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作者：Dworczak, Piotr
作者单位：Northwestern University
摘要：I introduce a class of algorithms called deferred acceptance with compensation chains (DACC). DACC algorithms generalize the Gale-Shapley algorithm by allowing both sides of the market to make offers. The main result is a characterization of the set of stable matchings: a matching is stable if and only if it is the outcome of a DACC algorithm. The proof of convergence of DACC algorithms uses a novel technique based on a construction of a potential function.
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作者：Song, Jing-Sheng; Xue, Zhengliang
作者单位：Duke University; International Business Machines (IBM); IBM USA
摘要：In today's digital age, with the aid of the internet and data mining, many firms use vertically differentiated product bundling to influence demand to match up with inventory status, especially in industries with short product life cycles. Despite this practice, there is little understanding on how exactly the inventory dynamics impact the bundling strategy and, in turn, how the bundling strategy affects the firm's inventory decisions. To fill this gap, we present a dynamic model to analyze th...
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作者：Zhu, Han; Chen, Youhua (Frank); Hu, Ming; Yang, Yi
作者单位：Dongbei University of Finance & Economics; City University of Hong Kong; University of Toronto; Zhejiang University
摘要：We study a continuous-review, two-echelon inventory system with one central warehouse, multiple local facilities, and each facility facing random demand. Local facilities replenish their stock from the central warehouse (or distribution center), which in turn places orders at an outside supplier with ample supply. Inventory replenishment at each location incurs a fixed-plus-variable cost for each shipment. The optimal policy remains unknown, and even if it exists, such a policy must be extreme...
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作者：Ghuge, Rohan; Kwon, Joseph; Nagarajan, Viswanath; Sharma, Adetee
作者单位：University of Michigan System; University of Michigan
摘要：Y We study the assortment optimization problem when customer choices are governed by the paired combinatorial logit model. We study unconstrained, cardinality-constrained, and knapsack-constrained versions of this problem, which are all known to be NP-hard. We design efficient algorithms that compute approximately optimal solutions, using a novel relation to the maximum directed cut problem and suitable linear-program rounding algorithms. We obtain a randomized polynomial time approximation sc...
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作者：Zheng, Zeyu; Honnappa, Harsha; Glynn, Peter W.
作者单位：University of California System; University of California Berkeley; Purdue University System; Purdue University; Stanford University
摘要：This paper introduces a new asymptotic regime for simplifying stochastic models having nonstationary effects, such as those that arise in the presence of time-of-day effects. This regime describes an operating environment within which the arrival process to a service system has an arrival intensity that is fluctuating rapidly. We show that such a service system is well approximated by the corresponding model in which the arrival process is Poisson with a constant arrival rate. In addition to t...
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作者：Skandari, M. Reza; Shechter, Steven M.
作者单位：Imperial College London; University of British Columbia
摘要：Patient heterogeneity in disease progression is prevalent in many settings. Treatment decisions that explicitly consider this heterogeneity can lower the cost of care and improve outcomes by providing the right care for the right patient at the right time. In this paper, we analyze the problem of designing ongoing treatment plans for a population with heterogeneity in disease progression and response to medical interventions. We create a model that learns the patient type by monitoring the pat...
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作者：Li, Xiaocheng; Zhong, Huaiyang; Brandeau, Margaret L.
作者单位：Stanford University
摘要：The goal of a traditional Markov decision process (MDP) is to maximize expected cumulative reward over a defined horizon (possibly infinite). In many applications, however, a decision maker may be interested in optimizing a specific quantile of the cumulative reward instead of its expectation. In this paper, we consider the problem of optimizing the quantiles of the cumulative rewards of an MDP, which we refer to as a quantile Markov decision process (QMDP). We provide analytical results chara...
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作者：Papier, Felix; Thonemann, Ulrich W.
作者单位：ESSEC Business School; University of Cologne
摘要：Sales and operations planning processes are used to align production quantities and customer demand. Two key activities of these processes are demand planning and production planning, which are often assigned to individuals in different departments. Production planning requires accurate demand forecasts from demand planning to be able to choose proper production quantities, but demand planners have to invest effort to create accurate demand forecasts. We study the role of social preferences (a...
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作者：Jusselin, Paul; Mastrolia, Thibaut; Rosenbaum, Mathieu
作者单位：Institut Polytechnique de Paris; Ecole Polytechnique
摘要：We consider an auction market in which market makers fill the order book during a given time period while some other investors send market orders. We define the clearing price of the auction as the price maximizing the exchanged volume at the clearing time according to the supply and demand of each market participant. Then we derive in a semiexplicit form the error made between this clearing price and the efficient price as a function of the auction duration. We study the impact of the behavio...
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作者：Pessoa, Artur Alves; Poss, Michael; Sadykov, Ruslan; Vanderbeck, Francois
作者单位：Universidade Federal Fluminense; Centre National de la Recherche Scientifique (CNRS); Universite de Montpellier; Centre National de la Recherche Scientifique (CNRS); Inria
摘要：Y We examine the robust counterpart of the classical capacitated vehicle routing problem (CVRP). We consider two types of uncertainty sets for the customer demands: the classical budget polytope and a partitioned budget polytope. We show that using the set-partitioning formulation it is possible to reformulate our problem as a deterministic heterogeneous vehicle routing problem. Thus, many state-of-the-art techniques for exactly solving deterministic VRPs can be applied to the robust counterpa...
