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Demand forecasting is a crucial component of demand management. While shortening the forecasting horizon allows for more recent data and less uncertainty, this frequently means lower data aggregation levels and a more significant data…

Machine Learning · Computer Science 2021-03-26 Jože M. Rožanec , Dunja Mladenić

Intermittent demand, where demand occurrences appear sporadically in time, is a common and challenging problem in forecasting. In this paper, we first make the connections between renewal processes, and a collection of current models used…

Machine Learning · Computer Science 2019-11-26 Ali Caner Turkmen , Yuyang Wang , Tim Januschowski

We consider the problem of repeatedly allocating multiple shareable public goods that have limited availability in an online setting without the use of money. In our setting, agents have additive values, and the value each agent receives…

Computer Science and Game Theory · Computer Science 2025-11-10 Chido Onyeze , David X. Lin , Siddhartha Banerjee , Éva Tardos

Motivated by the practical challenge in monitoring the performance of a large number of algorithmic trading orders, this paper provides a methodology that leads to automatic discovery of the causes that lie behind a poor trading…

Trading and Market Microstructure · Quantitative Finance 2013-03-04 Robert Azencott , Arjun Beri , Yutheeka Gadhyan , Nicolas Joseph , Charles-Albert Lehalle , Matthew Rowley

We study the classical single-item inventory system in which unsatisfied demands are backlogged. Replenishment lead times are random, independent identically distributed, causing orders to cross in time. We develop a new inventory policy to…

Probability · Mathematics 2021-02-02 Alexander Stolyar , Qiong Wang

The effective allocation of cross-border trading capacities is one of the central challenges for the implementation of a pan-European internal energy market. In contrast to traditional power flow-ignorant methods like net transfer…

Systems and Control · Electrical Eng. & Systems 2023-04-06 Richard Weinhold , Robert Mieth

We study a dynamic market setting where an intermediary interacts with an unknown large sequence of agents that can be either sellers or buyers: their identities, as well as the sequence length $n$, are decided in an adversarial, online…

Computer Science and Game Theory · Computer Science 2017-03-29 Yiannis Giannakopoulos , Elias Koutsoupias , Philip Lazos

We consider the problem of online allocation (matching and assortments) of reusable resources where customers arrive sequentially in an adversarial fashion and allocated resources are used or rented for a stochastic duration that is drawn…

Data Structures and Algorithms · Computer Science 2022-07-20 Vineet Goyal , Garud Iyengar , Rajan Udwani

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

Platforms matching spatially distributed supply to demand face a fundamental design choice: given a fixed total budget of service range, how should it be allocated across supply nodes ex ante, i.e. before supply and demand locations are…

Probability · Mathematics 2026-02-19 Taha Ameen , Flore Sentenac , Sophie H. Yu

We study an online joint assortment-inventory optimization problem, in which we assume that the choice behavior of each customer follows the Multinomial Logit (MNL) choice model, and the attraction parameters are unknown a priori. The…

Machine Learning · Computer Science 2025-01-03 Yong Liang , Xiaojie Mao , Shiyuan Wang

The online monitoring data in distribution networks contain rich information on the running states of the networks. By leveraging the data, this paper proposes a spatio-temporal correlation analysis approach for anomaly detection and…

Signal Processing · Electrical Eng. & Systems 2019-07-23 Xin Shi , Robert Qiu , Zenan Ling , Fan Yang , Haosen Yang , Xing He

A classical problem in power systems is to allocate in-coming (elastic or inelastic) demands without violating the operating constraints of electric networks in an online fashion. Although online decision problems have been well-studied in…

Data Structures and Algorithms · Computer Science 2021-10-26 Areg Karapetyan , Majid Khonji , Chi-Kin Chau , Khaled Elbassioni

We consider a general class of high-volume, fast-moving production-inventory systems based on both lost-sales and backorder inventory models. Such systems require a fundamental understanding of the asymptotic behavior of key performance…

Optimization and Control · Mathematics 2015-01-29 Yingdong Lu , Mark S. Squillante , David D. Yao

We revisit the classic Cournot model and extend it to a two-echelon supply chain with an upstream supplier who operates under demand uncertainty and multiple downstream retailers who compete over quantity. The supplier's belief about retail…

Computer Science and Game Theory · Computer Science 2021-07-19 Constandina Koki , Stefanos Leonardos , Costis Melolidakis

This paper investigates a multi-product stochastic inventory problem in which a cash-constrained online retailer can adopt order-based loan provided by some Chinese e-commerce platforms to speed up its cash recovery for deferred revenue. We…

Optimization and Control · Mathematics 2020-12-10 Zhen Chen , Ren-qian Zhang

Demand forecasting in supply chain management (SCM) is critical for optimizing inventory, reducing waste, and improving customer satisfaction. Conventional approaches frequently neglect external influences like weather, festivities, and…

Machine Learning · Computer Science 2026-01-09 Anees Fatima , Mohammad Abdus Salam

In online interval scheduling, the input is an online sequence of intervals, and the goal is to accept a maximum number of non-overlapping intervals. In the more general disjoint path allocation problem, the input is a sequence of requests,…

Data Structures and Algorithms · Computer Science 2025-01-24 Joan Boyar , Lene M. Favrholdt , Shahin Kamali , Kim S. Larsen

Standard models in economics stress the role of intelligent agents who maximize utility. However, there may be situations where, for some purposes, constraints imposed by market institutions dominate intelligent agent behavior. We use data…

Statistical Mechanics · Physics 2008-12-02 J. Doyne Farmer , Paolo Patelli , Ilija I. Zovko

Service platforms must determine rules for matching heterogeneous demand (customers) and supply (workers) that arrive randomly over time and may be lost if forced to wait too long for a match. Our objective is to maximize the cumulative…

Optimization and Control · Mathematics 2023-12-19 Angelos Aveklouris , Levi DeValve , Maximiliano Stock , Amy R. Ward
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