3期

最新文章

• On-Demand Ride-Matching in a Spatial Model with Abandonment and Cancellation AI翻译
  作者：Wang, Guangju; Zhang, Hailun; Zhang, Jiheng
  作者单位：Shanghai Qi Zhi Institute; Chinese University of Hong Kong; Shenzhen Research Institute of Big Data; Hong Kong University of Science & Technology
  摘要：Ride-hailing platforms, such as Uber, Lyft, and DiDi, coordinate supply and demand by matching passengers and drivers. The platform has to promptly dispatch drivers when receiving requests because, otherwise, passengers may lose patience and abandon the service by switching to alternative transportation methods. However, having fewer idle drivers results in a possible lengthy pickup time, which is a waste of system capacity and may cause passengers to cancel the service after they are matched....
• The Power of Adaptivity for Stochastic Submodular Cover AI翻译
  作者：Ghuge, Rohan; Gupta, Anupam; Nagarajan, Viswanath
  作者单位：University of Michigan System; University of Michigan; Carnegie Mellon University
  摘要：In the stochastic submodular cover problem, the goal is to select a subset of stochastic items of minimum expected cost to cover a submodular function. Solutions in this setting correspond to sequential decision processes that select items one by one adaptively (depending on prior observations). Whereas such adaptive solutions achieve the best objective, the inherently sequential nature makes them undesirable in many applications. We show how to obtain solutions that approximate fully adaptive...
• Online Learning and Pricing for Service Systems with Reusable Resources AI翻译
  作者：Jia, Huiwen; Shi, Cong; Shen, Siqian
  作者单位：University of Michigan System; University of Michigan
  摘要：We consider a price-based revenue management problem with finite reusable resources over a finite time horizon T. Customers arrive following a price-dependent Poisson process, and each customer requests one unit of c homogeneous reusable resources. If there is an available unit, the customer gets served within a price-dependent exponentially distributed service time; otherwise, the customer waits in a queue until the next available unit. In this paper, we assume that the firm does not know how...
• Single-Product Assemble-to-Order Systems with Exogenous Lead Times AI翻译
  作者：Muharremoglu, Alp; Yang, Nan; Geng, Xin
  作者单位：Amazon.com; University of Miami
  摘要：We study a single -product assemble -to -order (ATO) system with exogenous lead times operated under a component base stock policy. Both demand and component lead times are random and are assumed to have finite supports. The challenge of evaluating a base stock policy in an ATO system with random lead times lies in the fact that one needs to compute the distribution of the minimum of n correlated random variables, where n is the number of components. The correlation arises because the replenis...
• A Low-Rank Approximation for MDPs via Moment Coupling AI翻译
  作者：Zhang, Amy B. Z.; Gurvich, Itai
  作者单位：Cornell University; Northwestern University
  摘要：We introduce a framework to approximate Markov decision processes (MDPs) that stands on two pillars: (i) state aggregation, as the algorithmic infrastructure, and (ii) central-limit-theorem-type approximations, as the mathematical underpinning of optimality guarantees. The theory is grounded in recent work by Braverman et al. (2020) that relates the solution of the Bellman equation to that of a partial differential equation (PDE) where, in the spirit of the central limit theorem, the transitio...
• Adversarial Robustness for Latent Models: Revisiting the Robust-Standard Accuracies Tradeoff AI翻译
  作者：Javanmard, Adel; Mehrabi, Mohammad
  作者单位：University of Southern California
  摘要：Over the past few years, several adversarial training methods have been proposed to improve the robustness of machine learning models against adversarial perturbations in the input. Despite remarkable progress in this regard, adversarial training is often observed to drop the standard test accuracy. This phenomenon has intrigued the research community to investigate the potential tradeoff between standard accuracy (a.k.a generalization) and robust accuracy (a.k.a robust generalization) as two ...
• Exploration and Incentives in Reinforcement Learning AI翻译
  作者：Simchowitz, Max; Slivkins, Aleksandrs
  作者单位：Massachusetts Institute of Technology (MIT)
  摘要：How do you incentivize self-interested agents to explore when they prefer to exploit? We consider complex exploration problems, where each agent faces the same (but unknown) Markov decision process (MDP). In contrast with traditional formulations of reinforcement learning, agents control the choice of policies, whereas an algorithm can only issue recommendations. However, the algorithm controls the flow of information, and can incentivize the agents to explore via information asymmetry. We des...
• Technical Note: Multimarket Cournot Equilibria with Heterogeneous Resource-Constrained Firms AI翻译
  作者：Caldentey, Rene; Haugh, Martin B.
  作者单位：University of Chicago; Imperial College London
  摘要：We study Cournot competition among firms in a multimarket framework where each of the firms face different budget/capacity constraints. We assume independent linear inverse demand functions for each market and completely characterize the resulting unique equilibrium. Specifically, we introduce the notions of augmented and cutoff budgets for firms and markets, respectively. We show, for example, that firm i operates in market j if and only if firm i's augmented budget is greater than market j's...
• S-Convexity and Gross Substitutability AI翻译
  作者：Chen, Xin; Li, Menglong
  作者单位：University System of Georgia; Georgia Institute of Technology; City University of Hong Kong
  摘要：We propose a new concept of S-convex functions (and its variant, semi strictly quasi -S-(SSQS)-convex functions) to study substitute structures in economics and operations models with continuous variables. We develop a host of fundamental properties and characterizations of S-convex functions, including various preservation properties, conjugate relationships with submodular and convex functions, and characterizations using Hessians. For a divisible market, we show that the utility function sa...
• Dynamic Contracting in Asset Management Under the InvestorPartner-Manager Relationship AI翻译
  作者：Keppo, Jussi; Touzi, Nizar; Zuo, Ruiting
  作者单位：National University of Singapore; National University of Singapore; New York University; New York University Tandon School of Engineering; Hong Kong University of Science & Technology (Guangzhou)
  摘要：We study incentive contracts in asset management business under dynamic actions and relationships between an investor, a partner of an investment company, and a fund manager of the company. Both the manager and the partner exert costly effort to manage the investments. The investor cannot perfectly observe the partner's and manager's actions, and similarly, the partner cannot perfectly observe the manager's actions. Thus, we consider a hierarchical contracting framework under hidden efforts, w...