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作者：Alaei, Saeed; Belloni, Alexandre; Makhdoumi, Ali; Malekian, Azarakhsh
作者单位：Alphabet Inc.; Google Incorporated; Duke University; Amazon.com; University of Toronto
摘要：Consider a mechanism run by an auctioneer who can use both payment and inspection instruments to incentivize agents. The timeline of the events is as follows. Based on a prespecified allocation rule and the reported values of agents, the auctioneer allocates the item and secures the reported values as deposits. The auctioneer then inspects the values of agents and, using a prespecified reward rule, rewards the ones who have reported truthfully. Using techniques from convex analysis and calculu...
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作者：Birge, John R.; Chen, Hongfan (Kevin); Keskin, N. Bora; Ward, Amy
作者单位：University of Chicago; Chinese University of Hong Kong; Duke University
摘要：We consider a platform in which multiple sellers offer their products for sale over a time horizon of T periods. Each seller sets its own price. The platform collects a fraction of the sales revenue and provides price-setting incentives to the sellers to maximize its own revenue. The demand for each seller's product is a function of all sellers' prices and some customer features. Initially, neither the platform nor the sellers know the demand function, but they can learn about it through sales...
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作者：Bansak, Kirk; Paulson, Elisabeth
作者单位：University of California System; University of California Berkeley; Harvard University
摘要：This study proposes two new dynamic assignment algorithms to match refugees and asylum seekers to geographic localities within a host country. The first, currently implemented in a multiyear randomized control trial in Switzerland, seeks to maximize the average predicted employment level (or any measured outcome of interest) of refugees through a minimum-discord online assignment algorithm. The performance of this algorithm is tested on real refugee resettlement data from both the United State...
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作者：Perchet, Vianney; Rigollet, Philippe; Le Gouic, Thibaut
作者单位：Institut Polytechnique de Paris; ENSAE Paris; Massachusetts Institute of Technology (MIT)
摘要：We describe an efficient algorithm to compute solutions for the general twoplayer Blotto game on n battlefields with heterogeneous values. Whereas explicit constructions for such solutions have been limited to specific, largely symmetric or homogeneous setups, this algorithmic resolution covers the most general situation to date: a valueasymmetric game with an asymmetric budget with sufficient symmetry and homogeneity. The proposed algorithm rests on recent theoretical advances regarding Sinkh...
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作者：Lo, Andrew W.; Wu, Lan; Zhang, Ruixun; Zhao, Chaoyi
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); The Santa Fe Institute; Peking University; Peking University; Peking University; Peking University
摘要：We develop a mathematical framework for constructing optimal impact portfolios and quantifying their financial performance by characterizing the returns of impactranked assets using induced order statistics and copulas. The distribution of induced order statistics can be represented by a mixture of order statistics and uniformly distributed random variables, where the mixture function is determined by the dependence structure between residual returns and impact factors-characterized by copulas...
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作者：Wang, Zhengchao; Peura, Heikki; Wiesemann, Wolfram
作者单位：Imperial College London; Aalto University
摘要：When a firm selects an assortment of products to offer to customers, it uses a choice model to anticipate their probability of purchasing each product. In practice, the estimation of these models is subject to statistical errors, which may lead to significantly suboptimal assortment decisions. Recent work has addressed this issue using robust optimization, where the true parameter values are assumed unknown and the firm chooses an assortment that maximizes its worst -case expected revenues ove...
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作者：Zbib, Hani; Balcik, Burcu; Rancourt, Marie-Eve; Laporte, Gilbert
作者单位：University of Quebec; University of Quebec Montreal; Universite de Montreal; HEC Montreal; Ozyegin University; Universite de Montreal; University of Bath
摘要：We develop a mutual catastrophe insurance framework for the prepositioning of strategic reserves to foster horizontal collaboration in preparedness against lowprobability high -impact natural disasters. The framework consists of a risk -averse insurer pooling the risks of a portfolio of risk -averse policyholders. It encompasses the operational functions of planning the prepositioning network in preparedness for incoming insurance claims, in the form of units of strategic reserves, setting cov...
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作者：Dan, Zhuge; Wang, Shuaian; Zhen, Lu
作者单位：Shanghai University; Hong Kong Polytechnic University
摘要：Sulfur emission control areas (ECAs) are crucial for reducing global shipping emissions and protecting the environment. The main plank of an ECA policy is usually a fuel sulfur limit. However, the approaches to setting sulfur limits are relatively subjective and lack scientific support. This paper investigates the design of ECA policies, especially sulfur limits, for sailing legs with ECAs. The objective is to minimize the social costs of shipping operations, local sulfur oxides (SOx) emission...
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作者：Fattahi, Ali; Ghodsi, Saeed; Dasu, Sriram; Ahmad, Reza
作者单位：Johns Hopkins University; University of California System; University of California Los Angeles; University of Southern California
摘要：Balancing electricity demand and supply is one of the most critical tasks that utility firms perform to maintain grid stability and reduce system cost. Demand-response programs are among the strategies that utilities use to reduce electricity consumption dur-ing peak hours and flatten the energy-consumption curve. Direct load control contracts (DLCCs) are a class of incentive-based demand-response programs that allow utilities to assign calls to customer groups to reduce their energy usage by ...
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作者：Lyu, Chengyi; Zhang, Huanan; Xin, Linwei
作者单位：University of Colorado System; University of Colorado Boulder; University of Chicago
摘要：In this paper, we consider a classic periodic -review lost -sales inventory system with lead times, which is notoriously challenging to optimize with a wide range of realworld applications. We consider a joint learning and optimization problem in which the decision maker does not know the demand distribution a priori and can only use past sales information (i.e., censored demand). Departing from existing learning algorithms on this learning problem that require the convexity property of the un...
