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作者：Wang, Xinshang; Van-Anh Truong
作者单位：Columbia University
摘要：We study a fundamental model of resource allocation in which a finite amount of service capacity must be allocated to a stream of jobs of different priorities arriving randomly over time. Jobs incur costs and may also cancel while waiting for service. To increase the rate of service, overtime capacity can be used at a cost. This model has application in healthcare scheduling, server applications, make-to-order manufacturing systems, general service systems, and green computing. We present an o...
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作者：Russo, Daniel; Van Roy, Benjamin
作者单位：Columbia University; Stanford University
摘要：We propose information-directed sampling-a new approach to online optimization problems in which a decision maker must balance between exploration and exploitation while learning from partial feedback. Each action is sampled in a manner that minimizes the ratio between squared expected single-period regret and a measure of information gain: the mutual information between the optimal action and the next observation. We establish an expected regret bound for information-directed sampling that ap...
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作者：Flajolet, Arthur; Blandin, Sebastien; Jaillet, Patrick
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：We consider the problem of finding an optimal history-dependent routing strategy on a directed graph weighted by stochastic arc costs when the objective is to minimize the risk of spending more than a prescribed budget. To help mitigate the impact of the lack of information on the arc cost probability distributions, we introduce a robust counterpart where the distributions are only known through confidence intervals on some statistics such as the mean, the mean absolute deviation, and any quan...
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作者：Podinovski, Victor V.; Olesen, Ole Bent; Sarrico, Claudia S.
作者单位：Loughborough University; University of Southern Denmark; Universidade de Lisboa
摘要：We develop a nonparametric methodology for assessing the efficiency of decision-making units operating in a production technology with several component processes. The latter is modeled by the new multiple hybrid returns-to-scale (MHRS) technology, formally derived from an explicitly stated set of production axioms. In contrast with the existing models of data envelopment analysis (DEA), the MHRS technology allows the incorporation of component-specific and shared inputs and outputs that repre...
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作者：Sun, Longsheng; Karwan, Mark H.; Kwon, Changhyun
作者单位：State University of New York (SUNY) System; University at Buffalo, SUNY; State University System of Florida; University of South Florida
摘要：Often, network users are not perfectly rational, especially when they are satisficing-rather than optimizing-decision makers and each individual's perception of the decision environment reflects personal preferences or perception errors due to lack of information. While the assumption of satisficing drivers has been used in modeling route choice behavior, this research uses a link-based perception error model to describe driver's uncertain behavior, without assuming stochasticity. In congestio...
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作者：El-Amine, Hadi; Bish, Ebru K.; Bish, Douglas R.
作者单位：George Mason University; Virginia Polytechnic Institute & State University
摘要：Blood products are essential components of any healthcare system, and their safety, in terms of being free of transfusion-transmittable infections, is crucial. While the Food and Drug Administration (FDA) in the United States requires all blood donations to be tested for certain infection types, it does not dictate which particular tests should be used by blood centers. Multiple FDA-licensed blood screening tests are available for each infection type, and screening tests are imperfectly reliab...
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作者：Pu, Shi; Garcia, Alfredo
作者单位：Arizona State University; Arizona State University-Tempe; Texas A&M University System; Texas A&M University College Station
摘要：In recent years, the paradigm of cloud computing has emerged as an architecture for computing that makes use of distributed (networked) computing resources. In this paper, we consider a distributed computing algorithmic scheme for stochastic optimization, which relies on modest communication requirements among processors and most importantly, does not require synchronization. Specifically, we analyze a scheme with N > 1 independent threads each implementing a stochastic gradient algorithm. The...
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作者：Simar, Leopold; Zelenyuk, Valentin
作者单位：Universite Catholique Louvain; University of Queensland; University of Queensland
摘要：Applied researchers in the field of efficiency and productivity analysis often need to estimate and make inference about aggregate efficiency, such as industry efficiency or aggregate efficiency of a group of distinct firms within an industry (e.g., public versus private firms, regulated versus unregulated firms, etc.). While there are approaches to obtain point estimates for such important measures, no asymptotic theory has been derived for it. This is the gap in the literature we fill with t...
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作者：Ata, Baris; Peng, Xiaoshan
作者单位：University of Chicago
摘要：This paper studies a multiclass queueing system with endogenous abandonments where congestion affects customers' abandonment behavior, and vice versa. Our model captures this interaction by developing two closely related models: an abandonment model and a queueing model. In the abandonment model, customers take the virtual waiting time distribution as given. Class k customers receive a reward r(k) from service and incur a cost c(k) per period of waiting. Customers are forward looking and make ...
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作者：Farahat, Amr; Lee, Joonkyum
作者单位：Washington University (WUSTL); Sogang University
摘要：We address the multiproduct newsvendor problem under a general specification of customer choice behavior. We develop a methodology that yields upper bounds on the optimal value as well as feasible inventory solutions. The methodology is based on an approximate Jordan decomposition of the state transition matrix. Two specializations of the methodology are presented: one leads to a decomposition by customer into a sequence of assortment optimization problems and the second leads to a decompositi...
