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In Demand Response programs, price incentives might not be sufficient to modify residential consumers load profile. Here, we consider that each consumer has a preferred profile and a discomfort cost when deviating from it. Consumers can…

Optimization and Control · Mathematics 2017-12-01 Paulin Jacquot , Olivier Beaude , Nadia Oudjane , Stephane Gaubert

A firm that sells a non perishable product considers intertemporal price discrimination in the objective of maximizing its long-run average revenue. We consider a general model of patient customers with changing valuations. Arriving…

Optimization and Control · Mathematics 2020-02-17 Araman Victor , Fayad Bassam

This paper investigates a partially observable queueing system with $N$ nodes in which each node has a dedicated arrival stream. There is an extra arrival stream to balance the load of the system by routing its customers to the shortest…

Probability · Mathematics 2021-01-01 Qihui Bu , Liwei Liu , Jiashan Tang , Yiqiang Q. Zhao

A broad current application of algorithms is in formal and quantitative measures of murky concepts -- like merit -- to make decisions. When people strategically respond to these sorts of evaluations in order to gain favorable decision…

Computers and Society · Computer Science 2023-10-06 Benjamin Laufer , Jon Kleinberg , Karen Levy , Helen Nissenbaum

We investigate the transient and stationary queue-length distributions of a class of service systems with correlated service times. The classical $M^X/G/1$ queue with semi-Markov service times is the most prominent example in this class and…

Probability · Mathematics 2018-01-19 Abhishek , Marko Boon , Onno Boxma , Rudesindo Núñez-Queija

We study online learning when partial feedback information is provided following every action of the learning process, and the learner incurs switching costs for changing his actions. In this setting, the feedback information system can be…

Machine Learning · Computer Science 2019-05-21 Anshuka Rangi , Massimo Franceschetti

We study the design of optimal allocation mechanisms in an environment where agents and goods arrive stochastically. Agents have private types that determine the principal payoff. Either agents or goods can be held in a queue at a flow cost…

Theoretical Economics · Economics 2026-02-05 Zihao Li , Xuandong Chen

We consider an automatic overload control for two large service systems modeled as multi-server queues, such as call centers. We assume that the two systems are designed to operate independently, but want to help each other respond to…

Probability · Mathematics 2014-07-30 Ohad Perry , Ward Whitt

We study a general model on reusable resource allocation under model uncertainty. A heterogeneous population of customers arrive at the decision maker's (DM's) platform sequentially. Upon observing a customer's type, the DM selects an…

Optimization and Control · Mathematics 2022-12-07 Xilin Zhang , Wang Chi Cheung

Bounding the price of anarchy, which quantifies the damage to social welfare due to selfish behavior of the participants, has been an important area of research. In this paper, we study this phenomenon in the context of a game modeling…

Computer Science and Game Theory · Computer Science 2020-03-17 Jason Gaitonde , Eva Tardos

Real-world systems often involve some pool of users choosing between a set of services. With the increase in popularity of online learning algorithms, these services can now self-optimize, leveraging data collected on users to maximize some…

Machine Learning · Computer Science 2024-03-12 Eliot Shekhtman , Sarah Dean

"Spillover" learning is defined as customers' learning about the quality of a service (or product) from their previous experiences with similar yet not identical services. In this paper, we propose a novel, parsimonious and general Bayesian…

Applications · Statistics 2016-07-21 Andrés Musalem , Yan Shang , Jing-Sheng Song

We derive a revenue-maximizing scheme that charges customers who are homogeneous with respect to their waiting cost parameter for a random fee in order to become premium customers. This scheme incentivizes all customers to purchase…

Theoretical Economics · Economics 2020-02-18 Moshe Haviv , Eyal Winter

Problem definition: In many matching markets, some agents are fully flexible, while others only accept a subset of jobs. For example, ridesharing drivers can specify on the platform the destinations they are willing to accept. Conventional…

Computer Science and Game Theory · Computer Science 2026-01-30 Chiwei Yan , Francisco Castro , Peter Frazier , Hongyao Ma , Hamid Nazerzadeh

We study a two-stage tandem service queue attended by two servers. Each job-server pair must complete both service phases together, with the server unable to begin a new job until the current one is fully processed after two stages.…

Optimization and Control · Mathematics 2026-01-21 Shuwen Lu , Jamol Pender , Mark E. Lewis

We study how two information feeds, a closed-form Markov estimator of residual sojourn and an online trained actor-critic, affect reneging and jockeying in a dual M/M/1 system. Analytically, for unequal service rates and total-time…

Machine Learning · Statistics 2025-11-19 Anthony Kiggundu , Bin Han , Hans D. Schotten

In this paper we consider a single-server polling system with switch-over times. We introduce a new service discipline, mixed gated/exhaustive service, that can be used for queues with two types of customers: high and low priority…

Probability · Mathematics 2014-08-04 Marko Boon , Ivo Adan

In queueing systems, effective scheduling algorithms are essential for optimizing performance. Optimal scheduling for the M/G/k queue has been explored in the heavy traffic limit, but much remains unknown in the intermediate load regime. In…

Performance · Computer Science 2025-12-09 Ziyuan Wang , Izzy Grosof

Agents exert hidden effort to produce randomly-sized innovations in a technology they share. Flow payoffs grow as the technology develops, but so does the marginal cost of effort. I characterise the unique symmetric MPE with the quality of…

Theoretical Economics · Economics 2025-11-11 Gregorio Curello

Arrivals in queueing systems are typically assumed to be independent and exponentially distributed. Our analysis of an online bookshop, however, shows that there is an autocorrelation structure present. First, we adjust the inter-arrival…

Applications · Statistics 2021-06-29 Petra Tomanová , Vladimír Holý
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