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math.OC2026
Dynamic Interval Scheduling with Random Start and End Times
Rui Gong, Alejandro Toriello
We study sequential interval scheduling with random task start and end times. Task weights and discrete start and end time distributions are given but the actual times are revealed…
math.OC2026
Rounding the Lovász Theta Function with a Value Function Approximation
Rui Gong, Diego Cifuentes, Alejandro Toriello
The Lovász theta function is a semidefinite programming (SDP) relaxation for the maximum weighted stable set problem, which is tight for perfect graphs. However, even for perfect…
math.OC2024
On Linear Threshold Policies for Continuous-Time Dynamic Yield Management
Dipayan Banerjee, Alan Erera, Alejandro Toriello
We study the finite-horizon continuous-time dynamic yield management problem with stationary arrival rates and two customer types. We consider a class of linear threshold policies…