When modeling the demand in revenue management systems, a natural approach is to
focus on a canonical interval of time, such as a week, so that we forecast the demand over …

We study a two-stage online reusable resource allocation problem over T days involving
advance reservations and walk-ins. Each day begins with a reservation stage (Stage I) …

Randomized rounding is a technique that was originally used to approximate hard offline
discrete optimization problems from a mathematical programming relaxation. Since then, it …

We consider the reinforcement learning problem for the constrained Markov decision
process (CMDP), which plays a central role in satisfying safety or resource constraints in …

Imagine you and a friend purchase identical items at a store, yet only your friend received a
discount. Would your friend's discount make you feel unfairly treated by the store? And …

We study a network revenue management (NRM) problem, where the seller irrevocably
accepts or rejects customers' requests to maximize the total revenue over a finite time …

We study dynamic pricing under a stochastic, non-linear, self-exciting demand arrival
process over a finite sales horizon. We adopt such a correlated demand process to capture …

For this issue, I am pleased to present a tutorial by Will Ma on using randomized rounding to
design online policies. Randomized rounding has of course been used extensively in the …