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作者：Hanasusanto, Grani A.; Roitch, Vladimir; Kuhn, Daniel; Wiesemann, Wolfram
作者单位：University of Texas System; University of Texas Austin; University of Texas System; University of Texas Austin; Imperial College London; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; Imperial College London
摘要：We study joint chance constraints where the distribution of the uncertain parameters is only known to belong to an ambiguity set characterized by the mean and support of the uncertainties and by an upper bound on their dispersion. This setting gives rise to pessimistic (optimistic) ambiguous chance constraints, which require the corresponding classical chance constraints to be satisfied for every (for at least one) distribution in the ambiguity set. We demonstrate that the pessimistic joint ch...
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作者：Hojjat, Ali; Turner, John; Cetintas, Suleyman; Yang, Jian
作者单位：University System Of New Hampshire; University of New Hampshire; University of California System; University of California Irvine; Yahoo! Inc; Yahoo! Inc
摘要：Motivated by recent trends in online advertising and advancements made by online publishers, we consider a new form of contract that allows advertisers to specify the number of unique individuals that should see their ad (reach) and the minimum number of times each individual should be exposed (frequency). We develop an optimization framework that aims for minimal under-delivery and proper spread of each campaign over its targeted demographics. As well, we introduce a pattern-based delivery me...
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作者：Budish, Eric; Cachon, Gerard P.; Kessler, Judd B.; Othman, Abraham
作者单位：University of Chicago; University of Chicago; University of Pennsylvania; University of Pennsylvania; University of Pennsylvania; University of Pennsylvania
摘要：Combinatorial allocation involves assigning bundles of items to agents when the money is not allowed. Course allocation is one common application of combinatorial allocation, in which the bundles are schedules of courses and the assignees are students. Existing mechanisms used in practice have been shown to have serious flaws, which lead to allocations that are inefficient, unfair, or both. A recently developed mechanism is attractive in theory but has several features that limit its feasibili...
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作者：Yeltekin, Sevin; Cai, Yongyang; Judd, Kenneth L.
作者单位：Carnegie Mellon University; University of Chicago; Stanford University; University System of Ohio; Ohio State University; National Bureau of Economic Research
摘要：We develop a numerical method for computing all pure strategy subgame-perfect equilibrium values of dynamic strategic games with discrete states and actions. We define a monotone mapping that eliminates dominated strategies, and when applied iteratively, delivers an accurate approximation to the true equilibrium payoffs of the underlying game. Our algorithm has three parts. The first provides an outer approximation to equilibrium values, constructed so that any value outside of this approximat...
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作者：Baucells, Manel; Osadchiy, Nikolay; Ovchinnikov, Anton
作者单位：University of Virginia; Emory University; Queens University - Canada
摘要：The decision to buy an item at a regular price or wait for a possible markdown involves a multidimensional trade-off between the value of the item, the delay in getting it, the likelihood of getting it, and the magnitude of the price discount. Such trade-offs are prone to behavioral anomalies by which human decision makers deviate from the discounted expected utility model. We build an axiomatic preference model that accounts for three well-known anomalies and produces a parsimonious generaliz...
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作者：Song, Jing-Sheng; Xiao, Li; Zhang, Hanqin; Zipkin, Paul
作者单位：Duke University; Chinese University of Hong Kong; National University of Singapore
摘要：We consider a single-product, two-source inventory system with Poisson demand and backlogging. Inventory can be replenished through a normal supply source, which consists of a two-stage tandem queue with exponential production time at each stage. We can also place an emergency order by skipping the first stage, for a fee. There is no fixed order cost. There are linear order, holding, and back-order costs. Through a new approach, we obtain optimal ordering policies for the discounted or long-ru...
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作者：van Ryzin, Garrett; Vulcano, Gustavo
作者单位：Columbia University; New York University; Universidad Torcuato Di Tella
摘要：We propose an expectation-maximization (EM) method to estimate customer preferences for a category of products using only sales transaction and product availability data. The demand model combines a general, rank-based discrete choice model of preferences with a Bernoulli process of customer arrivals over time. The discrete choice model is defined by a probability mass function (pmf) on a given set of preference rankings of alternatives, including the no-purchase alternative. Each customer is ...
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作者：L'Ecuyer, Pierre; Maille, Patrick; Stier-Moses, Nicolas E.; Tuffin, Bruno
作者单位：Universite de Montreal; Universite de Rennes; IMT - Institut Mines-Telecom; IMT Atlantique; Universidad Torcuato Di Tella; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET)
摘要：When a keyword-based search query is received by a search engine, a classified ads website, or an online retailer site, the platform has exponentially many choices in how to sort the search results. Two extreme rules are (a) to use a ranking based on estimated relevance only, which improves customer experience in the long run because of perceived quality and (b) to use a ranking based only on the expected revenue to be generated immediately, which maximizes short-term revenue. Typically, these...
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作者：Raghunathan, Srinivasan; Tang, Christopher S.; Yue, Xiaohang
作者单位：University of Texas System; University of Texas Dallas; University of California System; University of California Los Angeles; University of Wisconsin System; University of Wisconsin Milwaukee
摘要：The bullwhip effect has been extensively studied primarily based on the analysis of various single-product models with a few exceptions. We extend the single-product analysis to the multiproduct setting of interdependent demand streams with auto-correlation and cross-product correlation, as well as contemporaneous correlation across forecasting errors. We find that interdependency between demand streams plays a critical role in determining the existence and magnitude of the bullwhip effect. Sp...
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作者：Atamturk, Alper; Gomez, Andres
作者单位：University of California System; University of California Berkeley
摘要：Given a polytope X, a monotone concave univariate function g, and two vectors c and d, we study the discrete optimization problem of finding a vertex of X that maximizes the utility function c'x + g(d'x). This problem has numerous applications in combinatorial optimization with a probabilistic objective, including estimation of project duration with stochastic times, in reliability models, in multinomial logit models and in robust optimization. We show that the problem is NP-hard for any stric...
