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We consider a stochastic inventory control problem under censored demands, lost sales, and positive lead times. This is a fundamental problem in inventory management, with significant literature establishing near-optimality of a simple…

Machine Learning · Computer Science 2019-05-14 Shipra Agrawal , Randy Jia

Balancing passenger demand and vehicle availability is crucial for ensuring the sustainability and effectiveness of urban transportation systems. To address this challenge, we propose a novel hierarchical strategy for the efficient…

Systems and Control · Electrical Eng. & Systems 2024-06-17 Pengbo Zhu , Giancarlo Ferrari-Trecate , Nikolas Geroliminis

We study a censored variant of the data-driven newsvendor problem, where the decision-maker must select an ordering quantity that minimizes expected overage and underage costs based only on offline censored sales data, rather than…

Optimization and Control · Mathematics 2026-04-22 Chamsi Hssaine , Sean R. Sinclair

We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…

Optimization and Control · Mathematics 2023-11-01 Boxiao Chen , Jiashuo Jiang , Jiawei Zhang , Zhengyuan Zhou

Ride-hailing and autonomous mobility-on-demand operators reposition idle supply before future demand is fully observed. We study a retrieval-calibrated predict-then-optimize approach for this problem: historical demand regimes are matched…

Machine Learning · Computer Science 2026-05-12 Indar Kumar , Akanksha Tiwari

We study non-stationary single-item, periodic-review inventory control problems in which the demand distribution is unknown and may change over time. We analyze how demand non-stationarity affects learning performance across inventory…

Optimization and Control · Mathematics 2026-02-06 Nele H. Amiri , Sean R. Sinclair , Maximiliano Udenio

We consider the problem of joint routing and scheduling in queueing networks, where the edge transmission costs are unknown. At each time-slot, the network controller receives noisy observations of transmission costs only for those edges it…

Networking and Internet Architecture · Computer Science 2025-11-05 Sathwik Chadaga , Eytan Modiano

We consider a repeated newsvendor problem where the inventory manager has no prior information about the demand, and can access only censored/sales data. In analogy to multi-armed bandit problems, the manager needs to simultaneously…

Machine Learning · Computer Science 2017-10-17 Gábor Lugosi , Mihalis G. Markakis , Gergely Neu

We consider the following two deterministic inventory optimization problems over a finite planning horizon $T$ with non-stationary demands. (a) Submodular Joint Replenishment Problem: This involves multiple item types and a single retailer…

Data Structures and Algorithms · Computer Science 2015-04-27 Viswanath Nagarajan , Cong Shi

Optimizing the assortment of products to display to customers is a key to increasing revenue for both offline and online retailers. To trade-off between exploring customers' preference and exploiting customers' choices learned from data, in…

Machine Learning · Computer Science 2022-04-25 Hongbin Zhang , Yu Yang , Feng Wu , Qixin Zhang

We develop a stochastic inventory system which accounts for the limited patience of backlogged customers. While limited patience is a feature that is closer to the nature of unmet demand, our model also unifies the classic backlogging and…

Optimization and Control · Mathematics 2024-04-02 Andrew E. B. Lim , Zhao-Xuan Wei , Hanqin Zhang

We study the dynamic assortment planning problem, where for each arriving customer, the seller offers an assortment of substitutable products and customer makes the purchase among offered products according to an uncapacitated multinomial…

Machine Learning · Statistics 2019-02-11 Xi Chen , Yining Wang , Yuan Zhou

This paper introduces a dual-based algorithm framework for solving the regularized online resource allocation problems, which have potentially non-concave cumulative rewards, hard resource constraints, and a non-separable regularizer. Under…

Machine Learning · Computer Science 2023-07-18 Wanteng Ma , Ying Cao , Danny H. K. Tsang , Dong Xia

In this paper, we study the offline sequential feature-based pricing and inventory control problem where the current demand depends on the past demand levels and any demand exceeding the available inventory is lost. Our goal is to leverage…

Machine Learning · Statistics 2026-03-12 Korel Gundem , Zhengling Qi

We consider the vehicle routing problem with stochastic demands (VRPSD), a problem in which customer demands are known in distribution at the route planning stage and revealed during route execution upon arrival at each customer. A…

Optimization and Control · Mathematics 2022-03-02 Alexandre M. Florio , Dominique Feillet , Marcus Poggi , Thibaut Vidal

Performance and reliability of content access in mobile networks is conditioned by the number and location of content replicas deployed at the network nodes. Location theory has been the traditional, centralized approach to study content…

Networking and Internet Architecture · Computer Science 2011-02-16 Chi-Anh La , Pietro Michiardi , Claudio Casetti , Carla-Fabiana Chiasserini , Marco Fiore

We consider the dynamic assortment optimization problem under the multinomial logit model (MNL) with unknown utility parameters. The main question investigated in this paper is model mis-specification under the $\varepsilon$-contamination…

Machine Learning · Statistics 2022-07-12 Xi Chen , Akshay Krishnamurthy , Yining Wang

We give new approximation algorithms for the submodular joint replenishment problem and the inventory routing problem, using an iterative rounding approach. In both problems, we are given a set of $N$ items and a discrete time horizon of…

Data Structures and Algorithms · Computer Science 2019-12-03 Thomas Bosman , Neil Olver

We consider dynamic pricing strategies in a streamed longitudinal data set-up where the objective is to maximize, over time, the cumulative profit across a large number of customer segments. We consider a dynamic model with the consumers'…

Machine Learning · Computer Science 2023-10-17 Rashmi Ranjan Bhuyan , Adel Javanmard , Sungchul Kim , Gourab Mukherjee , Ryan A. Rossi , Tong Yu , Handong Zhao

On-Demand Ride-Pooling services have the potential to increase traffic efficiency compared to private vehicle trips by decreasing parking space needed and increasing vehicle occupancy due to higher vehicle utilization and shared trips,…

Systems and Control · Electrical Eng. & Systems 2023-08-11 Roman Engelhardt , Hani S. Mahmassani , Klaus Bogenberger
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