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作者：Wu, Shining; Zhang, Jiheng; Zhang, Rachel Q.
作者单位：Hong Kong Polytechnic University; Hong Kong University of Science & Technology
摘要：We consider a band of the electromagnetic spectrum with a finite number of identical channels shared by both licensed and unlicensed users. Such a network differs from most many-server, two-class queues in service systems, including call centers, because of the restrictions imposed on the unlicensed users to limit interference to the licensed users. We first approximate the key performance indicators-namely the throughput rate of the system and the delay probability of the licensed users under...
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作者：Acemoglu, Daron; Makhdoumi, Ali; Malekian, Azarakhsh; Ozdaglar, Asuman
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of Toronto
摘要：To systematically study the implications of additional information about routes provided to certain users (e.g., via GPS-based route guidance systems), we introduce a new class of congestion games in which users have differing information sets about the available edges and can only use routes consisting of edges in their information set. After defining the notion of an information-constrained wardrop equilibrium (ICWE) for this class of congestion games and studying its basic properties, we tu...
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作者：Embrechts, Paul; Liu, Haiyan; Wang, Ruodu
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; Swiss Finance Institute (SFI); Michigan State University; Michigan State University; University of Waterloo
摘要：We address the problem of risk sharing among agents using a two-parameter class of quantile-based risk measures, the so-called range-value-at-risk (RVaR), as their preferences. The family of RVaR includes the value-at-risk (VaR) and the expected shortfall (ES), the two popular and competing regulatory risk measures, as special cases. We first establish an inequality for RVaR-based risk aggregation, showing that RVaR satisfies a special form of subadditivity. Then, the Pareto-optimal risk shari...
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作者：Klausen, Jytte; Marks, Christopher E.; Zaman, Tauhid
作者单位：Brandeis University; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：Online extremists' use of social media poses a new form of threat to the general public. These extremists range from cyberbullies to terrorist organizations. Social media providers often suspend the extremists' accounts in response to user complaints. However, extremist users can simply create new accounts and continue their activities. In this work we present a new set of operational capabilities to address the threat posed by online extremists in social networks. We use thousands of Twitter ...
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作者：Bakshi, Nitin; Pinker, Edieal
作者单位：Utah System of Higher Education; University of Utah; Yale University
摘要：Public warnings have the potential to mitigate the threat from terrorism: the public is alerted, and in response, the terrorist may defer his attack. Paradoxically, warnings can be a victim of their own success. The absence of an attack may be misconstrued by the warning recipients as a false alarm, leading to warning fatigue and a dampened response to future warnings-also referred to as the cry-wolf effect. To capture this phenomenon and examine its implications, we model the interaction betw...
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作者：Sen, Alper; Atamturk, Alper; Kaminsky, Philip
作者单位：Ihsan Dogramaci Bilkent University; University of California System; University of California Berkeley
摘要：We consider the constrained assortment optimization problem under the mixed multinomial logit model. Even moderately sized instances of this problem are challenging to solve directly using standard mixed-integer linear optimization formulations. This has motivated recent research exploring customized optimization strategies and approximation techniques. In contrast, we develop a novel conic quadratic mixed-integer formulation. This new formulation, together with McCormick inequalities exploiti...
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作者：Bimpikis, Kostas; Fearing, Douglas; Tahbaz-Salehi, Alireza
作者单位：Stanford University; Northwestern University
摘要：This paper studies sourcing decisions of firms in a multitier supply cham when procurement is subject to disruption risk. We argue that features of the production process that are commonly encountered in practice (including differential production technologies and financial constraints) may result in the formation of inefficient supply chains, owing to the misalignment of the sourcing incentives of firms at different tiers. We provide a characterization of the conditions under which upstream s...
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作者：Nadar, Emre; Akcay, Alp; Akan, Mustafa; Scheller-Wolf, Alan
作者单位：Ihsan Dogramaci Bilkent University; Eindhoven University of Technology; Carnegie Mellon University
摘要：We provide a new method for solving a very general model of an assemble-to-order system: multiple products, multiple components that may be demanded in different quantities by different products, batch production, random lead times, and lost sales, modeled as a Markov decision process under the discounted cost criterion. A control policy specifies when a batch of components should be produced and whether an arriving demand for each product should be satisfied. As optimal solutions for our mode...
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作者：Gur, Yonatan; Saban, Daniela; Stier-Moses, Nicolas E.
作者单位：Stanford University; Universidad Torcuato Di Tella
摘要：We consider a competitive facility location problem on a network where consumers located on vertices wish to connect to the nearest facility. Knowing this, each competitor locates a facility on a vertex, trying to maximize market share. We focus on the two-player case and study conditions that guarantee the existence of a pure-strategy Nash equilibrium for progressively more complicated classes of networks. For general graphs, we show that attention can be restricted to a subset of vertices re...
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作者：Zhen, Jianzhe; den Hertog, Dick; Sim, Melvyn
作者单位：Tilburg University; National University of Singapore
摘要：We demonstrate how adjustable robust optimization (ARO) problems with fixed recourse can be cast as static robust optimization problems via Fourier-Motzkin elimination (FME). Through the lens of FME, we characterize the structures of the optimal decision rules for a broad class of ARO problems. A scheme based on a blending of classical FME and a simple linear programming technique that can efficiently remove redundant constraints is developed to reformulate ARO problems. This generic reformula...
