Operations Research

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• Robust Actionable Prescriptive Analytics AI翻译
  作者：Chen, Li; Sim, Melvyn; Zhang, Xun; Zhao, Long; Zhou, Minglong
  作者单位：University of Sydney; National University of Singapore; Chinese Academy of Sciences; University of Science & Technology of China, CAS; Fudan University
  摘要：We propose a new robust actionable prescriptive analytics framework that leverages past data and side information to minimize a risk-based objective function under distributional ambiguity. Our framework aims to find a policy that directly transforms the side information into implementable decisions. Specifically, we focus on developing actionable response policies that offer the benefits of interpretability and implementability. To address the potential issue of overfitting to empirical data,...
• ORLM: A Customizable Framework in Training Large Models for Automated Optimization Modeling AI翻译
  作者：Huang, Chenyu; Tang, Zhengyang; Hu, Shixi; Jiang, Ruoqing; Zheng, Xin; Ge, Dongdong; Wang, Benyou; Wang, Zizhuo
  作者单位：Shanghai University of Finance & Economics; The Chinese University of Hong Kong, Shenzhen; The Chinese University of Hong Kong, Shenzhen; Shenzhen Research Institute of Big Data; Columbia University; Tsinghua University; Duke University; Shanghai Jiao Tong University; The Chinese University of Hong Kong, Shenzhen
  摘要：Optimization modeling plays a critical role in the application of Operations Research (OR) tools to address real-world problems, yet they pose challenges and require extensive expertise from OR experts. With the advent of large language models (LLMs), new opportunities have emerged to streamline and automate such tasks. However, current research predominantly relies on closed-source LLMs, such as GPT-4, along with extensive prompt engineering techniques. This reliance stems from the scarcity o...
• On the Almost Threshold Policy for Multisourcing Under Uncertain Supplies AI翻译
  作者：Federgruen, Awi; Feng, Qi; Shanthikumar, George
  作者单位：Columbia University; Purdue University System; Purdue University
  摘要：With extended supply chains and increased global sourcing, the uncertainty in supply streams has become a major consideration in formulating procurement strategies. Many studies in the existing literature characterize the optimal procurement policies under specific assumptions of the supply and demand distributions. In several special cases, a threshold policy or an almost threshold policy is shown to be optimal. A recent study by Feng and Shathikumar [Feng Q, Shanthikumar JG (2018) Supply and...
• Event-Triggered Bayesian Control Chart AI翻译
  作者：Abbou, Abderrahmane; Makis, Viliam
  作者单位：Mohammed VI Polytechnic University; University of Toronto
  摘要：This paper develops the Bayesian analogue to the Shewhart type control chart previously developed for systems monitored by online sensors. Unlike previous work, we allow production sampling to be part of the decision process, so that a decision to take a sample is first made when a sensor generates a warning signal, followed immediately by another decision to interrupt operation. We apply optimal stopping theory along with dynamic programming analysis to prove the average cost optimality of a ...
• Dynamic Pricing with Fairness Constraints AI翻译
  作者：Cohen, Maxime C.; Miao, Sentao; Wang, Yining
  作者单位：McGill University; University of Colorado System; University of Colorado Boulder; University of Texas System; University of Texas Dallas
  摘要：Following the increasing popularity of personalized pricing, there is a growing concern from customers and policymakers regarding fairness considerations. This paper studies the problem of dynamic pricing with unknown demand under two types of fairness constraints: price fairness and demand fairness. For price fairness, the retailer is required to (i) set similar prices for different customer groups (called group fairness) and (ii) ensure that the prices over time for each customer group are r...
• Near-Optimal Mixed (s, S) Policy for a Multiwarehouse, Multistore Inventory System with Lost Sales and Fixed Cost AI翻译
  作者：Miao, Sentao; Jasin, Stefanus; Chao, Xiuli
  作者单位：University of Colorado System; University of Colorado Boulder; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
  摘要：We consider a firm managing a multiperiod, multiwarehouse, multistore (MWMS) inventory problem with fixed ordering cost at each store over a finite time horizon. The warehouses are endowed with initial inventories at the start of the horizon, and the stores are periodically replenished from the warehouses. The decisions are the order quantities from each store at each period. The optimal policy for this problem is complex and computationally intractable. We construct a mixed (s, S) policy base...
• D-Optimal Orienteering for Post-Earthquake Reconnaissance Planning AI翻译
  作者：Wang, Jiaqi; Xie, Weijun; Ryzhov, Ilya O.; Markovic, Nikola; Ou, Ge
  作者单位：University System of Maryland; University of Maryland College Park; University System of Georgia; Georgia Institute of Technology; University System of Maryland; University of Maryland College Park; Utah System of Higher Education; University of Utah; State University System of Florida; University of Florida
  摘要：Immediately following a major earthquake, reconnaissance surveys seek to assess structural damage throughout the region with the help of a limited number of on-ground inspections. The goal is to collect informative and representative data that will guide subsequent relief efforts. We formulate a new type of vehicle routing problem, in which vehicles are tasked with data collection, and the objective function measures data quality using a nonlinear, nonseparable experimental design criterion. W...
• Technical Note: What's in a Constraint? On the Ambiguity of Standard Delay Targets AI翻译
  作者：Soh, Seung Bum; Gurvich, Itai
  作者单位：Yonsei University; Northwestern University
  摘要：Staffing problems are often formulated as satisfization problems, in which the cost of servers is minimized subject to quality of service constraints. These constraints indirectly capture customers' disutility from waiting or, at least, its structure. For the problem of staffing a single-class M/M/N queue with an average speed of answer (ASA) constraint, any work-conserving policy is optimal; the problem's formulation is, in that sense, ambiguous. One optimal solution is consistent with convex...
• Reusing Historical Trajectories in Natural Policy Gradient via Importance Sampling: Convergence and Convergence Rate AI翻译
  作者：Lin, Yifan; Wang, Yuhao; Zhou, Enlu
  作者单位：University System of Georgia; Georgia Institute of Technology
  摘要：This article may be used only for the purposes of research, teaching, and/or private study. Commercial use or systematic downloading (by robots or other automatic processes) is prohibited without explicit Publisher approval, unless otherwise noted. For more information, contact permissions@informs.org. The Publisher does not warrant or guarantee the article's accuracy, completeness, merchantability, fitness inclusion of an advertisement in this article, neither constitutes nor implies a guaran...
• On the Sparsity of Optimal Linear Decision Rules for a Class of Robust Optimization Problems with Box Uncertainty Sets AI翻译
  作者：Lu, Haihao; Sturt, Bradley
  作者单位：Massachusetts Institute of Technology (MIT); University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
  摘要：We consider a class of production-inventory problems with box uncertainty sets from the seminal work of Ben-Tal et al. [Ben-Tal A, Goryashko A, Guslitzer E, Nemirovski A (2004) Adjustable robust solutions of uncertain linear programs. Math. Programming 99(2):351-376] on linear decision rules in robust optimization. We prove that there always exists an optimal linear decision rule for this class of problems in which the number of nonzero parameters in the linear decision rule grows linearly in ...