5期

最新文章

• On the Almost Threshold Policy for Multisourcing Under Uncertain Supplies AI翻译
  作者：Federgruen, Awi; Feng, Qi; Shanthikumar, George
  作者单位：Columbia University; Purdue University System; Purdue University
  摘要：With extended supply chains and increased global sourcing, the uncertainty in supply streams has become a major consideration in formulating procurement strategies. Many studies in the existing literature characterize the optimal procurement policies under specific assumptions of the supply and demand distributions. In several special cases, a threshold policy or an almost threshold policy is shown to be optimal. A recent study by Feng and Shathikumar [Feng Q, Shanthikumar JG (2018) Supply and...
• A Reciprocity Between Tree Ensemble Optimization and Multilinear Optimization AI翻译
  作者：Kim, Jongeun; Richard, Jean-Philippe P.; Tawarmalani, Mohit
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; Purdue University System; Purdue University
  摘要：In this paper, we establish a low-degree polynomially-sized reduction between tree ensemble optimization and optimization of multilinear functions over a Cartesian product of simplices. We use this insight to derive new formulations for tree ensemble optimization problems and to obtain new convex hull results for multilinear polytopes. A computational experiment on multicommodity transportation problems with costs modeled using tree ensembles shows the practical advantage of our formulation re...
• Online Learning with Sample Selection Bias AI翻译
  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 ...
• Regular Variable Returns to Scale Production Frontier and Efficiency Measurement AI翻译
  作者：Li, Sung Ko; Tsang, Chun Kei; Lee, Shu Kam; He, Xinju
  作者单位：Hong Kong Shue Yan University; Hefei University of Technology; Hong Kong Baptist University; Guangxi University; Guangxi University
  摘要：The most frequently used empirical production frontier in data envelopment analysis, the variable returns to scale frontier, has a convex technology set and displays a special structure in economics, called the regular variable returns to scale in this paper; the production technology exhibits increasing returns to scale at the beginning of the production process followed by constant returns to scale and decreasing returns to scale. When the assumption of convexity is relaxed, modeling regular...
• Deepest Cuts for Benders Decomposition AI翻译
  作者：Hosseini, Mojtaba; Turner, John
  作者单位：University of Iowa; University of California System; University of California Irvine
  摘要：Since its inception, Benders decomposition (BD) has been successfully applied to a wide range of large-scale mixed-integer (linear) problems. The key element of BD is the derivation of Benders cuts, which are often not unique. In this paper, we introduce a novel unifying Benders cut selection technique based on a geometric interpretation of cut depth, produce deepest Benders cuts based on & ell;p-norms, and study their properties. Specifically, we show that deepest cuts resolve infeasibility t...
• A Hierarchical Approach to Robust Stability of Multiclass Queueing Networks AI翻译
  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...
• Data-Driven Clustering and Feature-Based Retail Electricity Pricing with Smart Meters AI翻译
  作者：Keskin, N. Bora; Li, Yuexing; Sunar, Nur
  作者单位：Duke University; Johns Hopkins University; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine
  摘要：We consider an electric utility company that serves retail electricity customers over a discrete-time horizon. In each period, the company observes the customers' consumption and high-dimensional features on customer characteristics and exogenous factors. A distinctive element of our work is that these features exhibit three types of heterogeneity-over time, customers, or both. Based on the consumption and feature observations, the company can dynamically adjust the retail electricity price at...
• Crosscutting Areas On Consistency of Signature Using Lasso AI翻译
  作者：Guo, Xin; Wang, Binnan; Zhang, Ruixun; Zhao, Chaoyi
  作者单位：University of California System; University of California Berkeley; Peking University; Peking University; Peking University; Peking University; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
  摘要：Signatures are iterated path integrals of continuous and discrete-time processes, and their universal nonlinearity linearizes the problem of feature selection in time series data analysis. This paper studies the consistency of signature using Lasso regression, both theoretically and numerically. We establish conditions under which the Lasso regression is consistent both asymptotically and in finite sample. Furthermore, we show that the Lasso regression is more consistent with the Ito signature...
• Stability of a Queue Fed by Scheduled Traffic at Critical Loading AI翻译
  作者：Araman, Victor F.; Glynn, Peter W.
  作者单位：American University of Beirut; Stanford University
  摘要：Consider the workload process for a single server queue with deterministic service times in which customers arrive according to a scheduled traffic process. A scheduled arrival sequence is one in which customers are scheduled to arrive at constant interarrival times, but each customer's actual arrival time is perturbed from her scheduled arrival time by a random perturbation. In this paper, we consider a critically loaded queue in which the service rate equals the arrival rate. Unlike a queue ...
• Search in the Dark: The Case with Recall and Gaussian Learning AI翻译
  作者：Baucells, Manel; Zorc, Sasa
  作者单位：University of Virginia
  摘要：The classic sequential search problem rewards the decision maker with the highest sampled value minus a cost per sample. If the sampling distribution is unknown, then a Bayesian decision maker faces a complex balance between exploration and exploitation. We solve the stopping problem of sampling from a normal distribution with unknown mean and variance and a conjugate prior, a longstanding open problem. The optimal stopping region may be empty (it may be optimal to continue the search regardle...