-
作者：Jiang, Jiashuo; Wang, Shixin; Zhang, Jiawei
作者单位：Hong Kong University of Science & Technology; Chinese University of Hong Kong; New York University
摘要：Resource pooling is a fundamental concept that has many applications in operations management for reducing and hedging uncertainty. An important problem in resource pooling is to decide (1) the capacity level of pooled resources in anticipation of randomdemand ofmultiple customers and (2) how the capacity should be allocated to fulfill customer demands after demand realization. In this paper, we present a general framework to study this two-stage problem when customers require individual and p...
-
作者：Liu, Yue; Fang, Ethan X.; Lu, Junwei
作者单位：Harvard University; Duke University; Harvard University; Harvard T.H. Chan School of Public Health
摘要：We propose a novel combinatorial inference framework to conduct general uncertainty quantification in ranking problems. We consider the widely adopted Bradley-Terry-Luce (BTL) model, where each item is assigned a positive preference score that determines the Bernoulli distributions of pairwise comparisons' outcomes. Our proposedmethod aims to infer general ranking properties of the BTLmodel. The general ranking properties include the local properties such as if an item is preferred over anothe...
-
作者：Fontaine, Pirmin; Minner, Stefan
作者单位：Technical University of Munich; Technical University of Munich
摘要：The number of shipped parcels is continuously growing and e-commerce retailers and logistics service providers are seeking to improve logistics, particularly lastmile delivery. Since unused transportation space is a major problem in parcel distribution, one option is to improve the selection of the right parcel size for an order and the optimal packing pattern, which is known as the three-dimensional bin packing problem (3D-BPP). Further, the available portfolio of parcel types significantly i...
-
作者：Zhou, Zhengyuan; Athey, Susan; Wager, Stefan
作者单位：New York University; Stanford University
摘要：In many settings, a decision maker wishes to learn a rule, or policy, that maps from observable characteristics of an individual to an action. Examples include selecting offers, prices, advertisements, or emails to send to consumers, choosing a bid to submit in a contextual first-price auctions, and determining which medication to prescribe to a patient. In this paper, we study the offline multi-action policy learning problem with observational data and where the policy may need to respect bud...
-
作者：Shi, Yun; Hall, Nicholas G.; Cui, Xiangyu
作者单位：East China Normal University; East China Normal University; University System of Ohio; Ohio State University; Shanghai University of Finance & Economics; Shanghai Institute of International Finance & Economics
摘要：Project management is responsible for almost 30% of the world's economic activity, with an annual value of $27 trillion. Traditionally, the frequent late delivery of projects is attributed to Parkinson's Law, which incorporates laziness, procrastination, and self-protection against reduced deadlines in the future. Incentive schemes are widely designed and implemented to eliminate Parkinson's Law. Yet many projects are nonetheless delivered late. To explain this, we show computationally that a ...
-
作者：Hall, Georgina; Massoulie, Laurent
作者单位：INSEAD Business School; Inria
摘要：In this paper, we consider the graph alignment problem, which is the problem of recovering, given two graphs, a one-to-one mapping between nodes that maximizes edge overlap. This problem can be viewed as a noisy version of the well-known graph isomorphism problem and appears in many applications, including social network deanonymization and cellular biology. Our focus here is on partial recovery; that is, we look for a one-to-one mapping that is correct on a fraction of the nodes of the graph ...
-
作者：Mazumder, Rahul; Radchenko, Peter; Dedieuc, Antoine
作者单位：Massachusetts Institute of Technology (MIT); University of Sydney
摘要：We study a seemingly unexpected and relatively less understood overfitting aspect of a fundamental tool in sparse linear modeling-best subset selection-which minimizes the residual sum of squares subject to a constraint on the number of nonzero coefficients. Whereas the best subset selection procedure is often perceived as the gold standard in sparse learning when the signal-to-noise ratio (SNR) is high, its predictive performance deteriorates when the SNR is low. In particular, it is outperfo...
-
作者：Lim, Eunji; Glynn, Peter W.
作者单位：Adelphi University; Stanford University
摘要：This paper is concerned with the use of simulation in computing predictors in settings in which real-world observations are collected. A major challenge is that the state description underlying the simulation will typically include information that is not observed in the real system. This makes it challenging to initialize simulations that are aligned with the most recent observation collected in the real-world system, especially when the simulation does not visit the most recently observed va...
-
作者：Loehndorf, Nils; Wozabalb, David
作者单位：University of Luxembourg; Technical University of Munich
摘要：We consider the problem of a storage owner who trades in a multisettlement electricity market comprising an auction-based day-ahead market and a continuous intraday market. We show in a stylized model that a coordinated policy that reserves capacity for the intraday market is optimal and that the gap to a sequential policy increases with intraday price volatility and market liquidity. To assess the value of coordination in a realistic setting, we develop amultistage stochastic programfor day-a...
-
作者：Bertsimas, Dimitris; Delarue, Arthur
作者单位：Massachusetts Institute of Technology (MIT); University System of Georgia; Georgia Institute of Technology
摘要：Getting students to the right school at the right time can pose a challenge for school districts in the United States, which must balance educational objectives with operational ones, often on a shoestring budget. Examples of such operational challenges include deciding which students should attend, how they should travel to school, and what time classes should start. Froman optimizer's perspective, these decision problems are difficult to solve in isolation, and present a formidable challenge...
