-
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.
-
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...
-
作者:Yang, Mingwei; Yu, Sophie H.
作者单位:Stanford University; University of Pennsylvania
摘要:We study the online metric matching problem. There are m servers and n requests located in a metric space, where all servers are available up front and requests arrive one at a time. Upon the arrival of a new request, it needs to be immediately and irrevocably matched to an available server, resulting in a cost of their distance. The objective is to minimize the total matching cost. When servers are adversarial and requests are independently drawn from a known distribution, we reduce the probl...
-
作者:Chen, Youhua (Frank); Feng, Qi; Shanthikumar, J. George; Yang, Yang
作者单位:City University of Hong Kong; Purdue University System; Purdue University; Shanghai University of Finance & Economics
摘要:We study the problem of appointment scheduling for outpatient clinical services, where patient arrivals, appointment cancellations, and attendance are inherently random, leading to high variability in patient flow. Analyzing dynamic scheduling decisions is particularly challenging due to the need to track confirmed appointments within the scheduling window. For planning with a long horizon, we show that a probabilistic allocation policy can be efficiently computed by optimizing a closed-form f...
-
作者:Astashkina, Ekaterina; Momot, Ruslan; Salikhov, Marat
作者单位:University of Michigan System; University of Michigan; New Economic School
摘要:Companies often inform their decisions by eliciting votes from teams of internal experts (e.g., employees). However, experts might vote against their true beliefs if pressured by powerful stakeholders whose interests are misaligned with the company's. Experts' desire to protect their beliefs presents a privacy concern, that makes eliciting their information a challenge. This paper explores how such privacy concerns can be addressed by designing appropriate vote elicitation processes. We build ...
-
作者:Guo, Sichen; Shi, Cong; Yang, Chaolin; Zacharias, Christos
作者单位:University of Miami; Shanghai University of Finance & Economics; University of Miami
摘要:We study a canonical inventory control problem: a multiproduct, periodicreview, lost-sales inventory system with a warehouse-capacity constraint. We study this well-researched problem under the lens of demand learning from censored data. Unlike the traditional literature, we do not assume that demand distributions are known a priori. Instead, the decision maker only has access to observed sales data, whereas the lost-sales quantity remains unobserved. Existing online learning algorithms bear l...
-
作者:Chen, Li; Sim, Melvyn; Zhang, Xun; Zhao, Long; Zhou, Minglong
作者单位:University of Sydney; National University of Singapore; Chinese Academy of Sciences; University of Science & Technology of China, CAS; Fudan University
摘要:We propose a new robust actionable prescriptive analytics framework that leverages past data and side information to minimize a risk-based objective function under distributional ambiguity. Our framework aims to find a policy that directly transforms the side information into implementable decisions. Specifically, we focus on developing actionable response policies that offer the benefits of interpretability and implementability. To address the potential issue of overfitting to empirical data,...
-
作者:Zubeldia, Martin; Jhunjhunwala, Prakirt R.; Maguluri, Siva Theja
作者单位:University of Minnesota System; University of Minnesota Twin Cities; Columbia University; University System of Georgia; Georgia Institute of Technology
摘要:Inspired by quantum switches, we consider a discrete-time multiway matching system with two classes of arrivals: requests for entangled pair of qubits between two nodes and qubits from each node that can be used to serve the requests. An important feature of this model is that qubits decohere and so abandon over time. In contrast to classical server-based queueing models, the combination of queueing, server-less multiway matching, and (potentially correlated) abandonments make the analysis a c...
-
作者:Singh, Simrita; Gurvich, Itai; Van Mieghem, Jan A.
作者单位:Santa Clara University; Northwestern University
摘要:Traditional queuing theory assumes that job types are perfectly observed and assigns each job to a type-specific priority queue-an approach we term type-driven priority queuing. We study feature-driven priority queuing, where types are unobserved and must be inferred from observable features using a classifier. We examine two implementations. The first, type-first, predicts type probabilities from features and then maps these probabilities to priority queues. The second, direct, bypasses type ...
-
作者:Mitrofanov, Dmitry; Topaloglu, Huseyin; Wang, Yuheng
作者单位:Boston College
摘要:There has been a notable surge of online platforms that operate as market facilitators without having direct control over the inventory of the products they sell. When an online platform operates as a market facilitator, the products offered to a customer may have a significant probability of being out of stock when the order placed by the customer is being fulfilled. Therefore, such online platforms often prompt the customers to pick not only a preferred option, but also a replacement option,...