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作者：Bertsimas, Dimitris; Misic, Velibor V.
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of California System; University of California Los Angeles
摘要：A fundamental problem faced by firms is that of product line design: given a set of candidate products that may be offered to a collection of customers, what subset of those products should be offered to maximize the profit that is realized when customers make purchases according to their preferences? In this paper, we consider the product line design problem when customers choose according to a first-choice rule and present a new mixed-integer optimization formulation of the problem. We theor...
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作者：Huettner, Frank; Boyaci, Tamer; Akcay, Yalcin
作者单位：European School of Management & Technology; University of Melbourne
摘要：Consumers often do not have complete information about the choices they face and, therefore, have to spend time and effort acquiring information. Because information acquisition is costly, consumers trade off the value of better information against its cost and make their final product choices based on imperfect information. We model this decision using the rational inattention approach and describe the rationally inattentive consumer's choice behavior when the consumer faces alternatives with...
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作者：Brandeau, Margaret L.
作者单位：Stanford University
摘要：Public health security-achieved by effectively preventing, detecting, and responding to events that affect public health such as bioterrorism, disasters, and naturally occurring disease outbreaks-is a key aspect of national security. However, effective public health preparedness depends on answering largely unanswerable questions. For example: What is the chance of a bioterror attack in the United States in the next five years? What is the chance of an anthrax attack? What might be the locatio...
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作者：Balseiro, Santiago R.; Besbes, Omar; Weintraub, Gabriel Y.
作者单位：Columbia University; Stanford University
摘要：We study the dynamic mechanism design problem of a seller who repeatedly auctions independent items over a discrete time horizon to buyers who face a cumulative budget constraint. A driving motivation behind our model is the emergence of real-time bidding markets for online display advertising in which such budgets are prevalent. We assume the seller has a strong form of limited commitment: she commits to the rules of the current auction but cannot commit to those of future auctions. We show t...
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作者：Hellerstein, Lisa; Lidbetter, Thomas; Pirutinsky, Daniel
作者单位：New York University; New York University Tandon School of Engineering; Rutgers University System; Rutgers University Newark; Rutgers University New Brunswick
摘要：We present efficient algorithms for computing optimal or approximately optimal strategies in a zero-sum game for which player I has n pure strategies and player II has an arbitrary number of pure strategies. We assume that for any given mixed strategy of player I, a best response, or approximate best response, of player II can be found by an oracle-in-time polynomial in n. We then show how our algorithms may be applied to several search games with applications to security and counterterrorism....
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作者：Sunar, Nur; Birge, John R.; Vitavasiri, Sinit
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of Chicago; Ericsson
摘要：We consider a firm that dynamically chooses its effort to develop a product for a network of customers represented by a connected graph. The technology of the product evolves as a real-valued stochastic process that depends on the firm's dynamic efforts over time. In addition to dynamically choosing its development effort, the firm chooses when to launch or abandon the product. If the firm launches the product, the firm also chooses a selling price, a promotional price, and a target customer t...
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作者：Luebbecke, Elisabeth; Luebbecke, Marco E.; Moehring, Rolf H.
作者单位：RWTH Aachen University; Technical University of Berlin; Beijing University of Technology
摘要：We introduce a hard practical optimization problem, the ship traffic control problem (STCP). We study it at the Kiel Canal, which is the most frequented artificial waterway in the world. The canal is operated bidirectionally, but large ships can pass each other only in sidings. Decisions must be made about who is waiting for whom, where, and for how long, subject to a multitude of operational constraints. The objective is to minimize the total waiting times of all ships. This problem generaliz...
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作者：Georghiou, Angelos; Tsoukalas, Angelos; Wiesemann, Wolfram
作者单位：McGill University; American University of Beirut; Imperial College London
摘要：Multistage robust optimization problems, where the decision maker can dynamically react to consecutively observed realizations of the uncertain problem parameters, pose formidable theoretical and computational challenges. As a result, the existing solution approaches for this problem class typically determine suboptimal solutions under restrictive assumptions. In this paper, we propose a robust dual dynamic programming (RDDP) scheme for multistage robust optimization problems. The RDDP scheme ...
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作者：Ayer, Turgay; Zhang, Can; Bonifonte, Anthony; Spaulding, Anne C.; Chhatwal, Jagpreet
作者单位：University System of Georgia; Georgia Institute of Technology; Duke University; University System of Ohio; Denison University; Emory University; Rollins School Public Health; Harvard University; Harvard University Medical Affiliates; Massachusetts General Hospital; Harvard Medical School
摘要：Hepatitis C virus (HCV) prevalence in prison systems is 10 times higher than in the general population, and hence prison systems offer a unique opportunity to control the HCV epidemic. New HCV treatment drugs are very effective, but providing treatment to all inmates is prohibitively expensive, which precludes universal HCV treatment in prison systems. As such, current practice recommends prioritizing treatment based on clinical and incarceration-related factors, including disease staging, rem...
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作者：Salemi, Peter; Staum, Jeremy; Nelson, Barry L.
作者单位：MITRE Corporation; Northwestern University
摘要：We introduce a novel class of Gaussian random fields (GRFs), called generalized integrated Brownian fields (GIBFs), focusing on the use of GIBFs for Gaussian process regression in deterministic and stochastic simulation metamodeling. We build GIBFs from the well-known Brownian motion and discuss several of their properties, including differentiability that cart differ in each coordinate, no mean reversion, and the Markov property. We explain why we desire to use GRFs with these properties and ...
