3 papers
stat.AP2026
Binomial Smoothing for Inventory and Information Control in Supply Chains
Rene Caldentey, Avi Giloni, Clifford Hurvich +2
In many decentralized supply chains, upstream firms do not observe market demand directly and instead infer downstream conditions from the order stream. A retailer's replenishment…
math.PR2023
Heavy Traffic Analysis of Multi-Class Bipartite Queueing Systems Under FCFS
Lisa Aoki Hillas, Rene Caldentey, Varun Gupta
This paper examines the performance of multi-class multi-server bipartite queueing systems under a FCFS-ALIS service discipline, where each arriving customer is only compatible wit…
stat.ML2021
Diffusion Approximations for a Class of Sequential Testing Problems
Victor F. Araman, Rene Caldentey
We consider a decision maker who must choose an action in order to maximize a reward function that depends also on an unknown parameter Θ. The decision maker can delay taking the a…