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The Network Revenue Management (NRM) problem is a well-known challenge in dynamic decision-making under uncertainty. In this problem, fixed resources must be allocated to serve customers over a finite horizon, while customers arrive…

Data Structures and Algorithms · Computer Science 2023-10-16 Jiashuo Jiang

We consider a general queueing system with price-sensitive customers in which the service provider seeks to balance two objectives, maximizing the average revenue rate and minimizing the average queue length. Customers arrive according to a…

Data Structures and Algorithms · Computer Science 2025-12-09 Jacob Bergquist , Adam N. Elmachtoub

In the reordering buffer management problem (RBM) a sequence of $n$ colored items enters a buffer with limited capacity $k$. When the buffer is full, one item is removed to the output sequence, making room for the next input item. This step…

Data Structures and Algorithms · Computer Science 2012-02-22 Noa Avigdor-Elgrabli , Yuval Rabani

In this paper, we propose a stochastic model to describe how search service providers charge client companies based on users' queries for the keywords related to these companies' ads by using certain advertisement assignment strategies. We…

Data Structures and Algorithms · Computer Science 2012-09-10 Bo Tan , R. Srikant

Booking control problems are sequential decision-making problems that occur in the domain of revenue management. More precisely, freight booking control focuses on the problem of deciding to accept or reject bookings: given a limited…

Optimization and Control · Mathematics 2023-04-06 Justin Dumouchelle , Emma Frejinger , Andrea Lodi

We propose a novel algorithm for online resource allocation with non-stationary customer arrivals and unknown click-through rates. We assume multiple types of customers arrive in a nonstationary stochastic fashion, with unknown arrival…

Machine Learning · Computer Science 2024-06-04 Xiaoyue Zhang , Hanzhang Qin , Mabel C. Chou

We give a constant-factor approximation algorithm for the asymmetric traveling salesman problem (ATSP). Our approximation guarantee is analyzed with respect to the standard LP relaxation, and thus our result confirms the conjectured…

Data Structures and Algorithms · Computer Science 2020-09-17 Ola Svensson , Jakub Tarnawski , László A. Végh

We consider a fundamental pricing model in which a fixed number of units of a reusable resource are used to serve customers. Customers arrive to the system according to a stochastic process and upon arrival decide whether or not to purchase…

Data Structures and Algorithms · Computer Science 2020-02-12 Omar Besbes , Adam N. Elmachtoub , Yunjie Sun

As Mobility as a Service (MaaS) systems become increasingly popular, travel is changing from unimodal trips to personalized services offered by a platform of mobility operators. Evaluation of MaaS platforms depends on modeling both user…

Computers and Society · Computer Science 2020-08-14 Theodoros P. Pantelidis , Joseph Y. J. Chow , Saeid Rasulkhani

Motivated by the increasing use of online appointment booking platforms, we study how to offer appointment slots to customers in order to maximize the total number of slots booked. We develop two models, non-sequential offering and…

Optimization and Control · Mathematics 2017-12-25 Nan Liu , Peter M. van de Ven , Bo Zhang

We study a decision-maker's problem of finding optimal monetary incentive schemes for retention when faced with agents whose participation decisions (stochastically) depend on the incentive they receive. Our focus is on policies constrained…

Computer Science and Game Theory · Computer Science 2024-07-31 Daniel Freund , Chamsi Hssaine

Motivated by applications in online marketplaces such as ride-hailing platforms and payment channel networks, we study a single-server queue with state-dependent arrival control. The service operator dynamically chooses the arrival rate as…

Optimization and Control · Mathematics 2026-02-03 Tianze Qu , Sushil Mahavir Varma

We consider models of content delivery networks in which the servers are constrained by two main resources: memory and bandwidth. In such systems, the throughput crucially depends on how contents are replicated across servers and how the…

Performance · Computer Science 2018-01-10 Arpan Mukhopadhyay , Nidhi Hegde , Marc Lelarge

For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the…

Data Structures and Algorithms · Computer Science 2018-10-02 Dawsen Hwang , Patrick Jaillet , Vahideh Manshadi

We study real-time routing policies in smart transit systems, where the platform has a combination of cars and high-capacity vehicles (e.g., buses or shuttles) and seeks to serve a set of incoming trip requests. The platform can use its…

Optimization and Control · Mathematics 2021-03-22 Siddhartha Banerjee , Chamsi Hssaine , Noémie Périvier , Samitha Samaranayake

This paper analyzes a service system modeled as a single-server queue, in which the service provider aims to dynamically maximize the expected revenue per unit of time. This is achieved by constructing a stochastic gradient descent…

Optimization and Control · Mathematics 2026-03-05 Shreehari Anand Bodas , Harsha Honnappa , Michel Mandjes , Liron Ravner

Passenger transportation is a core aspect of a railway company's business, with ticket sales playing a central role in generating revenue. Profitable operations in this context rely heavily on the effectiveness of reject-or-assign policies…

Optimization and Control · Mathematics 2024-11-01 Carlos H. Cardonha , Arvind U. Raghunathan

We study multi-buyer multi-item sequential item pricing mechanisms for revenue maximization with the goal of approximating a natural fractional relaxation -- the ex ante optimal revenue. We assume that buyers' values are subadditive but…

Computer Science and Game Theory · Computer Science 2024-04-24 Shuchi Chawla , Dimitris Christou , Trung Dang , Zhiyi Huang , Gregory Kehne , Rojin Rezvan

In this technical note we consider a class of multi-agent network systems that we refer to as Open Multi-Agent Systems (OMAS): in these multi-agent systems, an indefinite number of agents may join or leave the network at any time. Focusing…

Systems and Control · Electrical Eng. & Systems 2024-09-23 Mauro Franceschelli , Paolo Frasca

Traditional revenue management relies on long and stable historical data and predictable demand patterns. However, meeting those requirements is not always possible. Many industries face demand volatility on an ongoing basis, an example…

Machine Learning · Computer Science 2023-04-18 Ezgi C. Eren , Zhaoyang Zhang , Jonas Rauch , Ravi Kumar , Royce Kallesen
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