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作者：Thanh Nguyen
作者单位：Purdue University System; Purdue University
摘要：We analyze the behavior of a competitive n-tier supply chain system, where agents bargain with each other locally. We study the influence of transaction costs on the convergence of the system to a stationary outcome. In particular, we consider a dynamic bargaining game among a finite set of agents and its replications, and use a limit stationary equilibrium to examine the system's behavior as the population's size goes to infinity. The convergence of the system to a limit stationary equilibriu...
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作者：Li, Na; Stanford, David A.; Taylor, Peter; Ziedins, Ilze
作者单位：Western University (University of Western Ontario); McMaster University; University of Melbourne; University of Auckland
摘要：In 1964, Kleinrock proposed a queueing discipline for a single-server queue in which customers from different classes accumulate priority as linear functions of their waiting time. At the instant that a server becomes free, it selects the waiting customer with the highest accumulated priority, provided that the queue is nonempty. He developed a recursion for calculating the expected waiting time for each class. In 2014, Stanford, Taylor, and Ziedins reconsidered this queue, which they termed t...
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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：Anderson, Ross; Ashlagi, Itai; Gamarnik, David; Kanoria, Yash
作者单位：Alphabet Inc.; Google Incorporated; Stanford University; Massachusetts Institute of Technology (MIT); Columbia University
摘要：We study dynamic matching policies in a stochastic marketplace for barter, with agents arriving over time. Each agent is endowed with an item and is interested in an item possessed by another agent homogeneously with probability p, independently for all pairs of agents. Three settings are considered with respect to the types of allowed exchanges: (a) only two-way cycles, in which two agents swap Items, (b) two-way or three-way cycles, (c) (unbounded) chains initiated by an agent who provides a...
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作者：Adler, Ilan; Cao, Yang; Karp, Richard; Pekoz, Erol A.; Ross, Sheldon M.
作者单位：University of California System; University of California Berkeley; University of Southern California; University of California System; University of California Berkeley; Boston University
摘要：We consider a random knockout tournament among players 1,...,n, in which each match involves two players. The match format is specified by the number of matches played in each round, where the constitution of the matches in a round is random. Supposing that there are numbers v(1),...,v(n) such that a match between i and j will be won by i with probability v(i)/(v(i) + v(j)), we obtain a lower bound on the tournament win probability for the best player, as well as upper and lower bounds for all...
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作者：Jiang, Ruiwei; Shen, Siqian; Zhang, Yiling
作者单位：University of Michigan System; University of Michigan
摘要：We consider a single-server scheduling problem given a fixed sequence of appointment arrivals with random no-shows and service durations. The probability distribution of the uncertain parameters is assumed to be ambiguous, and only the support and first moments are known. We formulate a class of distributionally robust (DR) optimization models that incorporate the worst-case expectation/conditional value-at-risk penalty cost of appointment waiting, server idleness, and overtime into the object...
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作者：Shang, Yan; Dunson, David; Song, Jing-Sheng
作者单位：Facebook Inc; Duke University; Duke University
摘要：In cargo logistics, a key performance measure is transport risk, defined as the deviation of the actual arrival time from the planned arrival time. Neither earliness nor tardiness is desirable for customer and freight forwarders. In this paper, we investigate ways to assess and forecast transport risks using a half-year of air cargo data, provided by a leading forwarder on 1,336 routes served by 20 airlines. Interestingly, our preliminary data analysis shows a strong multimodal feature in the ...
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作者：Bruck, Bruno P.; Iori, Manuel
作者单位：Universita di Modena e Reggio Emilia
摘要：We study the class of one-to-many-to-one single vehicle routing problems with pickups and deliveries, In which a single capacitated vehicle Is used to serve a set of customers requiring a delivery, a pickup, or both. These problems have many real-world applications, including beverage distribution, courier service transportation, and reverse logistics. We first concentrate on a well-studied problem in this class, known as the single vehicle routing problem with deliveries and selective pickups...
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作者：Dassios, Angelos; Zhao, Hongbiao
作者单位：University of London; London School Economics & Political Science; Shanghai University of Finance & Economics
摘要：We Introduce a broad family of generalised self-exciting point processes with CIR-type intensities, and we develop associated algorithms for their exact simulation. The underlying models are extensions of the classical Hawkes process, which already has numerous applications in modelling the arrival of events with clustering or contagion effect in finance, economics, and many other fields. Interestingly, we find that the CIR-type intensity, together with its point process, can be sequentially d...
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作者：Rath, Sandeep; Rajaram, Kumar; Mahajan, Aman
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; University of California System; University of California Los Angeles; University of California System; University of California Los Angeles; University of California Los Angeles Medical Center; David Geffen School of Medicine at UCLA
摘要：We consider the problem of minimizing dally expected resource usage and overtime costs across multiple parallel resources such as anesthesiologists and operating rooms, which are used to conduct a variety of surgical procedures at large multispecialty hospitals. To address this problem, we develop a two-stage, mixed-integer stochastic dynamic programming model with recourse. The first stage allocates these resources across multiple surgeries with uncertain durations and prescribes the sequence...
