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作者：Farahani, Mehdi H.; Dawande, Milind; Janakiraman, Ganesh
作者单位：University of Miami; University of Texas System; University of Texas Dallas
摘要：We study the problem of managing queues in online food-ordering services where customers, who place orders online and pick up at the store, are offered a common quote time, that is, the promised pick-up time minus the time the order is placed. The objective is to minimize the long-run average expected earliness and tardiness cost incurred by the customers. We introduce the family of static threshold policies for managing such queues. A static threshold policy is one that starts serving the fir...
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作者：Eckles, Dean; Esfandiari, Hossein; Mossel, Elchanan; Rahimian, M. Amin
作者单位：Massachusetts Institute of Technology (MIT); Alphabet Inc.; Google Incorporated; Massachusetts Institute of Technology (MIT); Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：We study the task of selecting k nodes, in a social network of size n, to seed a diffusion with maximum expected spread size, under the independent cascade model with cascade probability p. Most of the previous work on this problem (known as influence maximization) focuses on efficient algorithms to approximate the optimal seed set with provable guarantees given knowledge of the entire network; however, obtaining full knowledge of the network is often very costly in practice. Here we develop a...
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作者：Hunter, David Scott; Zaman, Tauhid
作者单位：Massachusetts Institute of Technology (MIT); Yale University
摘要：We consider the problem of optimizing the placement of stubborn agents in a social network in order to maximally influence the population. We assume the network contains stubborn users whose opinions do not change, and nonstubborn users who can be persuaded. We further assume that the opinions in the network are in an equilibrium that is common to many opinion dynamics models, including the well-known DeGroot model. We develop a discrete optimization formulation for the problem of maximally sh...
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作者：Li, Kai; Liu, Jun
作者单位：Macquarie University; Southwestern University of Finance & Economics - China; University of California System; University of California San Diego
摘要：We explicitly solve for the optimal dynamic trading strategy between a riskless asset and a risky asset with momentum. The optimal portfolio weight depends not only on the momentum, as in Merton???s framework, but also on the historical price path; this contrasts with Merton. Because of their path dependence, optimal portfolio weights have a wide distribution for a given level of momentum; for example, investors may short the risky asset if it has rebound price paths but leverage if it has hum...
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作者：Pichler, Alois; Liu, Rui Peng; Shapiro, Alexander
作者单位：Technische Universitat Chemnitz; University System of Georgia; Georgia Institute of Technology
摘要：This paper addresses time consistency of risk-averse optimal stopping in stochastic optimization. It is demonstrated that time-consistent optimal stopping entails a specific structure of the functionals describing the transition between consecutive stages. The stopping risk measures capture this structural behavior and allow natural dynamic equations for risk-averse decision making over time. Consequently, associated optimal policies satisfy Bellman's principle of optimality, which characteriz...
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作者：Song, Jing-Sheng; Xiao, Li; Zhang, Hanqin; Zipkin, Paul
作者单位：Duke University; Tsinghua University; Tsinghua Shenzhen International Graduate School; National University of Singapore
摘要：We study an inventory system with multiple supply sources and expediting options. The replenishment lead times from each supply source are stochastic, representing congestion and disruption. We construct a family of smart ordering and expediting policies that utilize real-time supply information. Such dynamic policies are generally difficult to evaluate, because the corresponding supply system is a tandem queue with state-dependent arrivals and routing, whose queue-length steady-state distribu...
