The warehouse problem with fixed costs and complementarity constraints
Speaker:
Ishan Bansal, Cornell University
Date and Time:
Tuesday, December 6, 2022 - 1:50pm to 2:10pm
Location:
Fields Institute, Stewart Library
Abstract:
In the warehouse problem, a merchant trading a commodity tries to find an optimal inventory-trading policy that decides on quantities of purchases and sales during a fixed time horizon in order to maximize their total profit, making use of fluctuations in sale and cost prices. We provide first known polynomial time algorithms for certain generalizations of the problem by analyzing the extreme points of the relevant feasible regions. This is joint work with Prof. Oktay Gunluk from Cornell University.