5期

最新文章

• M-Convexity and Its Applications in Operations AI翻译
  作者：Chen, Xin; Li, Menglong
  作者单位：University of Illinois System; University of Illinois Urbana-Champaign
  摘要：Ma-convexity, one of the main concepts in discrete convex analysis, possesses many salient structural properties and allows for the design of efficient algorithms. In this paper, we establish several new fundamental properties of Ma-convexity and its variant SSQMa-convexity (semistrictly quasi Ma-convexity). We show that in a parametric maximization model, the optimal solution is nonincreasing in the parameters when the objective function is SSQMa-concave and the constraint is a box and illust...
• Technical Note-Approximating Systems Fed by Poisson Processes with Rapidly Changing Arrival Rates AI翻译
  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...
• The Effect of Social Preferences on Sales and Operations Planning AI翻译
  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...
• Placement Optimization in Refugee Resettlement AI翻译
  作者：Ahani, Narges; Andersson, Tommy; Martinello, Alessandro; Teytelboym, Alexander; Trapp, Andrew C.
  作者单位：Worcester Polytechnic Institute; Lund University; University of Oxford; Worcester Polytechnic Institute
  摘要：Every year, tens of thousands of refugees are resettled to dozens of host countries. Although there is growing evidence that the initial placement of refugee families profoundly affects their lifetime outcomes, there have been few attempts to optimize resettlement decisions. We integrate machine learning and integer optimization into an innovative software tool, Annie (TM) Matching and Outcome Optimization for Refugee Empowerment (Annie (TM) MOORE), that assists a U.S. resettlement agency with...
• Envelope Theorems for Multistage Linear Stochastic Optimization AI翻译
  作者：Terca, Goncalo; Wozabal, David
  作者单位：Technical University of Munich
  摘要：We propose a method to compute derivatives of multistage linear stochastic optimization problems with respect to parameters that influence the problem's data. Our results are based on classical envelope theorems and can be used in problems directly solved via their deterministic equivalents as well as in stochastic dual dynamic programming for which the derivatives of the optimal value are sampled. We derive smoothness properties for optimal values of linear optimization problems, which we use...
• On the Stability of Redundancy Models AI翻译
  作者：Anton, Elene; Ayesta, Urtzi; Jonckheere, Matthieu; Verloop, Ina Maria
  作者单位：Universite de Toulouse; Universite Toulouse III - Paul Sabatier; Universite Federale Toulouse Midi-Pyrenees (ComUE); Institut National Polytechnique de Toulouse; Centre National de la Recherche Scientifique (CNRS); Centre National de la Recherche Scientifique (CNRS); CNRS - Institute of Physics (INP); Universite Federale Toulouse Midi-Pyrenees (ComUE); Universite de Toulouse; Institut National Polytechnique de Toulouse; Basque Foundation for Science; University of Basque Country; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET); University of Buenos Aires
  摘要：We investigate the stability condition of redundancy-d multiserver systems. Each server has its own queue and implements popular scheduling disciplines such as first-come-first-serve (FCFS), processor sharing (PS), and random order of service (ROS). New jobs arrive according to a Poisson process, and copies of each job are sent to d servers chosen uniformly at random. The service times of jobs are assumed to be exponentially distributed. A job departs as soon as one of its copies finishes serv...
• Deals or No Deals: Contract Design for Online Advertising AI翻译
  作者：Kim, Anthony; Mirrokni, Vahab; Nazerzadeh, Hamid
  作者单位：Amazon.com; Alphabet Inc.; Google Incorporated; University of Southern California
  摘要：We present a formal study of first-look and preferred deals that are a recently introduced generation of contracts for selling online advertisements, which generalize traditional reservation contracts and are suitable for advertisers with advanced targeting capabilities. Under these deals, one or more advertisers gain priority access to an inventory of impressions before others and can choose to purchase in real time. In particular, we propose constant-factor approximation algorithms for maxim...
• Private Sequential Learning AI翻译
  作者：Tsitsiklis, John N.; Xu, Kuang; Xu, Zhi
  作者单位：Massachusetts Institute of Technology (MIT); Stanford University
  摘要：We formulate a private learning model to study an intrinsic tradeoff between privacy and query complexity in sequential learning. Our model involves a learner who aims to determine a scalar value v* by sequentially querying an external database and receiving binary responses. In the meantime, an adversary observes the learner's queries, although not the responses, and tries to infer from them the value of v*. The objective of the learner is to obtain an accurate estimate of v* using only a sma...
• Integrated Ad Delivery Planning for Targeted Display Advertising AI翻译
  作者：Shen, Huaxiao; Li, Yanzhi; Chen, Youhua (Frank); Pan, Kai
  作者单位：Sun Yat Sen University; City University of Hong Kong; Hong Kong Polytechnic University
  摘要：Consider a publisher of online display advertising that sells its ad resources in both an up-front market and a spot market. When planning its ad delivery, the publisher needs to make a trade-off between earning a greater short-term profit from the spot market and improving advertising effectiveness in the up-front market. To address this challenge, we propose an integrated planning model that is robust to the uncertainties associated with the supply of advertising resources. Specifically, we ...
• Competitive Investment with Bayesian Learning: Choice of Business Size and Timing AI翻译
  作者：Sunar, Nur; Yu, Siyun; Kulkarni, Vidyadhar G.
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; Uber Technologies, Inc.; University of North Carolina; University of North Carolina Chapel Hill
  摘要：Motivated by the challenges faced by firms entering an unknown market, we study a strategic investment problem in a duopoly setting. The favorableness of the market is unknown to both firms, but firms have prior information about it. A leader invests first by choosing its investment size. Then, in a continuous-time Bayesian setting, a competitive follower dynamically learns about the favorableness of the market by observing the leader's earnings and chooses its investment size and timing. In t...