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作者：Curtis, Frank E.; Molzahn, Daniel K.; Tu, Shenyinying; Wachter, Andreas; Wei, Ermin; Wonge, Elizabeth
作者单位：Lehigh University; University System of Georgia; Georgia Institute of Technology; Northwestern University; Northwestern University; University of California System; University of California San Diego
摘要：A decomposition algorithm for solving large-scale security-constrained AC optimal power flow problems is presented. The formulation considered is the one used in the Advanced Research Projects Agency-Energy Grid Optimization Competition, Challenge 1, held from November 2018 through October 2019. Algorithmic strategies are proposed for contingency selection, fast contingency evaluation, handling complementarity constraints, avoiding issues related to degeneracy, and exploiting parallelism. The ...
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作者：Ingolfsson, Armann; Mandelbaum, Avishai; Schultz, Kenneth; Yom-Tov, Galit B.
作者单位：University of Alberta; Technion Israel Institute of Technology
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作者：Chen, Ningyuan; Gao, Pin; Kou, Steven
作者单位：University of Toronto; The Chinese University of Hong Kong, Shenzhen; Shenzhen Institute of Artificial Intelligence & Robotics for Society; Boston University
摘要：The order protect rule (OPR) in the United States generally prohibits any trade through, that is, a market order that is not executed at the best possible price among fast (electronic and automated) trading venues. By deriving upper and lower bounds for the difference in the execution costs in a dynamic model, we find that, although trade-through allows for flexible trading strategies and may benefit the liquidity demander, the benefit is insignificant in most cases, especially for small trade...
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作者：He, Wei
作者单位：Chinese University of Hong Kong
摘要：We study a project assignment problem, where a principal needs to assign multiple projects to an agent. The agent is privately informed about the cost, which could be high or low. The agent's type evolves stochastically over time. We fully characterize the optimal mechanism via a sequence of deadlines and show that the presence of the capacity constraint reduces the principal's payoff and delays the assignment of projects. In particular, as the number of projects increases, the limit optimal c...
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作者：Benjaafar, Saif; Shen, Xiaobing
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：We consider the dynamic pricing problem that arises in the context of an on demand vehicle sharing system with one-way trips. Existing results show that a static pricing policy that arises from solving a maximum flow relaxation of the problem guarantees a performance ratio that is bounded by K/(N+ K-1) when travel times are negligible and by root ffiffififfi 1 O(1/ K ) otherwise, where K is the number of vehicles and N is the number of locations. In this paper, we build on these results by pro...
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作者：Liu, Jiayi; Diwas, K. C.
作者单位：Virginia Polytechnic Institute & State University; Emory University
摘要：Patient no-shows for scheduled medical appointments are of great concern for many healthcare providers. In this paper, we tackle the no-show problem by applying insights from behavioral science. Specifically, we nudge patients into arriving for their scheduled appointment using text reminders of their upcoming visit. We conduct a field experiment at an outpatient specialty clinic, where we add to the standard message an additional line of text that indicates a potentially long wait for the nex...
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作者：Lighta, Bar
作者单位：Microsoft
摘要：We study a pure-exchange incomplete-market economy with heterogeneous agents. In each period, the agents choose how much to save (i.e., invest in a risk-free bond), how much to consume, and which bundle of goods to consume while their endowments are fluctuating. We focus on a competitive stationary equilibrium (CSE) in which the wealth distribution is invariant, the agents maximize their expected discounted utility, and both the prices of consumption goods and the interest rate are market-clea...
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作者：Flamand, Tulay; Ghoniem, Ahmed; Maddah, Bacel
作者单位：Colorado School of Mines; University of Massachusetts System; University of Massachusetts Amherst; American University of Beirut
摘要：Given a store layout, product categories grouped into shelves, and historical sales data, we investigate how the allocation of product categories can be optimized in a fashion that guides in-store traffic and stimulates impulse buying. The latter constitutes an important shopping behavior that amounts to over 50% of the revenue in some retail settings. Considering a small-scale grocery store in Beirut, we analyze 40,000 customer receipts in order to relate in-store customer traffic to product ...
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作者：Cao, Junyu; Qi, Wei
作者单位：University of Texas System; University of Texas Austin; Tsinghua University
摘要：Urban open space emerges as a new territory to embrace retail innovations. Selling products in public spaces with wheeled stalls can potentially become ubiquitous in our future cities. Transition into such a stall economy paradigm is being spurred by the rapidly advancing self-driving technologies. Motivated by this transformation, this paper provides models, theory, and insights of spatial queueing systems, in which one server moves around to meet mobile customers/machines and in which the la...
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作者：Musalem, Andres; Olivares, Marcelo; Yung, Daniel
作者单位：Universidad de Chile
摘要：In many service industries, the speed of service and support by experienced employees are two major drivers of service quality. When demand for a service is variable and the staffing requirements cannot be adjusted quickly, choosing capacity levels requires making a tradeoff between service speed and operating costs, both of which depend on worker utilization. However, recent business models have enabled service systems to access a large pool of employees with flexible working hours that are c...
