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作者:Rothvoss, Thomas; Sanita, Laura
作者单位:University of Washington; University of Washington Seattle; University of Waterloo
摘要:For a polytope P, the Chvatal closure P ' subset of P is obtained by simultaneously strengthening all feasible inequalities cx <= beta (with integral c) to cx <= left perpendicular beta right perpendicular. The number of iterations of this procedure that are needed until the integral hull of P is reached is called the Chvatal rank. If P subset of [0,1](n), then it is known that O(n(2) log n) iterations always suffice and at least (1+1/e - o(1))(n) iterations are sometimes needed, leaving a hug...
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作者:Jose, Victor Richmond R.
作者单位:Georgetown University
摘要:Properties of two large families of scale-free forecast accuracy measures that include popular measures such as mean absolute percentage error, relative error, and squared percentage error, are examined in this paper. We describe the optimal reports when forecasts are evaluated using these measures. We also provide analytic expressions for the optimal Bayes' act associated with these measures under a general power transformation for several well-known probability distributions. We then show th...
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作者:Bansal, Saurabh; Dyer, James S.
作者单位:Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University of Texas System; University of Texas Austin
摘要:We consider two-stage sequential decision-making problems where in Stage 1 an initial decision is made under a multivariate uncertainty, and in Stage 2 the uncertainty is resolved, a further decision is made based on the uncertainty realization, and the payoff is observed. We focus on problems where the payoff is a linear function of the multivariate uncertainty realization. Such problems can be written as single-stage nonlinear optimization problems composed of partial polyhedral expectations...
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作者:Alpern, Steve; Howard, J. V.
作者单位:University of Warwick; University of London; London School Economics & Political Science
摘要:In many competitive situations (including nearly all sports) a player's aim is not simply to maximise his score but to maximise its rank among all scores. Examples include sales contests (where the salesman with the highest monthly sales gets a bonus) and patent races (where lowest time is best). We assume the score X-i of player i is obtained costlessly, so that his utility is the probability of having the best score. This gives a constant-sum game. All that matters for player i is the distri...
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作者:Li, Hongmin; Webster, Scott
作者单位:Arizona State University; Arizona State University-Tempe
摘要:In this paper, we study price optimization with price-demand relationships captured by the paired combinatorial logit (PCL) model, which overcomes restrictions of the well-studied multinomial logit (MNL) and nested logit (NL) models. The PCL model allows for choice-correlation and, like the NL model, includes the MNL model as a special case. Compared to the NL models, the PCL model does not restrict the sequence of the choice structure and allows for different covariances among all pairs of ch...
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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 study a multiserver model with n flexible servers and n queues, connected through a bipartite graph, where the level of flexibility is captured by an upper bound on the graph's average degree, d(n). Applications in content replication in data centers, skill-based routing in call centers, and flexible supply chains are among our main motivations. We focus on the scaling regime where the system size n tends to infinity, while the overall traffic intensity stays fixed. We show that a large cap...
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作者:Hassin, Refael; Roet-Green, Ricky
作者单位:Tel Aviv University; University of Rochester
摘要:Classical models of customer decision making in unobservable queues assume acquiring queue length information is too costly. However, due to recent advancements in communication technology, various services now make this kind of information accessible to customers at a reasonable cost. In our model, which reflects this new opportunity, customers choose among three options: join the queue, balk, or inspect the queue length before deciding whether to join. Inspection is associated with a cost. W...
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作者:Xia, Yan; Batta, Rajan; Nagi, Rakesh
作者单位:State University of New York (SUNY) System; University at Buffalo, SUNY; University of Illinois System; University of Illinois Urbana-Champaign
摘要:Unmanned aerial vehicles (UAVs) have been proved to be successful and efficient for information collection in a modern battlefield, especially in areas that are considered to be dangerous for human pilots. Currently, a UAV is remotely controlled by a ground station through frequent data communications, which make the current system vulnerable in a threat environment. We propose a decentralized control strategy while requiring UAVs to maintain radio silence during the entire mission. The strate...
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作者:van Ryzin, Garrett; Vulcano, Gustavo
作者单位:Columbia University; New York University; Universidad Torcuato Di Tella
摘要:We propose an expectation-maximization (EM) method to estimate customer preferences for a category of products using only sales transaction and product availability data. The demand model combines a general, rank-based discrete choice model of preferences with a Bernoulli process of customer arrivals over time. The discrete choice model is defined by a probability mass function (pmf) on a given set of preference rankings of alternatives, including the no-purchase alternative. Each customer is ...
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作者:Ales, Laurence; Cho, Soo-Haeng; Korpeoglu, Ersin
作者单位:Carnegie Mellon University; University of London; University College London
摘要:In an innovation tournament, an organizer solicits innovative ideas from a number of independent agents. Agents exert effort to develop their solutions, but their outcomes are unknown due to technical uncertainty and/or subjective evaluation criteria. To incentivize agents to make their best effort, the organizer needs to devise a proper award scheme. While extant literature either assumes a winner-take-all scheme a priori or shows its optimality under specific distributions for uncertainty, t...