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作者：Ata, Baris; Belloni, Alexandre; Candogan, Ozan
作者单位：University of Chicago; Duke University
摘要：We consider a platform that serves (observable) agents, who belong to a larger network that also includes additional agents who are not served by the platform. We refer to the latter group of agents as latent agents. Associated with each agent are the agent's covariate and outcome. The platform has access to past covariates and outcomes of the observable agents, but no data for the latent agents is available to the platform. Crucially, the agents influence each other's outcome through a certai...
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作者：Ghosal, Shubhechyya; Ho, Chin Pang; Wiesemann, Wolfram
作者单位：Imperial College London; City University of Hong Kong
摘要：We propose a generic model for the capacitated vehicle routing problem (CVRP) under demand uncertainty. By combining risk measures, satisficing measures, or disutility functions with complete or partial characterizations of the probability distribution governing the demands, our formulation bridges the popular but often independently studied paradigms of stochastic programming and distributionally robust optimization. We characterize when an uncertainty-affected CVRP is (not) amenable to a sol...
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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 ...
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作者：Chen, Zhongzhu; Fampa, Marcia; Lee, Jon
作者单位：University of Michigan System; University of Michigan; Universidade Federal do Rio de Janeiro
摘要：The maximum-entropy sampling problem is the NP-hard problem of maximizing the (log) determinant of an order-s principal submatrix of a given order n covariance matrix C. Exact algorithms are based on a branch-and-bound framework. The problem has wide applicability in spatial statistics and in particular in environmental monitoring. Probably the best upper bound for the maximum empirically is Anstreicher???s scaled ???linx??? bound. An earlier methodology for potentially improving any upper-bou...
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作者：Fattahi, Ali; Ghodsi, Saeed; Dasu, Sriram; Ahmadi, Reza
作者单位：Johns Hopkins University; University of California System; University of California Los Angeles; University of Southern California
摘要：Balancing electricity demand and supply is one of the most critical tasks that utility firms perform to maintain grid stability and reduce system cost. Demand-response programs are among the strategies that utilities use to reduce electricity consumption during peak hours and flatten the energy-consumption curve. Direct load control contracts (DLCCs) are a class of incentive-based demand-response programs that allow utilities to assign calls to customer groups to reduce their energy usage by a...
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作者：Ding, Liang; Zhang, Xiaowei
作者单位：Fudan University; University of Hong Kong
摘要：Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because in general the sample complexity (i.e., the number of design points required for stochastic kriging to produce an accurate prediction) grows exponentially in the dimensionality of the design space. The large sample size results in both a prohibitive sample cost for running the...
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作者：Gooty, Radhakrishna Tumbalam; Agrawal, Rakesh; Tawarmalani, Mohit
作者单位：Purdue University System; Purdue University; Purdue University System; Purdue University
摘要：In this paper, we describe the first mixed-integer nonlinear programming (MINLP)-based solution approach that successfully identifies the most energy-efficient distillation configuration sequence for a given separation. Current sequence design strategies are largely heuristic. The rigorous approach presented here can help reduce the significant energy consumption and consequent greenhouse gas emissions by separation processes. First, we model discrete choices using a formulation that is provab...
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作者：Gupta, Vishal; Huang, Michael; Rusmevichientong, Paat
作者单位：University of Southern California
摘要：Motivated by the poor performance of cross-validation in settings where data are scarce, we propose a novel estimator of the out-of-sample performance of a policy in data-driven optimization. Our approach exploits the optimization problem's sensitivity analysis to estimate the gradient of the optimal objective value with respect to the amount of noise in the data and uses the estimated gradient to debias the policy's in-sample performance. Unlike cross-validation techniques, our approach avoid...
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作者：Feng, Zhichao; Dawande, Milind; Janakiraman, Ganesh; Qi, Anyan
作者单位：Hong Kong Polytechnic University; University of Texas System; University of Texas Dallas
摘要：In many practical settings, learning algorithms can take a substantial amount of time to converge, thereby raising the need to understand the role of discounting in learning. We illustrate the impact of discounting on the performance of learning algorithms by examining two classic and representative dynamic-pricing and learning problems studied in Broder and Rusmevichientong (BR) [Broder J, Rusmevichientong P (2012) Dynamic pricing under a general parametric choice model. Oper. Res. 60(4):965-...
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作者：Jang, Hyun Jin; Xu, Zuo Quan; Zheng, Harry
作者单位：Ulsan National Institute of Science & Technology (UNIST); Hong Kong Polytechnic University; Imperial College London
摘要：This paper studies an optimal investment and consumption problem with heterogeneous consumption of basic and luxury goods, together with the choice of time for retirement. The utility for luxury goods is not necessarily a concave function. The optimal heterogeneous consumption strategies for a class of nonhomothetic utility maximizer are shown to consume only basic goods when the wealth is small, to consume basic goods and make savings when the wealth is intermediate, and to consume almost all...
