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作者：Wang, Hanzhao; Talluri, Kalyan; Li, Xiaocheng
作者单位：Imperial College London
摘要：We consider dynamic pricing with covariates under a generalized linear demand model: A seller can dynamically adjust the price of a product over a horizon of T time periods, and at each time period t, the demand of the product is jointly determined by the price and an observable covariate vector xt is an element of Rd through a generalized linear model with unknown coefficients. Most of the existing literature assumes the covariate vectors xts are independently and identically distributed (i.i...
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作者：Ozel, Aysu; Smilowitz, Karen; Goldstein, Lila K. S.
作者单位：Northwestern University
摘要：Comprehensive community engagement in public school district design is essential to create equitable and effective enrollment policies reflective of community needs and values. We revisit the school district design problem with a focus on codesigning with community partners. We introduce a new compact formulation that incorporates multiple decisions simultaneously by assigning students in each geographic unit to a set of schools (e.g., elementary, middle, and high schools, and schools with spe...
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作者：Goyal, Vineet; Iyengar, Garud; Udwani, Rajan
作者单位：Columbia University; University of California System; University of California Berkeley
摘要：We consider the problem of online allocation (matching, budgeted allocations, and assortments) of reusable resources for which an adversarial sequence of resource requests is revealed over time and any allocated resource is used/rented for a stochastic duration drawn independently from a resource-dependent usage distribution. Previously, it was known that a greedy algorithm is 0.5-competitive against the clairvoyant benchmark that knows the entire sequence of requests in advance. We give a nov...
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作者：Benade, Gerdus; Halpern, Daniel; Psomas, Alexandros
作者单位：Boston University; Harvard University; Purdue University System; Purdue University
摘要：We consider the fundamental problem of fairly and efficiently allocating T indivisible items among n agents with additive preferences. Items become available over a sequence of rounds, and every item must be allocated immediately and irrevocably before the next one arrives. Previous work shows that when the agents' valuations for the items are drawn from known distributions, it is possible (under mild assumptions) to find allocations that are envy-free with high probability and Pareto efficien...
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作者：Cai, Yang; Oikonomou, Argyris
作者单位：Yale University
摘要：We study the problem of selling n heterogeneous items to a single buyer, whose values for different items are dependent. Under arbitrary dependence, others show that no simple mechanism can achieve a nonnegligible fraction of the optimal revenue even with only two items. We consider the setting where the buyer's type is drawn from a correlated distribution that can be captured by a Markov random field (MRF), one of the most prominent frameworks for modeling high-dimensional distributions with ...
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作者：Chen, Boxiao; Shi, Cong
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of Miami
摘要：We consider a periodic-review dual-sourcing inventory system in which the expedited supplier is faster and more costly, whereas the regular supplier is slower and cheaper. Under full demand distributional information, it is well known that the optimal policy is extremely complex but the celebrated Tailored Base-Surge (TBS) policy performs near optimally. Under such a policy, a constant order is placed at the regular source in each period, whereas the order placed at the expedited source follow...
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作者：Chan, Timothy C. Y.; Huang, Simon Y.; Sarhangian, Vahid
作者单位：University of Toronto
摘要：We study a control problem for queueing systems in which customers may return for additional episodes of service after their initial service completion. At each service completion epoch, the decision maker can choose to reduce the probability of return for the departing customer but at a cost that is convex increasing in the amount of reduction in the return probability. Other costs are incurred as customers wait in the queue and every time they return for service. Our primary motivation comes...
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作者：Aghaei, Sina; Gomez, Andres; Vayanos, Phebe
作者单位：University of Southern California; University of Southern California
摘要：Decision trees are among the most popular machine learning models and are used routinely in applications ranging from revenue management and medicine to bioinformatics. In this paper, we consider the problem of learning optimal binary classification trees with univariate splits. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in mixed-integer optimization (MIO) technology. Yet, existing...
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作者：Ghuge, Rohan; Gupta, Anupam; Nagarajan, Viswanath
作者单位：University System of Georgia; Georgia Institute of Technology; New York University; University of Michigan System; University of Michigan
摘要：Sequential testing problems involve a complex system with several components, each of which is working with some independent probability. The outcome of each component can be determined by performing a test, which incurs some cost. The overall system status is given by a function f of the outcomes of its components. The goal is to evaluate this function f by performing tests at the minimum expected cost. Although there has been extensive prior work on this topic, provable approximation bounds ...
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作者：Bray, Robert L.
作者单位：Northwestern University
摘要：I use empirical processes to study how the shadow prices of a linear program that allocates an endowment of nf3 is an element of Rm resources to n customers behave as n -> infinity. I show the shadow prices (i) adhere to a concentration of measure, (ii) converge to a multivariate normal under central-limit-theorem scaling, and (iii) have a variance that decreases like Theta(1/n). I use these results to prove that the expected regret in an online linear program is Theta(log n), both when the cu...
