-
作者：Shi, Guodong; Proutiere, Alexandre; Johansson, Mikael; Baras, John S.; Johansson, Karl H.
作者单位：Australian National University; Royal Institute of Technology; University System of Maryland; University of Maryland College Park
摘要：We study the evolution of opinions (or beliefs) over a social network modeled as a signed graph. The sign attached to an edge in this graph characterizes whether the corresponding individuals or end nodes are friends (positive links) or enemies (negative links). Pairs of nodes are randomly selected to interact over time, and when two nodes interact, each of them updates its opinion based on the opinion of the other node and the sign of the corresponding link. This model generalizes the DeGroot...
-
作者：Koshal, Jayash; Nedic, Angelia; Shanbhag, Uday V.
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park
摘要：We consider a class of Nash games, termed as aggregative games, being played over a networked system. In an aggregative game, a player's objective is a function of the aggregate of all the players' decisions. Every player maintains an estimate of this aggregate, and the players exchange this information with their local neighbors over a connected network. We study distributed synchronous and asynchronous algorithms for information exchange and equilibrium computation over such a network. Under...
-
作者：Shah, Devavrat; Zaman, Tauhid
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：We consider the problem of detecting the source of a rumor which has spread in a network using only observations about which set of nodes are infected with the rumor and with no information as to when these nodes became infected. In a recent work (Shah and Zaman 2010), this rumor source detection problem was introduced and studied. The authors proposed the graph score function rumor centrality as an estimator for detecting the source. They establish it to be the maximum likelihood estimator wi...
-
作者：Pioro, Michal; Fouquet, Yoann; Nace, Dritan; Poss, Michael
作者单位：Warsaw University of Technology; Lund University; Sorbonne Universite; Universite de Technologie de Compiegne; Universite de Montpellier
摘要：Flow thinning (FT) is a concept of a traffic routing and protection strategy applicable to communication networks with variable capacity of links. In such networks, the links do not attain their nominal (maximum) capacity simultaneously, so in a typical network state only some links are fully available whereas on each of the remaining links only a fraction of its maximum capacity is usable. Every end-to-end traffic demand is assigned a set of logical tunnels whose total capacity is dedicated t...
-
作者：Wang, Zizhuo
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：We consider the dynamic pricing problem a monopolistic seller faces when customers arrive in heterogeneous time periods and their purchase decisions are affected by reference prices formed from their past observations of prices. We illustrate that a new form of price discrimination opportunity exists in such situations, where the seller's optimal pricing strategy is a cyclic one, even when the customers are loss-neutral and their demand functions are identical. This result differs from those o...
-
作者：Wang, Xiaoqun
作者单位：Tsinghua University
摘要：Discontinuities are common in the pricing and hedging of complex financial derivatives. Quasi-Monte Carlo (QMC) methods for high-dimensional finance problems with discontinuities can be inefficient because of the lack of good smoothness and high dimensionality. Interestingly, path simulation method (PSM) may affect both factors, implying its significance in QMC methods. What defines a good PSM for problems with discontinuities? The ability to align the discontinuities with the coordinate axes ...
-
作者：Atkinson, Michael; Kress, Moshe; Lange, Rutger-Jan
作者单位：United States Department of Defense; United States Navy; Naval Postgraduate School; Vrije Universiteit Amsterdam; Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC
摘要：We analyze a variant of the whereabouts search problem, in which a searcher looks for a target hiding in one of n possible locations. Unlike in the classic version, our searcher does not pursue the target by actively moving from one location to the next. Instead, the searcher receives a stream of intelligence about the location of the target. At any time, the searcher can engage the location he thinks contains the target or wait for more intelligence. The searcher incurs costs when he engages ...
-
作者：Nazerzadeh, Hamid; Perakis, Georgia
作者单位：University of Southern California; Massachusetts Institute of Technology (MIT)
摘要：We analyze the equilibrium of an incomplete information game consisting of two capacity-constrained suppliers and a single retailer. The capacity of each supplier is her private information. Conditioned on their capacities, the suppliers simultaneously and noncooperatively offer quantity-price schedules to the retailer. Then, the retailer decides on the quantities to purchase from each supplier to maximize his own utility. We prove the existence of a (pure strategy) Nash equilibrium for this g...
-
作者：Shi, Cong; Chen, Weidong; Duenyas, Izak
作者单位：University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：We propose a nonparametric data-driven algorithm called DDM for the management of stochastic periodic-review multiproduct inventory systems with a warehouse-capacity constraint. The demand distribution is not known a priori and the firm only has access to past sales data (often referred to as censored demand data). We measure performance of DDM through regret, the difference between the total expected cost of DDM and that of an oracle with access to the true demand distribution acting optimall...
-
作者：Saghafian, Soroush; Van Oyen, Mark P.
作者单位：Harvard University; University of Michigan System; University of Michigan
摘要：To increase resilience in supply chains, we investigate the optimal design of flexibility in a backup system. We model the dynamics of disruptions as Markov chains, and consider a multiproduct, multisupplier supply chain under dynamic disruption risks. Using our model, we first show that a little flexibility in the backup system can go a long way in mitigating dynamic disruption risks. This raises an important and fundamental question in designing flexibility in the backup system: to achieve t...
