Operations Research

最新文章

• The Inventory Routing Problem Under Uncertainty AI翻译
  作者：Cui, Zheng; Long, Daniel Zhuoyu; Qi, Jin; Zhang, Lianmin
  作者单位：Zhejiang University; Chinese University of Hong Kong; Hong Kong University of Science & Technology; Nanjing University; Shenzhen Research Institute of Big Data
  摘要：We study an uncertain inventory routing problem with a finite horizon. The supplier acts as a central planner who determines the replenishment quantities and also, the delivery times and routes to all retailers. We allow ambiguity in the probability distribution of each retailer's uncertain demand. Adopting a service-level viewpoint, we minimize the risk of uncertain inventory levels violating a prespecified acceptable range. We quantify that risk using a novel decision criterion, the service ...
• Tight Guarantees for Static Threshold Policies in the Prophet Secretary Problem AI翻译
  作者：Arnosti, Nick; Ma, Will
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; Columbia University
  摘要：In the prophet secretary problem, n values are drawn independently from known distributions and presented in a uniformly random order. A decision maker must accept or reject each value when it is presented and may accept at most k values in total. The objective is to maximize the expected sum of accepted values. We analyze the performance of static threshold policies, which accept the first k values exceeding a fixed threshold (or all such values, if fewer than k exist). We show that an approp...
• Inventory Sharing for Perishable Products: Application to Platelet Inventory Management in Hospital Blood Banks AI翻译
  作者：Zhang, Can; Ayer, Turgay; White, Chelsea C.; Bodeker, Joy N.; Roback, John D.
  作者单位：Duke University; University System of Georgia; Georgia Institute of Technology; Emory University; Emory University
  摘要：Platelets are critical blood products. The management of platelet inventory is particularly challenging because of its perishable nature with a short shelf life. Motivated by a platelet inventory management problem at a two-location hospital system, we study how the wastage of platelets and, more broadly, perishable products can be reduced through inventory sharing. In particular, we consider a system with two locations and a single product (e.g., a two-hospital system sharing blood products, ...
• Disruption and Rerouting in Supply Chain Networks AI翻译
  作者：Birge, John R.; Capponi, Agostino; Chen, Peng-Chu
  作者单位：University of Chicago; Columbia University; University of Hong Kong
  摘要：We study systemic risk in a supply chain network where firms are connected through purchase orders. Firms can be hit by cost or demand shocks, which can cause defaults. These shocks propagate through the supply chain network via input-output linkages between buyers and suppliers. Firms endogenously take contingency plans to mitigate the impact generated from disruptions. We show that, as long as firms have large initial equity buffers, network fragility is low if both buyer diversification and...
• Market Making and Incentives Design in the Presence of a Dark Pool: A Stackelberg Actor-Critic Approach AI翻译
  作者：Baldacci, Bastien; Manziuk, Iuliia; Mastrolia, Thibaut; Rosenbaum, Mathieu
  作者单位：Institut Polytechnique de Paris; Ecole Polytechnique; University of California System; University of California Berkeley
  摘要：We consider the issue of a market maker acting at the same time in the lit and dark pools of an exchange. The exchange wishes to establish a suitable make-take fee policy to attract transactions on its venues. We first solve the stochastic control problem of the market maker without the intervention of the exchange. Then, we derive the equations defining the optimal contract to be set between the market maker and the exchange. This contract depends on the trading flows generated by the market ...
• Using Hospital Admission Predictions at Triage for Improving Patient Length of Stay in Emergency Departments AI翻译
  作者：Chen, Wanyi; Argon, Nilay Tanik; Bohrmann, Tommy; Linthicum, Benjamin; Lopiano, Kenneth; Mehrotra, Abhishek; Travers, Debbie; Ziya, Serhan
  作者单位：Harvard University; Harvard Medical School; Harvard University Medical Affiliates; Massachusetts General Hospital; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; Duke University
  摘要：Long boarding times have long been recognized as one of the main reasons behind emergency department (ED) crowding. One of the suggestions made in the literature to reduce boarding times was to predict, at the time of triage, whether a patient will eventually be admitted to the hospital and if the prediction turns out to be admit, start preparations for the patient's transfer to the main hospital early in the ED visit. However, there has been no systematic effort in developing a method to help...
• The Price of Incentivizing Exploration: A Characterization via Thompson Sampling and Sample Complexity AI翻译
  作者：Sellke, Mark; Slikvins, Aleksandrs
  作者单位：Institute for Advanced Study - USA; Microsoft
  摘要：We consider incentivized exploration: a version of multiarmed bandits where the choice of arms is controlled by self-interested agents and the algorithm can only issue recommendations. The algorithm controls the flow of information, and the information asymmetry can incentivize the agents to explore. Prior work achieves optimal regret rates up to multiplicative factors that become arbitrarily large depending on the Bayesian priors and scale exponentially in the number of arms. A more basic pro...
• Approximate Submodularity in Network Design Problems AI翻译
  作者：DeValve, Levi; Pekec, Sasa; Wei, Yehua
  作者单位：University of Chicago; Duke University
  摘要：Network design problems, such as flexibility design, are ubiquitous in modern marketplaces where firms constantly innovate new ways to match supply and demand. We develop a primal-dual based approach to analyze the flexibility design problem, and establish that the problem possesses a novel structural property. The property, which we call cover modularity, can be interpreted as an approximate form of submodularity in the sense that local changes in the objective function can be used to bound g...
• Robustness of Proactive Intensive Care Unit Transfer Policies AI翻译
  作者：Grand-Clement, Julien; Chan, Carri W.; Goyal, Vineet; Escobar, Gabriel
  作者单位：Columbia University; Columbia University; Kaiser Permanente
  摘要：Patients whose transfer to the intensive care unit (ICU) is unplanned are prone to higher mortality rates and longer length of stay. Recent advances in machine learning to predict patient deterioration have introduced the possibility of proactive transfer from the ward to the ICU. In this work, we study the problem of finding robust patient transfer policies that account for the important problem of uncertainty in statistical estimates because of data limitations when optimizing to improve ove...
• Adaptive Discretization in Online Reinforcement Learning AI翻译
  作者：Sinclair, Sean R.; Banerjee, Siddhartha; Yu, Christina Lee
  作者单位：Cornell University
  摘要：Discretization-based approaches to solving online reinforcement learning problems are studied extensively on applications such as resource allocation and cache management. The two major questions in designing discretization-based algorithms are how to create the discretization and when to refine it. There are several experimental results investigating heuristic approaches to these questions but little theoretical treatment. In this paper, we provide a unified theoretical analysis of model-free...