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作者：Boutilier, Justin J.; Chan, Timothy C. Y.
作者单位：University of Wisconsin System; University of Wisconsin Madison; University of Toronto
摘要：The lack of emergency medical transportation is viewed as the main barrier to the access and availability of emergency medical care in low- and middle-income countries (LMICs). In this paper, we present a robust optimization approach to optimize both the location and routing of emergency response vehicles, accounting for uncertainty in travel times and spatial demand characteristic of LMICs. We traveled to Dhaka, Bangladesh, the sixth largest and third most densely populated city in the world,...
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作者：Balinski, Michel; Laraki, Rida
作者单位：Universite PSL; Universite Paris-Dauphine; Centre National de la Recherche Scientifique (CNRS); University of Liverpool
摘要：Majority judgment (MJ) and approval voting (AV) are compared in theory and practice. Criticisms of MJ and claims that AV is superior are refuted. The two primary criticisms have been that MJ is not Condorcet consistent and that it admits the no-show paradox. That MJ is not Condorcet consistent is a good property shared with AV: the domination paradox shows that majority rule may well err in an election between two. Whereas the no-show paradox is in theory possible with MJ, it is as a practical...
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作者：He, Shuangchi
作者单位：National University of Singapore
摘要：Motivated by call center practice, we propose a tractable approximate model for queues with general service and patience time assumptions in the efficiency-driven (ED) regime, when customers' patience times are relatively long compared with their service times. We use a one-dimensional diffusion process to approximate the virtual waiting time process that is scaled in both magnitude and time, with the number of servers and the mean patience time as the respective scaling factors. Using this di...
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作者：Kleinert, Thomas; Labbe, Martine; Plein, Fraenk; Schmidt, Martin
作者单位：University of Erlangen Nuremberg; Universite Libre de Bruxelles; Universitat Trier
摘要：One of the most frequently used approaches to solve linear bilevel optimization problems consists in replacing the lower-level problem with its Karush-Kuhn-Tucker (KKT) conditions and by reformulating the KKT complementarity conditions using techniques from mixed-integer linear optimization. The latter step requires to determine some big-M constant in order to bound the lower level's dual feasible set such that no bilevel-optimal solution is cut off. In practice, heuristics are often used to f...
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作者：Nadarajah, Selvaprabu; Cire, Andre A.
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of Toronto; University Toronto Scarborough; University of Toronto
摘要：We present relaxations for discrete optimization problems using approximate linear programs (ALPs) defined on multiple networks that represent different state-space aggregations. Our network ALP leverages information across these networks using a piecewise-constant value function approximation, and its optimistic bound is theoretically guaranteed to weakly improve upon the bounds from the individual networks used in its construction. Solving network ALPs is challenging because of its large num...
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作者：Xu, Yuqian; Zhu, Lingjiong; Pinedo, Michael
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; State University System of Florida; Florida State University; New York University
摘要：In this paper, we propose a general modeling framework for operational risk management of financial firms. We consider operational risk events as shocks to a financial firm's value process and then study capital investments under preventive and corrective controls to mitigate risk losses. The optimal decisions are made in three scenarios: (i) preventive control only, (ii) corrective control only, and (iii) joint controls. We characterize the optimal control policies within a general modeling f...
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作者：Colini-Baldeschi, Riccardo; Cominetti, Roberto; Mertikopoulos, Panayotis; Scarsini, Marco
作者单位：Facebook Inc; Universidad Adolfo Ibanez; Inria; Communaute Universite Grenoble Alpes; Institut National Polytechnique de Grenoble; Universite Grenoble Alpes (UGA); Centre National de la Recherche Scientifique (CNRS); Luiss Guido Carli University
摘要：This paper examines the behavior of the price of anarchy as a function of the traffic inflow in nonatomic congestion games with multiple origin/destination (O/D) pairs. Empirical studies in real-world networks show that the price of anarchy is close to 1 in both light and heavy traffic, thus raising the following question: can these observations be justified theoretically? We first show that this is not always the case: the price of anarchy may remain a positive distance away from 1 for all va...
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作者：Xie, Weijun; Ahmed, Shabbir
作者单位：Virginia Polytechnic Institute & State University; University System of Georgia; Georgia Institute of Technology
摘要：A chance-constrained optimization problem involves constraints with random data that can be violated with probability bounded from above by a prespecified small risk parameter. Such constraints are used to model reliability requirements in a variety of application areas, such as finance, energy, service, and manufacturing. Except under very special conditions, chance-constrained problems are extremely difficult. There has been a great deal of elegant work on developing tractable approximations...
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作者：Yang, Jiankui; Yao, David D.; Ye, Heng-Qing
作者单位：Beijing University of Posts & Telecommunications; Columbia University; Hong Kong Polytechnic University
摘要：The goal of this paper is to illustrate the optimality of reflection control in three different settings, to bring out their connections and to contrast their distinctions. First, we study the control of a Brownian motion with a negative drift, so as to minimize a long-run average cost objective. Weprove the optimality of the reflection control, which prevents the Brownian motion from dropping below a certain level by cancelling out from time to time part of the negative drift; and we show tha...
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作者：Kallus, Nathan; Udell, Madeleine
作者单位：Cornell University
摘要：We study the problem of dynamic assortment personalization with large, heterogeneous populations and wide arrays of products, and demonstrate the importance of structural priors for effective, efficient large-scale personalization. Assortment personalization is the problem of choosing, for each individual (type), a best assortment of products, ads, or other offerings (items) so as to maximize revenue. This problem is central to revenue management in e-commerce and online advertising where both...
