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作者：Delorme, Maxence; Garcia, Sergio; Gondzio, Jacek; Kalcsics, Jörg; Manlove, David; Pettersson, William
作者单位：Tilburg University; University of Edinburgh; University of Glasgow
摘要：Many kidney exchange programs (KEPs) use integer linear programming (ILP) based on a hierarchical set of objectives to determine optimal sets of transplants. We propose innovative techniques to remove barriers in existing mathematical models, vastly reducing solution times and allowing significant increases in potential KEP pool sizes. Our techniques include two methods to avoid unnecessary variables, and a diving algorithm that reduces the need to solve multiple complex ILP models while still...
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作者：Kyriakou, Ioannis; Brignone, Riccardo; Fusai, Gianluca
作者单位：City St Georges, University of London; University of Freiburg; University of Eastern Piedmont Amedeo Avogadro; City St Georges, University of London
摘要：In this paper, we present a new method for simulating integrals of stochastic processes. We focus on the nontrivial case of time integrals, conditional on the state variable levels at the endpoints of a time interval through a moment-based probability distribution construction. We present different classes of models with important uses in finance, medicine, epidemiology, climatology, bioeconomics, and physics. The method is generally applicable in well-posed moment problem settings. We study i...
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作者：Pham, Manh; Simar, Leopold; Zelenyukc, Valentin
作者单位：University of Queensland; Universite Catholique Louvain; University of Queensland; University of Queensland
摘要：The Malmquist productivity index (MPI) has gained popularity among studies on the dynamic change of productivity of decision-making units (DMUs). In practice, this index is frequently reported at aggregate levels (e.g., public and private firms) in the form of simple, equally weighted arithmetic or geometric means of individual MPIs. A number of studies emphasize that it is necessary to account for the relative importance of individual DMUs in the aggregations of indices in general and of the ...
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作者：Desir, Antoine; Goyal, Vineet; Jiang, Bo; Xie, Tian; Zhang, Jiawei
作者单位：INSEAD Business School; Columbia University; Shanghai University of Finance & Economics; New York University
摘要：Assortment optimization arises widely in many practical applications, such as retailing and online advertising. In this problem, the goal is to select a subset from a universe of substitutable products to offer customers in order to maximize the expected revenue. We study a robust assortment optimization problem under the Markov chain choice model. In this formulation, the parameters of the choice model are assumed to be uncertain, and the goal is to maximize the worst case expected revenue ov...
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作者：Feng, Yiding; Niazadeh, Rad; Saberi, Amin
作者单位：Microsoft; University of Chicago; Stanford University
摘要：Matching and pricing are two critical levers in two-sided marketplaces to connect demand and supply. The platform can produce more efficient matching and pricing decisions by batching the demand requests. We initiate the study of the two-stage stochastic matching problem, with or without pricing, to enable the platform to make improved decisions in a batch with an eye toward the imminent future demand requests. This problem is motivated in part by applications in online marketplaces, such as r...
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作者：Bogetoft, Peter; Kerstens, Pieter Jan
作者单位：Copenhagen Business School; VITO; KU Leuven; VITO
摘要：The literature on organization and strategic management suggests that slack in the form of excess resources may be useful. It may, for example, serve as a buffer against environmental shocks, help decouple organizations, ease planning and implementation, support innovation, and enable effective responses to competitors. In contrast, the economic literature tends to view slack as wasteful. When the same products and services can be produced with fewer resources and slack per se is not assigned ...
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作者：Cardinaels, Ellen; Borst, Sem; van Leeuwaarden, Johan S. H.
作者单位：Eindhoven University of Technology; Tilburg University
摘要：Service systems often face task-server assignment constraints because of skill based routing or geographical conditions. Redundancy scheduling responds to this limited flexibility by replicating tasks to specific servers in agreement with these assignment constraints. We gain insight from product-form stationary distributions and weak local stability conditions to establish a state space collapse in heavy traffic. In this limiting regime, the parallel-server system with redundancy scheduling o...
