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作者：Bayati, Mohsen; Montanari, Andrea; Saberi, Amin
作者单位：Stanford University; Stanford University; Stanford University; Stanford University; Stanford University; Stanford University
摘要：Random graph generation is an important tool for studying large complex networks. Despite abundance of random graph models, constructing models with application-driven constraints is poorly understood. To advance state-of-the-art in this area, we focus on random graphs without short cycles as a stylized family of graphs, and we propose the RandGraph algorithm for randomly generating them. For any constant k, when m = O(n(1+1/[2k(k+3)])), RandGraph generates an asymptotically uniform random gra...
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作者：Gianfreda, Angelica; Bunn, Derek
作者单位：University of London; London Business School; Free University of Bozen-Bolzano; University of London; London Business School
摘要：The wide range of models needed to support the various short-term operations for electricity generation demonstrates the importance of accurate specifications for the uncertainty in market prices. This is becoming increasingly challenging, since hourly price densities for electricity exhibit a variety of shapes, with their characteristic features changing substantially within the day and evolving over time. Furthermore, the influx of renewable power, wind, and solar, in particular, has made th...
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作者：Jiang, Ruiwei; Guan, Yongpei
作者单位：University of Michigan System; University of Michigan; State University System of Florida; University of Florida
摘要：In this paper, we develop a risk-averse two-stage stochastic program (RTSP) that explicitly incorporates the distributional ambiguity covering both discrete and continuous distributions. We formulate RTSP from the perspective of distributional robustness by hedging against the worst-case distribution within an ambiguity set and considering the corresponding expected total cost. In particular, we derive an equivalent reformulation for RTSP that indicates that each worst-case expectation over an...
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作者：Zhou, Junjie; Chen, Ying-Ju
作者单位：National University of Singapore; Hong Kong University of Science & Technology; Hong Kong University of Science & Technology
摘要：In this paper, we consider a model with a monopoly firm who sells social goods sequentially to a group of customers in a network. We show that, with symmetric social interactions, the optimal pricing under arbitrary launch sequence is independent of customers' network positions, the launch sequence, and the underlying social interaction relations among customers. This generalizes the previous network-independent prices in the simultaneous-launch case. Therefore, for any given sequence, the fir...
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作者：Zhang, Huanan; Chao, Xiuli; Shi, Cong
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University of Michigan System; University of Michigan
摘要：We develop the first nonparametric learning algorithm for periodic-review perishable inventory systems. In contrast to the classical perishable inventory literature, we assume that the firm does not know the demand distribution a priori and makes replenishment decisions in each period based only on the past sales (censored demand) data. It is well known that even with complete information about the demand distribution a priori, the optimal policy for this problem does not possess a simple stru...
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作者：Jagabathula, Srikanth; Subramanian, Lakshminarayanan; Venkataraman, Ashwin
作者单位：New York University; New York University
摘要：We consider the problem of segmenting a large population of customers into nonoverlapping groups with similar preferences, using diverse preference observations such as purchases, ratings, clicks, and so forth, over subsets of items. We focus on the setting where the universe of items is large (ranging from thousands to millions) and unstructured (lacking well-defined attributes) and each customer provides observations for only a few items. These data characteristics limit the applicability of...
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作者：Aouad, Ali; Levi, Retsef; Segev, Danny
作者单位：University of London; London Business School; Massachusetts Institute of Technology (MIT); University of Haifa
摘要：We study the joint assortment planning and inventory management problem, where stock-out events elicit dynamic substitution effects, described by the multinomial logit (MNL) choice model. Special cases of this setting have been extensively studied in recent literature, notably the static assortment planning problem. Nevertheless, to our knowledge, the general formulation is not known to admit efficient algorithms with analytical performance guarantees before this work, and most of its computat...
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作者：Fazel-Zarandi, Mohammad M.; Kaplan, Edward H.
作者单位：Yale University; Massachusetts Institute of Technology (MIT); Yale University; Yale University
摘要：The first-come, first-served (FCFS) stochastic matching model, where each server in an infinite sequence is matched to the first eligible customer from a second infinite sequence, developed from queueing problems addressed by Kaplan (1984) in the context of public housing assignments. The goal of this model is to determine the matching rates between eligible customer types and server types, that is, the fraction of all matches that occur between type-i customers and type- j servers. This model...
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作者：Gauthier, Jean Bertrand; Desrosiers, Jacques; Luebbecke, Marco E.
作者单位：Universite de Montreal; HEC Montreal; Universite de Montreal; RWTH Aachen University
摘要：We develop an algorithmic framework for linear programming guided by dual optimality considerations. The solution process moves from one feasible solution to the next according to an exchange mechanism that is defined by a direction and a resulting step size. Part of the direction is obtained via a pricing problem devised in primal and dual forms. From the dual perspective, one maximizes the minimum reduced cost that can be achieved from splitting the set of dual variables in two subsets: one ...
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作者：Reindorp, Matthew; Tanrisever, Fehmi; Lange, Anne
作者单位：Drexel University; Eindhoven University of Technology; Ihsan Dogramaci Bilkent University; Technical University of Darmstadt
摘要：We study a supply chain where a retailer buys from a supplier who faces financial constraints. Informational problems about the supplier's demand prospects and production capabilities restrict her access to capital. By committing to a minimum purchase quantity, the retailer can mitigate these informational problems and expand the supplier's feasible production set. We assume a newsvendor model of operations and analyze the strategic interaction of the two parties as a sequential game. Key para...
