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作者：Borrero, Juan S.; Prokopyev, Oleg A.; Saure, Denis
作者单位：Oklahoma State University System; Oklahoma State University - Stillwater; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Universidad de Chile
摘要：We present a framework for a class of sequential decision-making problems in the context of general interdiction problems, in which a leader and a follower repeatedly interact. At each period, the leader allocates resources to disrupt the performance of the follower (e.g., as in defender-attacker or network interdiction problems), who, in turn, minimizes some cost function over a set of activities that depends on the leader's decision. Although the follower has complete knowledge of the follow...
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作者：Farahat, Amr; Huh, Woonghee Tim; Li, Hongmin
作者单位：Washington University (WUSTL); University of British Columbia; Arizona State University; Arizona State University-Tempe
摘要：We study a two-stage deterministic differentiated-product oligopoly competition game, called the quantity precommitment game, in which firms compete on quantity in the first stage and then compete on price in the second stage. We compare this game with a single-stage Cournot game, in which firms compete on quantity only and prices are set to clear the market. We show that any equilibrium of the quantity precommitment game is an equilibrium of the Cournot game under certain conditions that allo...
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作者：Li, Chung-Lun; Hall, Nicholas G.
作者单位：Hong Kong Polytechnic University; University System of Ohio; Ohio State University
摘要：We study how design decisions in project planning affect the cost of execution. In organizing a project's tasks into work packages, trade-offs arise. Defining small work packages increases project complexity and workload, and reduces economies of scale, whereas defining large work packages reduces concurrent processing and adversely affects cash flow. Our work is apparently the first to study this trade-off. We consider the objective of minimizing total project cost, subject to a deadline on p...
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作者：Bertsimas, Dimitris; Jaillet, Patrick; Martin, Sebastien
作者单位：Massachusetts Institute of Technology (MIT)
摘要：With the emergence of ride-sharing companies that offer transportation on demand at a large scale and the increasing availability of corresponding demand data sets, new challenges arise to develop routing optimization algorithms that can solve massive problems in real time. In this paper, we develop an optimization framework, coupled with a novel and generalizable backbone algorithm, that allows us to dispatch in real time thousands of taxis serving more than 25,000 customers per hour. We prov...
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作者：Bolandnazar, Mohammadreza; Huh, Woonghee Tim; McCormick, S. Thomas; Murota, Kazuo
作者单位：Columbia University; University of British Columbia; Tokyo Metropolitan University
摘要：One of the main results of Order-Based Cost Optimization in Assemble-toOrder Systems [Lu Y, Song J-S (2005) Order-based cost optimization in assemble-to-order systems. Oper. Res. 53(1):151-169] is proposition 1(c), which states that the cost function of an assemble-to-order inventory system satisfies a discrete convexity property called L-(sic)-convexity. We construct a counterexample showing that this result is incorrect, and hence their proposed steepest decent algorithm may not work.
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作者：Long, Jiancheng; Szeto, Wai Yuen
作者单位：Hefei University of Technology; University of Hong Kong
摘要：Most current system optimum dynamic traffic assignment (SO-DTA) models do not contain first-in-first-out (FIFO) constraints and are limited to single-destination network applications. In this study, we introduce the link transmission model (LTM) for the development of SO-DTA models either with or without FIFO constraints for general network applications. The proposed SO-DTA models include the LTM and can lead to a linear programming (LP) formulation if the FIFO constraints are not explicitly c...
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作者：Fare, Rolf; He, Xinju; Li, Sungko; Zelenyuk, Valentin
作者单位：Oregon State University; Hong Kong Baptist University; University of Queensland; University of Queensland
摘要：Measuring profit efficiency is a challenging task, and many different approaches have been suggested. This paper synthesizes existing approaches and develops a general Farrell-type approach of the profit efficiency measurement. Our derivations unveil new and useful relationships between existing measures and the proposed new Farrell-type measures. In addition, this helps us establish a generalized and unifying framework for studying efficiency behavior of firms, where the profit efficiency mea...
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作者：Ryzhov, Ilya O.; Mes, Martijn R. K.; Powell, Warren B.; van den Berg, Gerald
作者单位：University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park; University of Twente; Princeton University
摘要：Approximate dynamic programming (ADP) is a general methodological framework for multistage stochastic optimization problems in transportation, finance, energy, and other domains. We propose a new approach to the exploration/exploitation dilemma in ADP that leverages two important concepts from the optimal learning literature: first, we show how a Bayesian belief structure can be used to express uncertainty about the value function in ADP; second, we develop a new exploration strategy based on ...
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作者：Borgwardt, Steffen; Happach, Felix
作者单位：University of Colorado System; University of Colorado Denver; Technical University of Munich; Technical University of Munich
摘要：The clustering of a data set is one of the core tasks in data analytics. Many clustering algorithms exhibit a strong contrast between a favorable performance in practice and bad theoretical worst cases. Prime examples are least-squares assignments and the popular k-means algorithm. We are interested in this contrast and study it through polyhedral theory. Several popular clustering algorithms can be connected to finding a vertex of the so-called bounded-shape partition polytopes. The vertices ...
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作者：Ghosh, Soumyadip; Lam, Henry
作者单位：International Business Machines (IBM); IBM USA; Columbia University
摘要：Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use of worst-case analysis to analyze these errors, by representing the partial, nonparametric knowledge of the input models via optimization constraints. We study the performance and robustness guarantees of this approach. We design and analyze a numerical schem...
