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作者:Ding, Yichuan; Ge, Dongdong; He, Simai; Ryan, Christopher Thomas
作者单位:University of British Columbia; Shanghai University of Finance & Economics; University of Chicago
摘要:We propose a novel methodology to study kidney exchange. Using a random graph model of kidney exchange, we propose a nonasymptotic approach to quantifying the effectiveness of transplant chains in reducing the number of unmatched highly sensitized patients. Our approach is based on a two-phase random walk procedure where random walks are used to allocate chains, followed by allocation in cycles. The benefit of random walks is that they preserve the probabilistic structure of residual graphs, g...
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作者:Kress, Moshe; Lin, Kyle Y.; MacKay, Niall J.
作者单位:United States Department of Defense; United States Navy; Naval Postgraduate School; University of York - UK
摘要:We extend classical force-on-force combat models to study the attrition dynamics of three-way and multilateral war. We introduce a new multilateral combat model-the multiduel-which generalizes the Lanchester models, and we solve it under an objective function that values one's own surviving force minus that of one's enemies. The outcome is stark: either one side is strong enough to destroy all the others combined, or all sides are locked in a stalemate, which results in collective mutual annih...
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作者:Chen, Shi; Moinzadeh, Kamran
作者单位:University of Washington; University of Washington Seattle
摘要:We study an inventory system involving a contractor, who provides quotations of delivery times to customers, and suppliers, who stock prefabricated modules that the contractor will use to complete orders. The customers' decisions on whether to wait or leave depend on the quotations. This is an assembly system with partial lost sales, where the interaction between the quotation policy and the inventory policy is complicated. We consider either a uniform or an adaptive quotation policy and eithe...
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作者:Petersen, Niels Christian
作者单位:University of Southern Denmark
摘要:This paper is concerned with optimal directions in the directional distance function in data envelopment analysis. It is shown that the vector pointing in the direction that minimizes the Euclidean distance between the input-output vector (X-0, Y-0) and the efficient frontier, the input isoquant reflecting output Y-0, or the output isoquant reflecting input X-0 is optimal, because the corresponding vector of virtual multipliers defines the relative prices that maximize profit, cost, or revenue...
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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...