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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...
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作者：Agrawal, Shipra; Avadhanula, Vashist; Goyal, Vineet; Zeevi, Assaf
作者单位：Columbia University; Columbia University
摘要：We consider a dynamic assortment selection problem where in every round the retailer offers a subset (assortment) of N substitutable products to a consumer, who selects one of these products according to a multinomial logit (MNL) choice model. The retailer observes this choice, and the objective is to dynamically learn the model parameters while optimizing cumulative revenues over a selling horizon of length T. We refer to this exploration-exploitation formulation as the MNL-Bandit problem. Ex...
