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作者：Zhang, Haixiang; Zheng, Zeyu; Lavaei, Javad
作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要：We propose new sequential simulation???optimization algorithms for general convex optimization via simulation problems with high-dimensional discrete decision space. The performance of each choice of discrete decision variables is evaluated via stochastic simulation replications. If an upper bound on the overall level of uncertainties is known, our proposed simulation???optimization algorithms utilize the discrete convex structure and are guaranteed with high probability to find a solution tha...
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作者：Hochbaum, Dorit S.; Levin, Asaf; Rao, Xu
作者单位：Technion Israel Institute of Technology
摘要：Here, we study several variants of matching problems that arise in covariate balancing. Covariate balancing problems can be viewed as variants of matching, or b-matching, with global side constraints. We present here a comprehensive complexity study of the covariate balancing problems providing polynomial time algorithms, or a proof of NP-hardness. The polynomial time algorithms described are mostly combinatorial and rely on network flow techniques. In addition, we present several fixed-parame...
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作者：Chen, Xi; Wang, Yining
作者单位：New York University; University of Texas System; University of Texas Dallas
摘要：This paper studies a dynamic pricing problem undermodel misspecification. To characterize model misspecification, we adopt the epsilon-contamination model-the most fundamental model in robust statistics and machine learning. In particular, for a selling horizon of length T, the online epsilon-contamination model assumes that demands are realized according to a typical unknown demand function only for (1 - epsilon)T periods. For the rest of epsilon T periods, an outlier purchase can happen with...
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作者：Bertsimas, Dimitris; Mundru, Nishanth
作者单位：Massachusetts Institute of Technology (MIT)
摘要：We propose a novel, optimization-based method that takes into account the objective and problem structure for reducing the number of scenarios, m, needed for solving two-stage stochastic optimization problems. We develop a corresponding convex optimization-based algorithm and show that, as the number of scenarios increase, the proposed method recovers the SAA solution. We report computational results with both synthetic and real-world data sets that show that the proposed method has significan...
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作者：Chen, Gang; Gayon, Jean-Philippe; Lemaire, Pierre
作者单位：Guangzhou University; Universite Clermont Auvergne (UCA); Polytechnic Institute of Clermont Auvergne; Centre National de la Recherche Scientifique (CNRS); IMT - Institut Mines-Telecom; Mines Saint-Etienne; Communaute Universite Grenoble Alpes; Institut National Polytechnique de Grenoble; Universite Grenoble Alpes (UGA); Centre National de la Recherche Scientifique (CNRS)
摘要：We consider a stochastic scheduling problem in clearing systems with two types of jobs, each characterized by a general service time distribution, an exponentially distributed lifetime, and a reward. A job abandons the system if its waiting time in the queue is larger than its lifetime. Preemption is not allowed. The objective is to maximize the total expected reward. When service times are homogeneous, we provide a set of necessary and sufficient conditions for the optimality of a strict prio...
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作者：de Ruiter, Frans J. C. T.; Zhen, Jianzhe; den Hertog, Dick
作者单位：Wageningen University & Research; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Amsterdam
摘要：Adjustable robust minimization problems where the objective or constraints depend in a convex way on the adjustable variables are generally difficult to solve. In this paper, we reformulate the original adjustable robust nonlinear problem with a polyhedral uncertainty set into an equivalent adjustable robust linear problem, for which all existing approaches for adjustable robust linear problems can be used. The reformulation is obtained by first dualizing over the adjustable variables and then...
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作者：Goyal, Vineet; Grand-Clement, Julien
作者单位：Columbia University
摘要：Markov decision processes (MDPs) are used to model stochastic systems in many applications. Several efficient algorithms to compute optimal policies have been studied in the literature, including value iteration (VI) and policy iteration. However, these do not scale well, especially when the discount factor for the infinite horizon discounted reward, lambda, gets close to one. In particular, the running time scales as O (1=(1 - lambda)) for these algorithms. In this paper, our goal is to desig...
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作者：Behnezhad, Soheil; Dehghani, Sina; Derakhshan, Mahsa; Hajiaghayi, Mohammedtaghi; Seddighin, Saeed
作者单位：University System of Maryland; University of Maryland College Park
摘要：In the Colonel Blotto game, which was initially introduced by Borel in 1921, two colonels simultaneously distribute their troops across different battlefields. The winner of each battlefield is determined independently by a winner-takes-all rule. The ultimate payoff for each colonel is the number of battlefields won. The Colonel Blotto game is commonly used for analyzing a wide range of applications from the U.S. Presidential election to innovative technology competitions to advertising, sport...
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作者：Gallino, Santiago; Karacaoglu, Nil; Moreno, Antonio
作者单位：University of Pennsylvania; University System of Ohio; Ohio State University; Harvard University
摘要：The impact of delays has been widely studied in various offline services. The focus of this study is online services, andwe explore the impact of in-process delays-measured by website speed-on customer behavior. We leverage novel retail and website speed data to investigate how delays impact online sales and how customer sensitivity to in-process delays varies across the different stages of a customer's shopping journey. We estimate sizable adverse effects of website slowdowns on online sales....
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作者：Wang, Zhongbin; Yang, Luyi; Cui, Shiliang; Ulku, Sezer; Zhou, Yong-Pin
作者单位：Tianjin University; University of California System; University of California Berkeley; Georgetown University; University of Washington; University of Washington Seattle
摘要：In customer-intensive services where service quality increases with service time, service providers commonly pool their agents and give performance bonuses that reward agents for achieving greater customer satisfaction and serving more customers. Conventional wisdom suggests that pooling agents reduce customer wait time while performance bonuses motivate agents to produce high-quality service, both of which should boost customer satisfaction. However, our queueing-game-theoretic analysis revea...
