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作者：Alizamir, Saed; de Vericourt, Francis; Sun, Peng
作者单位：Yale University; European School of Management & Technology; Duke University
摘要：Arrow et al. [Arrow K, Blackwell D, Girshick M (1949) Bayes and minimax solutions of sequential decision problems. Econometrica 17(3/4):213-244.] introduced the first sequential search problem where at each stage the options available are to stop and take a definite action or to continue sampling for more information. We study how time pressure in the form of task accumulation may affect this decision problem. To that end, we consider a search problem where the decisionmaker (DM) faces a strea...
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作者：Thanh Nguyen; Vohra, Rakesh
作者单位：Purdue University System; Purdue University; University of Pennsylvania
摘要：The problem of finding stable matches that meet distributional concerns is usually formulated by imposing side constraints whose right-hand sides are absolute numbers specified before the preferences or number of agents on the proposing side are known. In many cases, it is more natural to express the relevant constraints as proportions. We treat such constraints as soft but provide ex post guarantees on how well the constraints are satisfied while preserving stability. Our technique requires a...
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作者：Adelman, Daniel; Uckun, Canan
作者单位：University of Chicago; University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要：With the rapid growth in residential smart meters across the United States in recent years, most homes in the United States will soon be capable of moving to time-varying prices for electricity. We develop a methodology for studying the welfare impacts of different pricing strategies on an electricity market when homes deploy smart, price-responsive appliances with forward-looking capabilities. Without assuming any functional form for dynamic prices, we show conditions under which asymptotical...
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作者：Bavafa, Hessam; Leys, Charles M.; Ormeci, Lerzan; Savin, Sergei
作者单位：University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison; Koc University; University of Pennsylvania
摘要：We consider the problem of allocating daily hospital service capacity among several types of elective surgical procedures in the presence of random numbers of urgent procedures described by arbitrary finite support distributions. Our focus is on the interaction between two major constraining hospital resources: operating room (OR) and recovery bed capacity. In our model, each type of surgical procedure has an associated revenue, stochastic procedure duration, and stochastic length of stay (LOS...
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作者：Hu, Jian; Li, Junxuan; Mehrotra, Sanjay
作者单位：University of Michigan System; University of Michigan Dearborn; University System of Georgia; Georgia Institute of Technology; Northwestern University
摘要：We consider a retailer's problem of optimally pricing a product and making order quantity decisions without knowing the function specifying price-demand relationship. We assume that the price is set only once after collecting data, possibly from history or a market study, and that the price-demand relationship is a decreasing convex or concave function. Different from the classic approach that fits a function to the price-demand data, we propose and study a maximin framework introducing a nove...
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作者：Lamorgese, Leonardo; Mannino, Carlo
作者单位：SINTEF; University of Oslo
摘要：A central problem in traffic management is that of scheduling the movements of vehicles so as to minimize the cost of the schedule. It arises in important applications such as train timetabling, rescheduling, delay and disruption management, airplane surface routing, runway scheduling, air-traffic control, and more. This problem can be modeled as a job-shop scheduling problem. We introduce a new mixed-integer linear program (MILP) formulation for job-shop scheduling, which is an alternative to...
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作者：Parmeter, Christopher F.; Zelenyuk, Valentin
作者单位：University of Miami; University of Queensland
摘要：A recent spate of research has attempted to develop estimators for stochastic frontier models that embrace semi- and nonparametric insights to enjoy the advantages inherent in the more traditional operations research method of data envelopment analysis. These newer methods explicitly allow statistical noise in the model, the absence of which is a common criticism of the data envelopment estimator. Further, several of these newer methods have focused on ensuring that axioms of production hold. ...
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作者：Tavaslioglu, Onur; Prokopyev, Oleg A.; Schaefer, Andrew J.
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Rice University
摘要：We introduce a generalized value function of a mixed-integer program, which is simultaneously parameterized by its objective and right-hand side. We describe its fundamental properties, which we exploit through three algorithms to calculate it. We then show how this generalized value function can be used to reformulate two classes of mixed-integer optimization problems: two-stage stochastic mixed-integer programming and multifollower bilevel mixed-integer programming. For both of these problem...
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作者：Atar, Rami; Keslassy, Isaac; Mendelson, Gal
作者单位：Technion Israel Institute of Technology
摘要：Load-balancing algorithms for systems that operate in heavy traffic are known to lead, under suitable conditions, to state space collapse (SSC). This term refers to the phenomenon whereby imbalance is negligible compared with queue lengths. Specifically, whereas queue lengths behave diffusively, the size of imbalance is at a subdiffusive scale: denoting by n the usual scaling parameter, the former and the latter are of order O(n(1/2)) and o(n(1/2)), respectively. In this paper we consider load...
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作者：Cui, Shiliang; Su, Xuanming; Veeraraghavan, Senthil
作者单位：Georgetown University; University of Pennsylvania
摘要：Customers often wait in queues before being served. Because waiting is undesirable, customers may come back later (i.e., retry) when the queue is too long. However, retrial attempts can be costly as a result of transportation fees and service delays. This paper introduces a framework for rational retrial decisions in stationary queues. Our approach accommodates retrials in queues by replicating the Naor's model [Naor P (1969) The regulation of queue size by levying tolls. Econometrica 37(1):15...
