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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...
