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作者：Jacquillat, Alexandre; Li, Michael Lingzhi; Rame, Martin; Wang, Kai
作者单位：Massachusetts Institute of Technology (MIT); Harvard University; Massachusetts Institute of Technology (MIT); Tsinghua University
摘要：Contagion models are ubiquitous in epidemiology, social sciences, engineering, and management. This paper formulates a prescriptive contagion analytics model where a decision maker allocates shared resources across multiple segments of a population, each governed by continuous -time contagion dynamics. These problems feature a large-scale mixed -integer nonconvex optimization structure with constraints governed by ordinary differential equations. This paper develops a branch -and -price method...
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作者：Bichler, Martin; Fichtl, Max; Oberlechner, Matthias
作者单位：Technical University of Munich
摘要：Auctions are modeled as Bayesian games with continuous type and action spaces. Determining equilibria in auction games is computationally hard in general, and no exact solution theory is known. We introduce an algorithmic framework in which we discretize type and action space and then learn distributional strategies via online optimization algorithms. One advantage of distributional strategies is that we do not have to make any assumptions on the shape of the bid function. Besides, the expecte...
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作者：Zorc, Sasa; Tsetlin, Ilia; Hasija, Sameer; Chick, Stephen E.
作者单位：University of Virginia; INSEAD Business School; INSEAD Business School
摘要：Firms often outsource search processes, such as the acquisition of real estate, new technologies, or talent. To ensure the efficacy of such delegated search, firms need to carefully design incentive contracts to attenuate the ill effects of agency issues. We model this problem using a dynamic principal-agent framework, embedding the standard sequential search model. The optimal contract pays the agent a fixed per-period fee plus a bonus for finding a suitable alternative. The bonus size is def...
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作者：Kannan, Rohit; Bayraksan, Guezin; Luedtke, James R.
作者单位：Virginia Polytechnic Institute & State University; University System of Ohio; Ohio State University; University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison
摘要：We study optimization for data-driven decision making when we have observations of the uncertain parameters within an optimization model together with concurrent observations of covariates. The goal is to choose a decision that minimizes the expected cost conditioned on a new covariate observation. We investigate two data-driven frameworks that integrate a machine learning prediction model within a stochastic programming sample average approximation (SAA) for approximating the solution to this...
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作者：Cai, Yang; Oikonomou, Argyris
作者单位：Yale University
摘要：We study the problem of selling n heterogeneous items to a single buyer, whose values for different items are dependent. Under arbitrary dependence, others show that no simple mechanism can achieve a nonnegligible fraction of the optimal revenue even with only two items. We consider the setting where the buyer's type is drawn from a correlated distribution that can be captured by a Markov random field (MRF), one of the most prominent frameworks for modeling high-dimensional distributions with ...
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作者：Chen, Xin; He, Niao; Hu, Yifan; Ye, Zikun
作者单位：University System of Georgia; Georgia Institute of Technology; Swiss Federal Institutes of Technology Domain; ETH Zurich; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; University of Washington; University of Washington Seattle
摘要：We study a class of stochastic nonconvex optimization in the form of min(x is an element of X) F(x) := E-xi[f (phi(x, xi))], that is, F is a composition of a convex function f and a random function phi. Leveraging an (implicit) convex reformulation via a variable transformation u = E[phi(x, xi)], we develop stochastic gradient-based algorithms and establish their sample and gradient complexities for achieving an epsilon-global optimal solution. Interestingly, our proposed Mirror Stochastic Gra...
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作者：Cominetti, Roberto; Scarsini, Marco; Schroder, Marc; Stier-Mosesd, Nicolas E.
作者单位：Universidad Adolfo Ibanez; Luiss Guido Carli University; Maastricht University
摘要：We consider an atomic congestion game in which each player i participates in the game with an exogenous and known probability p(i) is an element of (0, 1], independently of everybody else, or stays out and incurs no cost. We compute the parameterized price of anarchy to characterize the impact of demand uncertainty on the efficiency of selfish behavior, considering two different notions of a social planner. A prophet planner knows the realization of the random participation in the game; the or...
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作者：Kilinc-Karzan, Fatma; Kucukyavuz, Simge; Lee, Dabeen; Shafieezadeh-Abadeh, Soroosh
作者单位：Carnegie Mellon University; Northwestern University; Korea Advanced Institute of Science & Technology (KAIST)
摘要：We consider a general conic mixed-binary set where each homogeneous conic constraint j involves an affine function of independent continuous variables and an epigraph variable associated with a nonnegative function, fj, of common binary variables. Sets of this form naturally arise as substructures in a number of applications, including mean-risk optimization, chance-constrained problems, portfolio optimization, lot sizing and scheduling, fractional programming, variants of the best subset sele...
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作者：Zhang, Zhuoluo; Lei, Yanzhe (Murray); Zhou, Sean X.
作者单位：Xiamen University; Queens University - Canada; Chinese University of Hong Kong
摘要：We consider a dynamic pricing problem for a consumer electronics trade-in program where a firm acquires and resells multiple types of preowned (used) products over a finite selling horizon. The trade-in program offers two options: trade in for cash, where customers sell their products to the firm and receive a cash payment, and trade in for upgrade, where customers exchange their products for new products at discounted prices. The firm sets trade-in prices (both cash rewards and new products' ...
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作者：Bobbio, Federico; Carvalho, Margarida; Lodi, Andrea; Ricos, Ignacio; Torrico, Alfredo
作者单位：Universite de Montreal; Universite de Montreal; Technion Israel Institute of Technology; University of Texas System; University of Texas Dallas; Cornell University
摘要：Motivated by the shortage of seats that the Chilean school choice system is facing, we introduce the problem of jointly increasing school capacities and finding a studentoptimal assignment in the expanded market. Because of the theoretical and practical complexity of the problem, we provide a comprehensive set of tools to solve the problem, including different mathematical programming formulations, a cutting-plane algorithm, and two heuristics that allow obtaining near-optimal solutions quickl...
