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作者：Fu, Qi; Sim, Chee-Khian; Teo, Chung-Piaw
作者单位：University of Macau; University of Portsmouth; National University of Singapore; National University of Singapore
摘要：How should decentralized supply chains set the profit sharing terms using minimal information on demand and selling price? We develop a distributionally robust Stackelberg game model to address this question. Our framework uses only the first and second moments of the price and demand attributes, and thus can be implemented using only a parsimonious set of parameters. More specifically, we derive the relationships among the optimal wholesale price set by the supplier, the order decision of the...
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作者：Liu, Yunan
作者单位：North Carolina State University
摘要：Analytic formulas are developed to set the time-dependent number of servers to stabilize the tail probability of customer waiting times for the G(t)/GI/s(t) + GI queueing model, which has a nonstationary non-Poisson arrival process (the G(t)), nonexponential service times (the first GI), and allows customer abandonment according to a nonexponential patience distribution (the + GI). Specifically, for any delay target w > 0 and probability target alpha is an element of(0, 1), we determine approp...
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作者：Delage, Erick; Gianoli, Luca G.; Sanso, Brunilde
作者单位：Universite de Montreal; HEC Montreal; Universite de Montreal; Universite de Montreal; Polytechnique Montreal; Polytechnic University of Milan
摘要：Robust optimization is a powerful means to handle optimization problems where there is a set of parameters that are uncertain. The effectiveness of the method is especially noticeable when these parameters are only known to lie inside some uncertainty region. Unfortunately, there are important computational considerations that have prevented the methodology from being fully adopted in fields of practice where the cost function that needs to be robustified is nonlinear with respect to such para...
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作者：Massoulie, Laurent; Xu, Kuang
作者单位：Stanford University
摘要：We propose and analyze a family of information processing systems, where a finite set of experts or servers are employed to extract information about a stream of incoming jobs. Each job is associated with a hidden label drawn from some prior distribution. An inspection by an expert produces a noisy outcome that depends both on the job's hidden label and the type of the expert and occupies the expert for a finite time duration. A decision-maker's task is to dynamically assign inspections so tha...
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作者：Tsitsiklis, John N.; Xu, Kuang
作者单位：Massachusetts Institute of Technology (MIT); Stanford University
摘要：We formulate a model of sequential decision making, dubbed the Goal Prediction game, to study the extent to which an overseeing adversary can predict the final goal of an agent who tries to reach that goal quickly, through a sequence of intermediate actions. Our formulation is motivated by the increasing ubiquity of large-scale surveillance and data collection infrastructures, which can be used to predict an agent's intentions and future actions, despite the agent's desire for privacy. Our mai...
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作者：Wang, Shouqiang; Ozkan-Seely, Gulru F.
作者单位：University of Texas System; University of Texas Dallas; University of Washington; University of Washington Bothell
摘要：It has become a ubiquitous practice for firms that sell new products, such as software, to offer consumers time-locked product trial periods free of charge. We identify trial length as a nuanced signaling instrument, which, together with the price signal, a firm can use to communicate proprietary information about its product quality. We show that a high-quality firmoffers a longer trial period and sets a higher price, and is rewarded with a higher profit, relative to its low-quality counterpa...
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作者：Scarsini, Marco; Schroder, Marc; Tomala, Tristan
作者单位：Luiss Guido Carli University; RWTH Aachen University; Hautes Etudes Commerciales (HEC) Paris
摘要：We propose a model of discrete time dynamic congestion games with atomic players and a single source-destination pair. The latencies of edges are composed of free-flow transit times and possible queuing time due to capacity constraints. We give a precise description of the dynamics induced by the individual strategies of players and of the corresponding costs, either when the traffic is controlled by a planner, or when players act selfishly. In parallel networks, optimal and equilibrium behavi...
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作者：Vihola, Matti
作者单位：University of Jyvaskyla
摘要：Multilevel Monte Carlo (MLMC) and recently proposed unbiased estimators are closely related. This connection is elaborated by presenting a new general class of unbiased estimators, which admits previous debiasing schemes as special cases. New lower variance estimators are proposed, which are stratified versions of earlier unbiased schemes. Under general conditions, essentially when MLMC admits the canonical square root Monte Carlo error rate, the proposed new schemes are shown to be asymptotic...
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作者：Ahn, Hyun-Soo; Jasin, Stefanus; Kaminsky, Philip; Wang, Yang
作者单位：University of Michigan System; University of Michigan; University of California System; University of California Berkeley
摘要：We consider a multiperiod planning problem faced by a biopharmaceutical firm that must coordinate the production and allocation of batches of intermediate products to end products for multiple markets. This is a challenging problem to solve optimally, so we derive a theoretical bound on the performance of a deterministic control (DC) in which all random variables are replaced by their expected values and the corresponding deterministic optimization problem is solved. This is a variant of an ap...
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作者：Whitt, Ward; You, Wei
作者单位：Columbia University
摘要：Queueing applications are often complicated by dependence among interarrival times and service times. Such dependence is common in networks of queues, where arrivals are departures from other queues or superpositions of such complicated processes, especially when there are multiple customer classes with class-dependent service-time distributions. We show that the robust queueing approach for single-server queues proposed in the literature can be extended to yield improved steady-state performa...
