相关论文: Contextual Stochastic Optimization for Omnichannel…

We investigate the connections between compression learning and scenario based optimization. We first show how to strengthen, or relax the consistency assumption at the basis of compression learning and study the learning and generalization…

Many challenges in science and engineering, such as drug discovery and communication network design, involve optimizing complex and expensive black-box functions across vast search spaces. Thus, it is essential to leverage existing data to…

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…

Trajectory optimization is a fundamental stochastic optimal control problem. This paper deals with a trajectory optimization approach for dynamical systems subject to measurement noise that can be fitted into linear time-varying stochastic…

Robotic Mobile Fulfillment Systems (RMFS) rely on mobile robots for automated inventory transportation, coordinating order allocation and robot scheduling to enhance warehousing efficiency. However, optimizing RMFS is challenging due to…

This paper investigates a critical resource allocation problem in the first party cloud: scheduling containers to machines. There are tens of services and each service runs a set of homogeneous containers with dynamic resource usage;…

Existing approaches to resource allocation for nowadays stochastic networks are challenged to meet fast convergence and tolerable delay requirements. The present paper leverages online learning advances to facilitate stochastic resource…

Traditional end-to-end contextual robust optimization models are trained for specific contextual data, requiring complete retraining whenever new contextual information arrives. This limitation hampers their use in online decision-making…

Formal coordination mechanisms are of growing importance as human-based service delivery becomes more globalized and informal mechanisms are no longer effective. Further it is becoming apparent that business environments, communication…

Meal delivery services provided by platforms with integrated delivery systems are becoming increasingly popular. This paper adopts a rolling horizon approach to solve the meal delivery routing problem (MDRP). To improve delivery efficiency…

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

This paper presents a stochastic, model predictive control (MPC) algorithm that leverages short-term probabilistic forecasts for dispatching and rebalancing Autonomous Mobility-on-Demand systems (AMoD, i.e. fleets of self-driving vehicles).…

Motivated by the application of real-time pricing in e-commerce platforms, we consider the problem of revenue-maximization in a setting where the seller can leverage contextual information describing the customer's history and the product's…

Supply chain resilience analysis aims to identify the critical elements in the supply chain, measure its reliability, and analyze solutions for improving vulnerabilities. While extensive methods like stochastic approaches have been…

Bin packing is a classic optimization problem with a wide range of applications, from load balancing to supply chain management. In this work, we study the online variant of the problem, in which a sequence of items of various sizes must be…

The problem of efficiently delivering data within networks is very important nowadays, especially in the context of the large volumes of data which are being produced each year and of the increased data access needs of the users. Efficient…

Home delivery failures, traffic congestion, and relatively large handling times have a negative impact on the profitability of last-mile logistics. A potential solution is the delivery to parcel lockers or parcel shops, denoted by…

We study a bi-level online provisioning and scheduling problem motivated by network resource allocation, where provisioning decisions are made at a slow time scale while queue-/state-dependent scheduling is performed at a fast time scale.…

We study how to unwind stochastic order flow with minimal transaction costs. Stochastic order flow arises, e.g., in the central risk book (CRB), a centralized trading desk that aggregates order flows within a financial institution. The desk…

We study the solution of a large-scale transportation problem with an additional constraint on the sparsity of inbound flows. Such problems arise in the management of inventory for online retailers that operate with many order fulfillment…