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作者：Sahoo, Roshni; Wager, Stefan
作者单位：Stanford University; Stanford University
摘要：Decision makers often aim to learn a treatment assignment policy under a capacity constraint on the number of agents that they can treat. When agents can respond strategically to such policies, competition arises, complicating estimation of the optimal policy. In this paper, we study capacity-constrained treatment assignments in the presence of such interference. We consider a dynamic model in which the decision maker allocates treatments at each time step and heterogeneous agents myopically b...
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作者：Guo, Siqi; Xiao, Fan; Liang, Zhe
作者单位：Tongji University; Shanghai University
摘要：It is widely acknowledged that deep dual-optimal inequalities (DDOIs) can stabilize the dual of a linear programming problem and accelerate its convergence. However, we find that adding DDOIs is not free but always comes with a price; that is, it increases the number of primal degenerate bases, and extra effort might be needed to achieve dual feasibility and prove its optimality. As a result, when addressing a linear programming problem, it is critical to stabilize the dual on the one hand, re...
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作者：Sun, Qiuzhuang; Hu, Tiawen; Ye, Zhi-Sheng
作者单位：University of Sydney; University of Electronic Science & Technology of China; National University of Singapore
摘要：Although most on-demand mission-critical systems are engineered to be reliable to support critical tasks, occasional failures may still occur during missions. To increase system survivability, a common practice is to abort the mission before an imminent failure. We consider optimal mission abort for a system whose deterioration follows a general three-state (normal, defective, failed) semi-Markov chain. The failure is assumed selfrevealed, whereas the healthy and defective states have to be in...
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作者：Goyal, Vineet; Iyengar, Garud; Udwani, Rajan
作者单位：Columbia University; University of California System; University of California Berkeley
摘要：We consider the problem of online allocation (matching, budgeted allocations, and assortments) of reusable resources for which an adversarial sequence of resource requests is revealed over time and any allocated resource is used/rented for a stochastic duration drawn independently from a resource-dependent usage distribution. Previously, it was known that a greedy algorithm is 0.5-competitive against the clairvoyant benchmark that knows the entire sequence of requests in advance. We give a nov...
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作者：Balkanski, Eric; Garimidi, Pranav; Gkatzelis, Vasilis; Schoepflin, Daniel; Tan, Xizhi
作者单位：Columbia University; Drexel University; Rutgers University System; Rutgers University New Brunswick
摘要：We revisit the well-studied problem of budget-feasible procurement, where a buyer with a strict budget constraint seeks to acquire services from a group of strategic providers (the sellers). During the last decade, several strategy-proof budget-feasible procurement auctions have been proposed, aiming to maximize the value of the buyer while eliciting each seller's true cost for providing their service. Our main result in this paper is a novel method for designing budget-feasible auctions, lead...
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作者：Chen, Xi; Simchi-Levi, David; Zhao, Zishuo; Zhou, Yuan
作者单位：New York University; Massachusetts Institute of Technology (MIT); University of Illinois System; University of Illinois Urbana-Champaign; Tsinghua University; Tsinghua University
摘要：In blockchain systems, the design of transaction fee mechanisms (TFMs) is essential for stability and satisfaction for both miners and users. A recent work has proven the impossibility of collusion-proof mechanisms that achieve both nonzero miner revenue and Dominant Strategy Incentive Compatibility (DSIC) for users. However, a positive miner revenue is important in practice to motivate miners. To address this challenge, we consider a Bayesian game setting and relax the DSIC requirement for us...
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作者：Postek, Krzysztof; Romeijnders, Ward; Wiesemann, Wolfram
作者单位：Delft University of Technology; University of Groningen; Imperial College London
摘要：Multistage robust optimization, in which decisions are taken sequentially as new information becomes available about uncertain problem parameters, is a very versatile yet computationally challenging paradigm for decision making under uncertainty. In this technical note, we propose a new model and solution approach for multistage robust mixed-integer programs, which may contain both continuous and discrete decisions at any time stage. Our model builds upon the finite adaptability scheme develop...
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作者：Bertani, Nicollo; Jensen, Shane T.; Satopaa, Ville A.
作者单位：Universidade Catolica Portuguesa; University of Pennsylvania; INSEAD Business School
摘要：This article may be used only for the purposes of research, teaching, and/or private study. Commercial use or systematic downloading (by robots or other automatic processes) is prohibited without explicit Publisher approval, unless otherwise noted. For more information, contact permissions@informs.org. The Publisher does not warrant or guarantee the article's accuracy, completeness, merchantability, fitness inclusion of an advertisement in this article, neither constitutes nor implies a guaran...
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作者：Gong, Xueping; You, Wei; Zhang, Tiheng
作者单位：Xiamen University; Hong Kong University of Science & Technology
摘要：We study contextual dynamic pricing, where a decision maker posts personalized prices based on observable contexts and receives binary purchase feedback indicating whether the customer's valuation exceeds the price. Each valuation is modeled as an unknown latent function of the context, corrupted by independent and identically distributed market noise from an unknown distribution. Relying only on Lipschitz continuity of the noise distribution and bounded valuations, we propose a minimax-optima...
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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' ...
