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作者：Alaei, Saeed; Makhdoumi, Ali; Malekian, Azarakhsh
作者单位：Alphabet Inc.; Google Incorporated; Duke University; University of Toronto
摘要：We consider a media service provider that gives users access to digital goods through subscription. In our model, different types of users with heterogeneous usage rates repeatedly use a platform over a period of time. There are multiple item types on the platform, and the value of an item to a user is random and depends on both the user type and the item type. The design of the platform's subscription planning comprises selecting a subscription fee for each set of item types. Before the begin...
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作者：Timonina-Farkas, Anna; Seifert, Ralf W.
作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; International Institute for Management Development (IMD)
摘要：Internet ranking algorithms play a crucial role in information technologies and numerical analysis due to their efficiency in high dimensions and wide range of possible applications, including scientometrics and systemic risk in finance (SinkRank, DebtRank, etc.). The traditional approach to internet ranking goes back to the seminal work of Sergey Brin and Larry Page, who developed the initial method PageRank (PR) in order to rank websites in search engine results. Recent works have studied ro...
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作者：Neyman, Eric; Roughgarden, Tim
作者单位：Columbia University
摘要：This paper forges a strong connection between two seemingly unrelated forecasting problems: incentive-compatible forecast elicitation and forecast aggregation. Proper scoring rules are the well-known solution to the former problem. To each such rule s, we associate a corresponding method of aggregation, mapping expert forecasts and expert weights to a consensus forecast, which we call quasi-arithmetic (QA) pooling with respect to s. We justify this correspondence in several ways: QA pooling wi...
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作者：Lam, Henry; Zhang, Xinyu; Zhang, Xuhui
作者单位：Columbia University; Stanford University
摘要：Biased stochastic estimators, such as finite differences for noisy gradient estimation, often contain parameters that need to be properly chosen to balance impacts from the bias and the variance. Although the optimal order of these parameters in terms of the simulation budget can be readily established, the precise best values depend on model characteristics that are typically unknown in advance. We introduce a framework to construct new classes of estimators based on judicious combinations of...
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作者：Brown, David B.; Zhang, Jingwei
作者单位：Duke University
摘要：Many stochastic dynamic programs (DPs) have a weakly coupled structure in that a set of linking constraints in each period couples an otherwise independent collection of subproblems. Two widely studied approximations of such problems are approximate linear programs (ALPs), which involve optimizing value function approximations that additively separate across subproblems, and Lagrangian relaxations, which involve relaxing the linking constraints. It is well known that both of these approximatio...
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作者：Curtis, Frank E.; Molzahn, Daniel K.; Tu, Shenyinying; Wachter, Andreas; Wei, Ermin; Wonge, Elizabeth
作者单位：Lehigh University; University System of Georgia; Georgia Institute of Technology; Northwestern University; Northwestern University; University of California System; University of California San Diego
摘要：A decomposition algorithm for solving large-scale security-constrained AC optimal power flow problems is presented. The formulation considered is the one used in the Advanced Research Projects Agency-Energy Grid Optimization Competition, Challenge 1, held from November 2018 through October 2019. Algorithmic strategies are proposed for contingency selection, fast contingency evaluation, handling complementarity constraints, avoiding issues related to degeneracy, and exploiting parallelism. The ...
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作者：Bekci, Recep Yusuf; Gumus, Mehmet; Miao, Sentao
作者单位：University of Waterloo; McGill University; University of Colorado System; University of Colorado Boulder
摘要：Motivated by our collaboration with one of the largest fast-fashion retailers in Europe, we study a two-echelon inventory control problem called the one-warehouse multistore (OWMS) problem when the demand distribution is unknown. This system has a central warehouse that receives an initial replenishment and distributes its inventory to multiple stores in each time period during a finite horizon. The goal is to minimize the total expected cost, which consists of shipment, holding, lost-sales, a...
