4期

最新文章

• Core Nonemptiness of Stratified Pooling Games: A Structured Markov Decision Process Approach AI翻译
  作者：Schlicher, Loe; Slikker, Marco; van Jaarsveld, Willem; Van Houtum, Geert-Jan
  作者单位：Eindhoven University of Technology
  摘要：We study several service providers that keep spare parts in stock to protect for downtime of their high-tech machines and that face different downtime costs per stockout. Service providers can cooperate by forming a joint spare parts pool, and we study the allocation of the joint costs to the individual service providers by studying an associated cooperative game. In extant literature, the joint spare parts pool is typically controlled by a suboptimal full-pooling policy. A full-pooling policy...
• About the Structure of the Integer Cone and Its Application to Bin Packing AI翻译
  作者：Jansen, Klaus; Klein, Kim-Manuel
  作者单位：University of Kiel
  摘要：We consider the bin packing problem with d different item sizes and revisit the structure theorem given by Goemans and Rothvoss about solutions of the integer cone. We present new techniques on how solutions can be modified and give a new structure theorem that relies on the set of vertices of the underlying integer polytope. As a result of our new structure theorem, we obtain an algorithm for the bin packing problem with running time vertical bar V vertical bar 2(O(d)) center dot enc(I)(O(1))...
• On the Scenario-Tree Optimal-Value Error for Stochastic Programming Problems AI翻译
  作者：Keutchayan, Julien; Munger, David; Gendreau, Michel
  作者单位：Universite de Montreal; Polytechnique Montreal; Universite de Montreal
  摘要：Stochastic programming problems generally lead to large-scale programs if the number of random outcomes is large or if the problem has many stages. A way to tackle them is provided by scenario-tree generation methods, which construct approximate problems from a reduced subset of outcomes. However, it is well known that the number of scenarios required to keep the approximation error within a given tolerance grows rapidly with the number of random parameters and stages. For this reason, to limi...
• Last-Mile Shared Delivery: A Discrete Sequential Packing Approach AI翻译
  作者：Cao, Junyu; Olvera-Cravioto, Mariana; Shen, Zuo-Jun (max)
  作者单位：University of California System; University of California Berkeley; University of North Carolina; University of North Carolina Chapel Hill
  摘要：We propose a model for optimizing the last-mile delivery of n packages from a distribution center to their final recipients, using a strategy that combines the use of ride-sharing platforms (e.g., Uber or Lyft) with traditional in-house van delivery systems. The main objective is to compute the optimal reward offered to private drivers for each of the n packages such that the total expected cost of delivering all packages is minimized. Our technical approach is based on the formulation of a di...
• Control-Stopping Games for Market Microstructure and Beyond AI翻译
  作者：Gayduk, Roman; Nadtochiy, Sergey
  作者单位：University of Michigan System; University of Michigan; Illinois Institute of Technology
  摘要：In this paper, we present a family of control-stopping games that arise naturally in equilibrium-based models of market microstructure as well as in other models with strategic buyers and sellers. A distinctive feature of this family of games is the fact that the agents do not have any exogenously given fundamental value for the asset, and they deduce the value of their position from the bid and ask prices posted by other agents (i.e., they are pure speculators). As a result, in such a game, t...
• Asymptotic Optimality of Power-of-d Load Balancing in Large-Scale Systems AI翻译
  作者：Mukherjee, Debankur; Borst, Sem C.; van Leeuwaarden, Johan S. H.; Whiting, Philip A.
  作者单位：University System of Georgia; Georgia Institute of Technology; Eindhoven University of Technology; Nokia Corporation; Nokia Bell Labs; Tilburg University; Macquarie University
  摘要：We consider a system of N identical server pools and a single dispatcher in which tasks with unit-exponential service requirements arrive at rate.(N). In order to optimize the experienced performance, the dispatcher aims to evenly distribute the tasks across the various server pools. Specifically, when a task arrives, the dispatcher assigns it to the server pool with the minimum number of tasks among d(N) randomly selected server pools. We construct a stochastic coupling to bound the differenc...
• Reinforcement with Fading Memories AI翻译
  作者：Xu, Kuang; Yun, Se-Young
  作者单位：Stanford University; Korea Advanced Institute of Science & Technology (KAIST)
  摘要：We study the effect of imperfect memory on decision making in the context of a stochastic sequential action-reward problem. An agent chooses a sequence of actions, which generate discrete rewards at different rates. She is allowed to make new choices at rate beta, whereas past rewards disappear from her memory at rate mu. We focus on a family of decision rules where the agent makes a new choice by randomly selecting an action with a probability approximately proportional to the amount of past ...
• On the Existence of Pairwise Stable Weighted Networks AI翻译
  作者：Bich, Philippe; Morhaim, Lisa
  作者单位：Paris School of Economics; Universite Paris-Pantheon-Assas
  摘要：In network theory, Jackson and Wolinsky introduced a now widely used notion of stability for unweighted network formation called pairwise stability. We prove the existence of pairwise stable weighted networks under assumptions on payoffs that are similar to those in Nash's and Glicksberg's existence theorem (continuity and quasi concavity). Then, we extend our result, allowing payoffs to depend not only on the network, but also on some game-theoretic strategies. The proof is not a standard app...
• Approximate Markov-Nash Equilibria for Discrete-Time Risk-Sensitive Mean-Field Games AI翻译
  作者：Saldi, Naci; Basar, Tamer; Raginsky, Maxim
  作者单位：Ozyegin University; University of Illinois System; University of Illinois Urbana-Champaign
  摘要：In this paper, we study a class of discrete-time mean-field games under the infinite-horizon risk-sensitive optimality criterion. Risk sensitivity is introduced for each agent (player) via an exponential utility function. In this game model, each agent is coupled with the rest of the population through the empirical distribution of the states, which affects both the agent's individual cost and its state dynamics. Under mild assumptions, we establish the existence of a mean-field equilibrium in...
• Stochastic Recursive Inclusions in Two Timescales with Nonadditive Iterate-Dependent Markov Noise AI翻译
  作者：Yaji, Vinayaka G.; Bhatnagar, Shalabh
  作者单位：Indian Institute of Science (IISC) - Bangalore
  摘要：In this paper, we study the asymptotic behavior of a stochastic approximation scheme on two timescales with set-valued drift functions and in the presence of non-additive iterate-dependent Markov noise. We show that the recursion on each timescale tracks the flow of a differential inclusion obtained by averaging the set-valued drift function in the recursion with respect to a set of measures accounting for both averaging with respect to the stationary distributions of the Markov noise terms an...