Delay-optimal scheduling for some Input-Queued Switches
Yingdong Lu, Siva Theja Maguluri, et al.
MAMA/Greenmetrics 2016
Lost sales inventory models with large lead times, which arise in many practical settings, are notoriously difficult to optimize due to the curse of dimensionality. In this paper, we show that when lead times are large, a very simple constant-order policy, first studied by Reiman, performs nearly optimally. The main insight of our work is that when the lead time is very large, such a significant amount of randomness is injected into the system between when an order for more inventory is placed and when the order is received, that "being smart" algorithmically provides almost no benefit. Our main proof technique combines a novel coupling for suprema of random walks with arguments from queueing theory.
Yingdong Lu, Siva Theja Maguluri, et al.
MAMA/Greenmetrics 2016
Yingdong Lu, Jing-Sheng Song, et al.
Operations Research
Soumyadip Ghosh, Yingdong Lu, et al.
Journal of Applied Analysis
Yingdong Lu, Ana Radovanovic
Allerton 2006