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作者：Bimpikis, Kostas; Fearing, Douglas; Tahbaz-Salehi, Alireza
作者单位：Stanford University; Northwestern University
摘要：This paper studies sourcing decisions of firms in a multitier supply cham when procurement is subject to disruption risk. We argue that features of the production process that are commonly encountered in practice (including differential production technologies and financial constraints) may result in the formation of inefficient supply chains, owing to the misalignment of the sourcing incentives of firms at different tiers. We provide a characterization of the conditions under which upstream s...
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作者：Nadar, Emre; Akcay, Alp; Akan, Mustafa; Scheller-Wolf, Alan
作者单位：Ihsan Dogramaci Bilkent University; Eindhoven University of Technology; Carnegie Mellon University
摘要：We provide a new method for solving a very general model of an assemble-to-order system: multiple products, multiple components that may be demanded in different quantities by different products, batch production, random lead times, and lost sales, modeled as a Markov decision process under the discounted cost criterion. A control policy specifies when a batch of components should be produced and whether an arriving demand for each product should be satisfied. As optimal solutions for our mode...
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作者：Gur, Yonatan; Saban, Daniela; Stier-Moses, Nicolas E.
作者单位：Stanford University; Universidad Torcuato Di Tella
摘要：We consider a competitive facility location problem on a network where consumers located on vertices wish to connect to the nearest facility. Knowing this, each competitor locates a facility on a vertex, trying to maximize market share. We focus on the two-player case and study conditions that guarantee the existence of a pure-strategy Nash equilibrium for progressively more complicated classes of networks. For general graphs, we show that attention can be restricted to a subset of vertices re...
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作者：Zhen, Jianzhe; den Hertog, Dick; Sim, Melvyn
作者单位：Tilburg University; National University of Singapore
摘要：We demonstrate how adjustable robust optimization (ARO) problems with fixed recourse can be cast as static robust optimization problems via Fourier-Motzkin elimination (FME). Through the lens of FME, we characterize the structures of the optimal decision rules for a broad class of ARO problems. A scheme based on a blending of classical FME and a simple linear programming technique that can efficiently remove redundant constraints is developed to reformulate ARO problems. This generic reformula...
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作者：Ke, Rongzhu; Ryan, Christopher Thomas
作者单位：Hong Kong Baptist University; University of Chicago
摘要：We develop a simple sufficient condition for an optimal contract of a moral hazard problem to be monotone in the output signal. Existing results on monotonicity require conditions on the output distribution (namely, the monotone likelihood ratio property (MLRP)) and additional conditions to guarantee that agent's decision is approachable via the first-order approach of replacing that problem with its first-order conditions. We know of no positive monotonicity results in the setting where the f...
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作者：Keskin, N. Bora; Zeevi, Assaf
作者单位：Duke University; Columbia University
摘要：We consider a dynamic learning problem where a decision maker sequentially selects a control and observes a response variable that depends on chosen control and an unknown sensitivity parameter. After every observation, the decision maker updates his or her estimate of the unknown parameter and uses a certainty-equivalence decision rule to determine subsequent controls based on this estimate. We show that under this certainty-equivalence learning policy the parameter estimates converge with po...
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作者：Huang, Junfei; Gurvich, Itai
作者单位：Chinese University of Hong Kong
摘要：Central-limit (Brownian) approximations are widely used for the performance analysis and optimization of queueing networks because of their tractability relative to the original queueing models. The stationary distributions of the approximations are used as proxies for those of the queues. The convergence of suitably scaled and centered processes provides mathematical support for the use of these Brownian models. As with the central limit theorem, to establish convergence, one must impose assu...
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作者：Fridgeirsdottir, Kristin; Najafi-Asadolahi, Sami
作者单位：University of London; London Business School; Santa Clara University
摘要：Display advertising has a 39% share of the online advertising market and is its fastest-growing category. In this paper, we consider an online display advertising setting in which a web publisher posts display ads on its website and charges based on the cost-per-impression (CPM) pricing scheme while promising to deliver a certain number of impressions on the ads posted. The publisher faces uncertain demand for advertising slots and uncertain supply of visits from viewers. We formulate the prob...
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作者：Chen, Qiushi; Ayer, Turgay; Chhatwal, Jagpreet
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University System of Georgia; Georgia Institute of Technology; Harvard University; Harvard Medical School; Harvard University; Harvard University Medical Affiliates; Massachusetts General Hospital
摘要：Hepatocellular carcinoma (HCC) is the most common type of liver cancer and the fastest-growing cause of cancer-related deaths in the United States. Most HCC cases are attributed to chronic hepatitis C virus infection, which affects nearly 3 million Americans and 100 million people globally. Although surveillance for HCC m hepatitis C patients can improve survival, the optimal surveillance policies remain unknown. In this study, we develop a mixed-integer programming (MlP)-based framework to sy...
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作者：Mills, Alex F.; Argon, Nilay Tanik; Ziya, Serhan
作者单位：Indiana University System; Indiana University Bloomington; IU Kelley School of Business; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine
摘要：In the aftermath of a disaster, emergency responders must transport a large number of patients to medical facilities, using limited transportation resources (such as ambulances). Decisions about where to send the patients are typically made in an ad hoc manner by responders on the scene. Using a Markov decision process formulation, we develop two heuristic policies that use limited information such as mean travel times and congestion levels to determine (a) how to allocate ambulances to patien...
