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math.OC2026
A stochastic optimization algorithm for revenue maximization in a service system with balking customers
Shreehari Anand Bodas, Harsha Honnappa, Michel Mandjes +1
This paper analyzes a service system modeled as a single-server queue, in which the service provider aims to dynamically maximize the expected revenue per unit of time. This is ach…
math.OC2025
Drift Optimization of Regulated Stochastic Models Using Sample Average Approximation
Zihe Zhou, Harsha Honnappa, Raghu Pasupathy
This paper introduces a drift optimization model of stochastic optimization problems driven by regulated stochastic processes. A broad range of problems across operations research,…