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作者：Hong, L. Jeff; Juneja, Sandeep; Liu, Guangwu
作者单位：City University of Hong Kong; City University of Hong Kong; Tata Institute of Fundamental Research (TIFR)
摘要：Nested estimation involves estimating an expectation of a function of a conditional expectation via simulation. This problem has of late received increasing attention amongst researchers due to its broad applicability particularly in portfolio risk measurement and in pricing complex derivatives. In this paper, we study a kernel smoothing approach. We analyze its asymptotic properties, and present efficient algorithms for practical implementation. While asymptotic results suggest that the kerne...
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作者：Xia, Yan; Batta, Rajan; Nagi, Rakesh
作者单位：State University of New York (SUNY) System; University at Buffalo, SUNY; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Unmanned aerial vehicles (UAVs) have been proved to be successful and efficient for information collection in a modern battlefield, especially in areas that are considered to be dangerous for human pilots. Currently, a UAV is remotely controlled by a ground station through frequent data communications, which make the current system vulnerable in a threat environment. We propose a decentralized control strategy while requiring UAVs to maintain radio silence during the entire mission. The strate...
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作者：Ales, Laurence; Cho, Soo-Haeng; Korpeoglu, Ersin
作者单位：Carnegie Mellon University; University of London; University College London
摘要：In an innovation tournament, an organizer solicits innovative ideas from a number of independent agents. Agents exert effort to develop their solutions, but their outcomes are unknown due to technical uncertainty and/or subjective evaluation criteria. To incentivize agents to make their best effort, the organizer needs to devise a proper award scheme. While extant literature either assumes a winner-take-all scheme a priori or shows its optimality under specific distributions for uncertainty, t...
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作者：Bo, Yang; Dawande, Milind; Janakiraman, Ganesh; McCormick, S. Thomas
作者单位：Chinese University of Hong Kong; University of Texas System; University of Texas Dallas; University of British Columbia
摘要：The integrality question for dynamic optimization models of inventory control asks if there exists an integral optimal policy, given integral initial inventory levels, capacities, and demand realizations. One practical implication of this question lies in whether or not full-truckload (FTL) shipping is optimal if customer demand is in integral number of truckloads. In this paper, we investigate the integrality question in single product, multiechelon distribution systems and show that integral...
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作者：Grushka-Cockayne, Yael; Lichtendahl, Kenneth C., Jr.; Jose, Victor Richmond R.; Winkler, Robert L.
作者单位：University of Virginia; Georgetown University; Duke University
摘要：From forecasting competitions to conditional value-at-risk requirements, the use of multiple quantile assessments is growing in practice. To evaluate them, we use a rule from the general class of proper scoring rules for a forecaster's multiple quantiles of a single uncertain quantity of interest. The general rule is additive in the component scores. Each component contains a function that measures its quantile's distance from the realization and weights its contribution to the overall score. ...
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作者：Balakrishnan, Anantaram; Li, Gang; Mirchandani, Prakash
作者单位：University of Texas System; University of Texas Austin; Bentley University; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：Long-term planning for transportation, telecommunications, and other service operations entails designing networks that are both cost effective and responsive. Because infrastructure networks are expensive and the network's design determines its service capabilities, planners must address complex trade-offs between minimizing the total cost of the network while meeting end-to-end service requirements such as limits on transit time, latency, and transshipments. To address this problem, we study...
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作者：Lozano, Leonardo; Smith, J. Cole
作者单位：Clemson University
摘要：We examine bilevel mixed-integer programs whose constraints and objective functions depend on both upper-and lower-level variables. The class of problems we consider allows for nonlinear terms to appear in both the constraints and the objective functions, requires all upper-level variables to be integer, and allows a subset of the lower-level variables to be integer. This class of bilevel problems is difficult to solve because the upper-level feasible region is defined in part by optimality co...
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作者：Gao, Siyang; Chen, Weiwei; Shi, Leyuan
作者单位：City University of Hong Kong; Rutgers University System; Rutgers University Newark; Rutgers University New Brunswick; University of Wisconsin System; University of Wisconsin Madison; Peking University
摘要：In this paper, we present a new budget allocation framework for the problem of selecting the best simulated design from a finite set of alternatives. The new framework is developed on the basis of general underlying distributions and a finite simulation budget. It adopts the expected opportunity cost (EOC) quality measure, which, compared to the traditional probability of correct selection (PCS) measure, penalizes a particularly bad choice more than a slightly incorrect selection, and is thus ...
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作者：Hassin, Refael; Roet-Green, Ricky
作者单位：Tel Aviv University; University of Rochester
摘要：Classical models of customer decision making in unobservable queues assume acquiring queue length information is too costly. However, due to recent advancements in communication technology, various services now make this kind of information accessible to customers at a reasonable cost. In our model, which reflects this new opportunity, customers choose among three options: join the queue, balk, or inspect the queue length before deciding whether to join. Inspection is associated with a cost. W...
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作者：Samiedaluie, Saied; Kucukyazici, Beste; Verter, Vedat; Zhang, Dan
作者单位：University of Alberta; McGill University; University of Colorado System; University of Colorado Boulder
摘要：We study patient admission policies in a neurology ward where there are multiple types of patients with different medical characteristics. Patients receive specialized care inside the neurology ward and delays in admission to the ward will have negative impact on their health status. The level of this impact varies among patient types and depends on the severity of patients. Patients are also different in terms of arrival rate and length of stay at the ward. The patients normally wait in the e...
