We consider a system with an evolving state that can be stopped at any time by a decision maker (DM), yielding a state-dependent reward. The DM does not observe the state except for a limited number of monitoring times, which he must choose, in conjunction with a suitable stopping policy, to maximize his reward. Dealing … Read more
We introduce the Meal Delivery Routing Problem (MDRP) to formalize and study an important emerging class of dynamic delivery operations. We develop optimization-based algorithms tailored to solve the courier assignment (dynamic vehicle routing) and capacity management (offline shift scheduling) problems encountered in meal delivery operations. Extensive computational experiments using instances with realistic size, geography, urgency … Read more
Extending the concept of time-space networks, layered graphs associate information about one or multiple resource state values with nodes and arcs. While integer programming formulations based on them allow to model complex problems comparably easy, their large size makes them hard to solve for non-trivial instances. We detail and classify layered graph modeling techniques that … Read more
In this paper, we study the class of linear and discrete optimization problems in which the objective coefficients are chosen randomly from a distribution, and the goal is to evaluate robust bounds on the expected optimal value as well as the marginal distribution of the optimal solution. The set of joint distributions is assumed to … Read more
In Food Industry, the combined treatments based on high-pressure and temperature (HPT) are frequently used to increment the durability of the products without damaging their good properties. However, achieving a reasonable compromise between conservation and quality is usually a challenging task. In a previous work, we proposed a decision tool which solves a multi-objective optimization … Read more
In this paper, we study an analytical approach to selecting expansion locations for retailers selling add-on products whose demand is derived from the demand of another base product. Demand for the add-on product is realized only as a supplement to the demand of the base product. In our context, either of the two products could … Read more
We introduce a new variant of Chubanov’s method for solving linear homogeneous systems with positive variables. In the \BP\ we use a recently introduced cut in combination with Nemirovski’s Mirror-Prox method. We show that the cut requires at most $O(n^3)$ time, just as Chabonov’s cut. In an earlier paper it was shown that the new … Read more
The assignment of personnel to teams is a fundamental and ubiquitous managerial function, typically involving several objectives and a variety of idiosyncratic practical constraints. Despite the prevalence of this task in practice, the process is seldom approached as a precise optimization problem over the reported preferences of all agents. This is due in part to … Read more
The fast-growing carsharing and ride-hailing businesses are generating economic benefits and societal impacts in the modern society. However, both have limitation to cover demand from diverse populations, e.g., travelers in low-income, underserved communities. In this paper, we consider two types of travelers: Type~1 who rent shared cars and Type~2 who need shared rides. We propose … Read more
We introduce the class of multistage stochastic optimization problems with a random number of stages. For such problems, we show how to write dynamic programming equations and detail the Stochastic Dual Dynamic Programming algorithm to solve these equations. Finally, we consider a portfolio selection problem over an optimization period of random duration. For several instances … Read more