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作者：Moreno-Centeno, Erick; Karp, Richard M.
作者单位：Texas A&M University System; Texas A&M University College Station; University of California System; University of California Berkeley
摘要：We develop a novel framework, the implicit hitting set approach, for solving a class of combinatorial optimization problems. The explicit hitting set problem is as follows: given a set U and a family S of subsets of U, find a minimum-cardinality set that intersects (hits) every set in S. In the implicit hitting set problem (IHSP), the family of subsets S is not explicitly listed (its size is, generally, exponential in terms of the size of U); instead, it is given via a polynomial-time oracle t...
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作者：Pinker, Edieal J.
作者单位：Yale University
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作者：Bertsimas, Dimitris; Farias, Vivek F.; Trichakis, Nikolaos
作者单位：Massachusetts Institute of Technology (MIT); Harvard University
摘要：We propose a scalable, data-driven method for designing national policies for the allocation of deceased donor kidneys to patients on a waiting list in a fair and efficient way. We focus on policies that have the same form as the one currently used in the United States. In particular, we consider policies that are based on a point system that ranks patients according to some priority criteria, e. g., waiting time, medical urgency, etc., or a combination thereof. Rather than making specific ass...
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作者：Fang, Xiao; Sheng, Olivia R. Liu; Goes, Paulo
作者单位：Utah System of Higher Education; University of Utah; University of Arizona
摘要：Knowledge discovery in databases (KDD) techniques have been extensively employed to extract knowledge from massive data stores to support decision making in a wide range of critical applications. Maintaining the currency of discovered knowledge over evolving data sources is a fundamental challenge faced by all KDD applications. This paper addresses the challenge from the perspective of deciding the right times to refresh knowledge. We define the knowledge-refreshing problem and model it as a M...
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作者：Lam, Shao-Wei; Tsan Sheng Ng; Sim, Melvyn; Song, Jin-Hwa
作者单位：National University of Singapore; National University of Singapore; Exxon Mobil Corporation
摘要：We propose a class of functions, called multiple objective satisficing (MOS) criteria, for evaluating the level of compliance of a set of objectives in meeting their targets collectively under uncertainty. The MOS criteria include the joint targets' achievement probability (joint success probability criterion) as a special case and also extend to situations when the probability distributions are not fully characterized. We focus on a class of MOS criteria that favors diversification, which has...
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作者：Kakade, Sham M.; Lobel, Ilan; Nazerzadeh, Hamid
作者单位：Microsoft; New York University; University of Southern California
摘要：We consider the problem of designing optimal mechanisms for settings where agents have dynamic private information. We present the virtual-pivot mechanism, which is optimal in a large class of environments that satisfy a separability condition. The mechanism satisfies a rather strong equilibrium notion (it is periodic ex post incentive compatible and individually rational). We provide both necessary and sufficient conditions for immediate incentive compatibility for mechanisms that satisfy per...
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作者：Bartolini, Enrico; Cordeau, Jean-Francois; Laporte, Gilbert
作者单位：Universite de Montreal; HEC Montreal; Universite de Montreal
摘要：We study an extension of the capacitated arc routing problem (CARP) called the capacitated arc routing problem with deadheading demand (CARPDD). This problem extends the classical capacitated arc routing problem by introducing an additional capacity consumption incurred by a vehicle deadheading an edge. It can be used, e.g., to model time or distance constrained arc routing problems. We show that the strongest CARP lower bounds can be weak when directly applied to the CARPDD, and we introduce ...
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作者：Deo, Sarang; Iravani, Seyed; Jiang, Tingting; Smilowitz, Karen; Samuelson, Stephen
作者单位：Indian School of Business (ISB); Northwestern University
摘要：This paper studies a model of community-based healthcare delivery for a chronic disease. In this setting, patients periodically visit the healthcare delivery system, which influences their disease progression and consequently their health outcomes. We investigate how the provider can maximize community-level health outcome's through better operational decisions pertaining to capacity allocation across different patients. To do so, we develop an integrated capacity allocation model that incorpo...
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作者：Moallemi, Ciamac C.; Saglam, Mehmet
作者单位：Columbia University; Princeton University
摘要：Modern electronic markets have been characterized by a relentless drive toward faster decision making. Significant technological investments have led to dramatic improvements in latency, the delay between a trading decision and the resulting trade execution. We describe a theoretical model for the quantitative valuation of latency. Our model measures the trading frictions created by the presence of latency, by considering the optimal execution problem of a representative investor. Via a dynami...
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作者：Thompson, Matt
作者单位：Queens University - Canada
摘要：This paper presents a methodology for the valuation, optimization, market, margin and credit risk management of gas-fired power plants and associated tolling contracts. Term structure models for the power and gas forward curves are employed to facilitate hedging and risk adjustment and for improved forecasting of short-term prices. The model for the power forward curve is capable of reproducing the important phenomena often observed in power markets, including spot price spikes and spike clust...
