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作者：Levin, Yuri; Nediak, Mikhail; Bazhanov, Andrei
作者单位：Queens University - Canada
摘要：We consider a dynamic pricing problem for a monopolistic company selling a perishable product when customer demand is both uncertain and occurs in batches that must be fulfilled as a whole. The seller can price-discriminate between different sized batches by setting different unit prices. The problem is modeled as a stochastic optimal control problem to find an inventory-contingent dynamic pricing policy that maximizes the expected total revenues. We find the optimal pricing policy and prove s...
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作者：Arlotto, Alessandro; Gans, Noah; Steele, J. Michael
作者单位：Duke University; University of Pennsylvania; University of Pennsylvania
摘要：We identify a rich class of finite-horizon Markov decision problems (MDPs) for which the variance of the optimal total reward can be bounded by a simple linear function of its expected value. The class is characterized by three natural properties: reward nonnegativity and boundedness, existence of a do-nothing action, and optimal action monotonicity. These properties are commonly present and typically easy to check. Implications of the class properties and of the variance bound are illustrated...
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作者：Castro, Jordi; Frangioni, Antonio; Gentile, Claudio
作者单位：Universitat Politecnica de Catalunya; University of Pisa; Consiglio Nazionale delle Ricerche (CNR)
摘要：Any institution that disseminates data in aggregated form has the duty to ensure that individual confidential information is not disclosed, either by not releasing data or by perturbing the released data while maintaining data utility. Controlled tabular adjustment (CTA) is a promising technique of the second type where a protected table that is close to the original one in some chosen distance is constructed. The choice of the specific distance shows a trade-off: although the Euclidean distan...
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作者：Manou, Athanasia; Economou, Antonis; Karaesmen, Fikri
作者单位：National & Kapodistrian University of Athens; Koc University
摘要：We consider a transportation station, where customers arrive according to a Poisson process. A transportation facility visits the station according to a renewal process and serves at each visit a random number of customers according to its capacity. We assume that the arriving customers decide whether to join the station or balk, based on a natural reward-cost structure. We study the strategic behavior of the customers and determine their symmetric Nash equilibrium strategies under two levels ...
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作者：Frazier, Peter I.
作者单位：Cornell University
摘要：We consider the indifference-zone (IZ) formulation of the ranking and selection problem with independent normal samples. In this problem, we must use stochastic simulation to select the best among several noisy simulated systems, with a statistical guarantee on solution quality. Existing IZ procedures sample excessively in problems with many alternatives, in part because loose bounds on probability of correct selection lead them to deliver solution quality much higher than requested. Consequen...
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作者：Tezcan, Tolga; Zhang, Jiheng
作者单位：University of Rochester; Hong Kong University of Science & Technology
摘要：We consider customer service chat (CSC) systems where customers can receive real time service from agents using an instant messaging (IM) application over the Internet. A unique feature of these systems is that agents can serve multiple customers simultaneously. The number of customers that an agent is serving determines the rate at which each customer assigned to that agent receives service. We consider the staffing problem in CSC systems with impatient customers where the objective is to min...
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作者：Cho, Soo-Haeng; Jang, Hoon; Lee, Taesik; Turner, John
作者单位：Carnegie Mellon University; Korea Advanced Institute of Science & Technology (KAIST); University of California System; University of California Irvine
摘要：This paper studies the problem of simultaneously locating trauma centers and helicopters. The standard approach to locating helicopters involves the use of helicopter busy fractions to model the random availability of helicopters. However, busy fractions cannot be estimated a priori in our problem because the demand for each helicopter cannot be determined until the trauma center locations are selected. To overcome this challenge, we endogenize the computation of busy fractions within an optim...
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作者：Akturk, M. Selim; Atamturk, Alper; Gurel, Sinan
作者单位：Ihsan Dogramaci Bilkent University; University of California System; University of California Berkeley; Middle East Technical University
摘要：Airline operations are subject to frequent disruptions typically due to unexpected aircraft maintenance requirements and undesirable weather conditions. Recovery from a disruption often involves propagating delays in downstream flights and increasing cruise stage speed when possible in an effort to contain the delays. However, there is a critical trade-off between fuel consumption (and its adverse impact on air quality and greenhouse gas emissions) and cruise speed. Here we consider delays cau...
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作者：Agrawal, Shipra; Wang, Zizhuo; Ye, Yinyu
作者单位：Microsoft; Microsoft India; University of Minnesota System; University of Minnesota Twin Cities; Stanford University
摘要：A natural optimization model that formulates many online resource allocation problems is the online linear programming ( LP) problem in which the constraint matrix is revealed column by column along with the corresponding objective coefficient. In such a model, a decision variable has to be set each time a column is revealed without observing the future inputs, and the goal is to maximize the overall objective function. In this paper, we propose a near-optimal algorithm for this general class ...
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作者：Kao, Yi-Hao; Van Roy, Benjamin
作者单位：Stanford University
摘要：We consider a problem involving estimation of a high-dimensional covariance matrix that is the sum of a diagonal matrix and a low-rank matrix, and making a decision based on the resulting estimate. Such problems arise, for example, in portfolio management, where a common approach employs principal component analysis (PCA) to estimate factors used in constructing the low-rank term of the covariance matrix. The decision problem is typically treated separately, with the estimated covariance matri...
