Publications (11)
Online Order Fulfillment with Replenishment
Zi Ling, Jiashuo Jiang, Linwei Xin
In modern e-commerce and service operations, firms must jointly manage inventory replenishment and real-time order fulfillment to maximize profit under demand uncertainty. While ea…
Hidden Convexity in Queueing Models
Xin Chen, Linwei Xin, Minda Zhao
We study the joint control of arrival and service rates in queueing systems with the objective of minimizing long-run expected cost minus revenue. Although the objective function i…
Humanity's Last Exam
Long Phan, Alice Gatti, Ziwen Han +1144
Benchmarks are important tools for tracking the rapid advancements in large language model (LLM) capabilities. However, benchmarks are not keeping pace in difficulty: LLMs now achi…
DeepStock: Reinforcement Learning with Policy Regularizations for Inventory Management
Yaqi Xie, Xinru Hao, Jiaxi Liu +4
Deep Reinforcement Learning (DRL) provides a general-purpose methodology for training inventory policies that can leverage big data and compute. However, off-the-shelf implementati…
Distributionally robust inventory control when demand is a martingale
Linwei Xin, David A. Goldberg
Demand forecasting plays an important role in many inventory control problems. To mitigate the potential harms of model misspecification, various forms of distributionally robust o…
Risk-Based Distributionally Robust Optimal Power Flow With Dynamic Line Rating
Cheng Wang, Rui Gao, Feng Qiu +2
In this paper, we propose a risk-based data-driven approach to optimal power flow (DROPF) with dynamic line rating. The risk terms, including penalties for load shedding, wind gene…
VC Theory for Inventory Policies
Yaqi Xie, Will Ma, Linwei Xin
There has been growing interest in applying reinforcement learning (RL) to inventory management, either by optimizing over temporal transitions or by learning directly from full hi…
Optimality gap of constant-order policies decays exponentially in the lead time for lost sales models
Linwei Xin, David A. Goldberg
Inventory models with lost sales and large lead times have traditionally been considered intractable due to the curse of dimensionality. Recently, Goldberg and co-authors laid the…
Time (in)consistency of multistage distributionally robust inventory models with moment constraints
Linwei Xin, David A. Goldberg
Recently, there has been a growing interest in developing inventory control policies which are robust to model misspecification. One approach is to posit that nature selects a wors…
Auto-Formulating Dynamic Programming Problems with Large Language Models
Chenyu Zhou, Jingyuan Yang, Linwei Xin +3
Dynamic programming (DP) is a fundamental method in operations research, but formulating DP models has traditionally required expert knowledge of both the problem context and DP te…
Asymptotic optimality of Tailored Base-Surge policies in dual-sourcing inventory systems
Linwei Xin, David A. Goldberg
Dual-sourcing inventory systems, in which one supplier is faster (i.e. express) and more costly, while the other is slower (i.e. regular) and cheaper, arise naturally in many real-…