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In this paper, we combine ideas from machine learning (ML) and operations research and management science (OR/MS) in developing a framework, along with specific methods, for using data to prescribe optimal decisions in OR/MS problems. In a…

机器学习 · 统计学 2018-07-20 Dimitris Bertsimas , Nathan Kallus

When optimizing problems with uncertain parameter values in a linear objective, decision-focused learning enables end-to-end learning of these values. We are interested in a stochastic scheduling problem, in which processing times are…

机器学习 · 计算机科学 2024-08-16 Kim van den Houten , David M. J. Tax , Esteban Freydell , Mathijs de Weerdt

We study a general problem of allocating limited resources to heterogeneous customers over time under model uncertainty. Each type of customer can be serviced using different actions, each of which stochastically consumes some combination…

人工智能 · 计算机科学 2021-08-31 Wang Chi Cheung , Will Ma , David Simchi-Levi , Xinshang Wang

We study the management of product transitions in a semiconductor manufacturing firm that requires the coordination of resource allocation decisions by multiple, autonomous Product Divisions using a multi-follower bilevel model to capture…

理论经济学 · 经济学 2024-02-01 Rahman Khorramfar , Osman Ozaltin , Reha Uzsoy , Karl Kempf

A new stochastic control problem of population dynamics under partial observation is formulated and analyzed both mathematically and numerically, with an emphasis on environmental and ecological problems. The decision-maker can only…

最优化与控制 · 数学 2020-04-13 Hidekazu Yoshioka , Yuta Yaegashi , Motoh Tsujimura

In this paper, a method for efficient scheduling to obtain optimum job throughput in a distributed campus grid environment is presented; Traditional job schedulers determine job scheduling using user and job resource attributes. User…

分布式、并行与集群计算 · 计算机科学 2010-07-15 Srirangam V Addepallil , Per Andersen , George L Barnes

In performative stochastic optimization, decisions can influence the distribution of random parameters, rendering the data-generating process itself decision-dependent. In practice, decision-makers rarely have access to the true…

最优化与控制 · 数学 2025-10-27 Zhuangzhuang Jia , Yijie Wang , Roy Dong , Grani A. Hanasusanto

Optimization of decision problems in stochastic environments is usually concerned with maximizing the probability of achieving the goal and minimizing the expected episode length. For interacting agents in time-critical applications,…

人工智能 · 计算机科学 2007-05-23 Balint Takacs , Istvan Szita , Andras Lorincz

The academic job market for new statisticians is highly congested at the interview stage, where departments must rank and select candidates from large applicant pools without credible signals of candidate interest. As a result, interviews…

应用统计 · 统计学 2026-04-17 Ali Kaazempur-Mofrad , Xiaowu Dai , Xuming He

In this paper, we formulate an optimal ordering policy as a stochastic control problem where each firm decides the amount of input goods to order from their upstream suppliers based on the current inventory level of its output good. For…

最优化与控制 · 数学 2022-09-13 Jose I. Caiza , Ian Walter , Jitesh H. Panchal , Junjie Qin , Philip E. Pare

One of the arduous tasks in supply chain modelling is to build robust models against irregular variations. During the proliferation of time-series analyses and machine learning models, several modifications were proposed such as…

人工智能 · 计算机科学 2020-04-30 Heerok Banerjee , V. Ganapathy , V. M. Shenbagaraman

Nowadays, data-centers are largely under-utilized because resource allocation is based on reservation mechanisms which ignore actual resource utilization. Indeed, it is common to reserve resources for peak demand, which may occur only for a…

分布式、并行与集群计算 · 计算机科学 2018-07-03 Francesco Pace , Dimitrios Milios , Damiano Carra , Daniele Venzano , Pietro Michiardi

The growing need for companies to reduce costs and maximize profits has led to an increased focus on logistics activities. Among these, inventory management plays a crucial role in minimizing organizational expenses by optimizing the…

In urban environments, supply resources have to be constantly matched to the "right" locations (where customer demand is present) so as to improve quality of life. For instance, ambulances have to be matched to base stations regularly so as…

机器学习 · 计算机科学 2021-02-25 Abhinav Bhatia , Pradeep Varakantham , Akshat Kumar

The scenario-based optimization approach (`scenario approach') provides an intuitive way of approximating the solution to chance-constrained optimization programs, based on finding the optimal solution under a finite number of sampled…

最优化与控制 · 数学 2025-10-02 Georg Schildbach , Lorenzo Fagiano , Manfred Morari

Service system performance depends on how participants respond to design choices, but modeling these responses is hard due to the complexity of human behavior. We introduce an LLM-powered multi-agent simulation (LLM-MAS) framework for…

人工智能 · 计算机科学 2026-04-07 Yanyuan Wang , Xiaowei Zhang

In this study, we analyze and compare the performance of state-of-the-art deep reinforcement learning algorithms for solving the supply chain inventory management problem. This complex sequential decision-making problem consists of…

机器学习 · 计算机科学 2025-01-07 Francesco Stranieri , Fabio Stella

The aim of this work is to present a meta-heuristically approach of the spatial assignment problem of human resources in multi-sites enterprise. Usually, this problem consists to move employees from one site to another based on one or more…

人工智能 · 计算机科学 2013-11-01 Tkatek Said , Abdoun Otman , Abouchabaka Jaafar , Rafalia Najat

We consider the optimal allocation of generic resources among multiple generic entities of interest over a finite planning horizon, where each entity generates stochastic returns as a function of its resource allocation during each period.…

最优化与控制 · 数学 2017-02-28 Yingdong Lu , Siva Theja Maguluri , Mark S. Squillante , Chai Wah Wu

Allocation of limited resources under uncertain requirements often necessitates fairness considerations, with applications in computer systems, health systems, and humanitarian logistics. This paper introduces a distributionally robust (DR)…

最优化与控制 · 数学 2025-09-22 Jiaqi Lei , Akhil Singla , Sanjay Mehrotra
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