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作者：Cai, Changxiao; Li, Gen; Poor, H. Vincent; Chen, Yuxin
作者单位：Princeton University; Tsinghua University
摘要：We study a noisy tensor completion problem of broad practical interest, namely, the reconstruction of a low-rank tensor from highly incomplete and randomly corrupted observations of its entries. Whereas a variety of prior work has been dedicated to this problem, prior algorithms either are computationally too expensive for large-scale applications or come with suboptimal statistical guarantees. Focusing on incoherent and well -conditioned tensors of a constant canonical polyadic rank, we propo...
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作者：Segev, Danny; Shaposhnik, Yaron
作者单位：Tel Aviv University; University of Rochester
摘要：We study a recently introduced generalization of the classic sequential testing problem for series systems, consisting of multiple stochastic components. The conventional assumption in such settings is that the overall system state can be expressed as an AND function, defined with respect to the states of individual components. However, unlike the classic setting, rather than testing components separately, one after the other, we allow aggregating multiple tests to be conducted simultaneously,...
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作者：Qu, Zihao; Dawande, Milind; Janakiraman, Ganesh
作者单位：University of Texas System; University of Texas Dallas; University of Texas System; University of Texas Dallas; University of Texas System; University of Texas Dallas
摘要：Motivated by an application at a postacute healthcare provider, we study an infinite-horizon, stochastic optimization problem with a set of long-term capacity investment decisions and a sequence of real-time order acceptance/rejection decisions. The goal is to maximize the long-run average expected profit per period. The firm employs full-time resources of various kinds, such as nurses and therapists. For each kind of resource, multiple types are available. For example, registered nurses (RNs)...
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作者：Abbas, Ali E.; Bell, David E.
作者单位：University of Southern California; Harvard University
摘要：When our successors write about thefirst century of Operations Research, thename of Kenneth Arrow will be in lights. It isfitting that at this time, not long after his death,that we take a moment to consider Ken Arrow's academic legacy. This introduction to theSpecial Issue honoring Ken Arrow highlights his contributions in thefield of OperationsResearch and summarizes the papers published in the special issue that speak to his legacy.
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作者：Davoodi, Mehdi; Katehakis, Michael N.; Yang, Jian
作者单位：Rutgers University System; Rutgers University Newark; Rutgers University New Brunswick; Rutgers University System; Rutgers University Newark; Rutgers University New Brunswick
摘要：We study a dynamic inventory control problem involving fixed setup costs and random demand distributions. With an infinite planning horizon, model primitives including costs and distributions are set to be stationary. Under a given demand distribution, an (s, S) policy has been known to minimize the long-run per-period average cost. Out of the need to model situations involving new products or unencountered economic conditions, however, we depart from the traditional model by allowing the stat...
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作者：Embrechts, Paul; Schied, Alexander; Wang, Ruodu
作者单位：Swiss Federal Institutes of Technology Domain; ETH Zurich; Swiss Federal Institutes of Technology Domain; ETH Zurich; University of Waterloo
摘要：We study issues of robustness in the context of Quantitative Risk Management and Optimization. We develop a general methodology for determining whether a given risk-measurement-related optimization problem is robust, which we call robustness against optimization. The new notion is studied for various classes of risk measures and expected utility and loss functions. Motivated by practical issues from financial regulation, special attention is given to the two most widely used risk measures in t...
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作者：Moyal, Pascal; Perry, Ohad
作者单位：Universite de Lorraine; Northwestern University
摘要：The fundamental problem in the study of parallel-server systems is that of finding and analyzing routing policies of arriving jobs to the servers that efficiently balance the load on the servers. The most well-studied policies are (in decreasing order of efficiency) join the shortest workload (JSW), which assigns arrivals to the server with the least workload; join the shortest queue (JSQ), which assigns arrivals to the smallest queue; the power-of-d (PW(d)), which assigns arrivals to the shor...
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作者：Freund, Daniel; Henderson, Shane G.; Shmoys, David B.
作者单位：Massachusetts Institute of Technology (MIT); Cornell University
摘要：The growing popularity of bike-sharing systems around the world has motivated recent attention to models and algorithms for their effective operation. Most of this literature focuses on their daily operation for managing asymmetric demand. In this work, we consider the more strategic question of how to (re)allocate dock-capacity in such systems. We develop mathematical formulations for variations of this problem (either for service performance over the course of one day or for a long-run-avera...
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作者：Alpern, Steve; Chleboun, Paul; Katsikas, Stamatios; Lin, Kyle Y.
作者单位：University of Warwick; University of Warwick; University of Warwick; University of St Andrews; United States Department of Defense; United States Navy; Naval Postgraduate School
摘要：Patrolling games were introduced by Alpern, Morton, and Papadaki in 2011 to model the adversarial problem where a mobile Patroller can thwart an attack at some location only by visiting it during the attack period, which has a prescribed integer duration. In this note, we modify the problem by allowing the Attacker to go to his planned attack location early and observe the presence or the absence there of the Patroller (who wears a uniform). To avoid being too predictable, the Patroller may so...
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作者：Bateni, MohammadHossein; Chen, Yiwei; Ciocan, Dragos Florin; Mirrokni, Vahab
作者单位：Alphabet Inc.; Google Incorporated; Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University; INSEAD Business School
摘要：We consider a setting where a platform dynamically allocates a collection of goods that arrive to the platform in an online fashion to budgeted buyers, as exemplified by online advertising systems where platforms decide which impressions to serve to various advertisers. Such dynamic resource allocation problems are challenging for two reasons. (a) The platform must strike a balance between optimizing the advertiser's own revenues and guaranteeing fairness to the advertiser's (repeat) buyers, a...
