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相关论文: Cash-Flow Based Dynamic Inventory Management

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A fundamental challenge in large-scale cloud networks and data centers is to achieve highly efficient server utilization and limit energy consumption, while providing excellent user-perceived performance in the presence of uncertain and…

Evolutions of the trading landscape lead to the capability to exchange the same financial instrument on different venues. Because of liquidity issues, the trading firms split large orders across several trading destinations to optimize…

交易与市场微观结构 · 定量金融 2010-07-28 Sophie Laruelle , Charles-Albert Lehalle , Gilles Pagès

Market participants regularly send bid and ask quotes to exchange-operated limit order books. This creates an optimization challenge where their potential profit is determined by their quoted price and how often their orders are…

数理金融 · 定量金融 2025-04-16 Chutian Ma , Giacinto Paolo Saggese , Paul Smith

We study an optimal-control problem of polling systems with large switchover times, when a holding cost is incurred on the queues. In particular, we consider a stochastic network with a single server that switches between several buffers…

概率论 · 数学 2020-09-01 Yue Hu , Jing Dong , Ohad Perry

We address a dynamic pricing problem for airlines aiming to maximize expected revenue from selling cargo space on a single-leg flight. The cargo shipments' weight and volume are uncertain and their precise values remain unavailable at the…

最优化与控制 · 数学 2024-04-09 Chengyu Du , Fang He , Xi Lin

Many modern schedulers can dynamically adjust their service capacity to match the incoming workload. At the same time, however, unpredictability and instability in service capacity often incur operational and infrastructure costs. In this…

最优化与控制 · 数学 2020-05-12 Yorie Nakahira , Andres Ferragut , Adam Wierman

Assortment optimization concerns the problem of selling items with fixed prices to a buyer who will purchase at most one. Typically, retailers select a subset of items, corresponding to an "assortment" of brands to carry, and make each…

计算机科学与博弈论 · 计算机科学 2022-05-23 Will Ma

We study flow scheduling under node capacity constraints. We are given capacitated nodes and an online sequence of jobs, each with a release time and a demand to be routed between two nodes. A schedule specifies which jobs are routed in…

数据结构与算法 · 计算机科学 2021-11-17 Searidang Pa , Rajmohan Rajaraman , David Stalfa

We consider an assortment optimization problem where a customer chooses a single item from a sequence of sets shown to her, while limited inventories constrain the items offered to customers over time. In the special case where all of the…

数据结构与算法 · 计算机科学 2020-07-28 Elaheh Fata , Will Ma , David Simchi-Levi

A key challenge in inventory management is to identify policies that optimally replenish inventory from multiple suppliers. To solve such optimization problems, inventory managers need to decide what quantities to order from each supplier,…

机器学习 · 计算机科学 2024-02-29 Lucas Böttcher , Thomas Asikis , Ioannis Fragkos

This paper studies online optimization under inventory (budget) constraints. While online optimization is a well-studied topic, versions with inventory constraints have proven difficult. We consider a formulation of inventory-constrained…

性能 · 计算机科学 2024-12-20 Qiulin Lin , Hanling Yi , John Pang , Minghua Chen , Adam Wierman , Michael Honig , Yuanzhang Xiao

We design an Inventory Allocation System (INVALS) that, for each item-store combination, plans the quantity to be allocated from a warehouse that replenishes multiple stores using trailers, while respecting typical operational constraints.…

With the simultaneous rise of energy costs and demand for cloud computing, efficient control of data centers becomes crucial. In the data center control problem, one needs to plan at every time step how many servers to switch on or off in…

性能 · 计算机科学 2018-01-25 Paul Weng , Zeqi Qiu , John Costanzo , Xiaoqi Yin , Bruno Sinopoli

We study the trade-off between envy and inefficiency in repeated resource allocation settings with stochastic replenishments, motivated by real-world systems such as food banks and medical supply chains. Specifically, we consider a model in…

最优化与控制 · 数学 2025-09-01 Chido Onyeze , Sean R. Sinclair , Chamsi Hssaine , Siddhartha Banerjee

This study considers a continuous-review inventory model for a single item with two replenishment modes. Replenishments may occur continuously at any time with a higher unit cost, or at discrete times governed by Poisson arrivals with a…

最优化与控制 · 数学 2025-10-31 José Luis Pérez , Kazutoshi Yamazaki , Qingyuan Zhang

We consider a natural dynamic staffing problem in which a decision-maker sequentially hires workers over a finite horizon to meet an unknown demand revealed at the end. Predictions about demand arrive over time and become increasingly…

数据结构与算法 · 计算机科学 2025-10-21 Yiding Feng , Vahideh Manshadi , Rad Niazadeh , Saba Neyshabouri

We study the optimal method for rationing scarce resources through a queue system. The designer controls agents' entry into a queue and their exit, their service priority -- or queueing discipline -- as well as their information about queue…

理论经济学 · 经济学 2023-07-18 Yeon-Koo Che , Olivier Tercieux

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…

数据结构与算法 · 计算机科学 2020-01-20 Will Ma , David Simchi-Levi , Chung-Piaw Teo

We study a two-type server queueing system where flexible Type-I servers, upon their initial interaction with jobs, decide in real time whether to process them independently or in collaboration with dedicated Type-II servers. Independent…

最优化与控制 · 数学 2026-01-21 Shuwen Lu , Mark E. Lewis , Jamol Pender

We study the inventory placement problem of splitting $Q$ units of a single item across warehouses in advance of a downstream online matching problem that represents the dynamic fulfillment decisions of an e-commerce retailer. This is a…

数据结构与算法 · 计算机科学 2025-05-06 Boris Epstein , Will Ma