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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:Kamble, Vijay; Loiseau, Patrick; Walrand, Jean
作者单位:University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; Communaute Universite Grenoble Alpes; Institut National Polytechnique de Grenoble; Universite Grenoble Alpes (UGA); Centre National de la Recherche Scientifique (CNRS); Inria; Max Planck Society; University of California System; University of California Berkeley
摘要:We describe an approximate dynamic programming (ADP) approach to compute approximations of the optimal strategies and of the minimal losses that can be guaranteed in discounted repeated games with vector-valued losses. Among other applications, such vector-valued games prominently arise in the analysis of worst-case regret in repeated decision making in unknown environments, also known as the adversarial online learning framework. At the core of our approach is a characterization of the lower ...
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作者:Qu, Zihao; Dawande, Milind; Janakiraman, Ganesh
作者单位:University of Texas System; University of Texas Dallas
摘要:Motivated by the rapid growth of the cloud cost management and optimization (CCMO) industry to support the exploding cloud-computing market, we study an infinite horizon, stochastic optimization problem from the viewpoint of a firm that employs cloud resources to process incoming orders (or jobs) over time. We model the following vital practical features of CCMO in our problem. There are several types of resources that differ in their costs and performance attributes (e.g., processor speed, me...
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作者:Jagabathula, Srikanth; Rusmevichientong, Paat; Venkataraman, Ashwin; Zhao, Xinyi
作者单位:New York University; University of Southern California; University of Texas System; University of Texas Dallas
摘要:We describe an efficient estimation method for large-scale tree logit models, using a novel change-of-variables transformation that allows us to express the negative log-likelihood as a strictly convex function in the leaf node parameters and a difference of strictly convex functions in the nonleaf node parameters. Exploiting this representation, we design a fast iterative method that computes a sequence of parameter estimates using simple closed-form updates. Our algorithm relies only on firs...