3期

最新文章

• Dynamic Resource Allocation: Algorithmic Design Principles and Spectrum of Achievable Performances AI翻译
  作者：Besbes, Omar; Kanoria, Yash; Kumar, Akshit
  作者单位：Columbia University
  摘要：Dynamic resource allocation problems are ubiquitous, arising in inventory management, order fulfillment, online advertising, and other applications. We initially focus on one of the simplest models of online resource allocation: the multisecretary problem. In the multisecretary problem, a decision maker sequentially hires up to B out of T candidates, and candidate ability values are independently and identically distributed from a distribution F on [ 0, 1 ] . First, we investigate fundamental ...
• Technical Note-Leveraging the Degree of Dynamic Substitution in Assortment and Inventory Planning AI翻译
  作者：Zhang, Jingwei; Ma, Will; Topaloglu, Huseyin
  作者单位：The Chinese University of Hong Kong, Shenzhen; Columbia University; Columbia University
  摘要：We study the joint assortment and inventory planning problem with stockoutbased substitution. In this problem, we pick the number of units to stock for the products at the beginning of the selling horizon. Each arriving customer makes a choice among the set of products with remaining on-hand inventories. Our goal is to pick the stocking quantities to maximize the total expected revenue from the sales net of the stocking cost. We develop a rounding scheme that uses the solution to a fluid appro...
• Adaptive, Doubly Optimal No-Regret Learning in Strongly Monotone and Exp-Concave Games with Gradient Feedback AI翻译
  作者：Jordan, Michael; Lin, Tianyi; Zhou, Zhengyuan
  作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley; Columbia University; New York University
  摘要：Online gradient descent (OGD) is well-known to be doubly optimal under strong convexity or monotonicity assumptions: (1) in the single -agent setting, it achieves an optimal regret of O ( log T ) for strongly convex cost functions, and (2) in the multiagent setting of strongly monotone games with each agent employing OGD, we obtain lastiterate convergence of the joint action to a unique Nash equilibrium at an optimal rate of O 1 ( ). . Whereas these finite -time guarantees highlight its merits...
• On the Robustness of Second-Price Auctions in Prior-Independent Mechanism Design AI翻译
  作者：Anunrojwong, Jerry; Balseiro, Santiago R.; Besbes, Omar
  作者单位：Columbia University
  摘要：Classical Bayesian mechanism design relies on the common prior assumption, but the common prior is often not available in practice. We study the design of prior-independent mechanisms that relax this assumption: The seller is selling an indivisible item to n buyers such that the buyers' valuations are drawn from a joint distribution that is unknown to both the buyers and the seller, buyers do not need to form beliefs about competitors, and the seller assumes the distribution is adversarially c...
• Matching Impatient and Heterogeneous Demand and Supply AI翻译
  作者：Aveklouris, Angelos; DeValve, Levi; Stock, Maximiliano; Ward, Amy
  作者单位：University of Chicago
  摘要：Service platforms must determine rules for matching heterogeneous demand (customers) and supply (workers) that arrive randomly over time and may be lost if forced to wait too long for a match. Our objective is to maximize the cumulative value of matches, minus costs incurred when demand and supply wait. We develop a fluid model, that approximates the evolution of the stochastic model and captures explicitly the nonlinear dependence between the amount of demand and supply waiting and the distri...
• Adaptive Lagrangian Policies for a Multiwarehouse, Multistore Inventory System with Lost Sales AI翻译
  作者：Chao, Xiuli; Jasin, Stefanus; Miao, Sentao
  作者单位：University of Michigan System; University of Michigan; University of Michigan System; University of Michigan; University of Colorado System; University of Colorado Boulder
  摘要：We consider the inventory control problem of a multiwarehouse, multistore system over a time horizon when the warehouses receive no external replenishment. This problem is prevalent in retail settings, and it is referred to in the work of [Jackson PL (1988) Stock allocation in a two -echelon distribution system or what to do until your ship comes in. Management Sci. 34(7):880-895] as the problem of what to do until your (external) shipment comes in. The warehouses are stocked with initial inve...
• Assigning and Scheduling Generalized Malleable Jobs Under Subadditive or Submodular Processing Speeds AI翻译
  作者：Fotakis, Dimitris; Matuschke, Jannik; Papadigenopoulos, Orestis
  作者单位：National Technical University of Athens; KU Leuven; Columbia University
  摘要：Malleable scheduling is a model that captures the possibility of parallelization to expedite the completion of time-critical tasks. A malleable job can be allocated and processed simultaneously on multiple machines, occupying the same time interval on all these machines. We study a general version of this setting, in which the functions determining the joint processing speed of machines for a given job follow different discrete concavity assumptions (subadditivity, fractional subadditivity, su...
• Slowly Varying Regression Under Sparsity AI翻译
  作者：Bertsimas, Dimitris; Digalakis Jr, Vassilis; Li, Michael Lingzhi; Lami, Omar Skali
  作者单位：Massachusetts Institute of Technology (MIT); Hautes Etudes Commerciales (HEC) Paris; Harvard University; McKinsey & Company
  摘要：We introduce the framework of slowly varying regression under sparsity, which allows sparse regression models to vary slowly and sparsely. We formulate the problem of parameter estimation as a mixed -integer optimization problem and demonstrate that it can be reformulated exactly as a binary convex optimization problem through a novel relaxation. The relaxation utilizes a new equality on Moore -Penrose inverses that convexifies the nonconvex objective function while coinciding with the origina...
• An Unexpected Stochastic Dominance: Pareto Distributions, Dependence, and Diversification AI翻译
  作者：Chen, Yuyu; Embrechts, Paul; Wang, Ruodu
  作者单位：University of Melbourne; Swiss Federal Institutes of Technology Domain; ETH Zurich; Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Waterloo
  摘要：We find the perhaps surprising inequality that the weighted average of independent and identically distributed Pareto random variables with infinite mean is larger than one such random variable in the sense of first -order stochastic dominance. This result holds for more general models including super-Pareto distributions, negative dependence, and triggering events and yields superadditivity of the risk measure value -at -risk for these models.
• Branch-and-Price for Prescriptive Contagion Analytics AI翻译
  作者：Jacquillat, Alexandre; Li, Michael Lingzhi; Rame, Martin; Wang, Kai
  作者单位：Massachusetts Institute of Technology (MIT); Harvard University; Massachusetts Institute of Technology (MIT); Tsinghua University
  摘要：Contagion models are ubiquitous in epidemiology, social sciences, engineering, and management. This paper formulates a prescriptive contagion analytics model where a decision maker allocates shared resources across multiple segments of a population, each governed by continuous -time contagion dynamics. These problems feature a large-scale mixed -integer nonconvex optimization structure with constraints governed by ordinary differential equations. This paper develops a branch -and -price method...