Operations Research

最新文章

• Multipurchase Assortment Optimization Under a General Random Utility Model AI翻译
  作者：Abdallah, Tarek; Braverman, Anton; Gu, Wenhao
  作者单位：Northwestern University
  摘要：The static assortment optimization problem, where customers select a single item according to some choice model such as a random utility model, is a classical and well-studied setting. In contrast, the multipurchase variant, where customers may choose multiple items, has received far less attention because modeling utility-maximizing behavior over sets of items is substantially more complex, even under natural extensions of the Multinomial Logit model. In this paper, we propose a general multi...
• Hard and Soft Defense Against a Sequence of Aerial Threats AI翻译
  作者：Atkinson, Michael; Kress, Moshe
  作者单位：United States Department of Defense; United States Navy; Naval Postgraduate School
  摘要：The increasing prevalence of missiles and drones (hereafter referred to as threats) in attacks by both state and nonstate actors highlights the critical need for a robust defense system to counter these threats. We develop a combat model for the engagement between a Blue defender who is subject to repeated attacks by Red threats. The defender employs two types of defenses: hard interceptors, such as antiballistic missiles, and soft measures, such as directedenergy weapons and jamming. Employin...
• Convex Chance-Constrained Programs with Wasserstein Ambiguity AI翻译
  作者：Shen, Haoming; Jiang, Ruiwei
  作者单位：University of Arkansas System; University of Arkansas Fayetteville; University of Michigan System; University of Michigan
  摘要：Chance constraints yield nonconvex feasible regions in general. In particular, when the uncertain parameters are modeled by a Wasserstein ball, existing studies showed that the distributionally robust (pessimistic) chance constraint admits a mixed-integer conic representation. This paper identifies sufficient conditions that lead to convex feasible regions of chance constraints with Wasserstein ambiguity. First, when uncertainty arises from the right-hand side of a pessimistic joint chance con...
• Asymmetries of Service: Interdependence and Synchronicity AI翻译
  作者：Daw, Andrew; Yom-Tov, Galit B.
  作者单位：University of Southern California; Technion Israel Institute of Technology
  摘要：On many dimensions, services can be seen to exist along spectra measuring the degree of interaction between customer and agent. For instance, every interaction features some number of contributions by each of those two sides, creating a spectrum of interdependence. Additionally, each interaction is further characterized by the relative pacing of these contributions, implying a spectrum of synchronicity. Where a service falls on such spectra can be a consequence of its design, but it can also b...
• Beyond Discounted Returns: Robust Markov Decision Processes with Average and Blackwell Optimality AI翻译
  作者：Grand-Clement, Julien; Petrik, Marek; Vieille, Nicolas
  作者单位：University System Of New Hampshire; University of New Hampshire
  摘要：Robust Markov decision processes (RMDPs) are a widely used framework for sequential decision-making under parameter uncertainty. RMDPs have been studied extensively when the objective was to maximize the discounted return, but little is known for average optimality (optimizing the long-run average of the rewards obtained over time) and Blackwell optimality (remaining discount optimal for all discount factors sufficiently close to 1). In this paper, we prove several foundational results for RMD...
• Active Learning for Nonparametric Choice Models AI翻译
  作者：Susan, Fransisca; Golrezaei, Negin; Emamjomeh-Zadeh, Ehsan; Kempe, David
  作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of Southern California
  摘要：We study the problem of actively learning a nonparametric choice model based on consumers' decisions. We present a negative result showing that such choice models may not be identifiable. To overcome the identifiability problem, we introduce a directed acyclic graph (DAG) representation of the choice model. This representation provably encodes all the information about the choice model that can be inferred from the available data, in the sense that it permits computing all choice probabilities...
• Optimal Allocation of Limited Inventory Among Multiclass Customers with Finite Populations AI翻译
  作者：Ge, Puyao; Kulkarni, Vidyadhar G.; Swaminathan, Tayashankar M.
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine
  摘要：We consider the problem of allocating a single type of resource with limited supply to distinct groups, each with a finite population and characterized by a unique reward and arrival rate. We develop a stochastic model and formulate the problem as a Markov decision process. We study the structural properties of the optimal value function and derive the optimal allocation policy. Contrary to the conventional approach of incrementally extending access to groups of lower priority over time, our f...
• E-Commerce Order Fulfillment Problem with Limited Time Window AI翻译
  作者：Zhou, Quan; Gumus, Mehmet; Miao, Sentao
  作者单位：McGill University; University of Colorado System; University of Colorado Boulder
  摘要：We explore the optimization of the middle-mile fulfillment process in the context of e-commerce. In collaboration with a prominent e-commerce retailer in North America specializing in electronics and computer products, we develop a stochastic optimization problem to demonstrate how an efficient middle mile can alleviate strain on the critical last mile, leading to cost reduction and improved performance. First, we prove that the optimal policy is of a state-dependent threshold type. However, c...
• Multi-item Online Order Fulfillment in a Two-Layer Network AI翻译
  作者：Zhao, Yanyang; Wang, Xinshang; Xin, Linwei
  作者单位：University of Chicago; Alibaba Group
  摘要：The global e-commerce boom has driven rapid expansion of fulfillment infrastructure, with e-retailers building more warehouses to offer faster deliveries. However, fulfillment costs have surged over the past decade. This paper addresses the problem of minimizing these costs, where an e-retailer must decide in real time which warehouse(s) will fulfill each order, considering inventory constraints. Orders can be split among warehouses at an additional cost. We focus on a regional distribution ce...
• Better Regularization for Sequential Decision Spaces: Fast Convergence Rates for Nash, Correlated, and Team Equilibria AI翻译
  作者：Farina, Gabriele; Kroer, Christian; Sandholm, Tuomas
  作者单位：Columbia University; Carnegie Mellon University
  摘要：We study the application of iterative first-order methods to the problem of computing equilibria of large-scale extensive-form games. First-order methods must typically be instantiated with a regularizer that serves as a distance-generating function (DGF) for the decision sets of the players. In this paper, we introduce a new weighted entropy-based distance-generating function. We show that this function is equivalent to a particular set of new weights for the dilated entropy distance-generati...