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作者：Fattahi, Ali; Ghodsi, Saeed; Dasu, Sriram; Ahmad, Reza
作者单位：Johns Hopkins University; University of California System; University of California Los Angeles; University of Southern California
摘要：Balancing electricity demand and supply is one of the most critical tasks that utility firms perform to maintain grid stability and reduce system cost. Demand-response programs are among the strategies that utilities use to reduce electricity consumption dur-ing peak hours and flatten the energy-consumption curve. Direct load control contracts (DLCCs) are a class of incentive-based demand-response programs that allow utilities to assign calls to customer groups to reduce their energy usage by ...
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作者：Bandi, Chaithanya; Han, Eojin; Proskynitopoulos, Alexej
作者单位：National University of Singapore; Southern Methodist University; Northwestern University
摘要：Observational data from queueing systems are of great practical interest in many application areas because they can be leveraged for better statistical inference of service processes. However, these observations often only provide partial information of the system for various reasons in real-world settings. Moreover, their complex temporal dependence on the queueing dynamics and the absence of distributional information on the model primitives render estimation of queueing systems remarkably c...
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作者：Muhle-Karbe, Johannes; Wang, Zexin; Webster, Kevin
作者单位：Imperial College London
摘要：Optimal execution and trading algorithms rely on price impact models, such as the propagator model, to quantify trading costs. Empirically, price impact is concave in trade sizes, leading to nonlinear models for which optimization problems are intractable, and even qualitative properties, such as price manipulation, are poorly understood. However, we show that in the diffusion limit of small and frequent orders, the nonlinear model converges to a tractable linear model. In this high-frequency ...
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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：Fattahi, Ali; Ghodsi, Saeed; Dasu, Sriram; Ahmadi, Reza
作者单位：Johns Hopkins University; University of California System; University of California Los Angeles; University of Southern California
摘要：Balancing electricity demand and supply is one of the most critical tasks that utility firms perform to maintain grid stability and reduce system cost. Demand-response programs are among the strategies that utilities use to reduce electricity consumption during peak hours and flatten the energy-consumption curve. Direct load control contracts (DLCCs) are a class of incentive-based demand-response programs that allow utilities to assign calls to customer groups to reduce their energy usage by a...
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作者：Feng, Zhichao; Dawande, Milind; Janakiraman, Ganesh; Qi, Anyan
作者单位：Hong Kong Polytechnic University; University of Texas System; University of Texas Dallas
摘要：In many practical settings, learning algorithms can take a substantial amount of time to converge, thereby raising the need to understand the role of discounting in learning. We illustrate the impact of discounting on the performance of learning algorithms by examining two classic and representative dynamic-pricing and learning problems studied in Broder and Rusmevichientong (BR) [Broder J, Rusmevichientong P (2012) Dynamic pricing under a general parametric choice model. Oper. Res. 60(4):965-...
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作者：Ata, Baris; Belloni, Alexandre; Candogan, Ozan
作者单位：University of Chicago; Duke University
摘要：We consider a platform that serves (observable) agents, who belong to a larger network that also includes additional agents who are not served by the platform. We refer to the latter group of agents as latent agents. Associated with each agent are the agent's covariate and outcome. The platform has access to past covariates and outcomes of the observable agents, but no data for the latent agents is available to the platform. Crucially, the agents influence each other's outcome through a certai...
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作者：Acemoglu, Daron; Makhdoumi, Ali; Malekian, Azarakhsh; Ozdaglar, Asuman
作者单位：Massachusetts Institute of Technology (MIT); Duke University; University of Toronto; Massachusetts Institute of Technology (MIT)
摘要：We study the effects of testing policy on voluntary social distancing and the spread of an infection. Agents decide their social activity level, which determines a social network over which the virus spreads. Testing enables the isolation of infected individuals, slowing down the infection. However, greater testing also reduces voluntary social distancing or increases social activity, exacerbating the spread of the virus. We show that the effect of testing on infections is nonmonotone. This no...
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作者：Bimpikis, Kostas; Morgenstern, Ilan; Saban, Daniela
作者单位：Stanford University
摘要：We explore the welfare implications of data-tracking technologies that enable firms to collect consumer data and use it for price discrimination. The model we develop centers around two features: competition between firms and consumers' level of sophistication. Our baseline environment features a firm that can collect information about the consumers it transacts with in a duopoly market, which it can then use in a second, monopoly market. We characterize and compare the equilibrium outcomes in...
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作者：Li, Yongchun; Xie, Weijun
摘要：This paper studies a classic maximum entropy sampling problem (MESP), which aims to select the most informative principal submatrix of a prespecified size from a covariance matrix. By investigating its Lagrangian dual and primal characterization, we derive a novel convex integer program for MESP and show that its continuous relaxation yields a near-optimal solution. The results motivate us to develop a sampling algorithm and derive its approximation bound for MESP, which improves the best know...
