: We analyse a single echelon single item inventory system where the demand and the lead time are stochastic. Demand is modelled as a compound Poisson process and the stock is cont...
Abstract— In this paper, we consider a class of continuoustime, continuous-space stochastic optimal control problems. Building upon recent advances in Markov chain approximation ...
Working in collaboration with Spain-based retailer Zara, we address the problem of distributing over time a limited amount of inventory across all the stores in a fast-fashion ret...
Reinforcement learning in real-world domains suffers from three curses of dimensionality: explosions in state and action spaces, and high stochasticity. We present approaches that ...
In this paper, we study an online make-to-order variant of the classical joint replenishment problem (JRP) that has been studied extensively over the years and plays a fundamental...