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作者：Balseiro, Santiago R.; Brown, David B.
作者单位：Columbia University; Duke University
摘要：In the analysis of complex stochastic dynamic programs, we often seek strong theoretical guarantees on the suboptimality of heuristic policies. One technique for obtaining performance bounds is perfect information analysis: this approach provides bounds on the performance of an optimal policy by considering a decision maker who has access to the outcomes of all future uncertainties before making decisions, that is, fully relaxed nonanticipativity constraints. A limitation of this approach is t...
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作者：Bertsimas, Dimitris; Delarue, Arthur; Jaillet, Patrick; Martin, Sebastien
作者单位：Massachusetts Institute of Technology (MIT)
摘要：Twenty-first century urban planners have identified the understanding of complex city traffic patterns as a major priority, leading to a sharp increase in the amount and the diversity of traffic data being collected. For instance, taxi companies in an increasing number of major cities have started recording metadata for every individual car ride, such as its origin, destination, and travel time. In this paper, we show that we can leverage network optimization insights to extract accurate trave...
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作者：Bray, Robert L.; Yao, Yuliang; Duan, Yongrui; Huo, Jiazhen
作者单位：Northwestern University; Lehigh University; Tongji University
摘要：We model a single-supplier, 73-store supply chain as a dynamic discrete choice problem. We estimate the model with transaction-level data, spanning 3,251 products and 1,370 days. We find two interrelated phenomena: the bullwhip effect and ration gaming. To establish the bullwhip effect, we show that shipments from suppliers are more variable than sales to customers. To establish ration gaming, we show that upstream scarcity triggers inventory runs, with stores simultaneously scrambling to amas...
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作者：Haase, Knut; Kasper, Mathias; Koch, Matthes; Mueller, Sven
作者单位：University of Hamburg; Technische Universitat Dresden; Karlsruhe University of Applied Sciences
摘要：The Hajj-the great pilgrimage to Mecca, Saudi Arabia-is one of the five pillars of Islam. Up to four million pilgrims perform the Hajj rituals every year. This makes it one of the largest pedestrian problems in the world. Ramy al-Jamarat-the symbolic stoning of the devil-is known to be a particularly crowded ritual. Up until 2006, it was repeatedly overshadowed by severe crowd disasters. To avoid such disasters, Saudi authorities initiated a comprehensive crowd management program. A novel cont...
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作者：Saure, Denis; Vielma, Juan Pablo
作者单位：Universidad de Chile; Massachusetts Institute of Technology (MIT)
摘要：Questionnaires for adaptive choice-based conjoint analysis aim at minimizing some measure of the uncertainty associated with estimates of preference parameters (e.g., partworths). Bayesian approaches to conjoint analysis quantify this uncertainty with a multivariate distribution that is updated after the respondent answers. Unfortunately, this update often requires multidimensional integration, which effectively reduces the adaptive selection of questions to impractical enumeration. An alterna...
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作者：Bergman, David; Cardonha, Carlos H.; Cire, Andre A.; Raghunathan, Arvind U.
作者单位：University of Connecticut; University of Toronto; University Toronto Scarborough; University of Toronto
摘要：A graph is chordal if every cycle with at least four edges contains a chord-that is, an edge connecting two nonconsecutive vertices of the cycle. Several classical applications in sparse linear systems, database management, computer vision, and semidefinite programming can be reduced to finding the minimum number of edges to add to a graph so that it becomes chordal, known as the minimum chordal completion problem (MCCP). We propose a new formulation for the MCCP that does not rely on finding ...
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作者：Kohli, Rajeev; Boughanmi, Khaled; Kohli, Vikram
作者单位：Columbia University; Northwestern University
摘要：The inference of a lexicographic rule from paired comparisons, ranking, or choice data is a discrete optimization problem that generalizes the linear ordering problem. We develop an approach to its solution using randomized algorithms. First, we show that maximizing the expected value of a randomized solution is equivalent to solving the lexicographic inference problem. As a result, the discrete problem is transformed into a continuous and unconstrained nonlinear program that can be solved, po...
