5期

最新文章

• Optimization-Based Calibration of Simulation Input Models AI翻译
  作者：Goeva, Aleksandrina; Lam, Henry; Qian, Huajie; Zhang, Bo
  作者单位：Harvard University; Massachusetts Institute of Technology (MIT); Broad Institute; Columbia University
  摘要：Studies on simulation input uncertainty are often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and other related performance measures of interest. We propose an optimization-based framework to compute statistically valid bounds on input quantities. The framework utilizes constraints that connect the statistical information of the real-world outputs wit...
• Planning Online Advertising Using Gini Indices AI翻译
  作者：Lejeune, Miguel A.; Turner, John
  作者单位：George Washington University; University of California System; University of California Irvine
  摘要：We study an online display advertising planning problem in which advertisers' demands for ad exposures (impressions) of various types compete for slices of shared resources, and advertisers prefer to receive impressions that are evenly spread across the audience segments they target. We use the Gini coefficient measure and formulate an optimization problem that maximizes the spreading of impressions across targeted audience segments, while limiting demand shortfalls. First, we show how Gini-ba...
• Optimal Signaling Mechanisms in Unobservable Queues AI翻译
  作者：Lingenbrink, David; Iyera, Krishnamurthy
  作者单位：Cornell University
  摘要：We consider the problem of optimal information sharing in an unobservable single-server queue offering service at a fixed price to a Poisson arrival of delay-sensitive customers. The service provider observes the queue and may share state information with arriving customers. The customers, who are Bayesian and strategic, incorporate this information into their beliefs before deciding whether to join the queue. We pose the following question: Which signaling mechanism should the service provide...
• Dynamic Stable Supplier Coalitions and Invariance in Assembly Systems with Commodity Components AI翻译
  作者：Nagarajan, Mahesh; Sosic, Greys; Tong, Chunyang
  作者单位：University of British Columbia; University of Southern California; Tongji University
  摘要：Stable alliance structures among critical (monopoly) component suppliers in a decentralized assembly system are somewhat well understood. However, when there are competing suppliers for any particular component, less is known about such alliances. The intent of this paper is to address some of the theoretical issues that pose challenges in analyzing stable supplier coalitions in such assembly systems. We examine a simple assembly system in which suppliers sell n distinct complementary componen...
• Empty-Car Routing in Ridesharing Systems AI翻译
  作者：Braverman, Anton; Dai, J. G.; Liu, Xin; Ying, Lei
  作者单位：Northwestern University; Cornell University; The Chinese University of Hong Kong, Shenzhen; Shenzhen Research Institute of Big Data; The Chinese University of Hong Kong, Shenzhen; Arizona State University; Arizona State University-Tempe
  摘要：This paper considers a closed queueing network model of ridesharing systems, such as Didi Chuxing, Lyft, and Uber. We focus on empty-car routing, a mechanism by which we control car flow in the network to optimize system-wide utility functions, for example, the availability of empty cars when a passenger arrives. We establish both process-level and steady-state convergence of the queueing network to a fluid limit in a large market regime where demand for rides and supply of cars tend to infini...
• Technical Note-Assortment Optimization with Small Consideration Sets AI翻译
  作者：Feldman, Jacob; Paul, Alice; Topaloglu, Huseyin
  作者单位：Washington University (WUSTL); Brown University
  摘要：We study a customer choice model that captures purchasing behavior when there is a limit on the number of times that a customer will substitute among the offered products. Under this model, we assume each customer is characterized by a ranked preference list of products and, upon arrival, will purchase the highest ranking offered product. Because we restrict ourselves to settings in which customers consider a limited number of products, we assume that these rankings contain at most k products....
• Bandits with Global Convex Constraints and Objective AI翻译
  作者：Agrawal, Shipra; Devanur, Nikhil R.
  作者单位：Columbia University; Microsoft
  摘要：We consider a very general model for managing the exploration-exploitation trade-off, which allows global convex constraints and concave objective on the aggregate decisions over time in addition to the customary limitation on the time horizon. This model provides a natural framework to study many sequential decision-making problems with long-term convex constraints and concave utility and subsumes the classic multiarmed bandit (MAB) model and the bandits with knapsacks problem as special case...
• Rare-Event Simulation for Distribution Networks AI翻译
  作者：Blanchet, Jose; Li, Juan; Nakayama, Marvin K.
  作者单位：Stanford University; Columbia University; New Jersey Institute of Technology
  摘要：We model optimal allocations in a distribution network as the solution of a linear program (LP) that minimizes the cost of unserved demands across nodes in the network. The constraints in the LP dictate that, after a given node's supply is exhausted, its unserved demand is distributed among neighboring nodes. All nodes do the same, and the resulting solution is the optimal allocation. Assuming that the demands are random (following a jointly Gaussian law), our goal is to study the probability ...
• The Replenishment Schedule to Minimize Peak Storage Problem: The Gap Between the Continuous and Discrete Versions of the Problem AI翻译
  作者：Hochbaum, Dorit S.; Rao, Xu
  作者单位：University of California System; University of California Berkeley
  摘要：The replenishment storage problem (RSP) is to minimize the storage capacity requirement for a deterministic demand, multi-item inventory system, where each item has a given reorder size and cycle length. We consider the discrete RSP, where reorders can only take place at an integer time unit within the cycle. Discrete RSP was shown to be NP-hard for constant joint cycle length (the least common multiple of the length of all individual cycles). We show here that discrete RSP is weakly NP-hard f...
• Process Flexibility for Multiperiod Production Systems AI翻译
  作者：Shi, Cong; Wei, Yehua; Zhong, Yuan
  作者单位：University of Michigan System; University of Michigan; Boston College; University of Chicago
  摘要：We develop a theory for the design of process flexibility in a multiperiod maketo-order production system. We propose and formalize a notion of effective chaining termed the generalized chaining gap (GCG), which can be viewed as a natural extension of classical chaining structure from the process flexibility literature. Using the GCG, we prove that, in a general system with high capacity utilization, one only needs a sparse flexibility structure with m plus n arcs to achieve similar performanc...