5期

最新文章

• Production Scheduling for Strategic Open Pit Mine Planning: A Mixed-Integer Programming Approach AI翻译
  作者：Rivera Letelier, Orlando; Espinoza, Daniel; Goycoolea, Marcos; Moreno, Eduardo; Munoz, Gonzalo
  作者单位：Universidad Adolfo Ibanez; Alphabet Inc.; Google Incorporated; Universidad Adolfo Ibanez; Universidad Adolfo Ibanez; Universidad de O'Higgins
  摘要：Given a discretized representation of an ore body known as a block model, the open pit mining production scheduling problem that we consider consists of defining which blocks to extract, when to extract them, and how or whether to process them, in such a way as to comply with operational constraints and maximize net present value. Although it has been established that this problem can be modeled with mixed-integer programming, the number of blocks used to represent real-world mines (millions) ...
• Ambulance Emergency Response Optimization in Developing Countries AI翻译
  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,...
• Decision Making When Things Are Only a Matter of Time AI翻译
  作者：Ebert, Sebastian
  作者单位：Frankfurt School Finance & Management; Tilburg University
  摘要：This article gives a comprehensive treatment of preferences regarding time risk-the risk of something happening sooner or later-within the expected discounted utility model. We characterize the signs of the discount function's derivatives of all orders and show how these signs are decisive for time risk preferences. We introduce the notions of prudent and temperate discounting and illustrate their importance for economic behavior. Several applications in which an important event is only a matt...
• Dynamic Inventory and Price Controls Involving Unknown Demand on Discrete Nonperishable Items AI翻译
  作者：Katehakis, Michael N.; Yang, Jian; Zhou, Tingting
  作者单位：Rutgers University System; Rutgers University New Brunswick; Rutgers University Newark; College of Charleston
  摘要：We study adaptive policies that handle dynamic inventory and price controls when the random demand for discrete nonperishable items is unknown. Pure inventory control is achieved by targeting newsvendor ordering quantities that correspond to empirical demand distributions learned over time. On this basis we conduct the more complex joint inventory-price control, where demand-affecting prices await to be evaluated as well. We identify policies that strive to balance between exploration and expl...
• Technical Note-Pricing and Prioritization in a Duopoly with Self-Selecting, Heterogeneous, Time-Sensitive Customers Under Low Utilization AI翻译
  作者：Sainathan, Arvind
  作者单位：Nanyang Technological University
  摘要：Time is often used as a differentiating factor in several service operations contexts by service providers (SPs) who prioritize their customers. We use a three-stage game to investigate the competition between two SPs providing service with relatively low utilization to impatient and patient customers. In the first stage, the SPs decide whether to offer single service in which customers are seen on a first-come-first-serve basis or differentiated service with prioritization. In the second stag...
• Nonstationary Bandits with Habituation and Recovery Dynamics AI翻译
  作者：Mintz, Yonatan; Aswani, Anil; Kaminsky, Philip; Flowers, Elena; Fukuoka, Yoshimi
  作者单位：University System of Georgia; Georgia Institute of Technology; University of California System; University of California Berkeley; University of California System; University of California San Francisco; University of California System; University of California San Francisco
  摘要：Many settings involve sequential decision making where a set of actions can be chosen at each time step, each action provides a stochastic reward, and the distribution for the reward provided by each action is initially unknown. However, frequent selection of a specific action may reduce the expected reward for that action, whereas abstaining from choosing an action may cause its expected reward to increase. Such nonstationary phenomena are observed in many real-world settings such as personal...
• Robust Contract Designs: Linear Contracts and Moral Hazard AI翻译
  作者：Yu, Yimin; Kong, Xiangyin
  作者单位：City University of Hong Kong; Chinese Academy of Sciences; University of Science & Technology of China, CAS
  摘要：We consider incentive compensation where the firm has ambiguity on the effort-contingent output distribution: The parameters of the output probability distribution are in an ellipsoidal uncertainty set. The firm evaluates any contract by its worst-case performance over all possible parameters in the uncertainty set. Similarly, the incentive compatible condition for the agent must hold for all possible parameters in the uncertainty set. The firm is financially risk neutral and the agent has lim...
• Optimal Online Learning for Nonlinear Belief Models Using Discrete Priors AI翻译
  作者：Han, Weidong; Powell, Warren B.
  作者单位：Princeton University
  摘要：We consider an optimal learning problem where we are trying to learn a function that is nonlinear in unknown parameters in an online setting. We formulate the problem as a dynamic program, provide the optimality condition using Bellman's equation, and propose a multiperiod lookahead policy to overcome the nonconcavity in the value of information. We adopt a sampled belief model, which we refer to as a discrete prior. For an infinite-horizon problem with discounted cumulative rewards, we prove ...
• Optimization of Tree Ensembles AI翻译
  作者：Misic, Velibor V.
  作者单位：University of California System; University of California Los Angeles
  摘要：Tree ensemble models such as random forests and boosted trees are among the most widely used and practically successful predictive models in applied machine learning and business analytics. Although such models have been used to make predictions based on exogenous, uncontrollable independent variables, they are increasingly being used to make predictions where the independent variables are controllable and are also decision variables. In this paper, we study the problem of tree ensemble optimi...
• A Stochastic Integer Programming Approach to Air Traffic Scheduling and Operations AI翻译
  作者：Wang, Kai; Jacquillat, Alexandre
  作者单位：Massachusetts Institute of Technology (MIT)
  摘要：Air traffic management measures comprise tactical operating procedures to minimize delay costs and strategic scheduling interventions to control overcapacity scheduling. Although interdependent, these problems have been treated in isolation. This paper proposes an integrated model of scheduling and operations in airport networks that jointly optimizes scheduling interventions and ground-holding operations across airports networks under operating uncertainty. It is formulated as a two-stage sto...