相关论文: Strategic Revenue Management of Preemptive versus …

Learning-augmented algorithms have emerged as a powerful paradigm to surpass traditional worst-case lower bounds by integrating potentially noisy predictions. While this framework has seen success in online scheduling, existing work…

In discrete time, customers arrive at random. Each waits until one of two servers is available; each thereafter departs at random. We seek the distribution of maximum line length of idle customers. In the context of an emergency room (for…

In this manuscript we propose a method for pricing insurance products that cover not only traditional risks, but also unforeseen ones. By considering the Poisson process parameter to be a mixed random variable, we capture the heterogeneity…

We study a multi-objective model on the allocation of reusable resources under model uncertainty. Heterogeneous customers arrive sequentially according to a latent stochastic process, request for certain amounts of resources, and occupy…

We consider a distributed server system consisting of a large number of servers, each with limited capacity on multiple resources (CPU, memory, disk, etc.). Jobs with different rewards arrive over time and require certain amounts of…

Cognitive radio (CR) systems allow opportunistic, secondary users (SUs) to access portions of the spectrum that are unused by the network's licensed primary users (PUs), provided that the induced interference does not compromise the primary…

A monopolist offers personalized prices to consumers with unit demand, heterogeneous values, and idiosyncratic costs, who differ in a protected characteristic, such as race or gender. The seller is subject to a non-discrimination…

Motivated by the increasing popularity of learning and predicting human user behavior in communication and computing systems, in this paper, we investigate the fundamental benefit of predictive scheduling, i.e., predicting and pre-serving…

We study a continuous time contracting model in which a principal hires a risk averse agent to manage a project over a finite horizon and provides sequential payments whose timing is endogenously determined. The resulting nonzero-sum…

Consider the following random process: we are given $n$ queues, into which elements of increasing labels are inserted uniformly at random. To remove an element, we pick two queues at random, and remove the element of lower label (higher…

We investigate an optimization problem in a queueing system where the service provider selects the optimal service fee p and service capacity \mu to maximize the cumulative expected profit (the service revenue minus the capacity cost and…

We consider the Item Pricing problem for revenue maximization in the limited supply setting, where a single seller with $n$ items caters to $m$ buyers with unknown subadditive valuation functions who arrive in a sequence. The seller sets…

We consider an M/M/1 queueing model where customers can strategically decide to enter or leave the queue. We characterize the class of queueing regimes such that, for any parameters of the model, the socially efficient behavior is an…

We study dynamic joint assortment and pricing where a seller updates decisions at regular accounting/operating intervals to maximize the cumulative per-period revenue over a horizon $T$. In many settings, assortment and prices affect not…

We address the problem of making a pre-trained reinforcement learning (RL) policy safety-aware by incorporating cost constraints without retraining it from scratch. While costs could be numerically encoded, we assume a more general setting…

Due to the presence of reporting and settlement delay, claim data sets collected by non-life insurance companies are typically incomplete, facing right censored claim count and claim severity observations. Current practice in non-life…

We consider the problem of designing risk-sensitive optimal control policies for scheduling packet transmissions in a stochastic wireless network. A single client is connected to an access point (AP) through a wireless channel. Packet…

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…

We consider a status update system consisting of one source, one server, and one sink. The source generates packets according to a Poisson process and the packets are served according to a generally distributed service time. We consider a…

The assortment problem in revenue management is the problem of deciding which subset of products to offer to consumers in order to maximise revenue. A simple and natural strategy is to select the best assortment out of all those that are…