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作者：Dahan, Mathieu; Sela, Lina; Amin, Saurabh
作者单位：University System of Georgia; Georgia Institute of Technology; University of Texas System; University of Texas Austin; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：This article studies a problem of strategic network inspection, in which a defender (agency) is tasked with detecting the presence of multiple attacks in the network. An inspection strategy entails monitoring the network components, possibly in a randomized manner, using a given number of detectors. We formulate the network inspection problem (p) as a large-scale bilevel optimization problem, in which the defender seeks to determine an inspection strategy with minimum number of detectors that ...
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作者：V. Podinovski, Victor
作者单位：Loughborough University
摘要：We consider nonparametric production technologies characterized by several component production processes and allow both component-specific and shared inputs and outputs. Each process uses its specific inputs and an unknown part of the shared inputs to produce its specific outputs and an unknown part of the shared outputs. For the described setting, we develop two new models of production technologies, under the assumptions of variable and constant returns to scale (VRS and CRS). These models ...
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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：Hsu, Wei-Kang; Xu, Jiaming; Lin, Xiaojun; Bell, Mark R.
作者单位：Purdue University System; Purdue University; Duke University
摘要：We study task assignment in online service platforms, where unlabeled clients arrive according to a stochastic process and each client brings a random number of tasks. As tasks are assigned to servers, they produce client/server-dependent random payoffs. The goal of the system operator is to maximize the expected payoff per unit time subject to the servers' capacity constraints. However, both the statistics of the dynamic client population and the client-specific payoff vectors are unknown to ...
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作者：Bensoussan, Alain; Hoe, SingRu (Celine); Kim, Joohyun; Yan, Zhongfeng
作者单位：University of Texas System; University of Texas Dallas; City University of Hong Kong; Texas A&M University System; Jinan University
摘要：The objective of this paper is to study the optimal consumption and portfoliochoice problem of risk-controlled investors who strive to maximize total expected discountedutility of both consumption and terminal wealth. Risk is measured by the variance of terminalwealth, which introduces a nonlinear function of the expected value into the control problem.The control problem presented is no longer a standard stochastic control problem but rather,ameanfield-type control problem. The optimal portfo...
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作者：Besbes, Omar; Castro, Francisco; Lobel, Ilan
作者单位：Columbia University; University of California System; University of California Los Angeles; New York University
摘要：We study the relationship between capacity and performance for a service firm with spatial operations, in the sense that requests arrive with origin-destination pairs. An example of such a system is a ride-hailing platform in which each customer arrives in the system with the need to travel from an origin to a destination. We propose a parsimonious representation of a spatial multiserver system through a state-dependent queueing model that captures spatial frictions as well as spatial economie...
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作者：Jaillet, Patrick; Loke, Gar Goei; Sim, Melvyn
作者单位：Massachusetts Institute of Technology (MIT); Erasmus University Rotterdam - Excl Erasmus MC; Erasmus University Rotterdam; National University of Singapore
摘要：The workforce planning problem of hiring, dismissing, and promoting has been the perennial difficulty of Human Resource (HR) management. To cope with uncertain attrition, we propose a new approach of finding a course of action that safeguards against violating organizational target-meeting constraints, such as productivity, budget, headcount, dismissal threshold, and managerial span of control. As such, this approach leads to a tractable conic optimization model that minimizes a decision crite...
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作者：Ma, Hongyao; Fang, Fei; Parkes, David C.
作者单位：Columbia University; Carnegie Mellon University; Harvard University
摘要：Ridesharing platforms match drivers and riders to trips, using dynamic prices to balance supply and demand. A challenge is to set prices that are appropriately smooth in space and time, so that drivers with the flexibility to decide how to work will nevertheless choose to accept their dispatched trips rather than drive to another area or wait for higher prices or a better trip. In this work, we propose a complete information model that is simple yet rich enough to incorporate spatial imbalance...
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作者：Validi, Hamidreza; Buchanan, Austin; Lykhovyd, Eugene
作者单位：Rice University; Oklahoma State University System; Oklahoma State University - Stillwater; Texas A&M University System; Texas A&M University College Station
摘要：Beginning in the 1960s, techniques from operations research began to be used to generate political districting plans. A classical example is the integer programming model of Hess et al. [Hess SW, Weaver JB, Siegfeldt HJ, Whelan JN, Zitlau PA (1965) Oper. Res. 13(6):998-1006.]. Because of the model's compactness-seeking objective, it tends to generate contiguous or nearly contiguous districts, although none of the model's constraints explicitly impose contiguity. Consequently, Hess et al. had t...
