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作者：Anari, Nima; Goel, Gagan; Nikzad, Afshin
作者单位：Stanford University
摘要：We consider a simple and well-studied model for procurement problems and solve it to optimality. A buyer with a fixed budget wants to procure, from a set of available workers, a budget feasible subset that maximizes her utility: Any worker has a private reservation price and provides a publicly known utility to the buyer in case of being procured. The buyer's utility function is additive over items. The goal is designing a direct revelation mechanism that solicits workers' reservation prices a...
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作者：Legros, Benjamin; Jouini, Oualid; Koole, Ger
作者单位：Universite Paris Saclay; Vrije Universiteit Amsterdam
摘要：We consider queueing systems with general abandonment. Abandonment times are approximated by a particular Cox distribution with all phase exponential rates being the same. We prove that this distribution arbitrarily closely approximates any nonnegative distribution. By explicitly modeling the waiting time of the first customer in line, we obtain a natural bounded jump Markov process allowing for uniformization. This approach is useful to solve, via dynamic programming, various optimization pro...
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作者：Lobel, Ilan; Leme, Renato Paes; Vladua, Adrian
作者单位：New York University; Alphabet Inc.; Google Incorporated; Boston University
摘要：We consider a multidimensional search problem that is motivated by questions in contextual decision making, such as dynamic pricing and personalized medicine. Nature selects a state from a d-dimensional unit ball and then generates a sequence of d-dimensional directions. We are given access to the directions but not access to the state. After receiving a direction, we have to guess the value of the dot product between the state and the direction. Our goal is to minimize the number of times whe...
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作者：Bimpikis, Kostas; Fearing, Douglas; Tahbaz-Salehi, Alireza
作者单位：Stanford University; Northwestern University
摘要：This paper studies sourcing decisions of firms in a multitier supply cham when procurement is subject to disruption risk. We argue that features of the production process that are commonly encountered in practice (including differential production technologies and financial constraints) may result in the formation of inefficient supply chains, owing to the misalignment of the sourcing incentives of firms at different tiers. We provide a characterization of the conditions under which upstream s...
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作者：Keskin, N. Bora; Zeevi, Assaf
作者单位：Duke University; Columbia University
摘要：We consider a dynamic learning problem where a decision maker sequentially selects a control and observes a response variable that depends on chosen control and an unknown sensitivity parameter. After every observation, the decision maker updates his or her estimate of the unknown parameter and uses a certainty-equivalence decision rule to determine subsequent controls based on this estimate. We show that under this certainty-equivalence learning policy the parameter estimates converge with po...
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作者：Strinka, Zohar M. A.; Romeijn, H. Edwin
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：We study a class of problems with both binary selection decisions and associated continuous choices that result in stochastic rewards and costs. The rewards are received based on the decision maker's selection, and the costs depend both on the decisions and realizations of the stochastic variables. We consider a family of risk-based objective functions that contains the traditional risk-neutral expected-value objective as a special case. A combination of rounding and sample average approximati...
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作者：Feng, Qi; Shanthikumar, J. George
作者单位：Purdue University System; Purdue University
摘要：The central issue in supply chain management is to match supply with demand, and the heart of a planning model is the modeling of supply and demand functions. To allow for analytical tractability, the existing literature often assumes almost surely linear supply and demand functions, which greatly limits the applicability of the models. The goal of this paper is to provide a unified approach to analyze general random supply and demand functions. By transforming the problem into one defined on ...
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作者：Balseiro, Santiago R.; Brown, David B.; Chen, Chen
作者单位：Columbia University; Duke University
摘要：We study the problem of scheduling a set of J jobs on M machines with stochastic job processing times when no preemptions are allowed and with a weighted sum of expected completion times objective. Our model allows for unrelated machines: the distributions of processing times may vary across both jobs and machines. We study static routing policies, which assign (or route) each job to a particular machine at the start of the problem and then sequence jobs on each machine according to the weight...
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作者：Bhargava, Hemant K.; Gangwar, Manish
作者单位：University of California System; University of California Davis; Indian School of Business (ISB)
摘要：Two- (2PTs) and three-part tariffs (3PTs) are widely used for selling goods, to compensate workers, and in procurement contracts. They are practical alternatives to complex nonlinear tariffs in on-demand services and technology industries and are more profitable than the restrictive per-unit and unlimited-use pricing. A 2PT imposes both a fixed (access) fee and a per-unit (usage) fee, and a 3PT generalizes it by bundling some free units (an allowance) into the fixed fee. Intuitively, bundling ...
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作者：Le Guiban, Kaourintin; Rimmel, Arpad; Weisser, Marc-Antoine; Tomasik, Joanna
作者单位：Universite Paris Saclay
摘要：In metamodeling, the choice of sampling points is crucial for the quality of the model. In this context, the maximin Latin hypercube designs (LHD), with their space-filling and noncollapsing properties, are particularly efficient. To this day, there is no polynomial time algorithm that produces optimal maximin LHDs, i.e., in which the minimum distance between two points (the separation distance) is maximal. We are interested in LHDs with a separation distance as large as possible. The algorith...
