相关论文: Assortment Optimization Under History-Dependent Ef…

The goal of this paper is to set a constraint programming framework to solve lot-sizing problems. More specifically, we consider a single-item lot-sizing problem with time-varying lower and upper bounds for production and inventory. The…

Demand response is designed to motivate electricity customers to modify their loads at critical time periods. The accurate estimation of impact of demand response signals to customers' consumption is central to any successful program. In…

We consider an orienteering problem (OP) where an agent needs to visit a series (possibly a subset) of depots, from which the maximal accumulated profits are desired within given limited time budget. Different from most existing works where…

In this paper we deal with stochastic optimization problems where the data distributions change in response to the decision variables. Traditionally, the study of optimization problems with decision-dependent distributions has assumed…

We consider assortment and inventory planning problems with dynamic stockout-based substitution effects, and without replenishment, in two different settings: (1) Customers can see all available products when they arrive, a typical scenario…

The goal of a sequential decision making problem is to design an interactive policy that adaptively selects a group of items, each selection is based on the feedback from the past, in order to maximize the expected utility of selected…

We consider a network inventory system motivated by one-way, on-demand vehicle sharing services. Under uncertain and correlated network demand, the service operator periodically repositions vehicles to match a fixed supply with spatial…

Users can arbitrage against Time-of-Use (ToU) pricing with storage by charging in off-peak period and discharge in peak periods. In this paper we design the optimal control policy and the solve optimal investment for general ToU scheme. We…

We study a make-to-order system with a finite set of customers. Production is stochastic with a nonlinear dependence between the ordered quantity and the production rate. Customers may have to queue until their turn arrives, and therefore…

Optimising queries in real-world situations under imperfect conditions is still a problem that has not been fully solved. We consider finding the optimal order in which to execute a given set of selection operators under partial ignorance…

In this paper we derive the exact solution of the multi-period portfolio choice problem for an exponential utility function under return predictability. It is assumed that the asset returns depend on predictable variables and that the joint…

Optimal policies for partially observed Markov decision processes (POMDPs) are history-dependent: Decisions are made based on the entire history of observation. Memoryless policies, which take decisions based on the last observation only,…

We study the optimal pricing strategy of a monopolist selling homogeneous goods to customers over multiple periods. The customers choose their time of purchase to maximize their payoff that depends on their valuation of the product, the…

We consider the assortment optimization problem with disjoint-cardinality constraints under two-level nested logit model. To solve this problem, we first identify a candidate set with $O(mn^2)$ assortments and show that at least one optimal…

Motivated by applications where impatience is pervasive and evaluation times are uncertain, we study a selection model where options may expire at an unknown point in time and evaluation times are stochastic. Initially, the decision-maker…

We study the optimization version of the set partition problem (where the difference between the partition sums are minimized), which has numerous applications in decision theory literature. While the set partitioning problem is NP-hard and…

We introduce a general model of resource allocation with customer choice. In this model, there are multiple resources that are available over a finite horizon. The resources are non-replenishable and perishable. Each unit of a resource can…

Two-sided matching platforms provide users with menus of match recommendations. To maximize the number of realized matches between the two sides (referred here as customers and suppliers), the platform must balance the inherent tension…

In many service systems, especially those in healthcare, customer waiting times can result in increased service requirements. Such service slowdowns can significantly impact system performance. Therefore, it is important to properly account…

Strategic product placement can have a strong influence on customer purchase behavior in physical stores as well as online platforms. Motivated by this, we consider the problem of optimizing the placement of substitutable products in…