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We consider the problem of designing an expected-revenue maximizing mechanism for allocating multiple non-perishable goods of $k$ varieties to flexible consumers over $T$ time steps. In our model, a random number of goods of each variety…
We present an algorithm for the problem of linear distributed estimation of a parameter in a network where a set of agents are successively taking measurements. The approach considers a roaming token in a network that carries the estimate,…
In this paper we consider a single-server, cyclic polling system with switch-over times. A distinguishing feature of the model is that the rates of the Poisson arrival processes at the various queues depend on the server location. For this…
Delay or queue length information has the potential to influence the decision of a customer to use a service system. Thus, it is imperative for service system managers to understand how the information that they provide will affect the…
Consider an M/M/$s$ queue with the additional feature that the arrival rate is a random variable of which only the mean, variance, and range are known. Using semi-infinite linear programming and duality theory for moment problems, we…
We study the optimal pricing strategy of a monopolist selling homogeneous goods to customers over multiple periods. The customers choose their time of purchase to maximize their payoff that depends on their valuation of the product, the…
Product ranking is the core problem for revenue-maximizing online retailers. To design proper product ranking algorithms, various consumer choice models are proposed to characterize the consumers' behaviors when they are provided with a…
This paper studies the joint estimation problem of a discrete choice model and the arrival rate of potential customers when unobserved stock-out events occur. In this paper, we generalize [Anupindi et al., 1998] and [Conlon and Mortimer,…
In several applications of automatic diagnosis and active learning a central problem is the evaluation of a discrete function by adaptively querying the values of its variables until the values read uniquely determine the value of the…
We consider price competition among multiple sellers over a selling horizon of $T$ periods. In each period, sellers simultaneously offer their prices (which are made public) and subsequently observe their respective demand (not made…
We consider the problem in which n items arrive to a market sequentially over time, where two agents compete to choose the best possible item. When an agent selects an item, he leaves the market and obtains a payoff given by the value of…
Queueing systems are widely applicable stochastic models with use cases in communication networks, healthcare, service systems, etc. Although their optimal control has been extensively studied, most existing approaches assume perfect…
The non-stationary Erlang-A queue is a fundamental queueing model that is used to describe the dynamic behavior of large scale multi-server service systems that may experience customer abandonments, such as call centers, hospitals, and…
We study some of the most commonly used mutual information estimators, based on histograms of fixed or adaptive bin size, $k$-nearest neighbors and kernels, and focus on optimal selection of their free parameters. We examine the consistency…
A model for network panel data is discussed, based on the assumption that the observed data are discrete observations of a continuous-time Markov process on the space of all directed graphs on a given node set, in which changes in tie…
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:…
The maximization of Nash welfare, which equals the geometric mean of agents' utilities, is widely studied because it balances efficiency and fairness in resource allocation problems. Banerjee, Gkatzelis, Gorokh, and Jin (2022) recently…
We address a dynamic pricing problem for airlines aiming to maximize expected revenue from selling cargo space on a single-leg flight. The cargo shipments' weight and volume are uncertain and their precise values remain unavailable at the…
In a two node tandem network, customers decide to join or balk by maximizing a given profit function whose costs are proportional to the sojourn time they spend at each queue. Assuming that their choices are taken without knowing the…
A key operational challenge for call centers is to decide, in real time, which waiting customer should be served by which available agent. This is known as skill-based routing, and the decision becomes especially difficult in large systems…