng

The network pricing problem (NPP) is a bilevel problem, where the leader optimizes its revenue by deciding on the prices of certain arcs in a graph, while expecting the followers (also known as the commodities) to choose a shortest path…

Optimization and Control · Mathematics 2024-01-31 Quang Minh Bui , Margarida Carvalho , José Neto

We study a class of Bayesian online selection problems with matroid constraints. Consider a vendor who has several items to sell, with the set of sold items being subject to some structural constraints, e.g., the set of sold items should be…

Computer Science and Game Theory · Computer Science 2024-06-04 Ian DeHaan , Kanstantsin Pashkovich

In a widely-studied class of multi-parametric optimization problems, the objective value of each solution is an affine function of real-valued parameters. Then, the goal is to provide an optimal solution set, i.e., a set containing an…

Optimization and Control · Mathematics 2021-12-14 Stephan Helfrich , Arne Herzel , Stefan Ruzika , Clemens Thielen

We introduce a general model of resource allocation with customer choice. In this model, there are multiple resources that are available over a finite horizon. The resources are non-replenishable and perishable. Each unit of a resource can…

Optimization and Control · Mathematics 2015-11-06 Guillermo Gallego , Anran Li , Van-Anh Truong , Xinshang Wang

We consider the problem of learning the preferences of a heterogeneous population by observing choices from an assortment of products, ads, or other offerings. Our observation model takes a form common in assortment planning applications:…

Machine Learning · Statistics 2016-06-09 Nathan Kallus , Madeleine Udell

This paper considers the maximization of the expected maximum value of a portfolio of random variables subject to a budget constraint. We refer to this as the optimal college application problem. When each variable's cost, or each college's…

Optimization and Control · Mathematics 2022-05-10 Max Kapur , Sung-Pil Hong

Key challenges in running a retail business include how to select products to present to consumers (the assortment problem), and how to price products (the pricing problem) to maximize revenue or profit. Instead of considering these…

Machine Learning · Statistics 2023-09-19 Junhui Cai , Ran Chen , Martin J. Wainwright , Linda Zhao

This paper considers the vehicle routing problem with stochastic demands (VRPSD) under optimal restocking. We develop an exact algorithm that is effective for solving instances with many vehicles and few customers per route. In our…

Optimization and Control · Mathematics 2018-06-25 Alexandre Florio , Richard Hartl , Stefan Minner

We consider a revenue-maximizing seller with $n$ items facing a single buyer. We introduce the notion of symmetric menu complexity of a mechanism, which counts the number of distinct options the buyer may purchase, up to permutations of the…

Computer Science and Game Theory · Computer Science 2020-05-08 Pravesh Kothari , Divyarthi Mohan , Ariel Schvartzman , Sahil Singla , S. Matthew Weinberg

In this paper we introduce the notion of explicit worst-case bounded adaptive algorithms for applications with fixed process-completion requirements. Such applications demand that a process be guaranteed to complete within an established…

Data Structures and Algorithms · Computer Science 2022-07-19 Haley Massa , Jeffrey Uhlmann

We address the challenging problem of dynamically pricing complementary items that are sequentially displayed to customers. An illustrative example is the online sale of flight tickets, where customers navigate through multiple web pages.…

We consider the revenue maximization problem with sharp multi-demand, in which $m$ indivisible items have to be sold to $n$ potential buyers. Each buyer $i$ is interested in getting exactly $d_i$ items, and each item $j$ gives a benefit…

Computer Science and Game Theory · Computer Science 2013-12-16 Vittorio Bilò , Michele Flammini , Gianpiero Monaco

Production planning must account for uncertainty in a production system, arising from fluctuating demand forecasts. Therefore, this article focuses on the integration of updated customer demand into the rolling horizon planning cycle. We…

Econometrics · Economics 2024-09-27 Manuel Schlenkrich , Wolfgang Seiringer , Klaus Altendorfer , Sophie N. Parragh

This paper discusses the revenue management (RM) problem to maximize revenue by pricing items or services. One challenge in this problem is that the demand distribution is unknown and varies over time in real applications such as airline…

Machine Learning · Computer Science 2024-05-09 Kazuma Shimizu , Junya Honda , Shinji Ito , Shinji Nakadai
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