相关论文: Coordinating Spot and Contract Supply in Freight M…

Ridesharing markets are complex: drivers are strategic, rider demand and driver availability are stochastic, and complex city-scale phenomena like weather induce large scale correlation across space and time. At the same time, past work has…

Information exchange is a crucial component of many real-world multi-agent systems. However, the communication between the agents involves two major challenges: the limited bandwidth, and the shared communication medium between the agents,…

The Storage Location Assignment Problem (SLAP) and the Picker Routing Problem (PRP) have received significant attention in the literature due to their pivotal role in the performance of the Order Picking (OP) activity, the most…

Given facilities with capacities and clients with penalties and demands, the transportation problem with market choice consists in finding the minimum-cost way to partition the clients into unserved clients, paying the penalties, and into…

Electricity market price predictions enable energy market participants to shape their consumption or supply while meeting their economic and environmental objectives. By utilizing the basic properties of the supply-demand matching process…

Various operational optimization problems arise in cross-dock synchronization. The combination of the truck scheduling with other decision problems in cross-docking has been targeted by researchers in the recent years. In most of the truck…

In recent years, there has been a significant focus on advancing the next generation of power systems. Despite these efforts, persistent challenges revolve around addressing the operational impact of uncertainty on predicted data,…

The increasing reliance on dynamic pricing models, such as spot instances, in public cloud environments presents new challenges for workload scheduling and reliability. While these models offer cost advantages, they introduce volatility and…

Managing and unlocking the flexibility hidden in electric vehicles (EVs) has emerged as a critical yet challenging task towards low-carbon power and energy systems. This paper focuses on the online bidding and dispatch strategies for an EV…

This paper studies two fundamental problems in power systems: the economic dispatch problem (EDP) and load shedding. For the EDP, an extension of the problem considering the transmission losses is presented. Because the optimization problem…

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…

The global markets provide enterprises with selling opportunities and challenges in stabilizing operational strategies. From the perspective of production management, it is important to improve the profitability of an enterprise by…

In this paper we study a continuous time stochastic inventory model for a commodity traded in the spot market and whose supply purchase is affected by price and demand uncertainty. A firm aims at meeting a random demand of the commodity at…

Minimizing the peak power consumption and matching demand to supply, under fixed threshold polices, are two key requirements for the success of the future electricity market. In this work, we consider dynamic pricing methods to minimize the…

The online knapsack problem is a classic problem in the field of online algorithms. Its canonical version asks how to pack items of different values and weights arriving online into a capacity-limited knapsack so as to maximize the total…

This thesis presents a fundamental rethink of electricity market design at the wholesale and balancing layers. Rather than treating markets as static spot clearing mechanisms, it reframes them as a continuously online, event driven…

Cost optimization is a common goal of workflow schedulers operating in cloud computing environments. The use of spot instances is a potential means of achieving this goal, as they are offered by cloud providers at discounted prices compared…

The majority of online marketplaces offer promotion programs to sellers to acquire additional customers for their products. These programs typically allow sellers to allocate advertising budgets to promote their products, with higher…

We propose an accelerated algorithm with a Frank-Wolfe method as an oracle for solving strongly monotone variational inequality problems. While standard solution approaches, such as projected gradient descent (aka value iteration), involve…

This paper studies the market phenomenon of non-convergence between futures and spot prices in the grains market. We postulate that the positive basis observed at maturity stems from the futures holder's timing options to exercise the…