3期

最新文章

• Branch-Cut-and-Price for the Robust Capacitated Vehicle Routing Problem with Knapsack Uncertainty AI翻译
  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...
• Online Allocation and Pricing: Constant Regret via Bellman Inequalities AI翻译
  作者：Vera, Alberto; Banerjee, Siddhartha; Gurvich, Itai
  作者单位：Cornell University; Northwestern University
  摘要：We develop a framework for designing simple and efficient policies for a family of online allocation and pricing problems that includes online packing, budget-constrained probing, dynamic pricing, and online contextual bandits with knapsacks. In each case, we evaluate the performance of our policies in terms of their regret (i.e., additive gap) relative to an offline controller that is endowed with more information than the online controller. Our framework is based on Bellman inequalities, whi...
• OR Practice-Data Analytics for Optimal Detection of Metastatic Prostate Cancer AI翻译
  作者：Merdan, Selin; Barnett, Christine L.; Denton, Brian T.; Montie, James E.; Miller, David C.
  作者单位：University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
  摘要：We used data-analytics approaches to develop, calibrate, and validate predictive models, to help urologists in a large statewide collaborative make prostate cancer staging decisions on the basis of individual patient risk factors. The models were validated using statistical methods based on bootstrapping and evaluation on out-of-sample data. These models were used to design guidelines that optimally weigh the benefits and harms of radiological imaging for the detection of metastatic prostate c...
• Heteroscedastic Exponomial Choice AI翻译
  作者：Alptekinoglu, Aydin; Semple, John H.
  作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Southern Methodist University
  摘要：We investigate analytical and empirical properties of the Heteroscedastic Exponomial Choice (HEC) model to lay the groundwork for its use in theoretical and empirical studies that build demand models on a discrete choice foundation. The HEC model generalizes the Exponomial Choice (EC) model by including choice-specific variances for the random components of utility (the error terms). We show that the HEC model inherits some of the properties found in the EC model: closed-form choice probabilit...
• A Finite Time Analysis of Temporal Difference Learning with Linear Function Approximation AI翻译
  作者：Bhandari, Jalaj; Russo, Daniel; Singal, Raghav
  作者单位：Columbia University; Columbia University
  摘要：Temporal difference learning (TD) is a simple iterative algorithm used to estimate the value function corresponding to a given policy in a Markov decision process. Although TD is one of the most widely used algorithms in reinforcement learning, its theoretical analysis has proved challenging and few guarantees on its statistical efficiency are available. In this work, we provide a simple and explicit finite time analysis of temporal difference learning with linear function approximation. Excep...
• Sample Out-of-Sample Inference Based on Wasserstein Distance AI翻译
  作者：Blanchet, Jose; Kang, Yang
  作者单位：Stanford University; Columbia University
  摘要：We present a novel inference approach that we call sample out-of-sample inference. The approach can be used widely, ranging from semisupervised learning to stress testing, and it is fundamental in the application of data-driven distributionally robust optimization. Our method enables measuring the impact of plausible out-of-sample scenarios in a given performance measure of interest, such as a financial loss. The methodology is inspired by empirical likelihood (EL), but we optimize the empiric...
• Points Gained in Football: Using Markov Process-Based Value Functions to Assess Team Performance AI翻译
  作者：Chan, Timothy C. Y.; Fernandes, Craig; Puterman, Martin L.
  作者单位：University of Toronto; University of British Columbia
  摘要：To develop a novel approach for performance assessment, this paper considers the problem of computing value functions in professional American football. We provide a theoretical justification for using a dynamic programming approach to estimating value functions in sports by formulating the problem as a Markov chain for two asymmetric teams. We show that the Bellman equation has a unique solution equal to the bias of the underlying infinite horizon Markov reward process. This result provides, ...
• Online Resource Allocation Under Partially Predictable Demand AI翻译
  作者：Hwang, Dawsen; Jaillet, Patrick; Manshadi, Vahideh
  作者单位：Alphabet Inc.; Google Incorporated; Massachusetts Institute of Technology (MIT); Yale University
  摘要：For online resource allocation problems, we propose a new demand arrival model where the sequence of arrivals contains both an adversarial component and a stochastic one. Our model requires no demand forecasting; however, because of the presence of the stochastic component, we can partially predict future demand as the sequence of arrivals unfolds. Under the proposed model, we study the problem of the online allocation of a single resource to two types of customers and design online algorithms...
• Budget-Management Strategies in Repeated Auctions AI翻译
  作者：Balseiro, Santiago; Kim, Anthony; Mahdian, Mohammad; Mirrokni, Vahab
  作者单位：Columbia University; Amazon.com; Alphabet Inc.; Google Incorporated
  摘要：In online advertising, advertisers purchase ad placements by participating in a long sequence of repeated auctions. One of the most important features that advertising platforms often provide and advertisers often use is budget management, which allows advertisers to control their cumulative expenditures. Advertisers typically declare the maximum daily amount they are willing to pay, and the platform adjusts allocations and payments to guarantee that cumulative expenditures do not exceed budge...
• Procurement Mechanisms for Assortments of Differentiated Products AI翻译
  作者：Saban, Daniela; Weintraub, Gabriel Y.
  作者单位：Stanford University
  摘要：We consider the problem faced by a procurement agency that runs a mechanism for constructing an assortment of differentiated products with posted prices, from which heterogeneous consumers buy their most preferred alternative. Procurement mechanisms used by large organizations, including framework agreements (FAs), which are widely used in the public sector, often take this form. When choosing the assortment, the procurement agency must optimize the tradeoff between offering a richer menu of p...