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We consider the revenue management problem of finding profit-maximising prices for delivery time slots in the context of attended home delivery. This multi-stage optimal control problem admits a dynamic programming formulation that is…

Optimization and Control · Mathematics 2020-08-04 Denis Lebedev , Kostas Margellos , Paul Goulart

Real-life parallel machine scheduling problems can be characterized by: (i) limited information about the exact task duration at scheduling time, and (ii) an opportunity to reschedule the remaining tasks each time a task processing is…

Optimization and Control · Mathematics 2023-11-22 Izack Cohen , Krzysztof Postek , Shimrit Shtern

We consider a distributed computing network consisting of a master and multiple workers processing tasks of different types. The master is running multiple applications. Each application stochastically generates real-time jobs with a strict…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-01-31 Yu-Pin Hsu , Yu-Chih Huang , Shin-Lin Shieh

In several applications such as databases, planning, and sensor networks, parameters such as selectivity, load, or sensed values are known only with some associated uncertainty. The performance of such a system (as captured by some…

Data Structures and Algorithms · Computer Science 2010-01-28 Sudipto Guha , Kamesh Munagala

We revisit a classical scheduling model to incorporate modern trends in data center networks and cloud services. Addressing some key challenges in the allocation of shared resources to user requests (jobs) in such settings, we consider the…

Data Structures and Algorithms · Computer Science 2018-11-20 Kanthi Sarpatwar , Baruch Schieber , Hadas Shachnai

We consider the problem of optimally allocating a limited number of resources across time to maximize revenue under stochastic demands. This formulation is relevant in various areas of control, such as supply chain, ticket revenue…

Optimization and Control · Mathematics 2025-10-01 Alexandros E. Tzikas , Nazim Kemal Ure , Mansur Arief , Mykel J. Kochenderfer , Stephen P. Boyd

We discuss Bayesian model uncertainty analysis and forecasting in sequential dynamic modeling of multivariate time series. The perspective is that of a decision-maker with a specific forecasting objective that guides thinking about relevant…

Methodology · Statistics 2022-06-07 Isaac Lavine , Michael Lindon , Mike West

Appointment scheduling problems under uncertainty encounter a fundamental trade-off between cost minimization and customer waiting times. Most existing studies address this trade-off using a weighted sum approach, which puts little emphasis…

General Economics · Economics 2026-01-06 Carolin Bauerhenne , Rainer Kolisch , Andreas S. Schulz

Important pricing problems in centralized matching markets -- such as carpooling, food delivery and freight shipping platforms -- often exhibit a bi-level structure. At the upper level, the platform sets prices for heterogeneous demand…

Optimization and Control · Mathematics 2026-02-12 Junlin Chen , Chiwei Yan , Hai Jiang

We study a variation of the canonical online resource allocation problem in which resources are throughput, rather than budget, constrained. As in the classical setting, the decision-maker must assign sequentially arriving jobs to one of…

Optimization and Control · Mathematics 2025-09-17 Chamsi Hssaine , Huseyin Topaloglu , Garrett van Ryzin

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

Aiming to overcome some of the limitations of worst-case analysis, the recently proposed framework of "algorithms with predictions" allows algorithms to be augmented with a (possibly erroneous) machine-learned prediction that they can use…

Computer Science and Game Theory · Computer Science 2024-03-28 Eric Balkanski , Vasilis Gkatzelis , Xizhi Tan , Cherlin Zhu

In pursuit of a more sustainable and cost-efficient last mile, parcel lockers have gained a firm foothold in the parcel delivery landscape. To fully exploit their potential and simultaneously ensure customer satisfaction, successful…

Artificial Intelligence · Computer Science 2024-09-13 Daniela Sailer , Robert Klein , Claudius Steinhardt

Offline reinforcement learning enables agents to leverage large pre-collected datasets of environment transitions to learn control policies, circumventing the need for potentially expensive or unsafe online data collection. Significant…

Machine Learning · Computer Science 2022-03-17 Cong Lu , Philip J. Ball , Jack Parker-Holder , Michael A. Osborne , Stephen J. Roberts

We consider non-clairvoyant scheduling with online precedence constraints, where an algorithm is oblivious to any job dependencies and learns about a job only if all of its predecessors have been completed. Given strong impossibility…

Data Structures and Algorithms · Computer Science 2023-01-31 Alexandra Lassota , Alexander Lindermayr , Nicole Megow , Jens Schlöter

We consider online learning when the time horizon is unknown. We apply a minimax analysis, beginning with the fixed horizon case, and then moving on to two unknown-horizon settings, one that assumes the horizon is chosen randomly according…

Machine Learning · Computer Science 2013-10-08 Haipeng Luo , Robert E. Schapire

We study the problem of scheduling periodic real-time tasks so as to meet their individual minimum reward requirements. A task generates jobs that can be given arbitrary service times before their deadlines. A task then obtains rewards…

Other Computer Science · Computer Science 2010-07-06 I-Hong Hou , P. R. Kumar

I consider the optimal hourly (or per-unit-time in general) pricing problem faced by a freelance worker (or a service provider) on an on-demand service platform. Service requests arriving while the worker is busy are lost forever. Thus, the…

Computer Science and Game Theory · Computer Science 2019-07-09 Vijay Kamble

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

We study a single-server appointment scheduling problem with a fixed sequence of appointments, for which we must determine the arrival time for each appointment. We specifically examine two stochastic models. In the first model, we assume…

Optimization and Control · Mathematics 2019-07-09 Ruiwei Jiang , Minseok Ryu , Guanglin Xu
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