相关论文: A comparison of non-stationary stochastic lot-sizi…

Treatment effects of stochastic policy shifts quantify differences in outcomes across counterfactual scenarios with varying treatment distributions. Stochastic policy shifts may be of interest in settings where it is unrealistic or…

This paper provides a theorem to compare the minimum total cost of two different Euclidean Random Assignment Problems with the same number of points, using the stochastic order of the costs of one of the pairs in these two problems. The…

Optimization under uncertainty deals with the problem of optimizing stochastic cost functions given some partial information on their inputs. These problems are extremely difficult to solve and yet pervade all areas of technological and…

When a computer system schedules jobs there is typically a significant cost associated with preempting a job during execution. This cost can be from the expensive task of saving the memory's state and loading data into and out of memory. It…

We investigate machine learning models for stock return prediction in non-stationary environments, revealing a fundamental nonstationarity-complexity tradeoff: complex models reduce misspecification error but require longer training windows…

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…

The coordinated and efficient distribution of limited resources by individual decisions is a fundamental, unsolved problem. When individuals compete for road capacities, time, space, money, goods, etc., they normally make decisions based on…

With multiple carriers in a logistics market, customers can choose the best carrier to deliver their products and packages. In this paper, we present a novel approach of using the stochastic evolutionary game to analyze the decision-making…

We study size-based schedulers, and focus on the impact of inaccurate job size information on response time and fairness. Our intent is to revisit previous results, which allude to performance degradation for even small errors on job size…

We study the problem of pricing under a Multinomial Logit model where we incorporate network effects over the consumer's decisions. We analyse both cases, when sellers compete or collaborate. In particular, we pay special attention to the…

Emerging networked systems become increasingly flexible and reconfigurable. This introduces an opportunity to adjust networked systems in a demand-aware manner, leveraging spatial and temporal locality in the workload for online…

In this paper, we study stochastic ordering results between two finite mixtures with single and multiple outliers, assuming subpopulations follow general exponentiated location-scale distributions. For single-outlier mixtures, several…

For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, due to the…

Time delays are a common perturbation in systems with many states, such as networked, distributed, or decentralized systems. Current methods analyzing the stability of large systems with time delay typically produce very conservative…

The literature on master production scheduling for product mix problems under the Theory of Constraints (TOC) was considered by many previous studies. Most studies assume a static resources availability. In this study, the raw materials…

It is well known that load balancing and low delivery communication cost are two critical issues in mapping requests to servers in Content Delivery Networks (CDNs). However, the trade-off between these two performance metrics has not been…

Recently a majorization method for optimizing partition functions of log-linear models was proposed alongside a novel quadratic variational upper-bound. In the batch setting, it outperformed state-of-the-art first- and second-order…

In this paper, we consider a stochastic distributed nonconvex optimization problem with the cost function being distributed over $n$ agents having access only to zeroth-order (ZO) information of the cost. This problem has various machine…

We introduce in this paper a new variant of a location routing problem, to decide, the number and location of drop-off points to install based on the demands of a set of pick-up points, according to a given set-up budget for installing…

We study a robust toll pricing problem where toll setters and users have different level of information when taking their decisions. Toll setters do not have full information on the costs of the network and rely on historical information…