5期

最新文章

• Learning in Inverse Optimization: Incenter Cost, Augmented Suboptimality Loss, and Algorithms AI翻译
  作者：Scroccaro, Pedro Zattoni; Atasoy, Bilge; Esfahani, Peyman Mohajerin
  作者单位：Delft University of Technology; Delft University of Technology
  摘要：In inverse optimization (IO), an expert agent solves an optimization problem parametric in an exogenous signal. From a learning perspective, the goal is to learn the expert's cost function given a data set of signals and corresponding optimal actions. Motivated by the geometry of the IO set of consistent cost vectors, we introduce the incenter concept, a new notion akin to the recently proposed circumcenter concept. Discussing the geometric and robustness interpretation of the incenter cost ve...
• A Hierarchical Approach to Robust Stability of Multiclass Queueing Networks AI翻译
  作者：Zhao, Feiyang; Gurvich, Itai; Hasenbein, John J.
  作者单位：University of Texas System; University of Texas Austin; Northwestern University
  摘要：We revisit the global-relative to control policies-stability of multiclass queueing networks. In these, as is known, it is generally insufficient that the nominal utilization at each server is below 100%. Certain policies, although work conserving, may destabilize a network that satisfies the nominal-load conditions; additional conditions on the primitives are needed for global stability (stability under any work-conserving policy). The global-stability region was fully characterized for two-s...
• Optimal Abort Policy for Mission-Critical Systems Under Imperfect Condition Monitoring AI翻译
  作者：Sun, Qiuzhuang; Hu, Tiawen; Ye, Zhi-Sheng
  作者单位：University of Sydney; University of Electronic Science & Technology of China; National University of Singapore
  摘要：Although most on-demand mission-critical systems are engineered to be reliable to support critical tasks, occasional failures may still occur during missions. To increase system survivability, a common practice is to abort the mission before an imminent failure. We consider optimal mission abort for a system whose deterioration follows a general three-state (normal, defective, failed) semi-Markov chain. The failure is assumed selfrevealed, whereas the healthy and defective states have to be in...
• On the Almost Threshold Policy for Multisourcing Under Uncertain Supplies AI翻译
  作者：Federgruen, Awi; Feng, Qi; Shanthikumar, George
  作者单位：Columbia University; Purdue University System; Purdue University
  摘要：With extended supply chains and increased global sourcing, the uncertainty in supply streams has become a major consideration in formulating procurement strategies. Many studies in the existing literature characterize the optimal procurement policies under specific assumptions of the supply and demand distributions. In several special cases, a threshold policy or an almost threshold policy is shown to be optimal. A recent study by Feng and Shathikumar [Feng Q, Shanthikumar JG (2018) Supply and...
• Near-Optimal Mixed (s, S) Policy for a Multiwarehouse, Multistore Inventory System with Lost Sales and Fixed Cost AI翻译
  作者：Miao, Sentao; Jasin, Stefanus; Chao, Xiuli
  作者单位：University of Colorado System; University of Colorado Boulder; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
  摘要：We consider a firm managing a multiperiod, multiwarehouse, multistore (MWMS) inventory problem with fixed ordering cost at each store over a finite time horizon. The warehouses are endowed with initial inventories at the start of the horizon, and the stores are periodically replenished from the warehouses. The decisions are the order quantities from each store at each period. The optimal policy for this problem is complex and computationally intractable. We construct a mixed (s, S) policy base...
• D-Optimal Orienteering for Post-Earthquake Reconnaissance Planning AI翻译
  作者：Wang, Jiaqi; Xie, Weijun; Ryzhov, Ilya O.; Markovic, Nikola; Ou, Ge
  作者单位：University System of Maryland; University of Maryland College Park; University System of Georgia; Georgia Institute of Technology; University System of Maryland; University of Maryland College Park; Utah System of Higher Education; University of Utah; State University System of Florida; University of Florida
  摘要：Immediately following a major earthquake, reconnaissance surveys seek to assess structural damage throughout the region with the help of a limited number of on-ground inspections. The goal is to collect informative and representative data that will guide subsequent relief efforts. We formulate a new type of vehicle routing problem, in which vehicles are tasked with data collection, and the objective function measures data quality using a nonlinear, nonseparable experimental design criterion. W...
• Markdown Policies for Demand Learning with Forward-Looking Customers AI翻译
  作者：Birge, John R.; Chen, Hongfan (Kevin); Keskin, N. Bora
  作者单位：University of Chicago; Chinese University of Hong Kong; Duke University
  摘要：We consider the markdown pricing problem of a firm that sells a product to a mixture of myopic and forward-looking customers. The firm faces uncertainty about the customers' forward-looking behavior, arrival pattern, and valuations for the product, which we collectively refer to as the demand model. Over a multiperiod selling season, the firm sequentially marks down the product's price and makes demand observations to learn about the underlying demand model. Because forward-looking customers c...
• A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy AI翻译
  作者：Aid, Rene; Basei, Matteo; Ferrarid, Giorgio
  作者单位：Universite PSL; Universite Paris-Dauphine; Institut Polytechnique de Paris; ENSTA Paris; University of Bielefeld
  摘要：We consider a mean-field model of firms competing a` la Cournot on a commodity market, where the commodity price is given in terms of a power inverse demand function of the industry-aggregate production. Investment is irreversible and production capacity depreciates at a constant rate. Production is subject to Gaussian productivity shocks, whereas large nonanticipated macroeconomic events driven by a two-state continuous-time Markov chain can change the volatility of the shocks, as well as the...
• Crosscutting Areas On Consistency of Signature Using Lasso AI翻译
  作者：Guo, Xin; Wang, Binnan; Zhang, Ruixun; Zhao, Chaoyi
  作者单位：University of California System; University of California Berkeley; Peking University; Peking University; Peking University; Peking University; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
  摘要：Signatures are iterated path integrals of continuous and discrete-time processes, and their universal nonlinearity linearizes the problem of feature selection in time series data analysis. This paper studies the consistency of signature using Lasso regression, both theoretically and numerically. We establish conditions under which the Lasso regression is consistent both asymptotically and in finite sample. Furthermore, we show that the Lasso regression is more consistent with the Ito signature...
• Political Districting to Optimize the Polsby-Popper Compactness Score with Application to Voting Rights AI翻译
  作者：Belotti, Pietro; Buchanan, Austin; Ezazipour, Soraya
  作者单位：Polytechnic University of Milan; Oklahoma State University System; Oklahoma State University - Stillwater
  摘要：In the academic literature and in expert testimony, the Polsby-Popper score is the most popular way to measure the compactness of a political district. Given a district with area A and perimeter P, its Polsby-Popper score is given by (4 pi A)=P2. This score takes values between zero and one, with circular districts achieving a perfect score of one. In this paper, we propose the first mathematical optimization models to draw districts (or districting plans) with optimum Polsby-Popper score. Spe...