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作者：Sellke, Mark; Slikvins, Aleksandrs
作者单位：Institute for Advanced Study - USA; Microsoft
摘要：We consider incentivized exploration: a version of multiarmed bandits where the choice of arms is controlled by self-interested agents and the algorithm can only issue recommendations. The algorithm controls the flow of information, and the information asymmetry can incentivize the agents to explore. Prior work achieves optimal regret rates up to multiplicative factors that become arbitrarily large depending on the Bayesian priors and scale exponentially in the number of arms. A more basic pro...
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作者：Chen, Gang; Gayon, Jean-Philippe; Lemaire, Pierre
作者单位：Guangzhou University; IMT - Institut Mines-Telecom; Mines Saint-Etienne; Centre National de la Recherche Scientifique (CNRS); Universite Clermont Auvergne (UCA); Polytechnic Institute of Clermont Auvergne; Communaute Universite Grenoble Alpes; Institut National Polytechnique de Grenoble; Universite Grenoble Alpes (UGA); Centre National de la Recherche Scientifique (CNRS)
摘要：We consider a stochastic scheduling problem in clearing systems with two types of jobs, each characterized by a general service time distribution, an exponentially distributed lifetime, and a reward. A job abandons the system if its waiting time in the queue is larger than its lifetime. Preemption is not allowed. The objective is to maximize the total expected reward. When service times are homogeneous, we provide a set of necessary and sufficient conditions for the optimality of a strict prio...
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作者：Aymanns, Christoph; Georg, Co-Pierre; Golubc, Benjamin
作者单位：Universite Catholique de Lille; EDHEC Business School; Northwestern University
摘要：Strategic agents choose whether to be active in networked markets. The value of being active depends on the activity choices of specific counterparties. Several markets are coupled when agents' participation decisions are complements across markets. We model the problem of an analyst assessing the robustness of coupled networked markets during a crisis-an exogenous negative payoff shock-based only on partial information about the network structure. We give conditions under which exit spirals e...
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作者：Chen, Wanyi; Argon, Nilay Tanik; Bohrmann, Tommy; Linthicum, Benjamin; Lopiano, Kenneth; Mehrotra, Abhishek; Travers, Debbie; Ziya, Serhan
作者单位：Harvard University; Harvard Medical School; Harvard University Medical Affiliates; Massachusetts General Hospital; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; Duke University
摘要：Long boarding times have long been recognized as one of the main reasons behind emergency department (ED) crowding. One of the suggestions made in the literature to reduce boarding times was to predict, at the time of triage, whether a patient will eventually be admitted to the hospital and if the prediction turns out to be admit, start preparations for the patient's transfer to the main hospital early in the ED visit. However, there has been no systematic effort in developing a method to help...
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作者：Dentcheva, Darinka; Lin, Yang; Penev, Spiridon
作者单位：Stevens Institute of Technology; University of New South Wales Sydney; University of New South Wales Sydney
摘要：Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals that are subjected to multiple measure perturbations. Our main focus is the asymptotic behavior of data-driven formulations with empirical or smoothing estimators such as kernels or wavelets applied to some or to all functions of the compositions. We analyze the properties of the new estimators and we establish strong law...
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作者：Grand-Clement, Julien; Chan, Carri W.; Goyal, Vineet; Escobar, Gabriel
作者单位：Columbia University; Columbia University; Kaiser Permanente
摘要：Patients whose transfer to the intensive care unit (ICU) is unplanned are prone to higher mortality rates and longer length of stay. Recent advances in machine learning to predict patient deterioration have introduced the possibility of proactive transfer from the ward to the ICU. In this work, we study the problem of finding robust patient transfer policies that account for the important problem of uncertainty in statistical estimates because of data limitations when optimizing to improve ove...
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作者：Sinclair, Sean R.; Banerjee, Siddhartha; Yu, Christina Lee
作者单位：Cornell University
摘要：Discretization-based approaches to solving online reinforcement learning problems are studied extensively on applications such as resource allocation and cache management. The two major questions in designing discretization-based algorithms are how to create the discretization and when to refine it. There are several experimental results investigating heuristic approaches to these questions but little theoretical treatment. In this paper, we provide a unified theoretical analysis of model-free...
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作者：Bimpikis, Kostas; Mantegazza, Giacomo
作者单位：Stanford University
摘要：Two-sided platforms play an important role in reducing frictions and facilitating trade, and in doing so they increasingly engage in collecting and processing data about supply and demand. This paper establishes that platforms have an incentive to strategically disclose (coarse) information about demand to the supply side, as this can considerably boost their profits. However, this practice may also adversely affect the welfare of consumers. By optimally designing its information disclosure po...
