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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：Wang, Hanzhao; Talluri, Kalyan; Li, Xiaocheng
作者单位：Imperial College London
摘要：We consider dynamic pricing with covariates under a generalized linear demand model: A seller can dynamically adjust the price of a product over a horizon of T time periods, and at each time period t, the demand of the product is jointly determined by the price and an observable covariate vector xt is an element of Rd through a generalized linear model with unknown coefficients. Most of the existing literature assumes the covariate vectors xts are independently and identically distributed (i.i...
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作者：Bray, Robert L.
作者单位：Northwestern University
摘要：I use empirical processes to study how the shadow prices of a linear program that allocates an endowment of nf3 is an element of Rm resources to n customers behave as n -> infinity. I show the shadow prices (i) adhere to a concentration of measure, (ii) converge to a multivariate normal under central-limit-theorem scaling, and (iii) have a variance that decreases like Theta(1/n). I use these results to prove that the expected regret in an online linear program is Theta(log n), both when the cu...
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作者：Ma, Wanteng; Cao, Ying; Tsang, Danny H. K.; Xia, Dong
作者单位：Hong Kong University of Science & Technology; Hong Kong University of Science & Technology
摘要：This paper introduces a dual -based algorithm framework for solving the regularized online resource allocation problems, which have potentially nonconcave cumulative rewards, hard resource constraints, and a nonseparable regularizer. Under a strategy of adaptively updating the resource constraints, the proposed framework only requests approximate solutions to the empirical dual problems up to a certain accuracy and yet delivers an optimal logarithmic regret under a locally second -order growth...
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作者：Banerjee, Imon; Honnappa, Harsha; Rao, Vinayak
作者单位：Northwestern University; Purdue University System; Purdue University; Purdue University System; Purdue University
摘要：In this work, we study a natural nonparametric estimator of the transition probability matrices of a finite controlled Markov chain. We consider an off-line setting with a fixed data set of size m, collected using a so-called logging policy. We develop sample complexity bounds for the estimator and establish conditions for minimaxity. Our statistical bounds depend on the logging policy through its mixing properties. We show that achieving a particular statistical risk bound involves a subtle a...
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作者：Zhang, Luhao; Yang, Jincheng; Gao, Rui
作者单位：Johns Hopkins University; University of Chicago; University of Texas System; University of Texas Austin
摘要：We present a general duality result for Wasserstein distributionally robust optimization that holds for any Kantorovich transport cost, measurable loss function, and nominal probability distribution. Assuming an interchangeability principle inherent in existing duality results, our proof only uses one-dimensional convex analysis. Furthermore, we demonstrate that the interchangeability principle holds if and only if certain measurable projection and weak measurable selection conditions are sati...
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作者：Xia, Jun; Xu, Zhou; Baldacci, Roberto
作者单位：Shanghai Jiao Tong University; Hong Kong Polytechnic University; Qatar Foundation (QF); Hamad Bin Khalifa University-Qatar
摘要：The liner shipping network design (LSND) problem involves creating regular ship rotations to transport containerized cargo between seaports. The objective is to maximize carrier profit by balancing revenue from satisfied demand against operating and transshipment costs. Finding an optimal solution is challenging because of complex rotation structures and joint decisions on fleet deployment, cargo routing, and rotation design. This work introduces a set partitioning-like formulation for LSND wi...
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作者：Gong, Xueping; Zhang, Qing; Li, Huizhong; Zhang, Jiheng
作者单位：Hong Kong University of Science & Technology
摘要：Blockchains based on the celebrated Nakamoto consensus protocol have shown promise in several applications, including cryptocurrencies. However, these blockchains have inherent scalability limits caused by the protocol's consensus properties. In particular, the consistency property demonstrates a tight trade-off between block production speed and the system's security in terms of resisting adversarial attacks. As such, this paper proposes a novel method called Ironclad, which improves the bloc...
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作者：Feldman, Michal; Gkatzelis, Vasilis; Gravin, Nick; Schoepflin, Daniel
作者单位：Tel Aviv University; Drexel University; Shanghai University of Finance & Economics; Rutgers University System; Rutgers University New Brunswick
摘要：In a single-parameter mechanism design problem, a provider is looking to sell some service to a group of potential buyers. Each buyer i has a private value vi for receiving this service, but a feasibility constraint restricts which buyers can be simultaneously served. Recent work in economics introduced (deferred-acceptance) clock auctions as a superior class of auctions for this problem due to their transparency, simplicity, and strong incentive guarantees. Subsequent work focused on evaluati...
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作者：Hu, Zhenyu; Xiao, Yangge
作者单位：National University of Singapore; National University of Singapore
摘要：This paper investigates the seller's revenue -maximizing mechanism in the face of a customer who searches for outside alternatives over a finite horizon. The customer's utility from searches is modeled as a general function-referred to as the recall function-of the past search outcomes. Without observing the customer's valuation of the product or any realization of search outcomes, the seller can propose and commit to a contract with the customer before the search process begins. Under a gener...
