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作者：Chen, Xinyun; Liu, Yunan; Hong, Guiyu
作者单位：The Chinese University of Hong Kong, Shenzhen; North Carolina State University
摘要：We study a dynamic pricing and capacity sizing problem in a GI/GI/1 queue, in which the service provider's objective is to obtain the optimal service fee p and service capacity mu so as to maximize the cumulative expected profit (the service revenue minus the staffing cost and delay penalty). Because of the complex nature of the queueing dynamics, such a problem has no analytic solution so that previous research often resorts to heavy-traffic analysis in which both the arrival and service rate...
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作者：Sutter, Tobias; Van Parys, Bart P. G.; Kuhn, Daniel
作者单位：University of Konstanz; Massachusetts Institute of Technology (MIT); Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要：We propose a statistically optimal approach to construct data-driven decisions for stochastic optimization problems. Fundamentally, a data-driven decision is simply a function that maps the available training data to a feasible action. It can always be expressed as the minimizer of a surrogate optimization model constructed from the data. The quality of a data-driven decision is measured by its out-of-sample risk. An additional quality measure is its out-of-sample disappointment, which we defi...
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作者：Keskin, N. Bora; Li, Meng
作者单位：Duke University; University of Houston System; University of Houston
摘要：In this paper, we study a firm's dynamic pricing problem in the presence of unknown and time-varying heterogeneity in customers' preferences for quality. The firm offers a standard product as well as a premium product to deal with this heterogeneity. First, we consider a benchmark case in which the transition structure of customer heterogeneity is known. In this case, we analyze the firm's optimal pricing policy and characterize its key structural properties. Thereafter, we investigate the cas...
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作者：Khorasani, Sina; Korpeoglu, Ersin; Krishnan, Vish V.
作者单位：University System of Ohio; University of Dayton; University of London; University College London; University of California System; University of California San Diego
摘要：Public, private, and not-for-profit organizations find advanced technology and product development projects challenging to manage due to the time and budget pressures, and turn to their development partners and suppliers to address their development needs. We study how dynamic development contests with enriched rank-based incentives and carefully tailored information design can help these organizations leverage their suppliers for their development projects while seeking to minimize project le...
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作者：Bimpikis, Kostas; Morgenstern, Ilan; Saban, Daniela
作者单位：Stanford University
摘要：We explore the welfare implications of data-tracking technologies that enable firms to collect consumer data and use it for price discrimination. The model we develop centers around two features: competition between firms and consumers' level of sophistication. Our baseline environment features a firm that can collect information about the consumers it transacts with in a duopoly market, which it can then use in a second, monopoly market. We characterize and compare the equilibrium outcomes in...
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作者：van der Laan, Niels; Romeijnders, Ward
作者单位：University of Groningen
摘要：We propose a new solution method for two-stage mixed-integer recourse models. In contrast to existing approaches, we can handle general mixed-integer variables in both stages. Our solution method is a Benders' decomposition, in which we iteratively construct tighter approximations of the expected second stage cost function using a new family of optimality cuts. We derive these optimality cuts by parametrically solving extended formulations of the second stage problems using deterministic mixed...
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作者：Delorme, Maxence; Garcia, Sergio; Gondzio, Jacek; Kalcsics, Jörg; Manlove, David; Pettersson, William
作者单位：Tilburg University; University of Edinburgh; University of Glasgow
摘要：Many kidney exchange programs (KEPs) use integer linear programming (ILP) based on a hierarchical set of objectives to determine optimal sets of transplants. We propose innovative techniques to remove barriers in existing mathematical models, vastly reducing solution times and allowing significant increases in potential KEP pool sizes. Our techniques include two methods to avoid unnecessary variables, and a diving algorithm that reduces the need to solve multiple complex ILP models while still...
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作者：Gupta, Varun
作者单位：University of Chicago
摘要：In this paper, we prove the efficacy of a simple greedy algorithm for a finite horizon online resource allocation/matching problem when the corresponding static planning linear program (SPP) exhibits a nondegeneracy condition called the general position gap (GPG). The key intuition that we formalize is that the solution of the reward-maximizing SPP is the same as a feasibility linear program restricted to the optimal basic activities, and under GPG, this solution can be tracked with bounded re...
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作者：Schulz, Andreas S.; Telha, Claudio
作者单位：Technical University of Munich; Technical University of Munich; Universidad de los Andes - Chile
摘要：Distribution networks with periodically repeating events often hold great promise to exploit economies of scale. Joint replenishment problems are fundamental in inventory management, manufacturing, and logistics and capture these effects. However, finding an efficient algorithm that optimally solves these models or showing that none may exist have long been open regardless of whether empty joint orders are possible or not. In either case, we show that finding optimal solutions to joint repleni...
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作者：Nannicini, Giacomo
作者单位：International Business Machines (IBM); IBM USA
摘要：We propose quantum subroutines for the simplex method that avoid classical computation of the basis inverse. We show how to quantize all steps of the simplex algorithm, including checking optimality, unboundedness, and identifying a pivot (i.e., pricing the columns and performing the ratio test) according to Dantzig's rule or the steepest edge rule. The quantized subroutines obtain a polynomial speedup in the dimension of the problem but have worse dependence on other numerical parameters. For...
