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作者：Ouyang, Huiyin; Argon, Nilay Tanik; Ziya, Serhan
作者单位：University of Hong Kong; University of North Carolina; University of North Carolina Chapel Hill
摘要：The objective of this paper is to use mathematical modeling and analysis to develop insights into and policies for making bed allocation decisions in an intensive care unit (ICU) of a hospital during periods when patient demand is high. We first develop a stylized mathematical model in which patients' health conditions change over time according to a Markov chain. In this model, each patient is in one of two possible health stages, one representing the critical and the other representing the h...
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作者：Atamturk, Alper; Gomez, Andres
作者单位：University of California System; University of California Berkeley; University of Southern California
摘要：We describe strong convex valid inequalities for conic quadratic mixed 0-1 optimization. These inequalities can be utilized for solving numerous practical nonlinear discrete optimization problems from value-at-risk minimization to queueing system design, from robust interdiction to assortment optimization through appropriate conic quadratic mixed 0-1 relaxations. The inequalities exploit the submodularity of the binary restrictions and are based on the polymatroid inequalities over binaries fo...
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作者：Candogan, Ozan; Drakopoulos, Kimon
作者单位：University of Chicago; University of Southern California
摘要：This paper studies information design in social networks. We consider a setting, where agents' actions exhibit positive local network externalities. There is uncertainty about the underlying state of the world, which impacts agents' payoffs. The platform can commit to a signaling mechanism that sends informative signals to agents upon realization of this uncertainty, thereby influencing their actions. Although this abstract setting has many applications, we discuss our results in the context o...
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作者：Braverman, Anton; Gurvich, Itai; Huang, Junfei
作者单位：Northwestern University; Chinese University of Hong Kong
摘要：We introduce a framework for approximate dynamic programming that we apply to discrete-time chains on Z(+)(d) with countable action sets. The framework is grounded in the approximation of the (controlled) chain's generator by that of another Markov process. In simple terms, our approach stipulates applying a second-order Taylor expansion to the value function, replacing the Bellman equation with one in continuous space and time in which the transition matrix is reduced to its first and second ...
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作者：Kwon, H. Dharma
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：We consider a stochastic game of contribution to the common good in which the players have continuous control over the degree of contribution, and we examine the gradualism arising from the free rider effect. This game belongs to the class of variable concession games that generalize wars of attrition. Previously known examples of variable concession games in the literature yield equilibria characterized by singular control strategies without any delay of concession. However, these no-delay eq...
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作者：Malladi, Vishwakant; Mendoza-Arriaga, Rafael; Tompaidis, Stathis
作者单位：Indian School of Business (ISB); University of Texas System; University of Texas Austin
摘要：We propose a framework to model dependence of outages of electric power plants. Our framework allows for common factors, such as weather events and fuel shortages, to drive outages. We calibrate our model for power plants in the Electric Reliability Council of Texas and the Western Electricity Coordinating Council regions using a unique data set of actual outages from the North American Electric Reliability Corporation. We find strong evidence of dependence in power plant outages based on the ...
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作者：Blum, Avrim; Dickerson, John P.; Haghtalab, Nika; Procaccia, Ariel D.; Sandholm, Tuomas; Sharma, Ankit
作者单位：Toyota Technological Institute - Chicago; University System of Maryland; University of Maryland College Park; Microsoft; Carnegie Mellon University; Carnegie Mellon University
摘要：We study the stochastic matching problem with the goal of finding a maximum matching in a graph whose edges are unknown but can be accessed via queries. This is a special case of stochastic k-cycle packing, in which the problem is to find a maximum packing of cycles, each of which exists with some probability. We provide polynomial-time adaptive and nonadaptive algorithms that provably yield a near-optimal solution, using a number of edge queries that is linear in the number of vertices. We ar...
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作者：Cai, Desmond; Agarwal, Anish; Wierman, Adam
作者单位：California Institute of Technology; California Institute of Technology; California Institute of Technology; California Institute of Technology
摘要：Motivated by electricity markets, this paper studies the impact of forward contracting in situations where firms have capacity constraints and heterogeneous production lead times. We consider a model with two types of firms-leaders and followers-that choose production at two different times. Followers choose productions in the second stage but can sell forward contracts in the first stage. Our main result is an explicit characterization of the equilibrium outcomes. Classic results on forward c...
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作者：Bagaria, Vivek; Ding, Jian; Tse, David; Wu, Yihong; Xu, Jiaming
作者单位：Stanford University; University of Pennsylvania; Yale University; Duke University
摘要：We introduce the problem of hidden Hamiltonian cycle recovery, where there is an unknown Hamiltonian cycle in an n-vertex complete graph that needs to be inferred from noisy edge measurements. The measurements are independent and distributed according to P-n for edges in the cycle and Q(n) otherwise. This formulation is motivated by a problem in genome assembly, where the goal is to order a set of contigs (genome subsequences) according to their positions on the genome using long-range linking...
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作者：Saghafian, Soroush; Hopp, Wallace
作者单位：Harvard University; University of Michigan System; University of Michigan
摘要：Public reporting of medical treatment outcomes is being widely adopted by policymakers in an effort to increase quality transparency and improve alignment between patient choices and provider capabilities. We examine the soundness of this approach by studying the effects of quality transparency on patient choices, hospital investments, societal outcomes (e.g., patients' social welfare and inequality), and the healthcare market structure (e.g., medical or geographical specialization). Our resul...
