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作者：Zhong, Yueyang; Birge, John R.; Ward, Amy R.
作者单位：University of Chicago
摘要：The multiclass many-server queue with abandonment (specifically, the multiclass GI/GI/N+GI queue) is a canonical model for service systems. One key operational question is how to schedule; that is, how to choose the customer that a newly available server will serve. The scheduling question is of fundamental importance because scheduling determines which customer classes have more abandonments. However, even though there is much work on scheduling in queueing systems, there is comparatively les...
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作者：Chen, Nan; Ma, Xiang; Liu, Yanchu; Yu, Wei
作者单位：Chinese University of Hong Kong; Sun Yat Sen University
摘要：We use the technique of information relaxation to develop a duality-driven iterative approach (DDP) to obtain and improve confidence interval estimates for the true value of finite-horizon stochastic dynamic programming problems. Each iteration of the algorithm solves an optimization-expectation procedure. We show that the sequence of dual value estimates yielded from the proposed approach monotonically converges to the true value function in a finite number of dual iterations. Aiming to overc...
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作者：Perchet, Vianney; Rigollet, Philippe; Le Gouic, Thibaut
作者单位：Institut Polytechnique de Paris; ENSAE Paris; Massachusetts Institute of Technology (MIT)
摘要：We describe an efficient algorithm to compute solutions for the general twoplayer Blotto game on n battlefields with heterogeneous values. Whereas explicit constructions for such solutions have been limited to specific, largely symmetric or homogeneous setups, this algorithmic resolution covers the most general situation to date: a valueasymmetric game with an asymmetric budget with sufficient symmetry and homogeneity. The proposed algorithm rests on recent theoretical advances regarding Sinkh...
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作者：Zbib, Hani; Balcik, Burcu; Rancourt, Marie-Eve; Laporte, Gilbert
作者单位：University of Quebec; University of Quebec Montreal; Universite de Montreal; HEC Montreal; Ozyegin University; Universite de Montreal; University of Bath
摘要：We develop a mutual catastrophe insurance framework for the prepositioning of strategic reserves to foster horizontal collaboration in preparedness against lowprobability high -impact natural disasters. The framework consists of a risk -averse insurer pooling the risks of a portfolio of risk -averse policyholders. It encompasses the operational functions of planning the prepositioning network in preparedness for incoming insurance claims, in the form of units of strategic reserves, setting cov...
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作者：Chen, Xi; Krishnamurthy, Akshay; Wang, Yining
作者单位：New York University; University of Texas System; University of Texas Dallas
摘要：We consider the dynamic assortment optimization problem under the multinomial logit model with unknown utility parameters. The main question investigated in this paper is model mis-specification under the e-contamination model, which is a fundamental model in robust statistics and machine learning. In particular, throughout a selling horizon of length T, we assume that customers make purchases according to a well-specified underlying multinomial logit choice model in a (1 - e)-fraction of the ...
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作者：Ravner, Liron; Snitkovsky, Ran I.
作者单位：University of Haifa; Tel Aviv University
摘要：We suggest a novel stochastic-approximation algorithm to compute a symmetric Nash-equilibrium strategy in a general queueing game with a finite action space. The algorithm involves a single simulation of the queueing process with dynamic updating of the strategy at regeneration times. Under mild assumptions on the utility function and on the regenerative structure of the queueing process, the algorithm converges to a symmetric equilibrium strategy almost surely. This yields a powerful tool tha...
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作者：Zhou, Yi; Fu, Michael C.; Ryzhov, Ilya O.
作者单位：University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park
摘要：We consider the problem of selecting the best alternative in a setting where prior similarity information between the performance output of different alternatives can be learned from data. Incorporating similarity information enables efficient budget allocation for faster identification of the best alternative in sequential selection. Using a new selection criterion, the similarity selection index, we develop two new allocation methods: one based on a mathematical programming characterization ...
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作者：Chen, Li; He, Long; Zhou, Yangfang (Helen)
作者单位：National University of Singapore; University of Sydney; George Washington University; Singapore Management University
摘要：To support the rapid growth in global electric vehicle adoption, public charging of electric vehicles is crucial. We study the problem of an electric vehicle charging service provider, which faces (1) stochastic arrival of customers with distinctive arrival/departure times and energy requirements and (2) a total electricity cost including demand charges, which are costs related to the highest per-period electricity used in a finite horizon. We formulate its problem of scheduling vehicle chargi...
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作者：Manchiraju, Chandrasekhar; Dawande, Milind; Janakiraman, Ganesh
作者单位：University of Texas System; University of Texas Dallas
摘要：We revisit two classical price-based and choice-based network revenue management problems studied in the literature. The setting for the problems is as follows: A firm sells multiple products over a finite horizon using a limited supply of resources. Product demands are stochastic. The demand rate for each product depends on the current price vector (respectively, assortment displayed). The firm's goal is to obtain a pricing (respectively, assortment) policy that maximizes its expected revenue...
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作者：Lei, Murray; Liu, Sheng; Jasin, Stefanus; Vakhutinsky, Andrew
作者单位：Queens University - Canada; University of Toronto; University of Michigan System; University of Michigan; Oracle
摘要：We consider a joint inventory and pricing problem with one warehouse and multiple stores in which the retailer makes a one-time decision on the amount of inventory to be placed at the warehouse at the beginning of the selling season, followed by periodic joint replenishment and pricing decisions for each store throughout the season. Demand at each store follows a Poisson distribution, and unmet demand is immediately lost. The retailer incurs the usual variable ordering, inventory holding, and ...
