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最新文章

• Sequential Mechanisms with Ex Post Individual Rationality AI翻译
  作者：Ashlagi, Itai; Daskalakis, Constantinos; Haghpanah, Nima
  作者单位：Stanford University; Massachusetts Institute of Technology (MIT); Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
  摘要：We study optimal mechanisms for selling multiple products to a buyer who learns her values for those products sequentially. A mechanism may use static prices or adjust them over time, and it may sell the products separately or as bundles. We study mechanisms that provide the buyer a nonnegative ex post utility. We show that there exists an optimal mechanism that determines the allocation of each product as soon as the buyer learns her value for that product. This observation allows us to solve...
• The Inventory Routing Problem Under Uncertainty AI翻译
  作者：Cui, Zheng; Long, Daniel Zhuoyu; Qi, Jin; Zhang, Lianmin
  作者单位：Zhejiang University; Chinese University of Hong Kong; Hong Kong University of Science & Technology; Nanjing University; Shenzhen Research Institute of Big Data
  摘要：We study an uncertain inventory routing problem with a finite horizon. The supplier acts as a central planner who determines the replenishment quantities and also, the delivery times and routes to all retailers. We allow ambiguity in the probability distribution of each retailer's uncertain demand. Adopting a service-level viewpoint, we minimize the risk of uncertain inventory levels violating a prespecified acceptable range. We quantify that risk using a novel decision criterion, the service ...
• Robust Satisficing AI翻译
  作者：Long, Daniel Zhuoyu; Sim, Melvyn; Zhou, Minglong
  作者单位：Chinese University of Hong Kong; National University of Singapore; Fudan University
  摘要：We present a general framework for robust satisficing that favors solutions for which a risk-aware objective function would best attain an acceptable target even when the actual probability distribution deviates from the empirical distribution. The satisficing decision maker specifies an acceptable target, or loss of optimality compared with the empirical optimization model, as a trade-off for the model's ability to withstand greater uncertainty. We axiomatize the decision criterion associated...
• Dual Bounds for Periodical Stochastic Programs AI翻译
  作者：Shapiro, Alexander; Cheng, Yi
  作者单位：University System of Georgia; Georgia Institute of Technology
  摘要：In this paper, we discuss construction of the dual of a periodical formulation of infinite-horizon linear stochastic programs with a discount factor. The dual problem is used for computing a deterministic upper bound for the optimal value of the considered multistage stochastic program. Numerical experiments demonstrate behavior of that upper bound, especially when the discount factor is close to one.
• A Robust Spectral Clustering Algorithm for Sub-Gaussian Mixture Models with Outliers AI翻译
  作者：Srivastava, Prateek R.; Sarkar, Purnamrita; Hanasusanto, Grani A.
  作者单位：University of Texas System; University of Texas Austin; University of Texas System; University of Texas Austin; University of Texas System; University of Texas Austin
  摘要：We consider the problem of clustering data sets in the presence of arbitrary outliers. Traditional clustering algorithms such as k-means and spectral clustering are known to perform poorly for data sets contaminated with even a small number of outliers. In this paper, we develop a provably robust spectral clustering algorithm that applies a simple rounding scheme to denoise a Gaussian kernel matrix built from the data points and uses vanilla spectral clustering to recover the cluster labels of...
• The Analytics of Bed Shortages: Coherent Metric, Prediction, and Optimization AI翻译
  作者：Xie, Jingui; Loke, Gar Goei; Sim, Melvyn; Lam, Shao Wei
  作者单位：Technical University of Munich; Erasmus University Rotterdam - Excl Erasmus MC; Erasmus University Rotterdam; National University of Singapore
  摘要：Bed shortages in hospitals usually have a negative impact on patient satisfaction and medical outcomes. In practice, healthcare managers often use bed occupancy rates (BORs) as a metric to understand bed utilization, which is insufficient in capturing the risk of bed shortages. We propose the bed shortage index (BSI) to capture more facets of bed shortage risk than traditional metrics such as the occupancy rate, the probability of shortages, and expected shortages. The BSI is based on the risk...
• Dynamic Pricing and Matching for Two-Sided Queues AI翻译
  作者：Varma, Sushil Mahavir; Bumpensanti, Pornpawee; Maguluri, Siva Theja; Wang, He
  作者单位：University System of Georgia; Georgia Institute of Technology
  摘要：Motivated by applications from gig economy and online marketplaces, we study a two-sided queueing system under joint pricing and matching controls. The queueing systemismodeled by a bipartite graph, where the vertices represent customer or server types and the edges represent compatible customer-server pairs. Both customers and servers sequentially arrive to the system and join separate queues according to their types. The arrival rates of different types depend on the prices set by the system...
• Forecasting COVID-19 and Analyzing the Effect of Government Interventions AI翻译
  作者：Li, Michael Lingzhi; Bouardi, Hamza Tazi; Lami, Omar Skali; Trikalinos, Thomas A.; Trichakis, Nikolaos; Bertsimas, Dimitris
  作者单位：Massachusetts Institute of Technology (MIT); Brown University; Massachusetts Institute of Technology (MIT)
  摘要：We developed DELPHI, a novel epidemiological model for predicting detected cases and deaths in the prevaccination era of the COVID-19 pandemic. The model allows for underdetection of infections and effects of government interventions. We have applied DELPHI across more than 200 geographical areas since early April 2020 and recorded 6% and 11% two-week, out-of-sample median mean absolute percentage error on predicting cases and deaths, respectively. DELPHI compares favorably with other top COVI...
• The Best of Many Worlds: Dual Mirror Descent for Online Allocation Problems AI翻译
  作者：Balseiro, Santiago R.; Lu, Haihao; Mirrokni, Vahab
  作者单位：Columbia University; Alphabet Inc.; Google Incorporated; University of Chicago
  摘要：Online allocation problems with resource constraints are central problems in revenue management and online advertising. In these problems, requests arrive sequentially during a finite horizon and, for each request, a decision maker needs to choose an action that consumes a certain amount of resources and generates reward. The objective is to maximize cumulative rewards subject to a constraint on the total consumption of resources. In this paper, we consider a data-driven setting in which the r...
• An Approximate Analysis of Dynamic Pricing, Outsourcing, and Scheduling Policies for a Multiclass Make-to-Stock Queue in the Heavy Traffic Regime AI翻译
  作者：Ata, Baris; Barjesteh, Nasser
  作者单位：University of Chicago; University of Toronto
  摘要：We consider a make-to-stock manufacturing system selling multiple products to price-sensitive customers. The system manager seeks to maximize the long-run average profit by making dynamic pricing, outsourcing, and scheduling decisions. First, she adjusts prices dynamically depending on the systemstate. Second, when the backlog ofwork is judged to be excessive, she may outsource new orders, thereby incurring outsourcing costs. Third, she decides dynamically which product to prioritize in the ma...