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作者:Chen, Xi; Miao, Sentao; Wang, Yining
作者单位:New York University; McGill University; University of Texas System; University of Texas Dallas
摘要:In recent decades, the advance of information technology and abundant personal data facilitate the application of algorithmic personalized pricing. However, this leads to the growing concern of potential violation of privacy because of adversarial attack. To address the privacy issue, this paper studies a dynamic personalized pricing problem with unknown nonparametric demand models under data privacy protection. Two concepts of data privacy, which have been widely applied in practices, are int...
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作者:Goyal, Vineet; Udwani, Rajan
作者单位:Columbia University; University of California System; University of California Berkeley
摘要:The problem of online matching with stochastic rewards is a generalization of the online bipartitematching problemwhere each edge has a probability of success. When a match is made it succeeds with the probability of the corresponding edge. We consider the more general vertex-weighted version of the problem and give two new results. First, we show that a natural generalization of the perturbed-greedy algorithm is (1 - 1/e) competitive when probabilities decompose as a product of two factors, o...
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作者:Lam, Henry; Zhang, Xinyu; Zhang, Xuhui
作者单位:Columbia University; Stanford University
摘要:Biased stochastic estimators, such as finite differences for noisy gradient estimation, often contain parameters that need to be properly chosen to balance impacts from the bias and the variance. Although the optimal order of these parameters in terms of the simulation budget can be readily established, the precise best values depend on model characteristics that are typically unknown in advance. We introduce a framework to construct new classes of estimators based on judicious combinations of...
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作者:Swamy, Rahul; King, Douglas M.; Jacobson, Sheldon H.
作者单位:University of Illinois System; University of Illinois Urbana-Champaign; University of Illinois System; University of Illinois Urbana-Champaign
摘要:Political districting in the United States is a decennial process of redrawing the boundaries of congressional and state legislative districts. The notion of fairness in political districting has been an important topic of subjective debate, with district plans affecting a wide range of stakeholders, including the voters, candidates, and political parties. Even though districting as an optimization problem has been well studied, existing models primarily rely on nonpolitical fairness measures ...
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作者:Niewoehner, Robert J., III; Diwas, K. C.; Staats, Bradley
作者单位:Indiana University System; Indiana University Bloomington; IU Kelley School of Business; Emory University; University of North Carolina; University of North Carolina Chapel Hill
摘要:Patient demand for emergency medical services continues to rise from all-time highs. Physicians generally respond to the rising demand by increasing the level of multitasking. What leads emergency department (ED) physicians to select which patients, and how many patients, to treat? Queuing models frequently assume individual servers operate independently of other servers. In contrast, we consider how familiarity between peer physicians affects patient selection and the chosen multitasking leve...
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作者:Feizi, Arshya; Carson, Anita; Jaeker, Jillian Berry; Baker, William Evan
作者单位:Harvard University; Boston University; University of Vermont; University of Vermont Medical Center
摘要:We study the behavior of batching by discretionary workers in the first stage of a two-stage queuing system and explore the trade-off it causes between their productivity and second stage wait times. Specifically, we focus on the behavior of batching admissions by emergency department (ED) physicians. Using data from a large hospital, we show that the probability of batching admissions is increasing in the hour of an ED physician's shift, and that batched patients experience a 4.7% longer dela...
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作者:Ashlagi, Itai; Daskalakis, Constantinos; Haghpanah, Nima
作者单位:Stanford University; Massachusetts Institute of Technology (MIT); Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要:We study optimal mechanisms for selling multiple products to a buyer who learns her values for those products sequentially. A mechanism may use static prices or adjust them over time, and it may sell the products separately or as bundles. We study mechanisms that provide the buyer a nonnegative ex post utility. We show that there exists an optimal mechanism that determines the allocation of each product as soon as the buyer learns her value for that product. This observation allows us to solve...
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作者:Timonina-Farkas, Anna; Seifert, Ralf W.
作者单位:Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; International Institute for Management Development (IMD)
摘要:Internet ranking algorithms play a crucial role in information technologies and numerical analysis due to their efficiency in high dimensions and wide range of possible applications, including scientometrics and systemic risk in finance (SinkRank, DebtRank, etc.). The traditional approach to internet ranking goes back to the seminal work of Sergey Brin and Larry Page, who developed the initial method PageRank (PR) in order to rank websites in search engine results. Recent works have studied ro...
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作者:Han, Eojin; Bandi, Chaithanya; Nohadani, Omid
作者单位:Southern Methodist University; National University of Singapore
摘要:In many real applications, practitioners prefer policies that are interpretable and easy to implement. This tendency is magnified in sequential decision-making settings. In this paper, we leverage the concept of finite adaptability to construct policies for two-stage optimization problems. More specifically, we focus on the general setting of distributional uncertainties affecting the right-hand sides of constraints, because in a broad range of applications, uncertainties do not affect the obj...
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作者:Salemi, Hosseinali; Davarnia, Danial
作者单位:Iowa State University
摘要:Over the past decade, decision diagrams (DDs) have been used to model and solve integer programming and combinatorial optimization problems. Despite successful performance of DDs in solving various discrete optimization problems, their extension to model mixed-integer programs (MIPs), such as those appearing in energy applications, is lacking. More broadly, the question of which problem structures admit a DD representation is still open in the DD community. In this paper, we address this quest...