-
作者:Gao, Yuan; Kroer, Christian
作者单位:Columbia University
摘要:Linear Fishermarkets are a fundamental economicmodelwith diverse applications. In the finite-dimensional case of n buyers and m items, amarket equilibriumcan be computed using the celebrated Eisenberg-Gale convex program. Motivated by large-scale Internet advertising and fair division applications, we consider a generalization of a linear Fisher market where there is a finite set of buyers and ameasurable itemspace. We introduce generalizations of the Eisenberg-Gale convex program and its dual...
-
作者:Kash, Ian A.; Key, Peter B.; Zoumpoulis, Spyros I.
作者单位:University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; INSEAD Business School
摘要:In the context of subscription-based services, many technologies improve over time, and service providers can provide increasingly powerful service upgrades to their customers but at a launching cost and the expense of the sales of existing products. We propose a model of technology upgrades and characterize the optimal pricing and timing of technology introductions for a service provider who price-discriminates among customers based on their upgrade experience in the face of customers who are...
-
作者:Cao, Yufeng; Rusmevichientong, Paat; Topaloglu, Huseyin
作者单位:Shanghai Jiao Tong University; University of Southern California
摘要:We consider assortment optimization problems when customers choose under a mixture of independent demand and multinomial logit models. In the assortment optimization setting, each product has a fixed revenue associatedwith it. The customers choose among the products according to our mixture choice model. The goal is to find an assortment that maximizes the expected revenue from a customer. We show that we can find the optimal assortment by solving a linear program. We establish that the optima...
-
作者:Grabisch, Michel; Mandel, Antoine; Rusinowska, Agnieszka
作者单位:Paris School of Economics
摘要:We propose a model of the joint evolution of opinions and social relationships in a setting in which social influence decays over time. The dynamics are based on bounded confidence: social connections between individuals with distant opinions are severed, whereas new connections are formed between individuals with similar opinions. Our model naturally gives rise to strong diversity, that is, the persistence of heterogeneous opinions in connected societies, a phenomenon that most existing model...
-
作者:Duchi, John; Hashimoto, Tatsunori; Namkoong, Hongseok
作者单位:Stanford University; Stanford University; Stanford University; Columbia University
摘要:While modern large-scale data sets often consist of heterogeneous subpopulations-for example, multiple demographic groups or multiple text corpora-the standard practice of minimizing average loss fails to guarantee uniformly low losses across all sub-populations. We propose a convex procedure that controls the worst case performance over all subpopulations of a given size. Our procedure comes with finite-sample (nonparametric) convergence guarantees on the worst-off subpopulation. Empirically,...
-
作者:Chen, Xi; Miao, Sentao; Wang, Yining
作者单位:New York University; McGill University; University of Texas System; University of Texas Dallas
摘要:In recent decades, the advance of information technology and abundant personal data facilitate the application of algorithmic personalized pricing. However, this leads to the growing concern of potential violation of privacy because of adversarial attack. To address the privacy issue, this paper studies a dynamic personalized pricing problem with unknown nonparametric demand models under data privacy protection. Two concepts of data privacy, which have been widely applied in practices, are int...
-
作者:Goyal, Vineet; Udwani, Rajan
作者单位:Columbia University; University of California System; University of California Berkeley
摘要:The problem of online matching with stochastic rewards is a generalization of the online bipartitematching problemwhere each edge has a probability of success. When a match is made it succeeds with the probability of the corresponding edge. We consider the more general vertex-weighted version of the problem and give two new results. First, we show that a natural generalization of the perturbed-greedy algorithm is (1 - 1/e) competitive when probabilities decompose as a product of two factors, o...
-
作者:Lam, Henry; Zhang, Xinyu; Zhang, Xuhui
作者单位:Columbia University; Stanford University
摘要:Biased stochastic estimators, such as finite differences for noisy gradient estimation, often contain parameters that need to be properly chosen to balance impacts from the bias and the variance. Although the optimal order of these parameters in terms of the simulation budget can be readily established, the precise best values depend on model characteristics that are typically unknown in advance. We introduce a framework to construct new classes of estimators based on judicious combinations of...
-
作者:Swamy, Rahul; King, Douglas M.; Jacobson, Sheldon H.
作者单位:University of Illinois System; University of Illinois Urbana-Champaign; University of Illinois System; University of Illinois Urbana-Champaign
摘要:Political districting in the United States is a decennial process of redrawing the boundaries of congressional and state legislative districts. The notion of fairness in political districting has been an important topic of subjective debate, with district plans affecting a wide range of stakeholders, including the voters, candidates, and political parties. Even though districting as an optimization problem has been well studied, existing models primarily rely on nonpolitical fairness measures ...
-
作者:Niewoehner, Robert J., III; Diwas, K. C.; Staats, Bradley
作者单位:Indiana University System; Indiana University Bloomington; IU Kelley School of Business; Emory University; University of North Carolina; University of North Carolina Chapel Hill
摘要:Patient demand for emergency medical services continues to rise from all-time highs. Physicians generally respond to the rising demand by increasing the level of multitasking. What leads emergency department (ED) physicians to select which patients, and how many patients, to treat? Queuing models frequently assume individual servers operate independently of other servers. In contrast, we consider how familiarity between peer physicians affects patient selection and the chosen multitasking leve...