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作者：Nguyen, Viet Anh; Zhang, Fan; Wang, Shanshan; Blanchet, Jose; Delage, Erick; Ye, Yinyu
作者单位：Chinese University of Hong Kong; Stanford University; Beihang University; Universite de Montreal; HEC Montreal
摘要：We propose a data-driven portfolio selection model that integrates side information, conditional estimation, and robustness using the framework of distributionally robust optimization. Conditioning on the observed side information, the portfolio manager solves an allocation problem that minimizes the worst-case conditional risk-return tradeoff, subject to all possible perturbations of the covariate-return probability distribution in an optimal transport ambiguity set. Despite the nonlinearity ...
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作者：Cheng, Chun; Sim, Melvyn; Zhao, Yue
作者单位：Dalian University of Technology; National University of Singapore; National University of Singapore
摘要：We investigate how crowdsourced delivery platforms with both contracted and ad hoc couriers can effectively manage their workforce to meet delivery demands amidst uncertainties. Our objective is to minimize the hiring costs of contracted couriers and the crowdsourcing costs of ad hoc couriers, while considering the uncertain availability and behavior of the latter. Because of the complication of calibrating these uncertainties through data-driven approaches, we instead introduce a basic reduce...
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作者：Shahmizad, Maral; Buchanan, Austin
作者单位：Oklahoma State University System; Oklahoma State University - Stillwater
摘要：When partitioning a state into political districts, a common criterion is that political subdivisions, like counties, should not be split across multiple districts. This criterion is encoded into most state constitutions and is sometimes enforced quite strictly by the courts. However, map drawers, courts, and the public typically do not know what amount of splitting is truly necessary, even to satisfy basic criteria, like contiguity and population balance. In this paper, we provide answers for...
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作者：Crimmins, Braden L.; Halderman, J. Alex; Sturt, Bradley
作者单位：University of Michigan System; University of Michigan; University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要：For more than a century, election officials across the United States have inspected voting machines before elections using a procedure called logic and accuracy testing (LAT). This procedure consists of election officials casting a test deck of ballots into each voting machine and confirming the machine produces the expected vote total for each candidate. We bring a scientific perspective to LAT by introducing the first formal approach to designing test decks with rigorous security guarantees....
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作者：Akrami, Hannaneh; Alon, Noga; Chaudhury, Bhaskar Ray; Garg, Jugal; Mehlhorn, Kurt; Mehta, Ruta
作者单位：Max Planck Society; Saarland University; Princeton University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：The existence of envy-freeness up to any good (EFX) allocations is a fundamental open problem in discrete fair division. The goal is to determine the existence of an allocation of a set of indivisible goods among n agents for which no agent envies another, following the removal of any single good from the other agent's bundle. Because the general problem has been elusive, progress is made on two fronts: (i) proving existence when n is small and (ii) proving the existence of relaxations of EFX....
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作者：Blanchet, Jose; Lam, Henry; Liu, Yang; Wang, Ruodu
作者单位：Stanford University; Columbia University; The Chinese University of Hong Kong, Shenzhen; University of Waterloo
摘要：Quantile aggregation with dependence uncertainty has a long history in probability theory, with wide applications in finance, risk management, statistics, and operations research. Using a recent result on inf-convolution of quantile-based risk measures, we establish new analytical bounds for quantile aggregation, which we call convolution bounds. Convolution bounds both unify every analytical result available in quantile aggregation and enlighten our understanding of these methods. These bound...
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作者：Segev, Danny
作者单位：Tel Aviv University; Tel Aviv University
摘要：We consider a multistage stochastic optimization problem, studying how a single server should prioritize stochastically departing customers. In this setting, our objective is to determine an adaptive service policy that maximizes the expected total reward collected along a discrete planning horizon, in the presence of customers who are independently departing between one stage and the next with known stationary probabilities. Despite its deceiving structural simplicity, we are unaware of nontr...
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作者：Alpern, Steve; Lidbetter, Thomas
作者单位：University of Warwick; Rutgers University System; Rutgers University Newark; Rutgers University New Brunswick
摘要：Adversarial search of a network for an immobile Hider (or target) was introduced and solved for rooted trees by Shmuel Gal in 1979. In this zero-sum game, a Hider picks a point to hide on the tree and a Searcher picks a unit speed trajectory starting at the root. The payoff (to the Hider) is the search time. In Gal's model (and many subsequent investigations), the Searcher receives no additional information after the Hider chooses his location. In reality, the Searcher will often receive such ...
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作者：Feinstein, Zachary; Hey, Niklas; Rudloff, Birgit
作者单位：Stevens Institute of Technology; Vienna University of Economics & Business
摘要：In Feinstein and Rudloff (2023), it was shown that the set of Nash equilibria for any noncooperative N player game coincides with the set of Pareto optimal points of a certain vector optimization problem with nonconvex ordering cone. To avoid dealing with a nonconvex ordering cone, an equivalent characterization of the set of Nash equilibria as the intersection of the Pareto optimal points of N multi-objective problems (i.e., with the natural ordering cone) is proven. So far, algorithms to com...
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作者：Sim, Melvyn; Tang, Qinshen; Zhou, Minglong; Zhu, Taozeng
作者单位：National University of Singapore; Nanyang Technological University; Fudan University; Dongbei University of Finance & Economics
摘要：We introduce a novel approach to prescriptive analytics that leverages robust satisficing techniques to determine optimal decisions in situations of distribution ambiguity and parameter estimation uncertainty. Our decision model relies on a reward function that incorporates uncertain parameters, which can be predicted using available side information. However, the accuracy of the linear prediction model depends on the quality of regression coefficient estimates derived from the available data....
