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作者：Delage, Erick; Gianoli, Luca G.; Sanso, Brunilde
作者单位：Universite de Montreal; HEC Montreal; Universite de Montreal; Universite de Montreal; Polytechnique Montreal; Polytechnic University of Milan
摘要：Robust optimization is a powerful means to handle optimization problems where there is a set of parameters that are uncertain. The effectiveness of the method is especially noticeable when these parameters are only known to lie inside some uncertainty region. Unfortunately, there are important computational considerations that have prevented the methodology from being fully adopted in fields of practice where the cost function that needs to be robustified is nonlinear with respect to such para...
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作者：Ning, Jie; Babich, Volodymyr; Handley, John; Keppo, Jussi
作者单位：University System of Ohio; Case Western Reserve University; Georgetown University; University of Rochester; National University of Singapore; National University of Singapore
摘要：Managed print service (MPS) is a type of information technology infrastructure service that provides centralized management of companies' printing device fleets. In this paper, we estimate the provider's risk preference in MPS using a proprietary data set from Xerox Corporation. We adopt a structural approach in our empirical analysis by modeling the contracting and usage processes of MPS as a two-stage screening game and building econometric models based on the equilibrium contracts and print...
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作者：Fu, Qi; Sim, Chee-Khian; Teo, Chung-Piaw
作者单位：University of Macau; University of Portsmouth; National University of Singapore; National University of Singapore
摘要：How should decentralized supply chains set the profit sharing terms using minimal information on demand and selling price? We develop a distributionally robust Stackelberg game model to address this question. Our framework uses only the first and second moments of the price and demand attributes, and thus can be implemented using only a parsimonious set of parameters. More specifically, we derive the relationships among the optimal wholesale price set by the supplier, the order decision of the...
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作者：Luo, Yuan; Shah, Nihar B.; Huang, Jianwei; Walrand, Jean
作者单位：Imperial College London; Chinese University of Hong Kong; Chinese University of Hong Kong; University of California System; University of California Berkeley
摘要：We consider a problem of prediction based on opinions elicited from heterogeneous rational agents with private information. Making an accurate prediction with a minimal cost requires a joint design of the incentive mechanism and the prediction algorithm. To elicit heterogeneous agents' private information and incentivize agents with different capabilities to act in the principal's best interest, we design an optimal joint incentive mechanism and prediction algorithm called COPE (COst and Predi...
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作者：Scarsini, Marco; Schroder, Marc; Tomala, Tristan
作者单位：Luiss Guido Carli University; RWTH Aachen University; Hautes Etudes Commerciales (HEC) Paris
摘要：We propose a model of discrete time dynamic congestion games with atomic players and a single source-destination pair. The latencies of edges are composed of free-flow transit times and possible queuing time due to capacity constraints. We give a precise description of the dynamics induced by the individual strategies of players and of the corresponding costs, either when the traffic is controlled by a planner, or when players act selfishly. In parallel networks, optimal and equilibrium behavi...
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作者：Chan, Timothy C. Y.; Shen, Zuo-Jun Max; Siddiq, Auyon
作者单位：University of Toronto; University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要：Sudden cardiac arrest is a significant public health concern. Successful treatment of cardiac arrest is extremely time sensitive, and use of an automated external defibrillator (AED) where possible significantly increases the probability of survival. Placement of AEDs in public locations can improve survival by enabling bystanders to treat victims of cardiac arrest prior to the arrival of emergency medical responders, thus shortening the time between collapse and treatment. However, since the ...
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作者：Wang, Shouqiang; Ozkan-Seely, Gulru F.
作者单位：University of Texas System; University of Texas Dallas; University of Washington; University of Washington Bothell
摘要：It has become a ubiquitous practice for firms that sell new products, such as software, to offer consumers time-locked product trial periods free of charge. We identify trial length as a nuanced signaling instrument, which, together with the price signal, a firm can use to communicate proprietary information about its product quality. We show that a high-quality firmoffers a longer trial period and sets a higher price, and is rewarded with a higher profit, relative to its low-quality counterpa...
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作者：Massoulie, Laurent; Xu, Kuang
作者单位：Stanford University
摘要：We propose and analyze a family of information processing systems, where a finite set of experts or servers are employed to extract information about a stream of incoming jobs. Each job is associated with a hidden label drawn from some prior distribution. An inspection by an expert produces a noisy outcome that depends both on the job's hidden label and the type of the expert and occupies the expert for a finite time duration. A decision-maker's task is to dynamically assign inspections so tha...
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作者：Tsitsiklis, John N.; Xu, Kuang
作者单位：Massachusetts Institute of Technology (MIT); Stanford University
摘要：We formulate a model of sequential decision making, dubbed the Goal Prediction game, to study the extent to which an overseeing adversary can predict the final goal of an agent who tries to reach that goal quickly, through a sequence of intermediate actions. Our formulation is motivated by the increasing ubiquity of large-scale surveillance and data collection infrastructures, which can be used to predict an agent's intentions and future actions, despite the agent's desire for privacy. Our mai...
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作者：Peng, Yijie; Fu, Michael C.; Hu, Jian-Qiang; Heidergott, Bernd
作者单位：Peking University; University System of Maryland; University of Maryland College Park; Fudan University; Vrije Universiteit Amsterdam
摘要：In this paper, we propose a new unbiased stochastic derivative estimator in a framework that can handle discontinuous sample performances with structural parameters. This work extends the three most popular unbiased stochastic derivative estimators: (1) infinitesimal perturbation analysis (IPA), (2) the likelihood ratio (LR) method, and (3) the weak derivative method, to a setting where they did not previously apply. Examples in probability constraints, control charts, and financial derivative...
