2期

最新文章

• Stochastic Knapsack Revisited: The Service Level Perspective AI翻译
  作者：Lyu, Guodong; Chou, Mabel C.; Teo, Chung-Piaw; Zheng, Zhichao; Zhong, Yuanguang
  作者单位：National University of Singapore; National University of Singapore; Singapore Management University; South China University of Technology
  摘要：A key challenge in the resource allocation problem is to find near-optimal policies to serve different customers with random demands/revenues, using a fixed pool of capacity (properly configured). In this paper, we study the properties of three classes of allocation policies-responsive (with perfect hindsight), adaptive (with information updates), and anticipative (with forecast information) policies. These policies differ in how the information on actual demand and revenue of each customer is...
• Optimal Pricing Under Multiple-Discrete Customer Choices and Diminishing Return of Consumption AI翻译
  作者：Huh, Woonghee Tim; Li, Hongmin
  作者单位：University of British Columbia; Arizona State University; Arizona State University-Tempe
  摘要：We consider a utility-based customer-choice model where the customer may purchase multiple products and even possibly multiple units of each product. We show that the set of products with strictly positive optimal consumption quantities is one of the ordered sets based on product prices and certain model parameters. We study the firm's optimal pricing problem and present how to find the optimal prices. We show that the optimal solution exhibits a property that the set of products that induces ...
• Capacitated Assortment Optimization: Hardness and Approximation AI翻译
  作者：Desir, Antoine; Goyal, Vineet; Zhang, Jiawei
  作者单位：INSEAD Business School; Columbia University; New York University
  摘要：Assortment optimization is an important problem that arises in many practical applications such as retailing and online advertising. In this problem, the goal is to select a subset of items that maximizes the expected revenue in the presence of (1) the substitution behavior of consumers specified by a choice model, and (2) a potential capacity constraint bounding the total weight of items in the assortment. The latter is a natural constraint arising in many applications. We begin by showing ho...
• The Gap Function: Evaluating Integer Programming Models over Multiple Right-Hand Sides AI翻译
  作者：Ajayi, Temitayo; Thomas, Christopher; Schaefer, Andrew J.
  作者单位：Rice University
  摘要：For an integer programming model with fixed data, the linear programming relaxation gap is considered one of the most important measures of model quality. There is no consensus, however, on appropriate measures of model quality that account for data variation. In particular, when the right-hand side is not known exactly, one must assess a model based on its behavior over many right-hand sides. Gap functions are the linear programming relaxation gaps parametrized by the right-hand side. Despite...
• Fluid Models of Parallel Service Systems Under FCFS AI翻译
  作者：Nov, Yuval; Weiss, Gideon; Zhang, Hanqin
  作者单位：University of Haifa; National University of Singapore
  摘要：We study deterministic fluid approximation models of parallel service systems with a fixed set of servers, operating under first come first served (FCFS) policy, when the service time distributions may depend on both the server and the customer type. We explore the relations between fluid models and the properties of stability, resource pooling, and matching rates. We find that stability and resource pooling are determined by the unique fluid model in two cases: when service rates are of produ...
• Variable and Constant Returns-to-Scale Production Technologies with Component Processes AI翻译
  作者：V. Podinovski, Victor
  作者单位：Loughborough University
  摘要：We consider nonparametric production technologies characterized by several component production processes and allow both component-specific and shared inputs and outputs. Each process uses its specific inputs and an unknown part of the shared inputs to produce its specific outputs and an unknown part of the shared outputs. For the described setting, we develop two new models of production technologies, under the assumptions of variable and constant returns to scale (VRS and CRS). These models ...
• Nonconvex Low-Rank Tensor Completion from Noisy Data AI翻译
  作者：Cai, Changxiao; Li, Gen; Poor, H. Vincent; Chen, Yuxin
  作者单位：Princeton University; Tsinghua University
  摘要：We study a noisy tensor completion problem of broad practical interest, namely, the reconstruction of a low-rank tensor from highly incomplete and randomly corrupted observations of its entries. Whereas a variety of prior work has been dedicated to this problem, prior algorithms either are computationally too expensive for large-scale applications or come with suboptimal statistical guarantees. Focusing on incoherent and well -conditioned tensors of a constant canonical polyadic rank, we propo...
• Spatial Capacity Planning AI翻译
  作者：Besbes, Omar; Castro, Francisco; Lobel, Ilan
  作者单位：Columbia University; University of California System; University of California Los Angeles; New York University
  摘要：We study the relationship between capacity and performance for a service firm with spatial operations, in the sense that requests arrive with origin-destination pairs. An example of such a system is a ride-hailing platform in which each customer arrives in the system with the need to travel from an origin to a destination. We propose a parsimonious representation of a spatial multiserver system through a state-dependent queueing model that captures spatial frictions as well as spatial economie...
• A Polynomial-Time Approximation Scheme for Sequential Batch Testing of Series Systems AI翻译
  作者：Segev, Danny; Shaposhnik, Yaron
  作者单位：Tel Aviv University; University of Rochester
  摘要：We study a recently introduced generalization of the classic sequential testing problem for series systems, consisting of multiple stochastic components. The conventional assumption in such settings is that the overall system state can be expressed as an AND function, defined with respect to the states of individual components. However, unlike the classic setting, rather than testing components separately, one after the other, we allow aggregating multiple tests to be conducted simultaneously,...
• Static Pricing: Universal Guarantees for Reusable Resources AI翻译
  作者：Besbes, Omar; Elmachtoub, N. Adam; Sun, Yunjie
  作者单位：Columbia University; Columbia University; Columbia University; Columbia University
  摘要：We consider a fundamental pricing model in which a fixed number of units of a reusable resource are used to serve customers. Customers arrive to the system according to a stochastic process and, upon arrival, decide whether to purchase the service, depending on their willingness to pay and the current price. The service time during which the resource is used by the customer is stochastic, and the firm may incur a service cost. This model represents various markets for reusable resources, such ...