2020

最新文章

• On the Consistent Path Problem AI翻译
  作者：Lozano, Leonardo; Bergman, David; Smith, J. Cole
  作者单位：University System of Ohio; University of Cincinnati; University of Connecticut; Syracuse University
  摘要：The application of decision diagrams in combinatorial optimization has proliferated in the last decade. In recent years, authors have begun to investigate how to use not one, but a set of diagrams, to model constraints and objective function terms. Optimizing over a collection of decision diagrams, the problem we refer to as the consistent path problem (CPP) can be addressed by associating a network-flow model with each decision diagram, jointly linked through channeling constraints. A direct ...
• Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling AI翻译
  作者：Peng, Yijie; Fu, Michael C.; Heidergott, Bernd; Lam, Henry
  作者单位：Peking University; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park; Vrije Universiteit Amsterdam; Columbia University
  摘要：We propose a gradient-based simulated maximum likelihood estimation to estimate unknown parameters in a stochastic model without assuming that the likelihood function of the observations is available in closed form. A key element is to develop Monte Carlo-based estimators for the density and its derivatives for the output process, using only knowledge about the dynamics of the model. We present the theory of these estimators and demonstrate how our approach can handle various types of model st...
• Technical Note-Data-Based Dynamic Pricing and Inventory Control with Censored Demand and Limited Price Changes AI翻译
  作者：Chen, Boxiao; Chao, Xiuli; Wang, Yining
  作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of Michigan System; University of Michigan; State University System of Florida; University of Florida
  摘要：A firm makes pricing and inventory replenishment decisions for a product over T periods to maximize its expected total profit. Demand is random and price sensitive, and unsatisfied demands are lost and unobservable (censored demand). The firm knows the demand process up to some parameters and needs to learn them through pricing and inventory experimentation. However, because of business constraints, the firm is prevented from making frequent price changes, leading to correlated and dependent s...
• Approximation Algorithms for Product Framing and Pricing AI翻译
  作者：Gallego, Guillermo; Li, Anran; Van-Anh Truong; Wang, Xinshang
  作者单位：Hong Kong University of Science & Technology; University of London; London School Economics & Political Science; Columbia University; Alibaba Group; Shanghai Jiao Tong University
  摘要：We propose one of the first models of product framing and pricing. Product framing refers to the way consumer choice is influenced by how the products are framed or displayed. We present a model in which a set of products is displayed or framed into a set of virtual web pages. We assume that consumers consider only products in the top pages with different consumers willing to see different numbers of pages. Consumers select a product, if any, from these pages following a general choice model. ...
• Time Inconsistency of Optimal Policies of Distributionally Robust Inventory Models AI翻译
  作者：Shapiro, Alexander; Xin, Linwei
  作者单位：University System of Georgia; Georgia Institute of Technology; University of Chicago
  摘要：In this paper, we investigate optimal policies of distributionally robust (risk averse) inventory models. We demonstrate that if the respective risk measures are not strictly monotone, then there may exist infinitely many optimal policies that are not basestock and not time consistent. This is in a sharp contrast with the risk neutral formulation of the inventory model where all optimal policies are time consistent. This also extends previous studies of time inconsistency in the robust setting.
• When Risk Perception Gets in the Way: Probability Weighting and Underprevention AI翻译
  作者：Baillon, Aurelien; Bleichrodt, Han; Emirmahmutoglu, Aysil; Jaspersen, Johannes; Peter, Richard
  作者单位：Erasmus University Rotterdam - Excl Erasmus MC; Erasmus University Rotterdam; Australian National University; Norwegian School of Economics (NHH); University of Munich; University of Iowa
  摘要：Personal decisions about health hazards are the main cause of impaired health and premature death. People smoke and eat too much, and they exercise too little. The lack of preventive efforts is surprising given their proven effectiveness. In the early 1960s, Arrow suggested that moral hazard might be a reason for underprevention, but this explanation was later challenged. In this paper, we show that underprevention might be caused by misperceived probabilities. We derive when and how probabili...
• Pseudo-Valid Cutting Planes for Two-Stage Mixed-Integer Stochastic Programs with Right-Hand-Side Uncertainty AI翻译
  作者：Romeijnders, Ward; van der Laan, Niels
  作者单位：University of Groningen
  摘要：We propose a novel way of applying cutting plane techniques to two-stage mixed-integer stochastic programs with uncertainty in the right-hand side. Instead of using cutting planes that are always valid, our idea is to apply pseudo-valid cutting planes to the second-stage feasible regions that may cut away feasible integer second-stage solutions for some scenarios and may be overly conservative for others. The advantage is that it allows us to use cutting planes that are affine in the first-sta...
• Near-Optimal Disjoint-Path Facility Location Through Set Cover by Pairs AI翻译
  作者：Johnson, David S.; Breslau, Lee; Diakonikolas, Ilias; Duffield, Nick; Gu, Yu; Hajiaghayi, MohammadTaghi; Karloff, Howard; Resende, Mauricio G. C.; Sen, Subhabrata
  作者单位：AT&T; University of Wisconsin System; University of Wisconsin Madison; Texas A&M University System; Texas A&M University College Station; Amazon.com; University System of Maryland; University of Maryland College Park; Amazon.com; University of Washington; University of Washington Seattle; Nokia Corporation; Nokia Bell Labs; AT&T
  摘要：In this paper, we consider two special cases of the cover-by-pairs optimization problem that arises when we need to place facilities so that each customer is served by two facilities that reach it by disjoint shortest paths. These problems arise in a network trafficmonitoring scheme proposed by Breslau et al. and have potential applications to content distribution. The set-disjoint variant applies to networks that use the open shortest path first routing protocol, and the path-disjoint variant...
• Adaptive Submodular Ranking and Routing AI翻译
  作者：Navidi, Fatemeh; Kambadur, Prabhanjan; Nagarajan, Viswanath
  作者单位：University of Michigan System; University of Michigan; Bloomberg L.P.
  摘要：We study a general stochastic ranking problem in which an algorithm needs to adaptively select a sequence of elements so as to cover a random scenario (drawn from a known distribution) at minimum expected cost. The coverage of each scenario is captured by an individual submodular function, in which the scenario is said to be covered when its function value goes above a given threshold. We obtain a logarithmic factor approximation algorithm for this adaptive ranking problem, which is the best p...
• Modeling and Design of Container Terminal Operations AI翻译
  作者：Roy, Debjit; De Koster, Rene; Bekker, Rene
  作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Ahmedabad; Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; Vrije Universiteit Amsterdam
  摘要：The design of container terminal operations is complex because multiple factors affect operational performance. These factors include numerous choices for handling technology, terminal topology, and design parameters and stochastic interactions between the quayside, stackside, and vehicle transport processes. In this research, we propose new integrated queuing network models for rapid design evaluation of container terminals with automated lift vehicles and automated guided vehicles. These mod...