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作者：Fattahi, Ali; Dasu, Sriram; Ahmadi, Reza
作者单位：University of California System; University of California Los Angeles; University of Southern California
摘要：Auto manufacturers produce a very large number of feasible configurations that make it impossible to forecast the demand of individual configurations. What the companies do forecast is the penetration rate of each option, which is the percentage of cars that include that option. The current forecasting approach ignores rules for selecting options, and as a result, forecast penetration rates are frequently infeasible, which results in excess inventories, shortages, and customer dissatisfaction....
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作者：Ashlagi, Itai; Burq, Maximilien; Jaillet, Patrick; Manshadi, Vahideh
作者单位：Stanford University; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Yale University
摘要：We study dynamic matching in an infinite-horizon stochastic market. Although all agents are potentially compatible with each other, some are hard to match and others are easy to match. Agents prefer to be matched as soon as possible, and matches are formed either bilaterally or indirectly through chains. We adopt an asymptotic approach and compute tight bounds on the limit of waiting time of agents under myopic policies that differ in matching technology and prioritization. We find that when h...
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作者：Chen, Boxiao; Chao, Xiuli; Ahn, Hyun-Soo
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：We consider a firm (e.g., retailer) selling a single nonperishable product over a finite-period planning horizon. Demand in each period is stochastic and price sensitive, and unsatisfied demands are backlogged. At the beginning of each period, the firm determines its selling price and inventory replenishment quantity with the objective of maximizing total profit, but it knows neither the average demand (as a function of price) nor the distribution of demand uncertainty a priori; hence, it has ...
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作者：Keskin, N. Bora; Birge, John R.
作者单位：Duke University; University of Chicago
摘要：We consider a firm that designs a vertically differentiated product line for a population of customers with heterogeneous quality sensitivities. The firm faces an uncertainty about the cost of quality, and we formulate this uncertainty as a belief distribution on a set of cost models. Over a time horizon of T periods, the firm can dynamically adjust its menu and make noisy observations on the underlying cost model through customers' purchasing decisions. We characterize how optimal product dif...
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作者：Solak, Senay; Bayram, Armagan; Gumus, Mehmet; Zhuo, Yueran
作者单位：University of Massachusetts System; University of Massachusetts Amherst; McGill University
摘要：A dramatic increase in U.S. mortgage foreclosures during and after the great economic recession of 2007-2009 had devastating impacts on the society and the economy. In response to such negative impacts, nonprofit community development corporations (CDCs) throughout the United States use various resources, such as grants and lines of credit, in acquiring and redeveloping foreclosed housing units to support neighborhood stabilization and revitalization. Given that the cost of all such acquisitio...
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作者：Davarnia, Daniel; Richard, Jean-Philippe P.; Icyuz-Ay, Ece; Taslimi, Bijan
作者单位：Iowa State University; Iowa State University; University of Minnesota System; University of Minnesota Twin Cities; State University System of Florida; University of Florida
摘要：We study network models where flows cannot be split or merged when passing through certain nodes (i.e., for such nodes, each incoming arc flow must be matched to an outgoing arc flow of identical value). This requirement, which we call no-split no-merge (NSNM), appears in railroad applications in which train compositions can only be modified at yards where necessary equipment is available. This combinatorial requirement is crucial when formulating problems occurring in the unit train business....
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作者：Bertsimas, Dimitris; Korolko, Nikita; Weinstein, Alexander M.
作者单位：Massachusetts Institute of Technology (MIT)
摘要：The decision of how to allocate subjects to treatment groups is of great importance in experimental clinical trials for novel investigational drugs, a multibillion-dollar industry. Statistical power, the ability of an experiment to detect a positive treatment effect when one exists, depends in part on the similarity of the groups in terms of measurable covariates that affect the treatment response. We present a novel algorithm for online allocation that leverages robust mixed-integer optimizat...
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作者：Lam, Henry
作者单位：Columbia University
摘要：We investigate the use of distributionally robust optimization (DRO) as a tractable tool to recover the asymptotic statistical guarantees provided by the central limit theorem, for maintaining the feasibility of an expected value constraint under ambiguous probability distributions. We show that using empirically defined Burg-entropy divergence balls to construct the DRO can attain such guarantees. These balls, however, are not reasoned from the standard data-driven DRO framework because, by t...
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作者：Liu, Fang; Lewis, Tracy R.; Song, Jing-Sheng; Kuribko, Nataliya
作者单位：Nanyang Technological University; Duke University
摘要：We consider a capacity provider and a group of independent buyers who partner to share a scarce but expensive-to-build capacity over a finite horizon under privately informed demand conditions. At the beginning of the time horizon, the capacity provider must invest in building capacity; all members may invest in increasing their own and possibly other members' market sizes. Then each member observes and updates its private, history-dependent demand information over time. Because the value of t...
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作者：Cai, Ning; Kou, Steven
作者单位：Hong Kong University of Science & Technology; Boston University
摘要：Many data are sensitive in areas such as finance, economics, and other social sciences. We propose an ER (encryption and recovery) algorithm that allows a central administration to do statistical inference based on the encrypted data, while still preserving each party's privacy even for a colluding majority in the presence of cyber attack. We demonstrate the applications of our algorithm to linear regression, logistic regression, maximum likelihood estimation, the method of moments, and estima...
