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作者：Qin, Chao; You, Wei
作者单位：Stanford University; Hong Kong University of Science & Technology
摘要：Although experimental design often focuses on selecting the single best alternative from a finite set (e.g., in ranking and selection or best-arm identification), many pureexploration problems pursue richer goals. Given a specific goal, adaptive experimentation aims to achieve it by strategically allocating sampling effort, with the underlying sample complexity characterized by a maximin optimization problem. By introducing dual variables, we derive necessary and sufficient conditions for an o...
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作者：Singhvi, Divya; Singhvi, Somya
作者单位：New York University; University of Southern California
摘要：We consider the problem of personalized recommendations on online platforms, where user preferences are unknown, and users interact with the platform through a series of sequential decisions (such as clicking to watch on video platforms or clicking to donate on donation platforms). The platform aims to maximize the final outcome (e.g., viewing duration on video platforms or donations on donation platforms). However, the platform only observes the final outcome for users who complete the first ...
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作者：Brown, David B.; Smith, James E.
作者单位：Duke University; Dartmouth College
摘要：Though variability and uncertainty have always posed challenges for power systems, the increasing use of renewable energy sources has exacerbated these issues. At a vertically integrated utility, the system operator manages many generation units- renewable and otherwise-and storage units to ensure that the total energy produced matches contemporaneous demand. Current industry practice at these utilities involves solving unit commitment and economic dispatch optimization problems to choose prod...
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作者：Zhao, Feiyang; Gurvich, Itai; Hasenbein, John J.
作者单位：University of Texas System; University of Texas Austin; Northwestern University
摘要：We revisit the global-relative to control policies-stability of multiclass queueing networks. In these, as is known, it is generally insufficient that the nominal utilization at each server is below 100%. Certain policies, although work conserving, may destabilize a network that satisfies the nominal-load conditions; additional conditions on the primitives are needed for global stability (stability under any work-conserving policy). The global-stability region was fully characterized for two-s...
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作者：Fan, Weiwei; Li, Xuewen; Luo, Jun; Tsai, Shing Chih
作者单位：Tongji University; Shanghai Jiao Tong University; National Cheng Kung University
摘要：Ranking-and-selection (R&S) procedures, which seek to select the best system among a finite set of stochastic systems, often conduct a first-stage sampling to estimate the unknown variances of the systems. In this paper, we assume that system samples are normally distributed and demonstrate that the first-stage sample size n0 affects the performance of sequential R&S procedures in the manner beyond variance estimations. Specifically, we prove that the presence of n0 could reduce the achieved p...
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作者：Tang, Yanhan (Savannah); Scheller-Wolf, Alan; Tayur, Sridhar; Perito, Emily R.; Roberts, John P.
作者单位：Southern Methodist University; Carnegie Mellon University; University of California System; University of California San Francisco
摘要：Split liver transplantation (SLT) is a procedure that potentially saves two lives using one liver, increasing the total benefit derived from the limited number of donated livers available. SLT may also improve equity by giving transplant candidates who are physically smaller (including children) increased access to liver transplants. However, SLT is rarely used in the United States. To help quantify the benefits of increased SLT utilization and provide decision support tools, we introduce a de...
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作者：Salem, Tad; Gupta, Swati; Kamble, Vijay
作者单位：United States Department of Defense; United States Navy; United States Naval Academy; Massachusetts Institute of Technology (MIT); University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要：Algorithmic decision making in societal contexts, such as retail pricing, loan administration, recommendations on online platforms, etc., can be framed as stochastic optimization under bandit feedback, which typically requires experimentation with different decisions for the sake of learning. Such experimentation often results in perceptions of unfairness among people impacted by these decisions; for instance, there have been several recent lawsuits accusing companies that deploy algorithmic p...
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作者：Najy, Waleed; Diabat, Ali; Elbassioni, Khaled
作者单位：New York University; New York University Abu Dhabi; New York University; New York University Tandon School of Engineering
摘要：The difficulty of analyzing and optimizing the stochastic one-warehouse multiretailer problem under the (S, T) policy motivates the need to consider approximate but high-fidelity systems that are easier to scrutinize. We consider one such model in the setting in which retailers face independent normally distributed demand with given (nonidentical) means and variances. Safety stock is computed via a type-I service-level formula that ignores allocation issues, and the cost function is computed b...
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作者：Bayrak, Halil Ibrahim; Kocyigit, Cagil; Kuhn, Daniel; Pinar, Mustafa Celebi
作者单位：Ihsan Dogramaci Bilkent University; University of Luxembourg; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要：We consider the mechanism design problem of a principal allocating a single good to one of several agents without monetary transfers. Each agent desires the good and uses it to create value for the principal. We designate this value as the agent's private type. Even though the principal does not know the agents' types, she can verify them at a cost. The allocation of the good thus depends on the agents' self-declared types and the results of any verification performed, and the principal's payo...
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作者：Bai, Yicheng; El Housni, Omar; Rusmevichientong, Paat; Topaloglu, Huseyin
作者单位：University of Southern California
摘要：We study a joint inventory stocking and assortment customization problem. We have access to a set of products that can be used to stock a storage facility with limited capacity. At the beginning of the selling horizon, we decide how many units of each product to stock. Customers of different types with type-dependent preferences for the products arrive over the selling horizon. Depending on the remaining product inventories and the type of the customer, we offer a product assortment to the arr...
