3 citations · 3 across the 3 of their papers we have counts for
6 papers
Dynamic Lagrange Multipliers in a Non-concave Utility Framework
Yang Liu, Alexander Schied, Zhenyu Shen
In continuous-time portfolio selection for non-concave utility functions, the martingale duality approach is widely adopted in complete markets, while the dynamic programming appro…
Piggyback on Idle Ride-Sourcing Drivers for Integrated On-Demand and Flexible Intracity Parcel Delivery Services
Yang Liu, Sen Li
This paper investigates the spatial pricing and fleet management strategies for an integrated platform that provides both ride-sourcing services and intracity parcel delivery servi…
A Framework for the Joint Optimization of Assignment and Pricing in Mobility-on-Demand Systems with Shared Rides
Yang Liu, Qi Luo, Raga Gopalakrishnan +1
Mobility-on-Demand (MoD) systems have become a fixture in urban transportation networks, with the rapid growth of ride-hailing services such as Uber and Lyft. Ride-hailing is typic…
Proactive rebalancing and speed-up techniques for on-demand high capacity ridesourcing services
Yang Liu, Samitha Samaranayake
We present a probabilistic proactive rebalancing method and speed-up techniques for improving the performance of a state-of-the-art real-time high-capacity fleet management framewo…
Stochastic on-time arrival problem in transit networks
Yang Liu, Sebastien Blandin, Samitha Samaranayake
This article considers the stochastic on-time arrival problem in transit networks where both the travel time and the waiting time for transit services are stochastic. A specific ch…
A Framework to Integrate Mode Choice in the Design of Mobility-on-Demand Systems
Yang Liu, Prateek Bansal, Ricardo Daziano +1
Mobility-on-Demand (MoD) systems are generally designed and analyzed for a fixed and exogenous demand, but such frameworks fail to answer questions about the impact of these servic…