相关论文: Tractable Profit Maximization over Multiple Attrib…

Optimal inventory leads to stochastic optimization problems where deterministic delivery decisions have to be made in advance of stochastic demand realizations. Similarly, risk deposits have to be given before the random outcomes of…

We study a discrete portfolio pricing problem that selects one price per product from a finite menu under margin and fairness constraints. To account for demand uncertainty, we incorporate a budgeted robust formulation that controls…

In planning problems, it is often challenging to fully model the desired specifications. In particular, in human-robot interaction, such difficulty may arise due to human's preferences that are either private or complex to model.…

Most recent research in network revenue management incorporates choice behavior that models the customers' buying logic. These models are consequently more complex to solve, but they return a more robust policy that usually generates better…

We consider an assortment selection and pricing problem in which a seller has $N$ different items available for sale. In each round, the seller observes a $d$-dimensional contextual preference information vector for the user, and offers to…

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…

Discrete-choice models are used in economics, marketing and revenue management to predict customer purchase probabilities, say as a function of prices and other features of the offered assortment. While they have been shown to be…

We consider a robust version of the revenue maximization problem, where a single seller wishes to sell $n$ items to a single unit-demand buyer. In this robust version, the seller knows the buyer's marginal value distribution for each item…

Joint channel and rate allocation with power minimization in orthogonal frequency-division multiple access (OFDMA) has attracted extensive attention. Most of the research has dealt with the development of sub-optimal but low-complexity…

We study a variant of Set Cover where each element of the universe has some demand that determines how many times the element needs to be covered. Moreover, we examine two generalizations of this problem when a set can be included multiple…

The purpose of this work is to develop an algorithmic optimization approach for a capacitated Multi-Commodity flow problem, where the objective is to minimize the total link costs, where the cost of each arc increases convexly with its…

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…

Profit Maximization is one of the key objectives for social media marketing, where the task is to choose a limited number of highly influential nodes such that their initial activation leads to maximum profit. In this paper, we introduce a…

We study the problem of model selection in batch policy optimization: given a fixed, partial-feedback dataset and $M$ model classes, learn a policy with performance that is competitive with the policy derived from the best model class. We…

This paper studies an online selection problem, where a seller seeks to sequentially sell multiple copies of an item to arriving buyers. We consider an adversarial setting, making no modeling assumptions about buyers' valuations for the…

We establish dual attainment for the multimarginal, multi-asset martingale optimal transport (MOT) problem, a fundamental question in the mathematical theory of model-independent pricing and hedging in quantitative finance. Our main result…

We consider a distribution logistics scenario where a shipping operator, managing a limited amount of resources, receives a stream of collection requests, issued by a set of customers along a booking time-horizon, that are referred to a…

We study an extensive class of movement minimization problems which arise from many practical scenarios but so far have little theoretical study. In general, these problems involve planning the coordinated motion of a collection of agents…

We describe an optimization-based tax-aware portfolio construction method that adds tax liability to standard Markowitz-based portfolio construction. Our method produces a trade list that specifies the number of shares to buy of each asset…

We show that the Revenue-Optimal Deterministic Mechanism Design problem for a single additive buyer is #P-hard, even when the distributions have support size 2 for each item and, more importantly, even when the optimal solution is…