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作者:Candogan, Ozan; Drakopoulos, Kimon
作者单位:University of Chicago; University of Southern California
摘要:This paper studies information design in social networks. We consider a setting, where agents' actions exhibit positive local network externalities. There is uncertainty about the underlying state of the world, which impacts agents' payoffs. The platform can commit to a signaling mechanism that sends informative signals to agents upon realization of this uncertainty, thereby influencing their actions. Although this abstract setting has many applications, we discuss our results in the context o...
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作者:Azizan, Navid; Su, Yu; Dvijotham, Krishnamurthy; Wierman, Adam
作者单位:California Institute of Technology
摘要:We consider a market run by an operator who seeks to satisfy a given consumer demand for a commodity by purchasing the needed amount from a group of competing suppliers with nonconvex cost functions. The operator knows the suppliers' cost functions and announces a price/payment function for each supplier, which determines the payment to that supplier for producing different quantities. Each supplier then makes an individual decision about how much to produce, in order to maximize its own profi...
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作者:Georghiou, Angelos; Tsoukalas, Angelos; Wiesemann, Wolfram
作者单位:McGill University; American University of Beirut; Imperial College London
摘要:Two-stage robust optimization problems, in which decisions are taken both in anticipation of and in response to the observation of an unknown parameter vector from within an uncertainty set, are notoriously challenging. In this paper, we develop convergent hierarchies of primal (conservative) and dual (progressive) bounds for these problems that trade off the competing goals of tractability and optimality: Although the coarsest bounds recover a tractable but suboptimal affine decision rule app...
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作者:Ban, Gah-Yi
作者单位:University of London; London Business School
摘要:We revisit the classical dynamic inventory management problem of Scarf [Scarf H (1959b) The optimality of (s, S) policies in the dynamic inventory problem. Arrow KJ, Karlin S, Suppes P, eds. Mathematical Methods in the Social Science (Stanford University Press, Stanford, CA), 196-202.] from the perspective of a decision maker who has n historical selling seasons of data and must make ordering decisions for the upcoming season. We develop a nonparametric estimation procedure for the (S, s) poli...
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作者:Ouyang, Huiyin; Argon, Nilay Tanik; Ziya, Serhan
作者单位:University of Hong Kong; University of North Carolina; University of North Carolina Chapel Hill
摘要:The objective of this paper is to use mathematical modeling and analysis to develop insights into and policies for making bed allocation decisions in an intensive care unit (ICU) of a hospital during periods when patient demand is high. We first develop a stylized mathematical model in which patients' health conditions change over time according to a Markov chain. In this model, each patient is in one of two possible health stages, one representing the critical and the other representing the h...
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作者:Le Thi Khanh Hien; Sim, Melvyn; Xu, Huan
作者单位:University of Mons; National University of Singapore
摘要:We study a network fortification problem on a directed network that channels single-commodity resources to fulfill random demands delivered to a subset of the nodes. For given a realization of demands, the malicious interdictor would disrupt the network in a manner that would maximize the total demand shortfalls subject to the interdictor's constraints. To mitigate the risk of such shortfalls, a network's operator can fortify it by providing additional network capacity and/or protecting the no...
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作者:Ashlagi, Itai; Saberi, Amin; Shameli, Ali
作者单位:Stanford University
摘要:We generalize the serial dictatorship (SD) and probabilistic serial (PS) mechanism for assigning indivisible objects (seats in a school) to agents (students) to accommodate distributional constraints. Such constraints are motivated by equity considerations. Our generalization of SD maintains several of its desirable properties, including strategyproofness, Pareto optimality, and computational tractability, while satisfying the distributional constraints with a small error. Our generalization o...
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作者:Clarkson, Jake; Glazebrook, Kevin D.; Lin, Kyle Y.
作者单位:Lancaster University; Lancaster University; United States Department of Defense; United States Navy; Naval Postgraduate School
摘要:An object is hidden in one of several discrete locations according to some known probability distribution, and the goal is to discover the object in the minimum expected time by successive searches of individual locations. If there is only one way to search each location, this search problem is solved using Gittins indices. Motivated by modern search technology, we extend earlier work to allow two modes-fast and slow-to search each location. The fast mode takes less time, but the slow mode is ...