We consider a sequential decision problem involving shared resources and signals in which a decision maker repeatedly observes some exogenous information (the signal), modeled as a finite-state Markov process, then allocates a limited amount of a shared resource across a set of projects. The...

Many sequential decision problems involve deciding how to allocate shared resources across a set of independent systems at each point in time. A classic example is the restless bandit problem, in which a budget constraint limits the selection of arms at each point in time. Fluid relaxations...

We study the joint assortment and inventory planning problem with stockout-based substitution. In this problem, we pick the number of units to stock for the products at the beginning of the selling horizon. Each arriving customer makes a choice among the set of products with remaining on-hand...

We study the dynamic ambulance dispatch problem in emergency medical services, in which a decision-maker sequentially observes call arrivals and decides which unit to dispatch to service the call, where the service times follow independent and heterogeneous distributions for each...

Many stochastic dynamic programs (DPs) have a weakly coupled structure in that a set of linking constraints in each period couple an otherwise independent collection of subproblems. Two widely studied approximations of such problems are approximate linear programs (ALP), which involve optimizing...

Urban infrastructure is essential to building sustainable cities. In recent years, municipal governments have invested heavily in the expansion of bike lane networks to meet growing demand, promote ridership, and reduce emissions. However, re-allocating vehicle capacity in a road network to...