5期

最新文章

• Political Districting to Optimize the Polsby-Popper Compactness Score with Application to Voting Rights AI翻译
  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...
• Distributionally Constrained Black-Box Stochastic Gradient Estimation and Optimization AI翻译
  作者：Lam, Henry; Zhang, Junhui
  作者单位：Columbia University; Columbia University
  摘要：We consider stochastic gradient estimation using only black-box function evaluations, where the function argument lies within a probability simplex. This problem is motivated from gradient-descent optimization procedures in multiple applications in distributionally robust analysis and inverse model calibration involving decision variables that are probability distributions. We are especially interested in obtaining gradient estimators where one or few sample observations or simulation runs app...
• Instrumenting While Experimenting: An Empirical Method for Competitive Pricing at Scale AI翻译
  作者：Jiang, Zhaohui (Zoey); Li, Jun
  作者单位：Carnegie Mellon University; University of Michigan System; University of Michigan
  摘要：Accurate operational decisions require precise knowledge of the causal effects of such decisions on outcomes, a task that becomes increasingly complex in dynamic business environments. We propose an idea of instrumenting while experimenting, whereby researchers can create their own instruments by injecting small, random variations directly into the decision-making process and then use such variations to obtain causal estimates of the impact of varying business decisions at scale without disrup...
• A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy AI翻译
  作者：Aid, Rene; Basei, Matteo; Ferrarid, Giorgio
  作者单位：Universite PSL; Universite Paris-Dauphine; Institut Polytechnique de Paris; ENSTA Paris; University of Bielefeld
  摘要：We consider a mean-field model of firms competing a` la Cournot on a commodity market, where the commodity price is given in terms of a power inverse demand function of the industry-aggregate production. Investment is irreversible and production capacity depreciates at a constant rate. Production is subject to Gaussian productivity shocks, whereas large nonanticipated macroeconomic events driven by a two-state continuous-time Markov chain can change the volatility of the shocks, as well as the...
• Markdown Policies for Demand Learning with Forward-Looking Customers AI翻译
  作者：Birge, John R.; Chen, Hongfan (Kevin); Keskin, N. Bora
  作者单位：University of Chicago; Chinese University of Hong Kong; Duke University
  摘要：We consider the markdown pricing problem of a firm that sells a product to a mixture of myopic and forward-looking customers. The firm faces uncertainty about the customers' forward-looking behavior, arrival pattern, and valuations for the product, which we collectively refer to as the demand model. Over a multiperiod selling season, the firm sequentially marks down the product's price and makes demand observations to learn about the underlying demand model. Because forward-looking customers c...
• 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...
• Policy Learning with Competing Agents AI翻译
  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...
• Optimal Abort Policy for Mission-Critical Systems Under Imperfect Condition Monitoring AI翻译
  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...
• 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 ...
• 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...