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Resource-Adaptive Primal-Dual Learning for One-Warehouse Multi-Store Systems with Censored Demand

arXiv 2608.14096 ↗First posted 14 Aug 2026cs.LG math.OCcited by 0

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Abstract (arXiv)

The one-warehouse multi-store (OWMS) system is a fundamental inventory network in which a nonreplenishable warehouse allocates shared stock across multiple stores over time. Existing OWMS learning policies are built around a fixed target calibrated to the initial average resource rate, but such a fixed-target architecture cannot re-center after realized sales change the remaining resource available per future period. We develop Resource-Adaptive Primal-Dual Learning, a new learning framework that tracks the primal-dual resolving path with censored demand as the remaining-resource state evolves. In each period, the current resource rate indexes the target store allocations and dual variable, while censored sales provide gradient estimates for updating both. The analysis combines expected-sales geometry with a moving-target argument to yield logarithmic expected regret, improving on the state-of-the-art square-root-order guarantees of existing OWMS learning policies. The underlying design and analytical ideas may inform other online learning problems with depleting shared resources. Numerical experiments further demonstrate good finite-horizon performance of a practical variant across different horizon lengths and inventory regimes.

Key facts. No citing papers in the map yet (data through 14 Oct 2026). Builds on 7 of its 34 references that are in the map. First posted on arXiv 14 Aug 2026.

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7 of 34 references.

References · 7

  1. 2019Online Linear Programming: Dual Convergence, New Algorithms, and Regret Boundscited by 32
  2. 2017A New Randomized Block-Coordinate Primal-Dual Proximal Algorithm for Distributed Optimizationcited by 12
  3. 2018A Primal-dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraintcited by 9
  4. 2024Infrequent Resolving Algorithm for Online Linear Programmingcited by 8
  5. 2022Network Revenue Management with Demand Learning and Fair Resource-Consumption Balancingcited by 3
  6. 2024Demand Balancing in Primal-Dual Optimization for Blind Network Revenue Managementcited by 2
  7. 2020A Model of Supply-Chain Decisions for Resource Sharing with an Application to Ventilator Allocation to Combat COVID-19cited by 1

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