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作者：Vossen, Thomas W. M.; Wood, R. Kevin; Newman, Alexandra M.
作者单位：University of Colorado System; University of Colorado Boulder; United States Department of Defense; United States Navy; Naval Postgraduate School; Colorado School of Mines
摘要：The open-pit mine block sequencing problem (OPBS) models a deposit of ore and surrounding material near the Earth's surface as a three-dimensional grid of blocks. A solution in discretized time identifies a profit-maximizing extraction (mining) schedule for the blocks. Our model variant, a mixed-integer program (MIP), presumes a predetermined destination for each extracted block, namely, processing plant or waste dump. The MIP incorporates standard constructs but also adds not-so-standard lowe...
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作者：Gao, Lin; Shou, Biying; Chen, Ying-Ju; Huang, Jianwei
作者单位：Harbin Institute of Technology; City University of Hong Kong; Hong Kong University of Science & Technology; Hong Kong University of Science & Technology; Chinese University of Hong Kong
摘要：Dynamic spectrum access is a new paradigm of secondary spectrum utilization and sharing. It allows unlicensed secondary users (SUs) to exploit the opportunistically underutilized licensed spectrum. Market mechanism is a widely used promising means to regulate the consuming behaviours of users and, hence, achieve the efficient allocation and consumption of limited resources. In this paper, we propose and study a hybrid secondary spectrum market consisting of both the futures market and the spot...
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作者：Kelly, Frank; Key, Peter; Walton, Neil
作者单位：University of Cambridge; Microsoft; Microsoft United Kingdom; University of Manchester
摘要：We develop a framework for the analysis of large-scale ad auctions where adverts are assigned over a continuum of search types. For this pay-per-click market, we provide an efficient mechanism that maximizes social welfare. In particular, we show that the social welfare optimization can be solved in separate optimizations conducted on the time scales relevant to the search platform and advertisers. Here, on each search occurrence, the platform solves an assignment problem and, on a slower time...
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作者：Giallombardo, Giovanni; Jiang, Houyuan; Miglionico, Giovanna
作者单位：University of Calabria; University of Cambridge
摘要：We consider the conflict-resolution problem arising in the allocation of commercial advertisements to television program breaks. Because of the competition-avoidance requirements issued by advertisers, broadcasters aim to allocate any pairs of commercials promoting highly conflicting products to different breaks. Hence, the problem consists of assigning commercials to breaks, subject to time capacity constraints, with the aim of maximizing a total measure of the conflicts among commercials ass...
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作者：Haugh, Martin; Iyengar, Garud; Wang, Chun
作者单位：Columbia University
摘要：We consider dynamic asset allocation problems where the agent is required to pay capital gains taxes on her investment gains. These are very challenging problems because the tax owed whenever a security is sold depends on the cost basis, and this results in high-dimensional problems, which cannot be solved exactly except in the case of very stylized problems with just one or two securities and relatively few time periods. In this paper, we focus on exact and average cost-basis problems, make t...
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作者：Delasay, Mohammad; Ingolfsson, Armann; Kolfal, Bora
作者单位：Carnegie Mellon University; University of Alberta
摘要：Servers in many real queueing systems do not work at a constant speed. They adapt to the system state by speeding up when the system is highly loaded or slowing down when load has been high for an extended time period. Their speed can also be constrained by other factors, such as geography or a downstream blockage. We develop a state-dependent queueing model in which the service rate depends on the system load and overwork. Overwork refers to a situation where the system has been under a heavy...
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作者：Blanchet, Jose; Gallego, Guillermo; Goyal, Vineet
作者单位：Columbia University; Hong Kong University of Science & Technology
摘要：Assortment planning is an important problem that arises in many industries such as retailing and airlines. One of the key challenges in an assortment planning problem is to identify the right model for the substitution behavior of customers from the data. Error in model selection can lead to highly suboptimal decisions. In this paper, we consider a Markov chain based choice model and show that it provides a simultaneous approximation for all random utility based discrete choice models includin...
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作者：Stenius, Olof; Karaarslan, Ayse Gonul; Marklund, Johan; de Kok, A. G.
作者单位：Lund University; Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; Eindhoven University of Technology
摘要：Sustainable and efficient management of a distribution system requires coordination between transportation planning and inventory control decisions. In this context, we consider a one warehouse multi-retailer inventory system with a time-based shipment consolidation policy at the warehouse. This means that there are fixed costs associated with each shipment, and retailer orders are consolidated and shipped periodically to groups of retailers sharing the same delivery routes. Customer demand is...
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作者：Lejeune, Miguel A.; Margot, Francois
作者单位：George Washington University; Carnegie Mellon University
摘要：We propose a new and systematic reformulation and algorithmic approach to solve a complex class of stochastic programming problems involving a joint chance constraint with random technology matrix and stochastic quadratic inequalities. The method is general enough to apply to nonconvex as well as nonseparable quadratic terms. We derive two new reformulations and give sufficient conditions under which the reformulated problem is equivalent. The second reformulation provides a much sparser repre...
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作者：Xu, Huan; Caramanis, Constantine; Mannor, Shie
作者单位：National University of Singapore; University of Texas System; University of Texas Austin; Technion Israel Institute of Technology
摘要：We consider optimization problems whose parameters are known only approximately, based on noisy samples. In large-scale applications, the number of samples one can collect is typically of the same order of (or even less than) the dimensionality of the problem. This so-called high-dimensional statistical regime has been the object of intense recent research in machine learning and statistics, primarily due to phenomena inherent to this regime, such as the fact that the noise one sees here often...
