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作者：Hu, Jian; Mehrotra, Sanjay
作者单位：Northwestern University
摘要：We introduce and study a family of models for multiexpert multiobjective/criteria decision making. These models use a concept of weight robustness to generate a risk-averse decision. In particular, the multiexpert multicriteria robust weighted sum approach (McRow) introduced in this paper identifies a (robust) Pareto decision that minimizes the worst-case weighted sum of objectives over a given weight region. The corresponding objective value, called the robust value of a decision, is shown to...
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作者：Broder, Josef; Rusmevichientong, Paat
作者单位：Cornell University; University of Southern California
摘要：We consider a stylized dynamic pricing model in which a monopolist prices a product to a sequence of T customers who independently make purchasing decisions based on the price offered according to a general parametric choice model. The parameters of the model are unknown to the seller, whose objective is to determine a pricing policy that minimizes the regret, which is the expected difference between the seller's revenue and the revenue of a clairvoyant seller who knows the values of the param...
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作者：Sioshansi, Ramteen
作者单位：University System of Ohio; Ohio State University
摘要：Plug-in hybrid electric vehicles (PHEVs) have been touted as a transportation technology with lower fuel costs and emissions impacts than other vehicle types. Most analyses of PHEVs assume that the power system operator can either directly or indirectly control PHEV charging to coordinate it with power system operations. This paper examines the incentives of individual drivers making charging decisions with different electricity tariffs, and it compares the cost and emissions impacts of these ...
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作者：Feldman, Michal; Tamir, Tami
作者单位：Hebrew University of Jerusalem; Hebrew University of Jerusalem; Reichman University
摘要：We study strategic resource allocation settings, where jobs correspond to self-interested players who choose resources with the objective of minimizing their individual cost. Our framework departs from the existing game-theoretic models mainly in assuming conflicting congestion effects, but also in assuming an unlimited supply of resources. In our model, a job's cost is composed of both its resource's load (which increases with congestion) and its share in the resource's activation cost (which...
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作者：Huang, Kan; Simchi-Levi, David; Song, Miao
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of Hong Kong
摘要：Market-makers have the obligation to trade any given amount of assets at quoted bid or ask prices, and their inventories are exposed to the potential loss when the market price moves in an undesirable direction. One approach to reduce the risk brought by price uncertainty is to adjust the inventory at the price of losing potential spread gain. Using stochastic dynamic programming, we show that a threshold inventory control policy is optimal with respect to an exponential utility criterion and ...
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作者：Day, Robert W.; Cramton, Peter
作者单位：University of Connecticut; University System of Maryland; University of Maryland College Park
摘要：We report on the use of a quadratic programming technique in recent and upcoming spectrum auctions in Europe. Specifically, we compute a unique point in the core that minimizes the sum of squared deviations from a reference point, for example, from the Vickrey-Clarke-Groves payments. Analyzing the Karush-Kuhn-Tucker conditions, we demonstrate that the resulting payments can be decomposed into a series of economically meaningful and equitable penalties. Furthermore, we discuss the benefits of t...
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作者：Vidal, Thibaut; Crainic, Teodor Gabriel; Gendreau, Michel; Lahrichi, Nadia; Rei, Walter
作者单位：Universite de Montreal; Universite de Montreal; Universite de Montreal; University of Quebec; University of Quebec Montreal; University of Quebec; University of Quebec Montreal; Universite de Montreal; Polytechnique Montreal; Universite de Montreal; Polytechnique Montreal
摘要：We propose an algorithmic framework that successfully addresses three vehicle routing problems: the multidepot VRP, the periodic VRP, and the multidepot periodic VRP with capacitated vehicles and constrained route duration. The metaheuristic combines the exploration breadth of population-based evolutionary search, the aggressive-improvement capabilities of neighborhood-based metaheuristics, and advanced population-diversity management schemes. Extensive computational experiments show that the ...
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作者：Lichtendahl, Kenneth C., Jr.; Chao, Raul O.; Bodily, Samuel E.
作者单位：University of Virginia
摘要：Making plans about how much to consume and how much to invest in risky assets over an uncertain lifetime is a fundamental economic challenge. The leading models of this planning problem use either additive or habit-forming preferences. For the most part, these models assume an individual is either correlation neutral or correlation seeking in consumption, respectively. In this paper, we introduce two habit-forming, correlation-averse preference models. With these preferences, we find closed-fo...
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作者：Agarwal, Yogesh; Aneja, Yash
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Lucknow; University of Windsor
摘要：In this paper we consider the well-known fixed-charge transportation problem. To send any flow from source si to destination t(j), we incur a unit variable shipping cost of c(ij) and a fixed cost f(ij). Here we study the structure of the projection polyhedron of this problem, in the space of 0-1 variables associated with fixed charges, and we develop several classes of valid inequalities and derive conditions under which they are facet defining. In some cases, if the conditions are not satisfi...
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作者：Begen, Mehmet A.; Levi, Retsef; Queyranne, Maurice
作者单位：Western University (University of Western Ontario); Massachusetts Institute of Technology (MIT); University of British Columbia
摘要：We consider the problem of appointment scheduling with discrete random durations but under the more realistic assumption that the duration probability distributions are not known and only a set of independent samples is available, e.g., historical data. For a given sequence of appointments (jobs, tasks), the goal is to determine the planned starting time of each appointment such that the expected total underage and overage costs due to the mismatch between allocated and realized durations is m...
