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最新文章

• Optimizing Performance-Based Internet Advertisement Campaigns AI翻译
  作者：Mookerjee, Radha; Kumar, Subodha; Mookerjee, Vijay S.
  作者单位：University of Texas System; University of Texas Dallas; Texas A&M University System; Texas A&M University College Station; Mays Business School
  摘要：This study provides an approach to manage an ongoing Internet ad campaign that substantially improves the number of clicks and the revenue earned from clicks. The problem we study is faced by an Internet advertising firm (Chitika) that operates in the Boston area. Chitika contracts with publishers to place relevant advertisements (ads) over a specified period on publisher websites. Ad revenue accrues to the firm and the publisher only if a visitor clicks on an ad (i.e., we are considering the ...
• Fare Evasion in Transit Networks AI翻译
  作者：Correa, Jose; Harks, Tobias; Kreuzen, Vincent J. C.; Matuschke, Jannik
  作者单位：Universidad de Chile; University of Augsburg; Maastricht University; Technical University of Munich
  摘要：Public transit systems in major urban areas usually operate under deficits and therefore require significant subsidies. An important cause of this deficit, particularly in the developing world, is the high fare evasion rate mainly due to an ineffective control policy or the lack of it. In this paper we study new models for optimizing fare inspection strategies in transit networks based on bilevel programming. In the first level, the leader (the network operator) determines probabilities for in...
• Supply Function Equilibrium with Taxed Benefits AI翻译
  作者：Ruddell, K.; Philpott, A. B.; Downward, A.
  作者单位：University of Auckland
  摘要：Supply function equilibrium models are used to study electricity market auctions with uncertain demand. We study the effects on the supply function equilibrium of a tax, levied by the system operator, on the observed surplus of producers. Such a tax provides an incentive for producers to alter their offers to avoid the tax. We consider these incentives under both strategic and price-taking assumptions. The model is extended to a setting in which producers are taxed on the benefits accruing to ...
• Robust Product Line Design AI翻译
  作者：Bertsimas, Dimitris; Misic, Velibor V.
  作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of California System; University of California Los Angeles
  摘要：The majority of approaches to product line design that have been proposed by marketing scientists assume that the underlying choice model that describes how the customer population will respond to a new product line is known precisely. In reality, however, marketers do not precisely know how the customer population will respond and can only obtain an estimate of the choice model from limited conjoint data. In this paper, we propose a new type of optimization approach for product line design un...
• Cross-Selling Investment Products with a Win-Win Perspective in Portfolio Optimization AI翻译
  作者：Ali, Ozden Gur; Akcay, Yalcin; Sayman, Serdar; Yilmaz, Emrah; Ozcelik, M. Hamdi
  作者单位：Koc University; Koc University; Koc University; Koc University; Yapi Kredi Bank
  摘要：We propose a novel approach to cross-selling investment products that considers both the customers' and the bank's interests. Our goal is to improve the risk-return profile of the customer's portfolio and the bank's profitability concurrently, essentially creating a win-win situation, while deepening the relationship with an acceptable product. Our cross-selling approach takes the customer's status quo bias into account by starting from the existing customer portfolio, rather than forming an e...
• Information Elicitation and Influenza Vaccine Production AI翻译
  作者：Chick, Stephen E.; Hasija, Sameer; Nasiry, Javad
  作者单位：INSEAD Business School; INSEAD Business School; Hong Kong University of Science & Technology
  摘要：We explore the procurement of influenza vaccines by a government whose objective is to minimize the expected social costs (including vaccine, vaccine administration, and influenza treatment costs) when a for-profit vaccine supplier has production yield uncertainty, private information about its productivity (adverse selection), and potentially unverifiable production effort (moral hazard). Timeliness is important-costs for both the supplier and the government procurer may increase if part of t...
• Intertemporal Pricing Under Minimax Regret AI翻译
  作者：Caldentey, Rene; Liu, Ying; Lobel, Ilan
  作者单位：University of Chicago; New York University
  摘要：We consider the pricing problem faced by a monopolist who sells a product to a population of consumers over a finite time horizon. Customers' types differ along two dimensions: (i) their willingness-to-pay for the product and (ii) their arrival time during the selling season. We assume that the seller knows only the support of the customers' valuations and do not make any other distributional assumptions about customers' willingness-to-pay or arrival times. We consider a robust formulation of ...
• Auctions with Dynamic Costly Information Acquisition AI翻译
  作者：Golrezaei, Negin; Nazerzadeh, Hamid
  作者单位：University of Southern California
  摘要：We study the mechanism design problem for a seller of an indivisible good in a setting where privately informed buyers can acquire additional information and refine their valuations for the good at a cost. For this setting, we propose optimal (revenue-maximizing) and efficient (welfare-maximizing) mechanisms that induce a right level of investment in information acquisition. We show that because information is costly, in the optimal and even the efficient mechanisms, not all buyers would obtai...
• Capacity Investment with Demand Learning AI翻译
  作者：Qi, Anyan; Ahn, Hyun-Soo; Sinha, Amitabh
  作者单位：University of Texas System; University of Texas Dallas; University of Michigan System; University of Michigan
  摘要：We study a firm's optimal strategy to adjust its capacity using demand information. The capacity adjustment is costly and often subject to managerial hurdles, which sometimes make it difficult to adjust capacity multiple times. To clearly analyze the impact of demand learning on the firm's decision, we study two scenarios. In the first scenario, the firm's capacity adjustment cost increases significantly with respect to the number of adjustments because of significant managerial hurdles, and r...
• The Travelers Route Choice Problem Under Uncertainty: Dominance Relations Between Strategies AI翻译
  作者：Schmidt, Marie; Kroon, Leo; Schoebel, Anita; Bouman, Paul
  作者单位：Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; University of Gottingen; Erasmus University Rotterdam - Excl Erasmus MC; Erasmus University Rotterdam
  摘要：In this paper we describe the Traveler's Route Choice Problem (TRCP). This is the problem of a traveler in a railway system who plans to take the fastest route to a destination but is faced with a disruption of unknown length on this route. In that case, he can wait until the disruption is over or take a detour route as an alternative. Since the duration of the disruption is not known in advance, he is left with a decision problem under uncertainty. In this paper we model the problem and descr...