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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…

最优化与控制 · 数学 2015-11-06 Guillermo Gallego , Anran Li , Van-Anh Truong , Xinshang Wang

Traditional approaches to ranking in web search follow the paradigm of rank-by-score: a learned function gives each query-URL combination an absolute score and URLs are ranked according to this score. This paradigm ensures that if the score…

机器学习 · 计算机科学 2012-07-03 Or Sheffet , Nina Mishra , Samuel Ieong

While consolidation strategies form the backbone of many supply chain optimisation problems, exploitation of multi-tier material relationships through consolidation remains an understudied area, despite being a prominent feature of…

计算工程、金融与科学 · 计算机科学 2025-01-03 Vinod Kumar Chauhan , Muhannad Alomari , James Arney , Ajith Kumar Parlikad , Alexandra Brintrup

In multi-item screening, optimal selling mechanisms are challenging to characterize and implement, even with full knowledge of valuation distributions. In this paper, we aim to develop tractable, interpretable, and implementable mechanisms…

理论经济学 · 经济学 2025-10-20 Shixin Wang

We introduce a combinatorial optimization-enriched machine learning pipeline and a novel learning paradigm to solve inventory routing problems with stochastic demand and dynamic inventory updates. After each inventory update, our approach…

We address the problem of active online assortment optimization problem with preference feedback, which is a framework for modeling user choices and subsetwise utility maximization. The framework is useful in various real-world applications…

机器学习 · 计算机科学 2024-03-01 Aadirupa Saha , Pierre Gaillard

Inventory Routing Problem (IRP) is a crucial challenge in supply chain management as it involves optimizing efficient route selection while considering the uncertainty of inventory demand planning. To solve IRPs, usually a two-stage…

机器学习 · 计算机科学 2024-01-02 MD Shafikul Islam , Azmine Toushik Wasi

We study the multinomial logit (MNL) bandit problem, where at each time step, the seller offers an assortment of size at most $K$ from a pool of $N$ items, and the buyer purchases an item from the assortment according to a MNL choice model.…

机器学习 · 计算机科学 2020-11-20 Jiaqi Yang

In this work, we study the multi-agent assortment optimization problem in the two-sided sequential matching model introduced by Ashlagi et al. (2022). The setting is the following: we (the platform) offer a menu of suppliers to each…

计算机科学与博弈论 · 计算机科学 2023-09-21 Alfredo Torrico , Margarida Carvalho , Andrea Lodi

In classic reinforcement learning (RL) and decision making problems, policies are evaluated with respect to a scalar reward function, and all optimal policies are the same with regards to their expected return. However, many real-world…

机器学习 · 计算机科学 2023-11-02 Han Shao , Lee Cohen , Avrim Blum , Yishay Mansour , Aadirupa Saha , Matthew R. Walter

We present a preference learning framework for multiple criteria sorting. We consider sorting procedures applying an additive value model with diverse types of marginal value functions (including linear, piecewise-linear, splined, and…

机器学习 · 计算机科学 2019-10-15 Jiapeng Liu , Milosz Kadzinski , Xiuwu Liao , Xiaoxin Mao , Yao Wang

We study the dynamic joint assortment selection and positioning problem, where the attraction of each product depends on both its intrinsic appeal and its display position under a Multinomial Logit (MNL) choice framework. Our study ranges…

机器学习 · 计算机科学 2026-05-19 Xi Chen , Shibo Dai , Jiameng Lyu , Yuan Zhou

The main objective of this paper is to develop a martingale-type solution to optimal consumption--investment choice problems ([Merton, 1969] and [Merton, 1971]) under time-varying incomplete preferences driven by externalities such as…

数理金融 · 定量金融 2025-01-14 Weixuan Xia

This research proposes a new recommender system algorithm for online grocery shopping. The algorithm is based on the perspective that, since the grocery items are usually bought in bulk, a grocery recommender system should be capable of…

信息检索 · 计算机科学 2021-09-02 Gourab Nath , Jaydip Sen

This paper addresses the problem of managing perishable inventory under multiple sources of uncertainty, including stochastic demand, unreliable supplier fulfillment, and probabilistic product shelf life. We develop a discrete-event…

神经与进化计算 · 计算机科学 2025-11-04 Leonardo Kanashiro Felizardo , Edoardo Fadda , Mariá Cristina Vasconcelos Nascimento

We study the problem of optimally projecting the transition matrix of a finite ergodic multivariate Markov chain onto a lower-dimensional state space, as well as the problem of finding an optimal partition of coordinates such that the…

概率论 · 数学 2026-04-21 Zheyuan Lai , Michael C. H. Choi

We define a wide class of Markovian load balancing networks of identical single-server infinite-buffer queues. These networks may implement classic parallel server or work stealing load balancing policies, and may be asymmetric, for…

网络与互联网体系结构 · 计算机科学 2024-07-08 Carl Graham

Bayesian multinomial logistic regression provides a principled, interpretable approach to multiclass classification, but posterior sampling becomes increasingly expensive as the model dimension grows. Prior work has studied scalability in…

统计计算 · 统计学 2026-02-27 Jared D. Fisher , Kyle R. McEvoy

Lately, personalized marketing has become important for retail/e-retail firms due to significant rise in online shopping and market competition. Increase in online shopping and high market competition has led to an increase in promotional…

机器学习 · 计算机科学 2020-10-19 Ankur Verma

We consider the multi-item inventory lot-sizing problem with supplier selection. The problem consists of determining an optimal purchasing plan in order to satisfy dynamic deterministic demands for multiple items over a finite planning…

最优化与控制 · 数学 2021-02-22 Leopoldo E. Cárdenas-Barrón , Rafael A. Melo , Marcio C. Santos