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作者：Malladi, Vishwakant; Mendoza-Arriaga, Rafael; Tompaidis, Stathis
作者单位：Indian School of Business (ISB); University of Texas System; University of Texas Austin
摘要：We propose a framework to model dependence of outages of electric power plants. Our framework allows for common factors, such as weather events and fuel shortages, to drive outages. We calibrate our model for power plants in the Electric Reliability Council of Texas and the Western Electricity Coordinating Council regions using a unique data set of actual outages from the North American Electric Reliability Corporation. We find strong evidence of dependence in power plant outages based on the ...
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作者：Bienkowski, Marcin; Bohm, Martin; Byrka, Jaroslaw; Chrobak, Marek; Durr, Christoph; Folwarczn, Lukas; Jez, Lukasz; Sgall, Jiri; Nguyen Kim Thang; Vesely, Pavel
作者单位：University of Wroclaw; University of Bremen; Charles University Prague; University of California System; University of California Riverside; Sorbonne Universite; Centre National de la Recherche Scientifique (CNRS); Czech Academy of Sciences; Institute of Mathematics of the Czech Academy of Sciences; Universite Paris Saclay; Universite Paris Cite; University of Warwick
摘要：In the multilevel aggregation problem (MLAP), requests arrive at the nodes of an edge-weighted tree J and have to be served eventually. A service is defined as a subtree X of J that contains the root of J. This subtree X serves all requests that are pending in the nodes of X, and the cost of this service is equal to the total weight of X. Each request also incurs waiting cost between its arrival and service times. The objective is to minimize the total waiting cost of all requests plus the tot...
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作者：Paradiso, Rosario; Roberti, Roberto; Lagana, Demetrio; Dullaert, Wout
作者单位：University of Calabria; Vrije Universiteit Amsterdam; University of Calabria
摘要：Multitrip vehicle-routing problems (MTVRPs) generalize the well-known VRP by allowing vehicles to perform multiple trips per day. MTVRPs have received a lot of attention lately because of their relevance in real-life applications-for example, in city logistics and last-mile delivery. Several variants of the MTVRP have been investigated in the literature, and a number of exact methods have been proposed. Nevertheless, the computational results currently available suggest that MTVRPs with differ...
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作者：Chen, Ye; Ryzhov, Ilya O.
作者单位：Virginia Commonwealth University; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park
摘要：Approximate Bayesian inference is a powerful methodology for constructing computationally efficient statistical mechanisms for sequential learning from incomplete or censored information. Approximate Bayesian learning models have proven successful in a variety of operations research and business problems; however, prior work in this area has been primarily computational, and the consistency of approximate Bayesian estimators has been a largely open problem. We develop a new consistency theory ...
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作者：Bastani, Hamsa; Bayati, Mohsen
作者单位：University of Pennsylvania; Stanford University
摘要：Big data have enabled decision makers to tailor decisions at the individual level in a variety of domains, such as personalized medicine and online advertising. Doing so involves learning a model of decision rewards conditional on individual-specific covariates. In many practical settings, these covariates are high dimensional; however, typically only a small subset of the observed features are predictive of a decision's success. We formulate this problem as a K-armed contextual bandit with hi...
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作者：Minca, Andreea; Wissel, Johannes
作者单位：Cornell University
摘要：We introduce a new mechanism for leverage dynamics, based on a multiperiod game of lenders with differentiated beliefs about the firm's fundamental returns. The game features strategic substitutability for low existing leverage and strategic complementarily for high existing leverage. The resulting leverage process exhibits a mean-reverting regime around a long-run level, as long as it stays below an instability level. Above the instability level, leverage becomes explosive. We validate our mo...
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作者：Dong, Jing; Perry, Ohad
作者单位：Columbia University; Northwestern University
摘要：Hospital-related queues have unique features that are not captured by standard queueing assumptions, necessitating the development of specialized models. In this paper, we propose a queueing model that takes into account the most salient features of queues associated with patient-flow dynamics in inpatient wards, including the need for a physician's approval to discharge patients and subsequent discharge delays. In this setting, fundamental quantities, such as the (effective) mean hospitalizat...
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作者：Lu, Xuefei; Rudi, Alessandro; Borgonovo, Emanuele; Rosasco, Lorenzo
作者单位：Bocconi University; Universite PSL; Ecole Normale Superieure (ENS); Inria; University of Genoa; Massachusetts Institute of Technology (MIT); Istituto Italiano di Tecnologia - IIT
摘要：Kriging is one of the most widely used emulation methods in simulation. However, memory and time requirements potentially hinder its application to data sets generated by high-dimensional simulators. We borrow from the machine learning literature to propose a new algorithmic implementation of kriging that, while preserving prediction accuracy, notably reduces time and memory requirements. The theoretical and computational foundations of the algorithm are provided. The work then reports results...
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作者：Bagaria, Vivek; Ding, Jian; Tse, David; Wu, Yihong; Xu, Jiaming
作者单位：Stanford University; University of Pennsylvania; Yale University; Duke University
摘要：We introduce the problem of hidden Hamiltonian cycle recovery, where there is an unknown Hamiltonian cycle in an n-vertex complete graph that needs to be inferred from noisy edge measurements. The measurements are independent and distributed according to P-n for edges in the cycle and Q(n) otherwise. This formulation is motivated by a problem in genome assembly, where the goal is to order a set of contigs (genome subsequences) according to their positions on the genome using long-range linking...
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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. ...
