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作者：Royset, Johannes O.; Lejeune, Miguel A.
作者单位：University of Southern California; George Washington University
摘要：For parameterized mixed-binary optimization problems, we construct local decision rules that prescribe near-optimal courses of action across a set of parameter values. The decision rules stem from solving risk-adaptive training problems over classes of continuous, possibly nonlinear mappings. In asymptotic and nonasymptotic analysis, we establish that the decision rules prescribe near-optimal decisions locally for the actual problems without relying on linearity, convexity, or smoothness. The ...
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作者：Zhang, Luhao; Yang, Jincheng; Gao, Rui
作者单位：Johns Hopkins University; University of Chicago; University of Texas System; University of Texas Austin
摘要：We present a general duality result for Wasserstein distributionally robust optimization that holds for any Kantorovich transport cost, measurable loss function, and nominal probability distribution. Assuming an interchangeability principle inherent in existing duality results, our proof only uses one-dimensional convex analysis. Furthermore, we demonstrate that the interchangeability principle holds if and only if certain measurable projection and weak measurable selection conditions are sati...
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作者：Gong, Xueping; Zhang, Qing; Li, Huizhong; Zhang, Jiheng
作者单位：Hong Kong University of Science & Technology
摘要：Blockchains based on the celebrated Nakamoto consensus protocol have shown promise in several applications, including cryptocurrencies. However, these blockchains have inherent scalability limits caused by the protocol's consensus properties. In particular, the consistency property demonstrates a tight trade-off between block production speed and the system's security in terms of resisting adversarial attacks. As such, this paper proposes a novel method called Ironclad, which improves the bloc...
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作者：Han, Yanjun; Weissman, Tsachy; Zhou, Zhengyuan
作者单位：New York University; New York University; Stanford University; New York University
摘要：We study online learning in repeated first-price auctions where a bidder, only observing the winning bid at the end of each auction, learns to adaptively bid to maximize the cumulative payoff. To achieve this goal, the bidder faces censored feedback: If the bidder wins the bid, then the bidder is not able to observe the highest bid of the other bidders, which we assume is i.i.d. drawn from an unknown distribution. In this paper, we develop the first learning algorithm that achieves a near-opti...
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作者：Xie, Xinchang; Gurvich, Itai; Kucukyavuz, Simge
作者单位：Northwestern University; Northwestern University
摘要：We study the problem of dynamically allocating reusable resources to customers of n types. There are d pools of resources and a finite number of units from each resource. If a customer request is accepted, the decision maker collects a type-dependent reward, and the customer occupies, for a random service time, one unit from each resource in a set of these. Upon service completion, these resource units become available for future allocation. This is a loss network: requests that are not accept...
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作者：Daw, Andrew; Fralix, Brian; Pender, Jamol
作者单位：University of Southern California; Clemson University; Cornell University
摘要：Across domains as diverse as communication channels, computing systems, and public health management, a myriad of real -world queueing systems receive batch arrivals of jobs or customers. In this work, we show that under a natural scaling regime, both the queue -length process and the workload process associated with a properly scaled sequence of infinite -server queueing systems with batch arrivals converge almost surely, uniformly on compact sets, to shot -noise processes. Given the applicab...
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作者：Ma, Wanteng; Cao, Ying; Tsang, Danny H. K.; Xia, Dong
作者单位：Hong Kong University of Science & Technology; Hong Kong University of Science & Technology
摘要：This paper introduces a dual -based algorithm framework for solving the regularized online resource allocation problems, which have potentially nonconcave cumulative rewards, hard resource constraints, and a nonseparable regularizer. Under a strategy of adaptively updating the resource constraints, the proposed framework only requests approximate solutions to the empirical dual problems up to a certain accuracy and yet delivers an optimal logarithmic regret under a locally second -order growth...
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作者：Yu, Lun; Iravani, Seyed; Perry, Ohad
作者单位：The Chinese University of Hong Kong, Shenzhen; Northwestern University; Southern Methodist University
摘要：We consider a dynamic scheduling problem for a processing system facing the problem of optimally clearing a large backlog of unsatisfied demand from several classes of customers (or jobs). We formulate the problem as a multiclass queueing model with a large initial queue and arrival rates that approximately equal the system's processing capacity. The goal is to find a scheduling policy that minimizes a holding -and -abandonment cost during the transient period in which the system is considered...
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作者：Zu, You; Iyer, Murthy; Xu, Ifeng
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of Chicago
摘要：Motivated by information sharing in online platforms, we study repeated persuasion between a sender and a stream of receivers, where, at each time, the sender observes a payoff -relevant state drawn independently and identically from an unknown distribution and shares state information with the receivers, who each choose an action. The sender seeks to persuade the receivers into taking actions aligned with the sender's preference by selectively sharing state information. However, in contrast t...
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作者：Hu, Zhenyu; Xiao, Yangge
作者单位：National University of Singapore; National University of Singapore
摘要：This paper investigates the seller's revenue -maximizing mechanism in the face of a customer who searches for outside alternatives over a finite horizon. The customer's utility from searches is modeled as a general function-referred to as the recall function-of the past search outcomes. Without observing the customer's valuation of the product or any realization of search outcomes, the seller can propose and commit to a contract with the customer before the search process begins. Under a gener...
