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Multi-armed bandit problems are receiving a great deal of attention because they adequately formalize the exploration-exploitation trade-offs arising in several industrially relevant applications, such as online advertisement and, more…

Sequential decision tasks with incomplete information are characterized by the exploration problem; namely the trade-off between further exploration for learning more about the environment and immediate exploitation of the accrued…

We study the problem of online resource allocation, where multiple customers arrive sequentially and the seller must irrevocably allocate resources to each incoming customer while also facing a procurement cost for the total allocation.…

Asset management attempts to keep the power system in working conditions. It requires much coordination between multiple entities and long term planning often months in advance. In this work we introduce a mid-term asset management…

In this paper, we study a pricing problem of the multiple reset put option, which allows the holder to reset several times a current strike price to obtain an at-the-money European put option. We formulate the pricing problem as a multiple…

Motivated by applications in online marketplaces such as ride-hailing, we study how strategic servers impact the system performance. We consider a discrete-time process in which, heterogeneous types of customers and servers arrive. Each…

In this paper we study the single-item revenue management problem, with no information given about the demand trajectory over time. When the item is sold through accepting/rejecting different fare classes, Ball and Queyranne (2009) have…

With wireless network virtualization, Mobile Virtual Network Operators (MVNOs) can develop new services on a low-cost platform by leasing virtual resources from mobile network owners. In this paper, we investigate a two-stage spectrum…

A popular approach to selling online advertising is by a waterfall, where a publisher makes sequential price offers to ad networks for an inventory, and chooses the winner in that order. The publisher picks the order and prices to maximize…

Leasing is a popular channel to market new cars. Pricing a leasing contract is complicated because the leasing rate embodies an expectation of the residual value of the car after contract expiration. To aid lessors in their pricing…

In this paper we propose primal-dual algorithms for different variants of the online resource allocation problem with departures. In the basic variant, requests (items) arrive over time to a set of resources (knapsacks) and upon arrival,…

We propose a new efficient online algorithm to learn the parameters governing the purchasing behavior of a utility maximizing buyer, who responds to prices, in a repeated interaction setting. The key feature of our algorithm is that it can…

We study stochastic online resource allocation: a decision maker needs to allocate limited resources to stochastically-generated sequentially-arriving requests in order to maximize reward. At each time step, requests are drawn independently…

In this paper, we consider a community energy storage (CES) system that is shared by various electricity consumers who want to charge and discharge the CES throughout a given time span. We study the problem facing the manager of such a CES…

Urban transportation and land use models have used theory and statistical modeling methods to develop model systems that are useful in planning applications. Machine learning methods have been considered too 'black box', lacking…

Facility Location problems ask to place facilities in a way that optimizes a given objective function so as to provide a service to all clients. These are one of the most well-studied optimization problems spanning many research areas such…

Given facilities with capacities and clients with penalties and demands, the transportation problem with market choice consists in finding the minimum-cost way to partition the clients into unserved clients, paying the penalties, and into…

We consider the classical problem of sequential resource allocation where a decision maker must repeatedly divide a budget between several resources, each with diminishing returns. This can be recast as a specific stochastic optimization…

Combinatorial Auctions are a central problem in Algorithmic Mechanism Design: pricing and allocating goods to buyers with complex preferences in order to maximize some desired objective (e.g., social welfare, revenue, or profit). The…

This paper studies an online cost optimization problem for distributed storage and access. The goal is to dynamically create and delete copies of data objects over time at geo-distributed servers to serve access requests and minimize the…