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作者：Celik, Melih; Ergun, Ozlem; Keskinocak, Pinar
作者单位：Middle East Technical University; Northeastern University; University System of Georgia; Georgia Institute of Technology
摘要：Debris management is one of the most time consuming and complicated activities among post-disaster operations. Debris clearance is aimed at pushing the debris to the sides of the roads so that relief distribution and search-and-rescue operations can be maintained in a timely manner. Given the limited resources, uncertainty, and urgency during disaster response, efficient and effective planning of debris clearance to achieve connectivity between relief demand and supply is important. In this pa...
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作者：Doan, Xuan Vinh; Li, Xiaobo; Natarajan, Karthik
作者单位：University of Warwick; University of Warwick; University of Minnesota System; University of Minnesota Twin Cities; Singapore University of Technology & Design
摘要：In this paper, we develop a distributionally robust portfolio optimization model where the robustness is across different dependency structures among the random losses. For a Frechet class of discrete distributions with overlapping marginals, we show that the distributionally robust portfolio optimization problem is efficiently solvable with linear programming. To guarantee the existence of a joint multivariate distribution consistent with the overlapping marginal information, we make use of a...
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作者：Azar, Yossi; Fleischer, Lisa; Jain, Kamal; Mirrokni, Vahab; Svitkina, Zoya
作者单位：Tel Aviv University; Dartmouth College; Alphabet Inc.; Google Incorporated; Alphabet Inc.; Google Incorporated
摘要：We investigate the influence of different algorithmic choices on the approximation ratio in selfish scheduling. Our goal is to design local policies that minimize the inefficiency of resulting equilibria. In particular, we design optimal coordination mechanisms for unrelated machine scheduling, and improve the known approximation ratio from Theta(m) to Theta(log m), where m is the number of machines. A local policy for each machine orders the set of jobs assigned to it only based on parameters...
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作者：Lamorgese, Leonardo; Mannino, Carlo
作者单位：SINTEF
摘要：Trains' movements on a railway network are regulated by official timetables. Deviations and delays occur quite often in practice, demanding fast rescheduling and rerouting decisions in order to avoid conflicts and minimize overall delay. This is the real-time train dispatching problem. In contrast with the classic holistic approach, we show how to decompose the problem into smaller subproblems associated with the line and the stations. This decomposition is the basis for a master-slave solutio...
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作者：Sandholm, Tuomas; Likhodedov, Anton
作者单位：Carnegie Mellon University; Deutsche Bank
摘要：Designing optimal-that is, revenue-maximizing-combinatorial auctions (CAs) is an important elusive problem. It is unsolved even for two bidders and two items for sale. Rather than pursuing the manual approach of attempting to characterize the optimal CA, we introduce a family of CAs and then seek a high-revenue auction within that family. The family is based on bidder weighting and allocation boosting; we coin such CAs virtual valuations combinatorial auctions (VVCAs). VVCAs are the Vickrey-Cl...
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作者：Bertsimas, Dimitris; Johnson, Mac; Kallus, Nathan
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：Random assignment, typically seen as the standard in controlled trials, aims to make experimental groups statistically equivalent before treatment. However, with a small sample, which is a practical reality in many disciplines, randomized groups are often too dissimilar to be useful. We propose an approach based on discrete linear optimization to create groups whose discrepancy in their means and variances is several orders of magnitude smaller than with randomization. We provide theoretical a...
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作者：Karsten, Frank; Slikker, Marco; van Houtum, Geert-Jan
作者单位：Eindhoven University of Technology
摘要：We study a situation where several independent service providers collaborate by complete pooling of their resources and customer streams into a joint service system. These service providers may represent such diverse organizations as hospitals that pool beds or maintenance firms that pool repairmen. We model the service systems as Erlang delay systems (M / M / s queues) that face a fixed cost rate per server and homogeneous delay costs for waiting customers. We examine rules to fairly allocate...
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作者：Krishnamurthy, Vikram; Pareek, Udit
作者单位：University of British Columbia
摘要：This paper provides a relaxation of the sufficient conditions and an extension of the structural results for partially observed Markov decision processes (POMDPs) obtained by Lovejoy in 1987. Sufficient conditions are provided so that the optimal policy can be upper and lower bounded by judiciously chosen myopic policies. These myopic policy bounds are constructed to maximize the volume of belief states where they coincide with the optimal policy. Numerical examples illustrate these myopic bou...
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作者：Jain, Aditya; Rudi, Nils; Wang, Tong
作者单位：Indian School of Business (ISB); INSEAD Business School; National University of Singapore
摘要：Retailers facing uncertain demand can use observed sales to update demand estimates. However, such learning is limited by the amount of inventory carried; when demand exceeds inventory (i.e., when a stock-out event occurs), a retailer in general cannot observe actual demand. We propose using observations on the timing of sales occurrences in a Bayesian fashion to learn about demand, and we analyze this learning method for a multiperiod newsvendor setting. We find that, as previously shown with...
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作者：Jiang, Daniel R.; Powell, Warren B.
作者单位：Princeton University
摘要：Many sequential decision problems can be formulated as Markov decision processes (MDPs) where the optimal value function (or cost-to-go function) can be shown to satisfy a monotone structure in some or all of its dimensions. When the state space becomes large, traditional techniques, such as the backward dynamic programming algorithm (i. e., backward induction or value iteration), may no longer be effective in finding a solution within a reasonable time frame, and thus we are forced to conside...
