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• Fast Core Pricing for Rich Advertising Auctions AI翻译
  作者：Niazadeh, Rad; Hartline, Jason; Immorlica, Nicole; Khani, Mohammad Reza; Lucier, Brendan
  作者单位：University of Chicago; Northwestern University; Amazon.com
  摘要：Standard ad auction formats do not immediately extend to settings where multi-ple size configurations and layouts are available to advertisers. In these settings, the sale of web advertising space increasingly resembles a combinatorial auction with complementar-ities, where truthful auctions such as the Vickrey-Clarke-Groves (VCG) auction can yield unacceptably low revenue. We therefore study core-selecting auctions, which boost reve-nue by setting payments so that no group of agents, includin...
• On the Profitability of Selfish Blockchain Mining Under Consideration of Ruin AI翻译
  作者：Albrecher, Hansjoerg; Goffard, Pierre-Olivier
  作者单位：University of Lausanne; Swiss Finance Institute (SFI); Universite Claude Bernard Lyon 1
  摘要：Mining blocks on a blockchain equipped with a proof of work consensus protocol is well known to be resource consuming. A miner bears the operational cost, mainly electricity consumption and IT gear, of mining and is compensated by a capital gain when a block is discovered. This paper aims at quantifying the profitability of mining when the possible event of ruin is also considered. This is done by formulating a tractable stochastic model and using tools from applied probability and analysis, i...
• Mechanism Design for Correlated Valuations: Efficient Methods for Revenue Maximization AI翻译
  作者：Albert, Michael; Conitzer, Vincent; Lopomo, Giuseppe; Stone, Peter
  作者单位：University of Virginia; Duke University; Duke University; University of Texas System; University of Texas Austin
  摘要：Traditionally, the mechanism design literature has been primarily focused on settings where the bidders' valuations are independent. However, in settings where valuations are correlated, much stronger results are possible. For example, the entire surplus of efficient allocations can be extracted as revenue. These stronger results are true, in theory, under generic conditions on parameter values. However, in practice, they are rarely, if ever, implementable because of the stringent requirement ...
• A Restless Bandit Model for Resource Allocation, Competition, and Reservation AI翻译
  作者：Fu, Jing; Moran, Bill; Taylor, Peter G.
  作者单位：University of Melbourne; University of Melbourne
  摘要：We study a resource allocation problem with varying requests and with resources of limited capacity shared by multiple requests. It is modeled as a set of heterogeneous restless multiarmed bandit problems (RMABPs) connected by constraints imposed by resource capacity. Following Whittle's relaxation idea and Weber and Weiss' asymptotic optimality proof, we propose a simple policy and prove it to be asymptotically optimal in a regime where both arrival rates and capacities increase. We provide a...
• Data-Driven Optimization: A Reproducing Kernel Hilbert Space Approach AI翻译
  作者：Bertsimas, Dimitris; Kodur, Nihal
  作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
  摘要：We present two methods, based on regression in reproducing kernel Hilbert spaces, for solving an optimization problem with uncertain parameters for which we have historical data, including auxiliary data. The first method approximates the objective function and the second approximates the optimizer. We provide finite sample guarantees and prove asymptotic optimality for both methods. Computational experiments suggest that at least the second method overcomes a curse of dimensionality that affl...
• 1.79-Approximation Algorithms for Continuous Review Single-Sourcing Lost-Sales and Dual-Sourcing Inventory Models AI翻译
  作者：Xin, Linwei
  作者单位：University of Chicago
  摘要：Stochastic inventory systems with lead times are often challenging to optimize, including single-sourcing lost-sales and dual-sourcing inventory systems. Recent numerical results suggest that capped policies demonstrate superior performance over existing heuristics. However, the superior performance lacks a theoretical foundation, and why such policies generally perform so well remains a major open question. In this paper, we provide a theoretical foundation for this phenomenon in two classica...
• Asymptotically Optimal Lagrangian Policies for Multi-Warehouse, Multi-Store Systems with Lost Sales AI翻译
  作者：Miao, Sentao; Jasin, Stefanus; Chao, Xiuli
  作者单位：McGill University; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
  摘要：We consider a periodic-review inventory control problem for the Multi Warehouse Multi-Store system with lost sales. We focus on a time horizon during which the systemreceives no external replenishment. Specifically, each warehouse has a finite initial inventory at the beginning of the horizon, which is then periodically allocated to the stores in each period in order to minimize the total expected lost-sales costs, holding costs, and shipping costs. This is a hard problem and the structure of ...
• Learning to Approximate Industrial Problems by Operations Research Classic Problems AI翻译
  作者：Parmentier, Axel
  作者单位：Institut Polytechnique de Paris; Ecole des Ponts ParisTech
  摘要：Practitioners of operations research often consider difficult variants of well-known optimization problems and struggle to find a good algorithm for their variants although decades of research have produced highly efficient algorithms for the well-known problems. We introduce a machine learning for operations research paradigm to build efficient heuristics for such variants: use a machine learning predictor to turn an instance of the variant into an instance of the well-known problem, then sol...
• Knockout-Tournament Procedures for Large-Scale Ranking and Selection in Parallel Computing Environments AI翻译
  作者：Zhong, Ying; Hong, L. Jeff
  作者单位：University of Electronic Science & Technology of China; Fudan University; Fudan University
  摘要：On one hand, large-scale ranking and selection (R&S) problems require a large amount of computation. On the other hand, parallel computing environments that provide a large capacity for computation are becoming prevalent today, and they are accessible by ordinary users. Therefore, solving large-scale R&S problems in parallel computing environments has emerged as an important research topic in recent years. However, directly implementing traditional stagewise procedures and fully sequential pro...
• Optimal Genetic Screening for Cystic Fibrosis AI翻译
  作者：El Hajj, Hussein; Bish, Douglas R.; Bish, Ebru K.
  作者单位：Virginia Polytechnic Institute & State University; University of Alabama System; University of Alabama Tuscaloosa
  摘要：Cystic fibrosis (CF) is a life-threatening genetic disorder. Early treatment of CF-positive newborns can extend life span, improve quality of life, and reduce healthcare expenditures. As a result, newborns are screened for CF throughout the United States. Genetic testing is costly; therefore, CF screening processes start with a relatively inexpensive but not highly accurate biomarker test. Newborns with elevated biomarker levels are further screened via genetic testing for a panel of variants ...