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作者：Dai, J. G.; Glynn, Peter W.; Xu, Yaosheng
作者单位：Cornell University; Stanford University; University of Chicago
摘要：We prove that under a multiscale heavy traffic condition, the stationary distribution of the scaled queue length vector process in any generalized Jackson network has a product-form limit. Each component in the product form follows an exponential distribution, corresponding to the Brownian approximation of a single station queue. The single station can be constructed precisely, and its parameters have a good intuitive interpretation.
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作者：Aflaki, Arian; Zhang(Ken), Qian
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; California State University System; California State Polytechnic University Pomona
摘要：We study a firm setting prices for a product with limited inventories sold over two periods to heterogeneous customers. The firm is uncertain about customer valuations and learns from their purchasing behavior. This information can be used for future personalized pricing (P-Pricing). The firm can be of two types; a P-type firm may implement P-Pricing, whereas a U-type firm must set uniform prices for all customers. Customers are uncertain about the firm type and inventory. Upon observing the f...
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作者：Haghtalab, Nika; Lykouris, Thodoris; Nietert, Sloan; Wei, Alexander
作者单位：University of California System; University of California Berkeley; Massachusetts Institute of Technology (MIT); Cornell University
摘要：We study Stackelberg games where a principal repeatedly interacts with a non-myopic long-lived agent without knowing the agent's payoff function. Although learning in Stackelberg games is well understood when the agent is myopic, dealing with non-myopic agents poses additional complications. In particular, non-myopic agents may strategize and select actions that are inferior in the present in order to mislead the principal's learning algorithm and obtain better outcomes in the future. We provi...
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作者：Zhang, Yiyang; Liu, Junyi; Zhaoa, Xiaobo
作者单位：Tsinghua University
摘要：Focusing on stochastic programming (SP) with covariate information, this paper proposes an empirical risk minimization (ERM) method embedded within a nonconvex piecewise affine decision rule (PADR), which aims to learn the direct mapping from features to optimal decisions. We establish the nonasymptotic consistency result of our PADRbased ERM model for unconstrained problems, which illustrates the role of piece number in balancing the trade-off between the approximation and estimation errors. ...
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作者：Vera, Alberto; Banerjee, Siddhartha; Gurvich, Itai
作者单位：Cornell University; Cornell University; Northwestern University
摘要：Theorem 3 of Vera et al. (2021) states a constant regret result for a menu-pricing problem. This erratum preserves theorem 3 but revises its proof. The revision has implications also for the assortment problem in section 5.5 of the paper.
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作者：Li, Shukai; Mehrotra, Sanjay
作者单位：New York University; NYU Shanghai; Northwestern University
摘要：We investigate an individual's decision-making problem in a competitive and uncertain environment, where N learners (decision makers) confront unknown objective functions, lack competitor data, and optimize actions over a finite horizon of T epochs. Within a general framework, we explore what conditions ensure good performance of learning policies solely based on individual data. We show that when learner objective functions exhibit a tatonnement stability property and individual data are info...
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作者：Snitkovsky, Ran; Roet-Green, Ricky; Ji, Jingwei
作者单位：Tel Aviv University; University of Rochester; Stanford University
摘要：Many services consist of multiple stages, where each stage requires some waiting before completion. For example, customers who visit the Apple Store join the check-in queue first and then wait in another queue to be served by the Genius Bar technician. In such settings, customers often see the queue directly ahead of them but not the one in the next stage. Our paper aims to examine the impact of queue-length information on customers' strategic behavior in such systems. We assume a two-stage ta...
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作者：Hou, Di; Tang, Tianyun; Toh, Kim-Chuan
作者单位：National University of Singapore; National University of Singapore
摘要：Doubly nonnegative (DNN) programming problems are challenging to solve because of their huge number of ohm(n2) constraints and ohm(n2) variables. In this work, introduce RiNNAL, a method for solving DNN relaxations of large-scale mixed-binary quadratic programs by leveraging their solutions' possible low-rank property. RiNNAL a globally convergent Riemannian augmented Lagrangian method (ALM) that penalizes the nonnegativity and complementarity constraints while preserving all other constraints...
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作者：Bobbio, Federico; Carvalho, Margarida; Lodi, Andrea; Ricos, Ignacio; Torrico, Alfredo
作者单位：Universite de Montreal; Universite de Montreal; Technion Israel Institute of Technology; University of Texas System; University of Texas Dallas; Cornell University
摘要：Motivated by the shortage of seats that the Chilean school choice system is facing, we introduce the problem of jointly increasing school capacities and finding a studentoptimal assignment in the expanded market. Because of the theoretical and practical complexity of the problem, we provide a comprehensive set of tools to solve the problem, including different mathematical programming formulations, a cutting-plane algorithm, and two heuristics that allow obtaining near-optimal solutions quickl...
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作者：Balseiro, Santiago R.; Ma, Will; Zhang, Wenxin
作者单位：Columbia University
摘要：Motivated by real-world applications, such as rental and cloud computing services, we investigate pricing for reusable resources. We consider a system where a single resource with a fixed number of identical copies serves customers with heterogeneous willingness to pay (WTP), and the usage duration distribution is general. Optimal dynamic policies are computationally intractable when usage durations are not memoryless, so the existing literature has focused on static pricing, which incurs a st...
