The single-item stochastic lot-sizing problem is to find an inventory replenishment policy in the presence of a stochastic demand under periodic review and finite time horizon. The computational intractability of computing an optimal policy is widely believed and therefore approximation...

We propose a new approach for the vehicle routing problem with stochastic customer demands revealed before vehicles are dispatched. We combine ideas from vehicle routing and manufacturing process flexibility to propose overlapped routing strategies with customer sharing. We characterize the...

We study the classical multi-period capacitated stochastic inventory control problems in a data-driven setting. Instead of assuming full knowledge of the demand distributions, we assume that the demand distributions can only be accessed through drawing random samples. Such data-driven models are...