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作者：Rostami, Borzou; Errico, Fausto; Lodi, Andrea
作者单位：Wilfrid Laurier University; Universite de Montreal; Polytechnique Montreal; University of Quebec; Ecole de Technologie Superieure - Canada; Cornell University
摘要：In this paper, we propose a general modeling and solving framework for a large class of binary quadratic programs subject to variable partitioning constraints. Problems in this class have a wide range of applications as many binary quadratic programs with linear constraints can be represented in this form. By exploiting the structure of the partitioning constraints, we propose mixed-integer nonlinear programming (MINLP) and mixedinteger linear programming (MILP) reformulations and show the rel...
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作者：Garg, Jugal; Vegh, Laszlo A.
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University of London; London School Economics & Political Science
摘要：We present a strongly polynomial algorithm for computing an equilibrium in Arrow-Debreu exchange markets with linear utilities. Our algorithm is based on a variant of the weakly polynomial Duan-Mehlhorn (DM) algorithm. We use the DMalgorithm as a subroutine to identify revealed edges-that is, pairs of agents and goods that must correspond to the best bang-per-buck transactions in every equilibrium solution. Every time a new revealed edge is found, we use another subroutine that decides if ther...
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作者：Nakahira, Yorie; Ferragut, Andres; Wierman, Adam
作者单位：Carnegie Mellon University; University ORT Uruguay; California Institute of Technology
摘要：Many modern schedulers can dynamically adjust their service capacity to match the incoming workload. At the same time, however, unpredictability and instability in service capacity often incur operational and infrastructural costs. In this paper, we seek to characterize optimal distributed algorithms that maximize the predictability, stability, or both when scheduling jobs with deadlines. Specifically, we show that Exact Scheduling minimizes both the stationary mean and variance of the service...
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作者：Hmedi, Hassan; Arapostathis, Ari; Pang, Guodong
作者单位：University of Texas System; University of Texas Austin; Rice University
摘要：We introduce a system-wide safety staffing (SWSS) parameter for multiclass multipool networks of any tree topology, Markovian or non-Markovian, in the Halfin-Whitt regime. This parameter can be regarded as the optimal reallocation of the capacity fluctuations (positive or negative) of order root n when each server pool uses a square-root staffing rule. We provide an explicit formof the SWSS as a function of the systemparameters, which is derived using a graph theoretic approach based on Gaussi...
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作者：Liu, Junyi; Pang, Jong-Shi
作者单位：Tsinghua University; University of Southern California
摘要：This paper proposes the use of a variant of the conditional value-at-risk (CVaR) risk measure, called the interval conditional value-at-risk (In-CVaR), for the treatment of outliers in statistical learning by excluding the risks associated with the left and right tails of the loss. The risk-based robust learning task is to minimize the In-CVaR risk measure of a random functional that is the composite of a piecewise affine loss function with a potentially nonsmooth difference-of-convex statisti...
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作者：Varma, Sushil Mahavir; Bumpensanti, Pornpawee; Maguluri, Siva Theja; Wang, He
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：Motivated by applications from gig economy and online marketplaces, we study a two-sided queueing system under joint pricing and matching controls. The queueing systemismodeled by a bipartite graph, where the vertices represent customer or server types and the edges represent compatible customer-server pairs. Both customers and servers sequentially arrive to the system and join separate queues according to their types. The arrival rates of different types depend on the prices set by the system...
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作者：Long, Daniel Zhuoyu; Sim, Melvyn; Zhou, Minglong
作者单位：Chinese University of Hong Kong; National University of Singapore; Fudan University
摘要：We present a general framework for robust satisficing that favors solutions for which a risk-aware objective function would best attain an acceptable target even when the actual probability distribution deviates from the empirical distribution. The satisficing decision maker specifies an acceptable target, or loss of optimality compared with the empirical optimization model, as a trade-off for the model's ability to withstand greater uncertainty. We axiomatize the decision criterion associated...
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作者：Lim, Eunji; Glynn, Peter W.
作者单位：Adelphi University; Stanford University
摘要：This paper is concerned with the use of simulation in computing predictors in settings in which real-world observations are collected. A major challenge is that the state description underlying the simulation will typically include information that is not observed in the real system. This makes it challenging to initialize simulations that are aligned with the most recent observation collected in the real-world system, especially when the simulation does not visit the most recently observed va...
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作者：Loehndorf, Nils; Wozabalb, David
作者单位：University of Luxembourg; Technical University of Munich
摘要：We consider the problem of a storage owner who trades in a multisettlement electricity market comprising an auction-based day-ahead market and a continuous intraday market. We show in a stylized model that a coordinated policy that reserves capacity for the intraday market is optimal and that the gap to a sequential policy increases with intraday price volatility and market liquidity. To assess the value of coordination in a realistic setting, we develop amultistage stochastic programfor day-a...
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作者：Xie, Jingui; Loke, Gar Goei; Sim, Melvyn; Lam, Shao Wei
作者单位：Technical University of Munich; Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; National University of Singapore
摘要：Bed shortages in hospitals usually have a negative impact on patient satisfaction and medical outcomes. In practice, healthcare managers often use bed occupancy rates (BORs) as a metric to understand bed utilization, which is insufficient in capturing the risk of bed shortages. We propose the bed shortage index (BSI) to capture more facets of bed shortage risk than traditional metrics such as the occupancy rate, the probability of shortages, and expected shortages. The BSI is based on the risk...
