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作者：Jia, Huiwen; Shi, Cong; Shen, Siqian
作者单位：University of Michigan System; University of Michigan
摘要：We consider a price-based revenue management problem with finite reusable resources over a finite time horizon T. Customers arrive following a price-dependent Poisson process, and each customer requests one unit of c homogeneous reusable resources. If there is an available unit, the customer gets served within a price-dependent exponentially distributed service time; otherwise, the customer waits in a queue until the next available unit. In this paper, we assume that the firm does not know how...
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作者：Schulz, Andreas S.; Telha, Claudio
作者单位：Technical University of Munich; Technical University of Munich; Universidad de los Andes - Chile
摘要：Distribution networks with periodically repeating events often hold great promise to exploit economies of scale. Joint replenishment problems are fundamental in inventory management, manufacturing, and logistics and capture these effects. However, finding an efficient algorithm that optimally solves these models or showing that none may exist have long been open regardless of whether empty joint orders are possible or not. In either case, we show that finding optimal solutions to joint repleni...
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作者：Gao, Rui; Chen, Xi; Kleywegtc, Anton J.
作者单位：University of Texas System; University of Texas Austin; New York University; University System of Georgia; Georgia Institute of Technology
摘要：Wasserstein distributionally robust optimization (DRO) is an approach to optimization under uncertainty in which the decision maker hedges against a set of probability distributions, specified by a Wasserstein ball, for the uncertain parameters. This approach facilitates robust machine learning, resulting in models that sustain good performance when the data are to some extent different from the training data. This robustness is related to the well-studied effect of regularization. The connect...
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作者：Ghuge, Rohan; Gupta, Anupam; Nagarajan, Viswanath
作者单位：University of Michigan System; University of Michigan; Carnegie Mellon University
摘要：In the stochastic submodular cover problem, the goal is to select a subset of stochastic items of minimum expected cost to cover a submodular function. Solutions in this setting correspond to sequential decision processes that select items one by one adaptively (depending on prior observations). Whereas such adaptive solutions achieve the best objective, the inherently sequential nature makes them undesirable in many applications. We show how to obtain solutions that approximate fully adaptive...
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作者：Chen, Guanting; Li, Xiaocheng; Ye, Yinyu
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; Imperial College London; Stanford University
摘要：In this paper, we study a class of revenue-management problems, where the decision maker aims to maximize the total revenue subject to budget constraints on multiple types of resources over a finite horizon. At each time, a new order/customer/bid is revealed with a request of some resource(s) and a reward, and the decision maker needs to either accept or reject the order. Upon the acceptance of the order, the resource request must be satisfied, and the associated revenue (reward) can be collec...
