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作者：Gotoh, Jun-ya; Kim, Michael Jong; Lim, Andrew E. B.
作者单位：Chuo University; University of British Columbia; National University of Singapore; National University of Singapore
摘要：Whereas solutions of distributionally robust optimization (DRO) problems can sometimes have a higher out-of-sample expected reward than the sample average approximation (SAA), there is no guarantee. In this paper, we introduce a class of distributionally optimistic optimization (DOO) models and show that it is always possible to beat SAA out-of-sample if we consider not just worst case (DRO) models but also best case (DOO) ones. We also show, however, that this comes at a cost: optimistic solu...
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作者：Jalota, Devansh; Ye, Yinyu
作者单位：Stanford University; Stanford University
摘要：Fisher markets are one of the most fundamental models for resource allocation. However, the problem of computing equilibrium prices in Fisher markets typically relies on complete knowledge of users' budgets and utility functions and requires transactions to happen in a static market where all users are present simultaneously. Motivated by these practical considerations, we study an online variant of Fisher markets, wherein users with privately known utility and budget parameters, drawn indepen...
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作者：Bai, Hao; Bensoussan, Alain; Briest, Gordon; Chevalier-Roignant, Benoi
作者单位：University of Manchester; University of Texas System; University of Texas Dallas; Otto von Guericke University; emlyon business school
摘要：Many cities face challenges in financing their infrastructure. If a decision maker cannot capture all the benefits of its investment, there is a risk of underinvestment. Hong Kong's transit operator designed a scheme in which it not only receives fare revenues, but also participates in a property management business, exploiting the positive externalities of public transport on nearby property prices. We develop a stochastic Stackelberg game of timing to explore the rationale of this scheme. Th...
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作者：Hu, Jie; Chen, Zhi; Wang, Shuming
作者单位：Beijing Jiaotong University; Chinese Academy of Sciences; University of Chinese Academy of Sciences, CAS; Chinese University of Hong Kong
摘要：We study the (un)capacitated multiperiod hub location problem with uncertain periodic demands. With a distributionally robust approach that considers time series, we build a model driven by budgets on periodic costs. In particular, we construct a nested ambiguity set that characterizes uncertain periodic demands via a general multivariate time-series model, and to ensure stable periodic costs, we propose to constrain each expected periodic cost within a budget whereas optimizing the robustness...
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作者：Feng, Qing; Zhu, Ruihao; Jasin, Stefanus
作者单位：Cornell University; Cornell University; University of Michigan System; University of Michigan
摘要：Motivated by the prevalence of price protection guarantee which helps to promote temporal fairness in dynamic pricing, we study the impact of such policy on the design of online learning algorithms for data-driven dynamic pricing with initially unknown customer demand. Under the price protection guarantee, a customer who purchased a product in the past can receive a refund from the seller during the so-called price protection period (typically defined as a certain time window after the purchas...
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作者：Cheng, Chun; Sim, Melvyn; Zhao, Yue
作者单位：Dalian University of Technology; National University of Singapore; National University of Singapore
摘要：We investigate how crowdsourced delivery platforms with both contracted and ad hoc couriers can effectively manage their workforce to meet delivery demands amidst uncertainties. Our objective is to minimize the hiring costs of contracted couriers and the crowdsourcing costs of ad hoc couriers, while considering the uncertain availability and behavior of the latter. Because of the complication of calibrating these uncertainties through data-driven approaches, we instead introduce a basic reduce...
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作者：Shahmizad, Maral; Buchanan, Austin
作者单位：Oklahoma State University System; Oklahoma State University - Stillwater
摘要：When partitioning a state into political districts, a common criterion is that political subdivisions, like counties, should not be split across multiple districts. This criterion is encoded into most state constitutions and is sometimes enforced quite strictly by the courts. However, map drawers, courts, and the public typically do not know what amount of splitting is truly necessary, even to satisfy basic criteria, like contiguity and population balance. In this paper, we provide answers for...
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作者：Akrami, Hannaneh; Alon, Noga; Chaudhury, Bhaskar Ray; Garg, Jugal; Mehlhorn, Kurt; Mehta, Ruta
作者单位：Max Planck Society; Saarland University; Princeton University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：The existence of envy-freeness up to any good (EFX) allocations is a fundamental open problem in discrete fair division. The goal is to determine the existence of an allocation of a set of indivisible goods among n agents for which no agent envies another, following the removal of any single good from the other agent's bundle. Because the general problem has been elusive, progress is made on two fronts: (i) proving existence when n is small and (ii) proving the existence of relaxations of EFX....
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作者：Alpern, Steve; Lidbetter, Thomas
作者单位：University of Warwick; Rutgers University System; Rutgers University Newark; Rutgers University New Brunswick
摘要：Adversarial search of a network for an immobile Hider (or target) was introduced and solved for rooted trees by Shmuel Gal in 1979. In this zero-sum game, a Hider picks a point to hide on the tree and a Searcher picks a unit speed trajectory starting at the root. The payoff (to the Hider) is the search time. In Gal's model (and many subsequent investigations), the Searcher receives no additional information after the Hider chooses his location. In reality, the Searcher will often receive such ...
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作者：Zeng, Siliang; Hong, Mingyi; Garcia, Alfredo
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Texas A&M University System; Texas A&M University College Station
摘要：We consider the task of estimating a structural model of dynamic decisions by human agent based on the observable history of implemented actions and visited states. This problem has an inherent nested structure: In the inner problem, an optimal policy a given reward function is identified, whereas in the outer problem, a measure of fit is maximized. Several approaches have been proposed to alleviate the computational burden this nested-loop structure, but these methods still suffer from high c...
