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作者:Shapiro, Alexander; Cheng, Yi
作者单位:University System of Georgia; Georgia Institute of Technology
摘要:In this paper, we discuss construction of the dual of a periodical formulation of infinite-horizon linear stochastic programs with a discount factor. The dual problem is used for computing a deterministic upper bound for the optimal value of the considered multistage stochastic program. Numerical experiments demonstrate behavior of that upper bound, especially when the discount factor is close to one.
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作者:Hall, Georgina; Massoulie, Laurent
作者单位:INSEAD Business School; Inria
摘要:In this paper, we consider the graph alignment problem, which is the problem of recovering, given two graphs, a one-to-one mapping between nodes that maximizes edge overlap. This problem can be viewed as a noisy version of the well-known graph isomorphism problem and appears in many applications, including social network deanonymization and cellular biology. Our focus here is on partial recovery; that is, we look for a one-to-one mapping that is correct on a fraction of the nodes of the graph ...
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作者:Fontaine, Pirmin; Minner, Stefan
作者单位:Technical University of Munich; Technical University of Munich
摘要:The number of shipped parcels is continuously growing and e-commerce retailers and logistics service providers are seeking to improve logistics, particularly lastmile delivery. Since unused transportation space is a major problem in parcel distribution, one option is to improve the selection of the right parcel size for an order and the optimal packing pattern, which is known as the three-dimensional bin packing problem (3D-BPP). Further, the available portfolio of parcel types significantly i...
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作者:Bertsimas, Dimitris; Delarue, Arthur
作者单位:Massachusetts Institute of Technology (MIT); University System of Georgia; Georgia Institute of Technology
摘要:Getting students to the right school at the right time can pose a challenge for school districts in the United States, which must balance educational objectives with operational ones, often on a shoestring budget. Examples of such operational challenges include deciding which students should attend, how they should travel to school, and what time classes should start. Froman optimizer's perspective, these decision problems are difficult to solve in isolation, and present a formidable challenge...
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作者:Shi, Yun; Hall, Nicholas G.; Cui, Xiangyu
作者单位:East China Normal University; East China Normal University; University System of Ohio; Ohio State University; Shanghai University of Finance & Economics; Shanghai Institute of International Finance & Economics
摘要:Project management is responsible for almost 30% of the world's economic activity, with an annual value of $27 trillion. Traditionally, the frequent late delivery of projects is attributed to Parkinson's Law, which incorporates laziness, procrastination, and self-protection against reduced deadlines in the future. Incentive schemes are widely designed and implemented to eliminate Parkinson's Law. Yet many projects are nonetheless delivered late. To explain this, we show computationally that a ...
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作者:Ata, Baris; Barjesteh, Nasser
作者单位:University of Chicago; University of Toronto
摘要:We consider a make-to-stock manufacturing system selling multiple products to price-sensitive customers. The system manager seeks to maximize the long-run average profit by making dynamic pricing, outsourcing, and scheduling decisions. First, she adjusts prices dynamically depending on the systemstate. Second, when the backlog ofwork is judged to be excessive, she may outsource new orders, thereby incurring outsourcing costs. Third, she decides dynamically which product to prioritize in the ma...
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作者:Jiang, Jiashuo; Wang, Shixin; Zhang, Jiawei
作者单位:Hong Kong University of Science & Technology; Chinese University of Hong Kong; New York University
摘要:Resource pooling is a fundamental concept that has many applications in operations management for reducing and hedging uncertainty. An important problem in resource pooling is to decide (1) the capacity level of pooled resources in anticipation of randomdemand ofmultiple customers and (2) how the capacity should be allocated to fulfill customer demands after demand realization. In this paper, we present a general framework to study this two-stage problem when customers require individual and p...
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作者:Cui, Zheng; Long, Daniel Zhuoyu; Qi, Jin; Zhang, Lianmin
作者单位:Zhejiang University; Chinese University of Hong Kong; Hong Kong University of Science & Technology; Nanjing University; Shenzhen Research Institute of Big Data
摘要:We study an uncertain inventory routing problem with a finite horizon. The supplier acts as a central planner who determines the replenishment quantities and also, the delivery times and routes to all retailers. We allow ambiguity in the probability distribution of each retailer's uncertain demand. Adopting a service-level viewpoint, we minimize the risk of uncertain inventory levels violating a prespecified acceptable range. We quantify that risk using a novel decision criterion, the service ...
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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:Srivastava, Prateek R.; Sarkar, Purnamrita; Hanasusanto, Grani A.
作者单位:University of Texas System; University of Texas Austin; University of Texas System; University of Texas Austin; University of Texas System; University of Texas Austin
摘要:We consider the problem of clustering data sets in the presence of arbitrary outliers. Traditional clustering algorithms such as k-means and spectral clustering are known to perform poorly for data sets contaminated with even a small number of outliers. In this paper, we develop a provably robust spectral clustering algorithm that applies a simple rounding scheme to denoise a Gaussian kernel matrix built from the data points and uses vanilla spectral clustering to recover the cluster labels of...