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作者：Neyman, Eric; Roughgarden, Tim
作者单位：Columbia University
摘要：This paper forges a strong connection between two seemingly unrelated forecasting problems: incentive-compatible forecast elicitation and forecast aggregation. Proper scoring rules are the well-known solution to the former problem. To each such rule s, we associate a corresponding method of aggregation, mapping expert forecasts and expert weights to a consensus forecast, which we call quasi-arithmetic (QA) pooling with respect to s. We justify this correspondence in several ways: QA pooling wi...
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作者：Shi, Yun; Cui, Xiangyu; Zhou, Xun Yu
作者单位：East China Normal University; Shanghai Institute of International Finance & Economics; Shanghai University of Finance & Economics; Columbia University; Columbia University
摘要：The security market line is often flat or downward-sloping. We hypothesize that probability weighting plays a role and one ought to differentiate between periods in which agents overweight extreme events and those in which they underweight them. Overweighting inflates the probability of extremely bad events and demands greater compensation for beta risk, whereas underweighting does the opposite. Unconditional on probability weighting, these two effects offset each other, resulting in a flat or...
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作者：Liang, Jinpeng; Lyu, Guodong; Teo, Chung-Piaw; Gao, Ziyou
作者单位：Dalian Maritime University; Hong Kong University of Science & Technology; National University of Singapore; National University of Singapore; Beijing Jiaotong University
摘要：Crowd management during peak commuting hours is a key challenge facing oversaturated metro systems worldwide, which results in serious safety concerns and uneven service experience for commuters on different origin-destination (o-d) pairs. This paper develops realtime passenger flow control policies to manage the inflow of crowds at each station, to optimize the total load carried or revenue earned (efficiency), and to ensure that adequate service is provided to passengers on each o-d pair (fa...
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作者：Shapiro, Alexander; Cheng, Yi
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：In this paper, we discuss construction of the dual of a periodical formulation of infinite-horizon linear stochastic programs with a discount factor. The dual problem is used for computing a deterministic upper bound for the optimal value of the considered multistage stochastic program. Numerical experiments demonstrate behavior of that upper bound, especially when the discount factor is close to one.
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作者：Hall, Georgina; Massoulie, Laurent
作者单位：INSEAD Business School; Inria
摘要：In this paper, we consider the graph alignment problem, which is the problem of recovering, given two graphs, a one-to-one mapping between nodes that maximizes edge overlap. This problem can be viewed as a noisy version of the well-known graph isomorphism problem and appears in many applications, including social network deanonymization and cellular biology. Our focus here is on partial recovery; that is, we look for a one-to-one mapping that is correct on a fraction of the nodes of the graph ...
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作者：Fontaine, Pirmin; Minner, Stefan
作者单位：Technical University of Munich; Technical University of Munich
摘要：The number of shipped parcels is continuously growing and e-commerce retailers and logistics service providers are seeking to improve logistics, particularly lastmile delivery. Since unused transportation space is a major problem in parcel distribution, one option is to improve the selection of the right parcel size for an order and the optimal packing pattern, which is known as the three-dimensional bin packing problem (3D-BPP). Further, the available portfolio of parcel types significantly i...
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作者：Bertsimas, Dimitris; Delarue, Arthur
作者单位：Massachusetts Institute of Technology (MIT); University System of Georgia; Georgia Institute of Technology
摘要：Getting students to the right school at the right time can pose a challenge for school districts in the United States, which must balance educational objectives with operational ones, often on a shoestring budget. Examples of such operational challenges include deciding which students should attend, how they should travel to school, and what time classes should start. Froman optimizer's perspective, these decision problems are difficult to solve in isolation, and present a formidable challenge...
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作者：Shi, Yun; Hall, Nicholas G.; Cui, Xiangyu
作者单位：East China Normal University; East China Normal University; University System of Ohio; Ohio State University; Shanghai University of Finance & Economics; Shanghai Institute of International Finance & Economics
摘要：Project management is responsible for almost 30% of the world's economic activity, with an annual value of $27 trillion. Traditionally, the frequent late delivery of projects is attributed to Parkinson's Law, which incorporates laziness, procrastination, and self-protection against reduced deadlines in the future. Incentive schemes are widely designed and implemented to eliminate Parkinson's Law. Yet many projects are nonetheless delivered late. To explain this, we show computationally that a ...
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作者：Ata, Baris; Barjesteh, Nasser
作者单位：University of Chicago; University of Toronto
摘要：We consider a make-to-stock manufacturing system selling multiple products to price-sensitive customers. The system manager seeks to maximize the long-run average profit by making dynamic pricing, outsourcing, and scheduling decisions. First, she adjusts prices dynamically depending on the systemstate. Second, when the backlog ofwork is judged to be excessive, she may outsource new orders, thereby incurring outsourcing costs. Third, she decides dynamically which product to prioritize in the ma...
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作者：Jiang, Jiashuo; Wang, Shixin; Zhang, Jiawei
作者单位：Hong Kong University of Science & Technology; Chinese University of Hong Kong; New York University
摘要：Resource pooling is a fundamental concept that has many applications in operations management for reducing and hedging uncertainty. An important problem in resource pooling is to decide (1) the capacity level of pooled resources in anticipation of randomdemand ofmultiple customers and (2) how the capacity should be allocated to fulfill customer demands after demand realization. In this paper, we present a general framework to study this two-stage problem when customers require individual and p...
