5期

最新文章

• Inventory Sharing for Perishable Products: Application to Platelet Inventory Management in Hospital Blood Banks AI翻译
  作者：Zhang, Can; Ayer, Turgay; White, Chelsea C.; Bodeker, Joy N.; Roback, John D.
  作者单位：Duke University; University System of Georgia; Georgia Institute of Technology; Emory University; Emory University
  摘要：Platelets are critical blood products. The management of platelet inventory is particularly challenging because of its perishable nature with a short shelf life. Motivated by a platelet inventory management problem at a two-location hospital system, we study how the wastage of platelets and, more broadly, perishable products can be reduced through inventory sharing. In particular, we consider a system with two locations and a single product (e.g., a two-hospital system sharing blood products, ...
• Does the Prohibition of Trade-Through Hurt Liquidity Demanders? AI翻译
  作者：Chen, Ningyuan; Gao, Pin; Kou, Steven
  作者单位：University of Toronto; The Chinese University of Hong Kong, Shenzhen; Shenzhen Institute of Artificial Intelligence & Robotics for Society; Boston University
  摘要：The order protect rule (OPR) in the United States generally prohibits any trade through, that is, a market order that is not executed at the best possible price among fast (electronic and automated) trading venues. By deriving upper and lower bounds for the difference in the execution costs in a dynamic model, we find that, although trade-through allows for flexible trading strategies and may benefit the liquidity demander, the benefit is insignificant in most cases, especially for small trade...
• Pricing in On-Demand and One-Way Vehicle-Sharing Networks AI翻译
  作者：Benjaafar, Saif; Shen, Xiaobing
  作者单位：University of Minnesota System; University of Minnesota Twin Cities
  摘要：We consider the dynamic pricing problem that arises in the context of an on demand vehicle sharing system with one-way trips. Existing results show that a static pricing policy that arises from solving a maximum flow relaxation of the problem guarantees a performance ratio that is bounded by K/(N+ K-1) when travel times are negligible and by root ffiffififfi 1 O(1/ K ) otherwise, where K is the number of vehicles and N is the number of locations. In this paper, we build on these results by pro...
• Every Choice Function Is Pro-Con Rationalizable AI翻译
  作者：Dogan, Serhat; Yildiz, Kemal
  作者单位：Ihsan Dogramaci Bilkent University
  摘要：We consider an agent who is endowed with two sets of orderings: pro-and con orderings. For each choice set, if an alternative is the top-ranked by a pro-ordering (con-ordering), then this is a pro (con) for choosing that alternative. The alternative with more pros than cons is chosen from each choice set. Each ordering may have a weight reflecting its salience. In this case, the probability that an alternative is chosen equals the difference between the total weights of its pros and cons. We s...
• Dynamic Mechanism Design with Capacity Constraint AI翻译
  作者：He, Wei
  作者单位：Chinese University of Hong Kong
  摘要：We study a project assignment problem, where a principal needs to assign multiple projects to an agent. The agent is privately informed about the cost, which could be high or low. The agent's type evolves stochastically over time. We fully characterize the optimal mechanism via a sequence of deadlines and show that the presence of the capacity constraint reduces the principal's payoff and delays the assignment of projects. In particular, as the number of projects increases, the limit optimal c...
• Nonconvex Piecewise Linear Functions: Advanced Formulations and Simple Modeling Tools AI翻译
  作者：Huchette, Joey; Vielma, Juan Pablo
  作者单位：Rice University; Massachusetts Institute of Technology (MIT)
  摘要：We present novel mixed-integer programming (MIP) formulations for optimization over nonconvex piecewise linear functions. We exploit recent advances in the systematic construction of MIP formulations to derive new formulations for univariate functions using a geometric approach and for bivariate functions using a combinatorial approach. All formulations are strong, small (so-called logarithmic formulations), and have other desirable computational properties. We present extensive experiments in...
• Nonrobust Strong Knapsack Cuts for Capacitated Location Routing and Related Problems AI翻译
  作者：Liguori, Pedro Henrique; Mahjoub, A. Ridha; Marques, Guillaume; Sadykov, Ruslan; Uchoa, Eduardo
  作者单位：Kuwait University; Universite de Bordeaux; Universidade Federal Fluminense
  摘要：The capacitated location-routing problem consists in, given a set of locations and a set of customers, determining in which locations one should install depots with limited capacity, and for each depot, design a number of routes to supply customer demands. We provide a formulation that includes depot variables, edge variables, assignment variables, and an exponential number of route variables, together with some new families of valid inequalities, leading to a branch-cut-and-price algorithm. T...
• Efficient Resource Allocation Contracts to Reduce Adverse Events AI翻译
  作者：Liang, Yong; Sun, Peng; Tang, Runyu; Zhang, Chong
  作者单位：Tsinghua University; Duke University; Xi'an Jiaotong University; Tilburg University
  摘要：Motivated by the allocation of online visits to product, service, and content suppliers in the platform economy, we consider a dynamic contract design problem in which a principal constantly determines the allocation of a resource (online visits) to multiple agents. Although agents are capable of running the business, they introduce adverse events, the frequency of which depends on each agent???s effort level. We study continuous-time dynamic contracts that utilize resource allocation and mone...
• Gradient-Based Algorithms for Convex Discrete Optimization via Simulation AI翻译
  作者：Zhang, Haixiang; Zheng, Zeyu; Lavaei, Javad
  作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley
  摘要：We propose new sequential simulation???optimization algorithms for general convex optimization via simulation problems with high-dimensional discrete decision space. The performance of each choice of discrete decision variables is evaluated via stochastic simulation replications. If an upper bound on the overall level of uncertainties is known, our proposed simulation???optimization algorithms utilize the discrete convex structure and are guaranteed with high probability to find a solution tha...
• Maximum Entropy Distributions with Applications to Graph Simulation AI翻译
  作者：Glasserman, Paul; de Larrea, Enrique Lelo
  作者单位：Columbia University; Columbia University
  摘要：We study the problem of sampling uniformly from discrete or continuous product sets subject to linear constraints. This family of problems includes sampling weighted bipartite, directed, and undirected graphs with given degree sequences. We analyze two candidate distributions for sampling from the target set. The first one maximizes entropy subject to satisfying the constraints in expectation. The second one is the distribution from an exponential family that maximizes the minimum probability ...