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作者：Zhao, Yanyang; Wang, Xinshang; Xin, Linwei
作者单位：University of Chicago; Alibaba Group
摘要：The global e-commerce boom has driven rapid expansion of fulfillment infrastructure, with e-retailers building more warehouses to offer faster deliveries. However, fulfillment costs have surged over the past decade. This paper addresses the problem of minimizing these costs, where an e-retailer must decide in real time which warehouse(s) will fulfill each order, considering inventory constraints. Orders can be split among warehouses at an additional cost. We focus on a regional distribution ce...
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作者：Farina, Gabriele; Kroer, Christian; Sandholm, Tuomas
作者单位：Columbia University; Carnegie Mellon University
摘要：We study the application of iterative first-order methods to the problem of computing equilibria of large-scale extensive-form games. First-order methods must typically be instantiated with a regularizer that serves as a distance-generating function (DGF) for the decision sets of the players. In this paper, we introduce a new weighted entropy-based distance-generating function. We show that this function is equivalent to a particular set of new weights for the dilated entropy distance-generati...
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作者：Xie, Tong; Wang, Zizhuo
作者单位：University of Chicago; The Chinese University of Hong Kong, Shenzhen
摘要：In this paper, we introduce a consumer choice model where each consumer's utility is affected by their neighbors' purchase probabilities in a network. We first characterize the choice probabilities in this model and then consider the associated personalized assortment optimization problem. Although this problem is NP-hard, we show that for star networks, the optimal assortment to the central consumer and peripheral consumers cannot be strictly larger than that without network effects, and the ...
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作者：Zhang, Jingwei; Ma, Will; Topaloglu, Huseyin
作者单位：The Chinese University of Hong Kong, Shenzhen; Columbia University; Columbia University
摘要：We study the joint assortment and inventory planning problem with stockoutbased substitution. In this problem, we pick the number of units to stock for the products at the beginning of the selling horizon. Each arriving customer makes a choice among the set of products with remaining on-hand inventories. Our goal is to pick the stocking quantities to maximize the total expected revenue from the sales net of the stocking cost. We develop a rounding scheme that uses the solution to a fluid appro...
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作者：Akrami, Hannaneh; Alon, Noga; Chaudhury, Bhaskar Ray; Garg, Jugal; Mehlhorn, Kurt; Mehta, Ruta
作者单位：Max Planck Society; Saarland University; Princeton University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：The existence of envy-freeness up to any good (EFX) allocations is a fundamental open problem in discrete fair division. The goal is to determine the existence of an allocation of a set of indivisible goods among n agents for which no agent envies another, following the removal of any single good from the other agent's bundle. Because the general problem has been elusive, progress is made on two fronts: (i) proving existence when n is small and (ii) proving the existence of relaxations of EFX....
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作者：Alpern, Steve; Lidbetter, Thomas
作者单位：University of Warwick; Rutgers University System; Rutgers University Newark; Rutgers University New Brunswick
摘要：Adversarial search of a network for an immobile Hider (or target) was introduced and solved for rooted trees by Shmuel Gal in 1979. In this zero-sum game, a Hider picks a point to hide on the tree and a Searcher picks a unit speed trajectory starting at the root. The payoff (to the Hider) is the search time. In Gal's model (and many subsequent investigations), the Searcher receives no additional information after the Hider chooses his location. In reality, the Searcher will often receive such ...
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作者：Abdelhakmi, Anas; Lim, Andrew E. B.
作者单位：National University of Singapore; National University of Singapore; National University of Singapore
摘要：The Black-Litterman model is a framework for incorporating forward-looking expert views in a portfolio optimization problem. Existing work focuses almost exclusively on single-period problems with the forecast horizon matching that of the investor. We consider a generalization where the investor trades dynamically and views can be over horizons that differ from the investor. By exploiting the underlying graphical structure relating the asset prices and views, we derive the conditional distribu...
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作者：Carvalho, Margarida; Dragotto, Gabriele; Lodi, Andrea; Sankaranarayanan, Sriram
作者单位：Universite de Montreal; Princeton University; Technion Israel Institute of Technology; Indian School of Business (ISB)
摘要：We introduce Cut-and-Play, a practically efficient algorithm for computing Nash equilibria in simultaneous noncooperative games where players decide via nonconvex and possibly unbounded optimization problems with separable payoff functions. Our algorithm exploits an intrinsic relationship between the equilibria of the original nonconvex game and the ones of a convexified counterpart. In practice, Cut-and-Play formulates a series of convex approximations of the game and iteratively refines them...
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作者：Miao, Sentao; Jasin, Stefanus; Chao, Xiuli
作者单位：University of Colorado System; University of Colorado Boulder; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：We consider a firm managing a multiperiod, multiwarehouse, multistore (MWMS) inventory problem with fixed ordering cost at each store over a finite time horizon. The warehouses are endowed with initial inventories at the start of the horizon, and the stores are periodically replenished from the warehouses. The decisions are the order quantities from each store at each period. The optimal policy for this problem is complex and computationally intractable. We construct a mixed (s, S) policy base...
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作者：Belotti, Pietro; Buchanan, Austin; Ezazipour, Soraya
作者单位：Polytechnic University of Milan; Oklahoma State University System; Oklahoma State University - Stillwater
摘要：In the academic literature and in expert testimony, the Polsby-Popper score is the most popular way to measure the compactness of a political district. Given a district with area A and perimeter P, its Polsby-Popper score is given by (4 pi A)=P2. This score takes values between zero and one, with circular districts achieving a perfect score of one. In this paper, we propose the first mathematical optimization models to draw districts (or districting plans) with optimum Polsby-Popper score. Spe...
