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作者：Huh, Woonghee Tim; Li, Hongmin
作者单位：University of British Columbia; Arizona State University; Arizona State University-Tempe
摘要：We develop a solution approach to the centralized pricing problem of a nested attraction model with a multistage tree structure. We identify conditions under which the optimal solution can be uniquely determined, and we characterize the optimal solution as a fixed point of a single variable. In the special case of a multistage nested logit model, we show the impact of asymmetry in price sensitivity and adjustment index (also known as the dissimilarity index) and we derive a closed-form solutio...
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作者：Bertsimas, Dimitris; Johnson, Mac; Kallus, Nathan
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：Random assignment, typically seen as the standard in controlled trials, aims to make experimental groups statistically equivalent before treatment. However, with a small sample, which is a practical reality in many disciplines, randomized groups are often too dissimilar to be useful. We propose an approach based on discrete linear optimization to create groups whose discrepancy in their means and variances is several orders of magnitude smaller than with randomization. We provide theoretical a...
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作者：Wang, Jue; Lee, Chi-Guhn
作者单位：University of Toronto
摘要：We study a multistate partially observable process control model with a general state transition structure. The process is initially in control and subject to Markovian deterioration that can bring it to out-of-control states. The process may continue making transitions among the out-of-control states, or even back to the in-control state until it reaches an absorbing state. We assume that at least one out-of-control state is absorbing. The objective is to minimize the expected total cost over...
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作者：den Boer, Arnoud V.; Zwart, Bert
作者单位：University of Twente; Centrum Wiskunde & Informatica (CWI); Vrije Universiteit Amsterdam
摘要：We study a dynamic pricing problem with finite inventory and parametric uncertainty on the demand distribution. Products are sold during selling seasons of finite length, and inventory that is unsold at the end of a selling season perishes. The goal of the seller is to determine a pricing strategy that maximizes the expected revenue. Inference on the unknown parameters is made by maximum-likelihood estimation. We show that this problem satisfies an endogenous learning property, which means tha...
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作者：Candogan, Ozan; Ozdaglar, Asuman; Parrilo, Pablo A.
作者单位：University of Chicago; Massachusetts Institute of Technology (MIT)
摘要：We study a special class of multi-item valuations (tree valuations) that exhibit both value complementarity and substitutability. We provide a linear programming formulation of the efficient allocation problem that is of polynomial size in the number of agents and items. This reveals a new class of valuations for which a Walrasian equilibrium exists in the presence of value complementarities. An iterative algorithm for this linear program, in conjunction with an appropriate payment rule, yield...
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作者：Kazaz, Burak; Webster, Scott
作者单位：Syracuse University; Arizona State University; Arizona State University-Tempe
摘要：The price-setting newsvendor problem, which models the economic trade-offs associated with uncertain demand of a perishable product, is fundamental to supply chain analysis. However, in settings such as agriculture, there is significant economic risk associated with supply uncertainty. We analyze how risk aversion and the source of uncertainty-demand and/or supply-affect tractability and optimal decisions. We find that concavity of the objective function is preserved under the introduction of ...
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作者：Demirel, Sueleyman; Duenyas, Izak; Kapuscinski, Roman
作者单位：Amazon.com; University of Michigan System; University of Michigan
摘要：Consider a firm that produces multiple products on dedicated production lines (stage 1), which are further customized/calibrated on a shared resource (stage 2), common to all products. The dedicated production lines and the shared resource for calibration face capacity uncertainties. The firm holds inventory of products that are not yet calibrated and carries out calibration when an order is received. We analyze a multiperiod inventory model for two products and derive the optimal production p...
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作者：Adulyasak, Yossiri; Cordeau, Jean-Francois; Jans, Raf
作者单位：Universite de Montreal; HEC Montreal; Universite de Montreal
摘要：The production routing problem (PRP) is a generalization of the inventory routing problem and concerns the production and distribution of a single product from a production plant to multiple customers using capacitated vehicles in a discrete- and finite-time horizon. In this study, we consider the stochastic PRP with demand uncertainty in two-stage and multistage decision processes. The decisions in the first stage include production setups and customer visit schedules, while the production an...
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作者：Hanasusanto, Grani A.; Kuhn, Daniel; Wiesemann, Wolfram
作者单位：Imperial College London; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; Imperial College London
摘要：Over the last two decades, robust optimization has emerged as a computationally attractive approach to formulate and solve single-stage decision problems affected by uncertainty. More recently, robust optimization has been successfully applied to multistage problems with continuous recourse. This paper takes a step toward extending the robust optimization methodology to problems with integer recourse, which have largely resisted solution so far. To this end, we approximate two-stage robust bin...
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作者：Huang, Junfei; Carmeli, Boaz; Mandelbaum, Avishai
作者单位：Chinese University of Hong Kong; Technion Israel Institute of Technology
摘要：We consider the control of patient flow through physicians in emergency departments (EDs). The physicians must choose between catering to patients right after triage, who are yet to be checked, and those who are in process (IP) and are occasionally returning to be checked. Physician capacity is thus modeled as a queueing system with multiclass customers, where some of the classes face deadline constraints on their time-till-first-service, whereas the other classes feedback through service whil...
