In this paper, we study multiperiod vehicle routing problems where the aim is to determine a minimum cost visit schedule and associated routing plan for each period using capacity-constrained vehic…
Shortest-path interdiction problems involve a leader and a follower playing a zero-sum game over a directed network. The leader interdicts a set of arcs, and arc costs increase as a function of the…
This paper presents a systematic study of the preservation of supermodularity under parametric optimization, allowing us to derive complementarity among parameters and monotonic structural properti…
Although pooling queues offer in principle many operational benefits, these may not always be achieved in practice. One reason, observed in, prior empirical studies, relates to customer ownership. …
Consider a queueing system consisting of multiple servers. Jobs arrive over time and enter a queue for service; the goal is to minimize the size of this queue. At each opportunity for service, at m…
Motivated by pricing in ad exchange markets, we consider the problem of robust learning of reserve prices against strategic buyers in repeated contextual second-price auctions. Buyers’ valuations…
Under full substitutability of preferences, it is known that a competitive equilibrium exists in trading networks and is equivalent to (chain) stable outcomes. In this paper, we formulate the probl…
This note gives a short, self-contained proof of a sharp connection between Gittins indices and Bayesian upper confidence bound algorithms. I consider a Gaussian multiarmed bandit problem with disc…
As a popular tool for producing meaningful and interpretable models, large-scale sparse learning works efficiently in many optimization applications when the underlying structures are indeed or clo…
We consider the target-rate power management problem for wireless networks; and we propose two simple, distributed power management schemes that regulate power in a provably robust manner by effici…