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作者:Calma, Angelito; Ho, William; Shao, Lusheng; Li, Huashan
作者单位:University of Melbourne; University of Melbourne
摘要:This paper is a retrospective look at 68 years of publication output of Operations Research, revealing changes in its publications, its authors, and their impact over time and how these changes might affect researchers and practitioners in the present. A total of 5,440 journal articles from its inception in 1952 to 2019 are used. The analysis initially focuses on the most studied topics and then continues with the top research methods and research problems investigated. The top contributing co...
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作者:Gupta, Shivam; Wang, Shouqiang; Dawande, Milind; Janakiraman, Ganesh
作者单位:University of Nebraska System; University of Nebraska Lincoln; University of Texas System; University of Texas Dallas
摘要:A buyer faces a two-dimensional mechanism design problem for awarding a project to one among a set of contractors, each of whom is privately informed about the contractor's cost and the contractor's estimate of an a priori random noncost attribute. The winning contractor realizes the noncost attribute upon the project's completion and may manipulate it in a costless manner (if such a manipulation is beneficial to the contractor). The noncost attribute inflicts a disutility cost on the buyer. T...
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作者:Wu, Tao
作者单位:Tongji University
摘要:Shi and acute accent Olafsson [(2000) Nested Partitions Method for Global Optimization. Operations Research. 48(3):390-407] proposed the Nested Partitions (NP) method with two different NP backtracking rules-namely, NP I and NP II-for solving global optimization problems. Two of their main results are the properties of the global convergence of the NP method stated in theorems 3 and 4 on pages 398 and 399, respectively. In particular, theorem 3 provides a hitting-probability-based formula to r...
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作者:Ma, Qingyin; Stachurski, John
作者单位:Capital University of Economics & Business; Australian National University
摘要:Some approaches to solving challenging dynamic programming problems, such as Q-learning, begin by transforming the Bellman equation into an alternative functional equation to open up a new line of attack. Our paper studies this idea systematically with a focus on boosting computational efficiency. We provide a characterization of the set of valid transformations of the Bellman equation, for which validity means that the transformed Bellman equation maintains the link to optimality held by the ...
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作者:Gotoh, Jun-ya; Kim, Michael Jong; Lim, Andrew E. B.
作者单位:Chuo University; University of British Columbia; National University of Singapore; National University of Singapore; National University of Singapore
摘要:We study the out-of-sample properties of robust empirical optimization problems with smooth phi-divergence penalties and smooth concave objective functions, and we develop a theory for data-driven calibration of the nonnegative robustness parameter delta that controls the size of the deviations from the nominal model. Building on the intuition that robust optimization reduces the sensitivity of the expected reward to errors in the model by controlling the spread of the reward distribution, we ...
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作者:Gao, Pin; Ma, Yuhang; Chen, Ningyuan; Gallego, Guillermo; Li, Anran; Rusmevichientong, Paat; Topaloglu, Huseyin
作者单位:The Chinese University of Hong Kong, Shenzhen; University of Toronto; University Toronto Mississauga; University of London; London School Economics & Political Science; University of Southern California
摘要:We develop a variant of the multinomial logit model with impatient customers and study assortment optimization and pricing problems under this choice model. In our choice model, a customer incrementally views the assortment of available products in multiple stages. The patience level of a customer determines the maximum number of stages in which the customer is willing to view the assortments of products. In each stage, if the product with the largest utility provides larger utility than a min...