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作者：Shi, Cong; Wei, Yehua; Zhong, Yuan
作者单位：University of Michigan System; University of Michigan; Boston College; University of Chicago
摘要：We develop a theory for the design of process flexibility in a multiperiod maketo-order production system. We propose and formalize a notion of effective chaining termed the generalized chaining gap (GCG), which can be viewed as a natural extension of classical chaining structure from the process flexibility literature. Using the GCG, we prove that, in a general system with high capacity utilization, one only needs a sparse flexibility structure with m plus n arcs to achieve similar performanc...
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作者：Chen, Xin; Gao, Xiangyu
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Chinese University of Hong Kong
摘要：We study stochastic optimization problems with decisions truncated by random variables. This paper extends existing results in the literature by allowing positively dependent random variables and a two-part fee structure. We develop a transformation technique to convert the original nonconvex problems to equivalent convex ones. We apply our transformation technique to an inventory substitution model with random supply capacities and a two-part fee cost structure. In addition, we extend our res...
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作者：Chen, Zhi; Sim, Melvyn; Xu, Huan
作者单位：City University of Hong Kong; National University of Singapore; University System of Georgia; Georgia Institute of Technology
摘要：We consider a distributionally robust optimization problem where the ambiguity set of probability distributions is characterized by a tractable conic representable support set and by expectation constraints. We propose a new class of infinitely constrained ambiguity sets for which the number of expectation constraints could be infinite. The description of such ambiguity sets can incorporate the stochastic dominance, dispersion, fourth moment, and our newly proposed entropic dominance informati...
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作者：Hochbaum, Dorit S.; Rao, Xu
作者单位：University of California System; University of California Berkeley
摘要：The replenishment storage problem (RSP) is to minimize the storage capacity requirement for a deterministic demand, multi-item inventory system, where each item has a given reorder size and cycle length. We consider the discrete RSP, where reorders can only take place at an integer time unit within the cycle. Discrete RSP was shown to be NP-hard for constant joint cycle length (the least common multiple of the length of all individual cycles). We show here that discrete RSP is weakly NP-hard f...
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作者：Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo
作者单位：Harvard University; Massachusetts Institute of Technology (MIT); Broad Institute; Columbia University
摘要：Studies on simulation input uncertainty are often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and other related performance measures of interest. We propose an optimization-based framework to compute statistically valid bounds on input quantities. The framework utilizes constraints that connect the statistical information of the real-world outputs wit...
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作者：Blanchet, Jose; Li, Juan; Nakayama, Marvin K.
作者单位：Stanford University; Columbia University; New Jersey Institute of Technology
摘要：We model optimal allocations in a distribution network as the solution of a linear program (LP) that minimizes the cost of unserved demands across nodes in the network. The constraints in the LP dictate that, after a given node's supply is exhausted, its unserved demand is distributed among neighboring nodes. All nodes do the same, and the resulting solution is the optimal allocation. Assuming that the demands are random (following a jointly Gaussian law), our goal is to study the probability ...
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作者：Braverman, Anton; Dai, J. G.; Liu, Xin; Ying, Lei
作者单位：Northwestern University; Cornell University; The Chinese University of Hong Kong, Shenzhen; The Chinese University of Hong Kong, Shenzhen; Shenzhen Research Institute of Big Data; Arizona State University; Arizona State University-Tempe
摘要：This paper considers a closed queueing network model of ridesharing systems, such as Didi Chuxing, Lyft, and Uber. We focus on empty-car routing, a mechanism by which we control car flow in the network to optimize system-wide utility functions, for example, the availability of empty cars when a passenger arrives. We establish both process-level and steady-state convergence of the queueing network to a fluid limit in a large market regime where demand for rides and supply of cars tend to infini...
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作者：Agrawal, Shipra; Devanur, Nikhil R.
作者单位：Columbia University; Microsoft
摘要：We consider a very general model for managing the exploration-exploitation trade-off, which allows global convex constraints and concave objective on the aggregate decisions over time in addition to the customary limitation on the time horizon. This model provides a natural framework to study many sequential decision-making problems with long-term convex constraints and concave utility and subsumes the classic multiarmed bandit (MAB) model and the bandits with knapsacks problem as special case...
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作者：Lingenbrink, David; Iyera, Krishnamurthy
作者单位：Cornell University
摘要：We consider the problem of optimal information sharing in an unobservable single-server queue offering service at a fixed price to a Poisson arrival of delay-sensitive customers. The service provider observes the queue and may share state information with arriving customers. The customers, who are Bayesian and strategic, incorporate this information into their beliefs before deciding whether to join the queue. We pose the following question: Which signaling mechanism should the service provide...
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作者：Balseiro, Santiago R.; Gurkan, Huseyin; Sun, Peng
作者单位：Columbia University; Duke University
摘要：We consider a principal repeatedly allocating a single resource in each period to one of multiple agents, whose values are private, without relying on monetary payments over an infinite horizon with discounting. We design a dynamic mechanism that induces agents to report their values truthfully in each period via promises/threats of future favorable/unfavorable allocations. We show that our mechanism asymptotically achieves the first-best efficient allocation (the welfare-maximizing allocation...
