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• Data-Driven Robust Resource Allocation with Monotonic Cost Functions AI翻译
  作者：Chen, Ye; Markovic, Nikola; Ryzhov, Ilya O.; Schonfeld, Paul
  作者单位：Virginia Commonwealth University; Utah System of Higher Education; University of Utah; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park
  摘要：We consider two-stage planning problems (arising, e.g., in city logistics) in which a resource is first divided among a set of independent regions and then costs are incurred based on the allocation to each region. Costs are assumed to be decreasing in the quantity of the resource, but their precise values are unknown, for example, if they represent difficult expected values. We develop a new data-driven uncertainty model for monotonic cost functions, which can be used in conjunction with robu...
• Computing Constrained Shortest-Paths at Scale AI翻译
  作者：Vera, Alberto; Banerjee, Siddhartha; Samaranayake, Samitha
  作者单位：Cornell University; Cornell University; Cornell University
  摘要：Motivated by the needs of modern transportation service platforms, we study the problem of computing constrained shortest paths (CSP) at scale via preprocessing techniques. Our work makes two contributions in this regard: 1) We propose a scalable algorithm for CSP queries and show how its performance can be parametrized in terms of a new network primitive, the constrained highway dimension. This development extends recent work that established the highway dimension as the appropriate primitive...
• On the Profitability of Selfish Blockchain Mining Under Consideration of Ruin AI翻译
  作者：Albrecher, Hansjoerg; Goffard, Pierre-Olivier
  作者单位：University of Lausanne; Swiss Finance Institute (SFI); Universite Claude Bernard Lyon 1
  摘要：Mining blocks on a blockchain equipped with a proof of work consensus protocol is well known to be resource consuming. A miner bears the operational cost, mainly electricity consumption and IT gear, of mining and is compensated by a capital gain when a block is discovered. This paper aims at quantifying the profitability of mining when the possible event of ruin is also considered. This is done by formulating a tractable stochastic model and using tools from applied probability and analysis, i...
• Adversarial Patrolling in a Uniform AI翻译
  作者：Alpern, Steve; Chleboun, Paul; Katsikas, Stamatios; Lin, Kyle Y.
  作者单位：University of Warwick; University of Warwick; University of Warwick; University of St Andrews; United States Department of Defense; United States Navy; Naval Postgraduate School
  摘要：Patrolling games were introduced by Alpern, Morton, and Papadaki in 2011 to model the adversarial problem where a mobile Patroller can thwart an attack at some location only by visiting it during the attack period, which has a prescribed integer duration. In this note, we modify the problem by allowing the Attacker to go to his planned attack location early and observe the presence or the absence there of the Patroller (who wears a uniform). To avoid being too predictable, the Patroller may so...
• Optimal Genetic Screening for Cystic Fibrosis AI翻译
  作者：El Hajj, Hussein; Bish, Douglas R.; Bish, Ebru K.
  作者单位：Virginia Polytechnic Institute & State University; University of Alabama System; University of Alabama Tuscaloosa
  摘要：Cystic fibrosis (CF) is a life-threatening genetic disorder. Early treatment of CF-positive newborns can extend life span, improve quality of life, and reduce healthcare expenditures. As a result, newborns are screened for CF throughout the United States. Genetic testing is costly; therefore, CF screening processes start with a relatively inexpensive but not highly accurate biomarker test. Newborns with elevated biomarker levels are further screened via genetic testing for a panel of variants ...
• Optimal Market-Integration Decisions by Policymakers: Modeling and Analysis of Agriculture Market Data AI翻译
  作者：Gupta, Shivam; Bansal, Saurabh
  作者单位：University of Nebraska System; University of Nebraska Lincoln; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
  摘要：Policymakers often seek to integrate markets as a way to maximize social welfare. Prior research has examined the effect of market integration on social welfare (surplus) only at two extremes-when the markets are fully integrated and when they are fully isolated. But there is scarce information available for (i) how large the social surplus is at intermediate levels of market integration and (ii) whether social surplus is maximized when markets are fully integrated, fully isolated, or partiall...
• Robustness in the Optimization of Risk Measures AI翻译
  作者：Embrechts, Paul; Schied, Alexander; Wang, Ruodu
  作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Waterloo
  摘要：We study issues of robustness in the context of Quantitative Risk Management and Optimization. We develop a general methodology for determining whether a given risk-measurement-related optimization problem is robust, which we call robustness against optimization. The new notion is studied for various classes of risk measures and expected utility and loss functions. Motivated by practical issues from financial regulation, special attention is given to the two most widely used risk measures in t...
• 1.79-Approximation Algorithms for Continuous Review Single-Sourcing Lost-Sales and Dual-Sourcing Inventory Models AI翻译
  作者：Xin, Linwei
  作者单位：University of Chicago
  摘要：Stochastic inventory systems with lead times are often challenging to optimize, including single-sourcing lost-sales and dual-sourcing inventory systems. Recent numerical results suggest that capped policies demonstrate superior performance over existing heuristics. However, the superior performance lacks a theoretical foundation, and why such policies generally perform so well remains a major open question. In this paper, we provide a theoretical foundation for this phenomenon in two classica...
• Fair Resource Allocation in a Volatile Marketplace AI翻译
  作者：Bateni, MohammadHossein; Chen, Yiwei; Ciocan, Dragos Florin; Mirrokni, Vahab
  作者单位：Alphabet Inc.; Google Incorporated; Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University; INSEAD Business School
  摘要：We consider a setting where a platform dynamically allocates a collection of goods that arrive to the platform in an online fashion to budgeted buyers, as exemplified by online advertising systems where platforms decide which impressions to serve to various advertisers. Such dynamic resource allocation problems are challenging for two reasons. (a) The platform must strike a balance between optimizing the advertiser's own revenues and guaranteeing fairness to the advertiser's (repeat) buyers, a...
• Detecting Bots and Assessing Their Impact in Social Networks AI翻译
  作者：des Mesnards, Nicolas Guenon; Hunter, David Scott; el Hjouji, Zakaria; Zaman, Tauhid
  作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Yale University
  摘要：Online social networks are often subject to influence campaigns by malicious ac-tors through the use of automated accounts known as bots. We consider the problem of detecting bots in online social networks and assessing their impact on the opinions of indi-viduals. We begin by analyzing the behavior of bots in social networks and identify that they exhibit heterophily, meaning that they interact with humans more than other bots. We use this property to develop a detection algorithm based on th...