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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：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...
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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,...
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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...
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作者：Rath, Sandeep; Rajaram, Kumar; Hudson, Mark E.; Mahajan, Aman
作者单位：Indian School of Business (ISB); University of California System; University of California Los Angeles; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：This paper presents the development, validation, and implementation of a datadriven optimization model designed to dynamically plan the assignment of anesthesiologists across multiple hospital locations within a large multispecialty healthcare system. We formulate the problem as a multistage robust mixed-integer program incorporating on-call flexibility to address demand uncertainty. In the first stage, anesthesiologists are assigned to specific locations or an on-call pool several weeks befor...
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作者：Fan, Jianqing; Lou, Zhipeng; Wang, Weichen; Yu, Mengxin
作者单位：Princeton University; University of California System; University of California San Diego; University of Hong Kong; Washington University (WUSTL)
摘要：This paper studies the performance of the spectral method in the estimation and uncertainty quantification of the unobserved preference scores of compared entities in a general and more realistic setup. Specifically, the comparison graph consists of hyperedges of possible heterogeneous sizes, and the number of comparisons can be as low as one for a given hyper-edge. Such a setting is pervasive in real applications, circumventing the need to specify the graph randomness and the restrictive homo...
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作者：Soh, Seung Bum; Gurvich, Itai
作者单位：Yonsei University; Northwestern University
摘要：Staffing problems are often formulated as satisfization problems, in which the cost of servers is minimized subject to quality of service constraints. These constraints indirectly capture customers' disutility from waiting or, at least, its structure. For the problem of staffing a single-class M/M/N queue with an average speed of answer (ASA) constraint, any work-conserving policy is optimal; the problem's formulation is, in that sense, ambiguous. One optimal solution is consistent with convex...
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作者：Huh, Woonghee Tim; Paat, Joseph; Queyranne, Maurice
作者单位：University of British Columbia
摘要：We study a dynamic assortment optimization problem over a finite selling horizon with exogenously fixed initial inventory for multiple products. The manager offers an assortment in each period. The assortment cannot depend on arriving customer types because the manager does not see the customer type before making the assortment decision and thus cannot treat customer types differently. Focusing on an online setting where all products have the same price, we show a competitive ratio cannot be h...
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作者：Balseiro, Santiago R.; Kroer, Christian; Kumar, Rachitesh
作者单位：Columbia University; Columbia University; Carnegie Mellon University
摘要：Single-leg revenue management is a foundational problem of revenue management that has been particularly impactful in the airline and hotel industry: Given n units of a resource, for example, flight seats, and a stream of sequentially arriving customers segmented by fares, what is the optimal online policy for allocating the resource? Previous work focused on designing algorithms when forecasts are available, which are not robust to inaccuracies in the forecast, or online algorithms with worst...
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作者：Chen, Ying; Horst, Ulrich; Tran, Hoang Hai
作者单位：National University of Singapore; Humboldt University of Berlin; National University of Singapore
摘要：We consider an optimal liquidation model in which an investor is required to execute meta-orders during intraday trading periods, and his trading activity triggers child orders and endogenously affects future order flow, both instantaneously and permanently. Under the assumptions of risk neutrality and deterministic constants of the impact parameters, we provide closed-form solutions and illustrate the relationship between trading strategies and feedback effects. The optimal trading strategy i...
