4期

最新文章

• A Lyapunov Theory for Finite-Sample Guarantees of Markovian Stochastic Approximation AI翻译
  作者：Chen, Zaiwei; Maguluri, Siva T.; Shakkottai, Sanjay; Shanmugam, Karthikeyan
  作者单位：University System of Georgia; Georgia Institute of Technology; University of Texas System; University of Texas Austin
  摘要：This paper develops a unified Lyapunov framework for finite-sample analysis of a Markovian stochastic approximation (SA) algorithm under a contraction operator with respect to an arbitrary norm. The main novelty lies in the construction of a valid Lyapunov function called the generalized Moreau envelope. The smoothness and an approximation property of the generalized Moreau envelope enable us to derive a one-step Lyapunov drift inequality, which is the key to establishing the finite-sample bou...
• Consumer Choice Under Limited Attention When Alternatives Have Different Information Costs AI翻译
  作者：Huettner, Frank; Boyaci, Tamer; Akcay, Yalcin
  作者单位：Sungkyunkwan University (SKKU); European School of Management & Technology; University of Melbourne
  摘要：There is an error in one of the results of our paper [Huettner F, Boyaci T, Akcay Y (2019) Consumer choice under limited attention when alternatives have different information costs. Oper. Res. 67(3):671-699]. In this erratum, we point out the error and provide a correction based on Walker-Jones [(2023) Rational inattention with multiple attributes. J. Econom. Theory 212:105688]. Our key characterizations, insights, and numerical examples do not depend on this error and, hence, remain valid. T...
• Statistical Inference for Aggregation of Malmquist Productivity Indices AI翻译
  作者：Pham, Manh; Simar, Leopold; Zelenyukc, Valentin
  作者单位：University of Queensland; Universite Catholique Louvain; University of Queensland; University of Queensland
  摘要：The Malmquist productivity index (MPI) has gained popularity among studies on the dynamic change of productivity of decision-making units (DMUs). In practice, this index is frequently reported at aggregate levels (e.g., public and private firms) in the form of simple, equally weighted arithmetic or geometric means of individual MPIs. A number of studies emphasize that it is necessary to account for the relative importance of individual DMUs in the aggregations of indices in general and of the ...
• Erratum to Competitive Two-Agent Scheduling and Its Applications AI翻译
  作者：Koulamas, Christos; Kyparisis, George; Pinedo, Michael; Wan, Guohua
  作者单位：State University System of Florida; Florida International University; New York University; Shanghai Jiao Tong University
  摘要：Leung et al. (2010) [Leung JY-T, Pinedo M, Wan G (2010) Competitive two-agent scheduling and its applications. Oper. Res. 58:458-469] considered a two-agent nonpreemp-tive single-machine scheduling problem. Agent A is responsible for n1 jobs with due dates d1,...,dn and has as the objective the minimization of the total tardiness of the n1 jobs. Agent B is responsible for n2 jobs and has as the objective the minimization of the total completion time of the n2 jobs. The problem is to find a sch...
• Two-Stage Stochastic Matching and Pricing with Applications to Ride Hailing AI翻译
  作者：Feng, Yiding; Niazadeh, Rad; Saberi, Amin
  作者单位：Microsoft; University of Chicago; Stanford University
  摘要：Matching and pricing are two critical levers in two-sided marketplaces to connect demand and supply. The platform can produce more efficient matching and pricing decisions by batching the demand requests. We initiate the study of the two-stage stochastic matching problem, with or without pricing, to enable the platform to make improved decisions in a batch with an eye toward the imminent future demand requests. This problem is motivated in part by applications in online marketplaces, such as r...
• Shipping Emission Control Area Optimization Considering Carbon Emission Reduction AI翻译
  作者：Dan, Zhuge; Wang, Shuaian; Zhen, Lu
  作者单位：Shanghai University; Hong Kong Polytechnic University
  摘要：Sulfur emission control areas (ECAs) are crucial for reducing global shipping emissions and protecting the environment. The main plank of an ECA policy is usually a fuel sulfur limit. However, the approaches to setting sulfur limits are relatively subjective and lack scientific support. This paper investigates the design of ECA policies, especially sulfur limits, for sailing legs with ECAs. The objective is to minimize the social costs of shipping operations, local sulfur oxides (SOx) emission...
• Static Pricing for Multi-unit Prophet Inequalities AI翻译
  作者：Chawla, Shuchi; Devanur, Nikhil; Lykouris, Thodoris
  作者单位：University of Texas System; University of Texas Austin; Amazon.com; Massachusetts Institute of Technology (MIT)
  摘要：We study a pricing problem where a seller has k identical copies of a product, buyers arrive sequentially, and the seller prices the items aiming to maximize social welfare. When k =1, this is the so-called prophet inequality problem for which there is a simple pricing scheme achieving a competitive ratio of 1/2. On the other end of the spectrum, as k goes to infinity, the asymptotic performance of both static and adaptive pricing is well understood. We provide a static pricing scheme for the ...
• Distinguishing Useful and Wasteful Slack AI翻译
  作者：Bogetoft, Peter; Kerstens, Pieter Jan
  作者单位：Copenhagen Business School; VITO; KU Leuven; VITO
  摘要：The literature on organization and strategic management suggests that slack in the form of excess resources may be useful. It may, for example, serve as a buffer against environmental shocks, help decouple organizations, ease planning and implementation, support innovation, and enable effective responses to competitors. In contrast, the economic literature tends to view slack as wasteful. When the same products and services can be produced with fewer resources and slack per se is not assigned ...
• Heavy-Traffic Universality of Redundancy Systems with Assignment Constraints AI翻译
  作者：Cardinaels, Ellen; Borst, Sem; van Leeuwaarden, Johan S. H.
  作者单位：Eindhoven University of Technology; Tilburg University
  摘要：Service systems often face task-server assignment constraints because of skill based routing or geographical conditions. Redundancy scheduling responds to this limited flexibility by replicating tasks to specific servers in agreement with these assignment constraints. We gain insight from product-form stationary distributions and weak local stability conditions to establish a state space collapse in heavy traffic. In this limiting regime, the parallel-server system with redundancy scheduling o...
• UCB-Type Learning Algorithms with Kaplan-Meier Estimator for Lost-Sales Inventory Models with Lead Times AI翻译
  作者：Lyu, Chengyi; Zhang, Huanan; Xin, Linwei
  作者单位：University of Colorado System; University of Colorado Boulder; University of Chicago
  摘要：In this paper, we consider a classic periodic -review lost -sales inventory system with lead times, which is notoriously challenging to optimize with a wide range of realworld applications. We consider a joint learning and optimization problem in which the decision maker does not know the demand distribution a priori and can only use past sales information (i.e., censored demand). Departing from existing learning algorithms on this learning problem that require the convexity property of the un...