English
Related papers

Related papers: Contextual Stochastic Optimization for Omnichannel…

200 papers

We study a class of two-stage stochastic programs, namely, those with fixed recourse matrix and fixed costs, and linear second stage. We show that, under mild assumptions, the problem can be solved with just one scenario, which we call an…

Optimization and Control · Mathematics 2025-10-29 Tito Homem-de-Mello , Juan Valencia , Felipe Lagos , Guido Lagos

Managing stock efficiently remains a core issue in modern logistics, where companies must reconcile cost efficiency with dependable service despite unpredictable market conditions. Conventional models often overlook the direct connection…

Optimization and Control · Mathematics 2026-04-14 Tianxiao Sun , Noah Schwarzkopf

We study the strategic decision-making problem of assigning time windows to customers in the context of vehicle routing applications that are affected by operational uncertainty. This problem, known as the Time Window Assignment Vehicle…

Optimization and Control · Mathematics 2018-10-11 Anirudh Subramanyam , Akang Wang , Chrysanthos E. Gounaris

This paper investigates a stochastic inventory management problem in which a cash-constrained small retailer periodically purchases a product from suppliers and sells it to a market while facing non-stationary demands. In each period, the…

Optimization and Control · Mathematics 2021-08-13 Zhen Chen , Roberto Rossi

We consider the problem of supply and demand balancing that is stated as a minimization problem for the total expected revenue function describing the behavior of both consumers and suppliers. In the considered market model we assume that…

Optimization and Control · Mathematics 2021-06-29 Dmitry Pasechnyuk , Pavel Dvurechensky , Sergey Omelchenko , Alexander Gasnikov

Bayesian optimization (BO) is a sample-efficient method and has been widely used for optimizing expensive black-box functions. Recently, there has been a considerable interest in BO literature in optimizing functions that are affected by…

Machine Learning · Computer Science 2023-12-22 Xiaobin Huang , Lei Song , Ke Xue , Chao Qian

As a result of the phenomenal proliferation of modern mobile Internet-enabled devices and the widespread utilization of wireless and cellular data networks, mobile users are increasingly requiring services tailored to their current context.…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-05-12 Elarbi Badidi , Larbi Esmahi

This paper considers online convex optimization (OCO) with stochastic constraints, which generalizes Zinkevich's OCO over a known simple fixed set by introducing multiple stochastic functional constraints that are i.i.d. generated at each…

Optimization and Control · Mathematics 2017-08-15 Hao Yu , Michael J. Neely , Xiaohan Wei

The main focus of this paper is radius-based (supplier) clustering in the two-stage stochastic setting with recourse, where the inherent stochasticity of the model comes in the form of a budget constraint. In addition to the standard…

Data Structures and Algorithms · Computer Science 2024-04-09 Brian Brubach , Nathaniel Grammel , David G. Harris , Aravind Srinivasan , Leonidas Tsepenekas , Anil Vullikanti

Load balancing plays a critical role in efficiently dispatching jobs in parallel-server systems such as cloud networks and data centers. A fundamental challenge in the design of load balancing algorithms is to achieve an optimal trade-off…

Performance · Computer Science 2020-12-16 Mark van der Boor , Sem Borst , Johan van Leeuwaarden

With the significant rise in demand for same-day instant deliveries, several courier services are exploring alternatives to transport packages in a cost- and time-effective, as well as, sustainable manner. Motivated by a real-life case…

Computers and Society · Computer Science 2021-06-22 Suchithra Rajendran , Aidan Harper

Micro-delivery services offer promising solutions for on-demand city logistics, but their success relies on efficient real-time delivery operations and fleet management. On-demand meal delivery platforms seek to optimize real-time…

Computers and Society · Computer Science 2026-02-09 Jingyi Cheng , Shadi Sharif Azadeh

Supply chain disruptions and volatile demand pose significant challenges to the UK automotive industry, which relies heavily on Just-In-Time (JIT) manufacturing. While qualitative studies highlight the potential of integrating Artificial…

Machine Learning · Statistics 2025-11-11 Muhammad Shahnawaz , Adeel Safder

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

Reliable robot autonomy hinges on decision-making systems that account for uncertainty without imposing overly conservative restrictions on the robot's action space. We introduce Chance-Constrained Via-Point-Based Stochastic Trajectory…

Scalable real-time assortment optimization has become essential in e-commerce operations due to the need for personalization and the availability of a large variety of items. While this can be done when there are simplistic assortment…

Artificial Intelligence · Computer Science 2021-03-03 Theja Tulabandhula , Deeksha Sinha , Saketh Karra

This study develops an online predictive optimization framework for dynamically operating a transit service in an area of crowd movements. The proposed framework integrates demand prediction and supply optimization to periodically redesign…

Machine Learning · Statistics 2020-02-25 Inon Peled , Kelvin Lee , Yu Jiang , Justin Dauwels , Francisco C. Pereira

Driven by the rapid expansion of e-commerce and small-batch production, the size of the intralogistics load unit of finished goods, semi-finished goods and raw materials is steadily shrinking. Totes are gradually replacing pallets as the…

Robotics · Computer Science 2026-05-28 Jiaxin Liu , Peng Yang , Yuping Li , Xinyue Xie

We propose a model for making data acquisition decisions for variables in contextual stochastic optimisation problems. Data acquisition decisions are typically treated as separate and fixed. We explore problem settings in which the…

Optimization and Control · Mathematics 2025-04-22 Egon Peršak , Miguel F. Anjos

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