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作者：Balseiro, Santiago R.; Brown, David B.; Chen, Chen
作者单位：Columbia University; Duke University
摘要：We study the problem of scheduling a set of J jobs on M machines with stochastic job processing times when no preemptions are allowed and with a weighted sum of expected completion times objective. Our model allows for unrelated machines: the distributions of processing times may vary across both jobs and machines. We study static routing policies, which assign (or route) each job to a particular machine at the start of the problem and then sequence jobs on each machine according to the weight...
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作者：Aouad, Ali; Farias, Vivek; Levi, Retsef; Segev, Danny
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of Haifa
摘要：The main contribution of this paper is to provide best-possible approximability bounds for assortment planning under a general choice model, where customer choices are modeled through an arbitrary distribution over ranked lists of their preferred products, subsuming most random utility choice models of interest. From a technical perspective, we show how to relate this optimization problem to the computational task of detecting large independent sets in graphs, allowing us to argue that general...
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作者：Ho-Nguyen, Nam; Kilinc-Karzan, Fatma
作者单位：Carnegie Mellon University
摘要：Robust optimization (RO) has emerged as one of the leading paradigms to efficiently model parameter uncertainty. The recent connections between RO and problems in statistics and machine learning domains demand for solving RO problems in ever larger scales. However, the traditional approaches for solving RO formulations based on building and solving robust counterparts or the iterative approaches utilizing nominal feasibility oracles can be prohibitively expensive and thus significantly hinder ...
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作者：Shin, Dongwook; Broadie, Mark; Zeevi, Assaf
作者单位：Hong Kong University of Science & Technology; Columbia University
摘要：We consider a problem of ordinal optimization where the objective is to select the best of several competing alternatives (systems) when the probability distributions governing each system's performance are not known but can be learned via sampling. The objective is to dynamically allocate samples within a finite sampling budget to minimize the probability of selecting a system that is not the best. This objective does not possess an analytically tractable solution. We introduce a family of pr...
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作者：Kiatsupaibul, Seksan; Smith, Robert L.; Zabinsky, Zelda B.
作者单位：Chulalongkorn University; University of Michigan System; University of Michigan; University of Washington; University of Washington Seattle
摘要：Optimizing the performance of complex systems modeled by stochastic computer simulations is a challenging task, partly because of the lack of structural properties (e.g., convexity). This challenge is magnified by the presence of random error whereby an adaptive algorithm searching for better designs can at times mistakenly accept an inferior design. In contrast to performing multiple simulations at a design point to estimate the performance of the design, we propose a framework for adaptive s...
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作者：Zeng, Yun; Chaintreau, Augustin; Towsley, Don; Xia, Cathy H.
作者单位：University System of Ohio; Ohio State University; Columbia University; University of Massachusetts System; University of Massachusetts Amherst
摘要：Parallel and distributed processing systems have expanded in size as technology advances in cloud computing and big data analytics. A critical issue concerns throughput scalability: whether throughput decreases to zero as the systems scale in size and capabilities. We model parallel and distributed processing systems as fork and join queueing networks with blocking (FJQN/Bs). Such networks can have arbitrary topology, arbitrary initial state, and generally distributed service times. We propose...
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作者：Hellmann, Tobias; Thijssen, Jacco J. J.
作者单位：University of York - UK
摘要：In this paper, we study an investment game between two firms with a first-mover advantage, where payoffs are driven by a geometric Brownian motion. At least one of the firms is assumed to be ambiguous over the drift, with maxmin preferences over a strongly rectangular set of priors. We develop a strategy and equilibrium concept allowing for ambiguity and show that equilibria can be preemptive (a firm invests at a point where investment is Pareto dominated by waiting) or sequential (one firm in...
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作者：Zhang, Boyu; Cao, Zhigang; Qin, Cheng-Zhong; Yang, Xiaoguang
作者单位：Beijing Normal University; Beijing Jiaotong University; University of California System; University of California Santa Barbara; Chinese Academy of Sciences; Chinese Academy of Sciences; University of Chinese Academy of Sciences, CAS
摘要：We analyze the evolution of fashion based on a network game model. Each agent in this model is a conformist or a rebel. A conformist prefers to take the action most common among her neighboring agents, whereas a rebel prefers the opposite. When there is only one type of agents, the model possesses an exact potential function, implying that fashion cycles are unlikely to emerge in a homogeneous population. The homophily index, a measure of segregation in networks with multiple types of nodes, i...
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作者：Ferreira, Kris Johnson; Simchi-Levi, David; Wang, He
作者单位：Harvard University; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University System of Georgia; Georgia Institute of Technology
摘要：We consider a price-based network revenue management problem in which a retailer aims to maximize revenue from multiple products with limited inventory over a finite selling season. As is common in practice, we assume the demand function contains unknown parameters that must be learned from sales data. In the presence of these unknown demand parameters, the retailer faces a trade-off commonly referred to as the exploration-exploitation trade-off. Toward the beginning of the selling season, the...
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作者：Gianfreda, Angelica; Bunn, Derek
作者单位：University of London; London Business School; Free University of Bozen-Bolzano; University of London; London Business School
摘要：The wide range of models needed to support the various short-term operations for electricity generation demonstrates the importance of accurate specifications for the uncertainty in market prices. This is becoming increasingly challenging, since hourly price densities for electricity exhibit a variety of shapes, with their characteristic features changing substantially within the day and evolving over time. Furthermore, the influx of renewable power, wind, and solar, in particular, has made th...
