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作者：Ghosal, Shubhechyya; Ho, Chin Pang; Wiesemann, Wolfram
作者单位：Imperial College London; City University of Hong Kong
摘要：We propose a generic model for the capacitated vehicle routing problem (CVRP) under demand uncertainty. By combining risk measures, satisficing measures, or disutility functions with complete or partial characterizations of the probability distribution governing the demands, our formulation bridges the popular but often independently studied paradigms of stochastic programming and distributionally robust optimization. We characterize when an uncertainty-affected CVRP is (not) amenable to a sol...
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作者：Papalexopoulos, Theodore; Alcorn, James; Bertsimas, Dimitris; Goff, Rebecca; Stewart, Darren; Trichakis, Nikolaos
作者单位：Massachusetts Institute of Technology (MIT); United Network for Organ Sharing; New York University
摘要：The Organ Procurement & Transplantation Network (OPTN) initiated in 2018 a major overhaul of all U.S. deceased-donor organ allocation policies, aiming to gradually migrate them to a so-called continuous distribution model, with the goal of creating an allocation system that is more efficient, more equitable, and more inclusive. Development of policies within this model, however, represents a major challenge because multiple efficiency and fairness objectives need to be delicately balanced. We ...
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作者：Benade, Gerdus; Kazachkov, Aleksandr M.; Procaccia, Ariel D.; Psomas, Alexandros; Zeng, David
作者单位：Boston University; State University System of Florida; University of Florida; Harvard University; Purdue University System; Purdue University
摘要：We study trade-offs between fairness and efficiency when allocating indivisible items online. We attempt to minimize envy, the extent to which any agent prefers another's allocation to their own, while being Pareto efficient. We provide matching lower and upper bounds against a sequence of progressively weaker adversaries. Against worst-case adversaries, we find a sharp trade-off; no allocation algorithm can simultaneously provide both nontrivial fairness and nontrivial efficiency guarantees. ...
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作者：Qu, Zihao; Dawande, Milind; Janakiraman, Ganesh
作者单位：University of Texas System; University of Texas Dallas
摘要：Motivated by the rapid growth of the cloud cost management and optimization (CCMO) industry to support the exploding cloud-computing market, we study an infinite horizon, stochastic optimization problem from the viewpoint of a firm that employs cloud resources to process incoming orders (or jobs) over time. We model the following vital practical features of CCMO in our problem. There are several types of resources that differ in their costs and performance attributes (e.g., processor speed, me...
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作者：Mildebrath, David; Lee, Taewoo; Sinha, Saumya; J., Andrew; Gaber, A. Osama
作者单位：Rice University; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; University of Minnesota System; University of Minnesota Twin Cities; Houston Methodist
摘要：Organ transplantation is an increasingly common therapy for many types of end-stage organ failure, including lungs, hearts, kidneys, and livers. The last 20 years have seen increased scrutiny of posttransplant outcomes in the United States to ensure the efficient utilization of the scarce organ supply. Under regulations by the Organ Procurement Transplantation Network (OPTN) and Centers for Medicare and Medicaid Services (CMS), the United States has seen a rise in risk-averse patient selection...
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作者：Shi, Yunting; Liu, Nan; Wan, Guohua
作者单位：Shanghai Jiao Tong University; Boston College
摘要：The current emergency response guidelines suggest giving priority of treatment to those victims whose initial health conditions are more critical. Although this makes intuitive sense, it does not consider potential deterioration of less critical victims. Deterioration may lead to longer treatment time and irrecoverable health damage, but could be avoided if these victims were to receive care in time. Informed by a unique timestamps data set of surgeries carried out in a field hospital set up i...
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作者：Chawla, Shuchi; Devanur, Nikhil; Lykouris, Thodoris
作者单位：University of Texas System; University of Texas Austin; Amazon.com; Massachusetts Institute of Technology (MIT)
摘要：We study a pricing problem where a seller has k identical copies of a product, buyers arrive sequentially, and the seller prices the items aiming to maximize social welfare. When k =1, this is the so-called prophet inequality problem for which there is a simple pricing scheme achieving a competitive ratio of 1/2. On the other end of the spectrum, as k goes to infinity, the asymptotic performance of both static and adaptive pricing is well understood. We provide a static pricing scheme for the ...
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作者：Choe, Yo Joong; Ramdas, Aaditya
作者单位：University of Chicago; Carnegie Mellon University
摘要：Consider two forecasters, each making a single prediction for a sequence of events over time. We ask a relatively basic question: how might we compare these forecasters, either online or post hoc, avoiding unverifiable assumptions on how the forecasts and outcomes were generated? In this paper, we present a rigorous answer to this question by designing novel sequential inference procedures for estimating the time-varying difference in forecast scores. To do this, we employ confidence sequences...
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作者：Bai, Yicheng; Feldman, Jacob; Topaloglu, Huseyin; Wagner, Laura
作者单位：Washington University (WUSTL); University of Navarra; IESE Business School
摘要：We study assortment optimization problems under a natural variant of the multinomial logit model where the customers are willing to focus only on a certain number of products that provide the largest utilities. In particular, each customer has a rank cutoff, characterizing the number of products that she will focus on during the course of her choice process. Given that we offer a certain assortment of products, the choice process of a customer with rank cutoff k proceeds as follows. The custom...
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作者：Capponi, Agostino; Weber, Marko
作者单位：Columbia University; National University of Singapore
摘要：We study the portfolio choice problem of banks, taking into account losses due to fire-sale spillovers. We show that the optimal asset allocation can be recovered as the unique Nash equilibrium of a potential game. Our analysis highlights the key tradeoff between individual diversification and systemic risk. In a stylized model economy featuring two banks and two assets, we show that sacrificing individual diversification to reduce portfolio commonality increases the likelihood of a sale event...
