activity
20142025
most citedA Comparison of Monte Carlo Tree Search and Mathematical Optimization for Large Scale Dynamic Resource Allocation

11 citations · 16 across the 9 of their papers we have counts for

collaborators

13 papers

astro-ph.IM2025

AstroQ: Automated Scheduling of Cadenced Astronomical Observations

Jack Lubin, Erik A. Petigura, Velibor V. Mišić +2

Astronomy relies heavily on time domain observations. To maximize the scientific yield of such observations, astronomers must carefully match the observational cadence to the pheno…

astro-ph.IM2024★ 2 cited

Automated Scheduling of Doppler Exoplanet Observations at Keck Observatory

Luke B. Handley, Erik A. Petigura, Velibor V. Misic +2

Precise Doppler studies of extrasolar planets require fine-grained control of observational cadence, i.e. the timing of and spacing between observations. We present a novel framewo…

astro-ph.IM2023

Solving the Traveling Telescope Problem with Mixed Integer Linear Programming

Luke B. Handley, Erik A. Petigura, Velibor V. Misic

The size and complexity of modern astronomical surveys has grown to the point where, in many cases, traditional human scheduling of observations are tedious at best and impractical…

math.OC2023

Randomized Robust Price Optimization

Xinyi Guan, Velibor V. Mišić

The robust multi-product pricing problem is to determine the prices of a collection of products so as to maximize the worst-case revenue, where the worst case is taken over an unce…

math.OC2022

Randomized Policy Optimization for Optimal Stopping

Xinyi Guan, Velibor V. Mišić

Optimal stopping is the problem of determining when to stop a stochastic system in order to maximize reward, which is of practical importance in domains such as finance, operations…

math.OC2021

Exact Logit-Based Product Design

İrem Akchen, Velibor V. Mišić

The share-of-choice product design (SOCPD) problem is to find the product, as defined by its attributes, that maximizes market share arising from a collection of customer types or…

math.OC2021★ 1 cited

Assortment Optimization under the Decision Forest Model

Yi-Chun Akchen, Velibor V. Mišić

We study the problem of finding the optimal assortment that maximizes expected revenue under the decision forest model, a recently proposed nonparametric choice model that is capab…

math.OC2020

Column-Randomized Linear Programs: Performance Guarantees and Applications

Yi-Chun Akchen, Velibor V. Mišić

We propose a randomized method for solving linear programs with a large number of columns but a relatively small number of constraints. Since enumerating all the columns is usually…

econ.GN2019

Data Analytics in Operations Management: A Review

Velibor V. Mišić, Georgia Perakis

Research in operations management has traditionally focused on models for understanding, mostly at a strategic level, how firms should operate. Spurred by the growing availability…

cs.LG2019★ 2 cited

Decision Forest: A Nonparametric Approach to Modeling Irrational Choice

Yi-Chun Chen, Velibor V. Mišić

Customer behavior is often assumed to follow weak rationality, which implies that adding a product to an assortment will not increase the choice probability of another product in t…

math.OC2018

Interpretable Optimal Stopping

Dragos Florin Ciocan, Velibor V. Mišić

Optimal stopping is the problem of deciding when to stop a stochastic system to obtain the greatest reward, arising in numerous application areas such as finance, healthcare and ma…

math.OC2017

Optimization of Tree Ensembles

Velibor V. Mišić

Tree ensemble models such as random forests and boosted trees are among the most widely used and practically successful predictive models in applied machine learning and business a…

math.OC2014★ 11 cited

A Comparison of Monte Carlo Tree Search and Mathematical Optimization for Large Scale Dynamic Resource Allocation

Dimitris Bertsimas, J. Daniel Griffith, Vishal Gupta +3

Dynamic resource allocation (DRA) problems are an important class of dynamic stochastic optimization problems that arise in a variety of important real-world applications. DRA prob…