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作者：Gur, Yonatan; Momeni, Ahmadreza; Wager, Stefan
作者单位：Stanford University; Stanford University
摘要：We study a nonparametric multiarmed bandit problem with stochastic covariates, where a key complexity driver is the smoothness of payoff functions with respect to covariates. Previous studies have focused on deriving minimax-optimal algorithms in cases where it is a priori known how smooth the payoff functions are. In practice, however, the smoothness of payoff functions is typically not known in advance, and misspecification of smoothness may severely deteriorate the performance of existing m...
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作者：Jagabathula, Srikanth; Mitrofanov, Dmitry; Vulcano, Gustavo
作者单位：New York University; Boston College; Universidad Torcuato Di Tella; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET)
摘要：We propose a back-to-back procedure for running personalized promotions in retail operations contexts, from the construction of a nonparametric choice model where customer preferences are represented by directed acyclic graphs (DAGs) to the design of such promotions. The source data include a history of purchases tagged by customer ID jointly with product availability and promotion data for a category of products. In each customer DAG, nodes represent products and directed edges represent the ...
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作者：Yildiz, Baris; Boland, Natashia; Savelsbergh, Martin
作者单位：Koc University; University System of Georgia; Georgia Institute of Technology
摘要：We introduce a novel and powerful approach for solving certain classes of mixed integer programs (MIPs): decomposition branching. Two seminal and widely used techniques for solving MIPs, branch-and-bound and decomposition, form its foundation. Computational experiments with instances of a weighted set covering problem and a regionalized p-median facility location problem with assignment range constraints demonstrate its efficacy: it explores far fewer nodes and can be orders of magnitude faste...
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作者：Faenza, Yuri; Zhang, Xuan
作者单位：Columbia University
摘要：Gale and Shapley's stable assignment problem has been extensively studied, applied, and extended. In the context of school choice, mechanisms often aim at finding an assignment that is more favorable to students. We investigate two extensions introduced in this framework-legal assignments and the efficiency adjusted deferred acceptance mechanism (EADAM) algorithm-through the lens of the classic theory of stable matchings. In any instance, the set L of legal assignments is known to contain all ...
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作者：Blanchet, Jose H.; Reiman, Martin I.; Shah, Virag; Wein, Lawrence M.; Wu, Linjia
作者单位：Stanford University; Columbia University; Stanford University
摘要：We consider a matching market where buyers and sellers arrive according to independent Poisson processes at the same rate and independently abandon the market if not matched after an exponential amount of time with the same mean. In this centralized market, the utility for the system manager from matching any buyer and any seller is a general random variable. We consider a sequence of systems indexed by n where the arrivals in the nth system are sped up by a factor of n. We analyze two familie...
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作者：Satopaa, Ville A.
作者单位：INSEAD Business School
摘要：Forecasters predicting the chances of a future event may disagree because of differing evidence or noise. To harness the collective evidence of the crowd, we propose a Bayesian aggregator that is regularized by analyzing the forecasters' disagreement and ascribing overdispersion to noise. Our aggregator requires no user intervention and can be computed efficiently even for a large number of predictions. To illustrate, we evaluate our aggregator on subjective probability predictions collected d...
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作者：Zhang, Mengzhenyu; Ahn, Hyun-Soo; Uichanco, Joline
作者单位：University of Michigan System; University of Michigan
摘要：Decisions regarding new products are often difficult to make, and mistakes can have grave consequences for a firm's bottom line. Often, firms lack important information about a new product, such as its potential market size and the speed of its adoption by consumers. One of the most popular frameworks that has been used for modeling new product adoption is the Bass model. Although the Bass model and its many variants are used to study dynamic pricing of new products, the vast majority of these...
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作者：Park, Chiwoo; Do Noh, Sang; Srivastava, Anuj
作者单位：State University System of Florida; Florida State University; Sungkyunkwan University (SKKU); State University System of Florida; Florida State University
摘要：The analysis of motion and time has become significant in operations research, especially for analyzing work performance in manufacturing and service operations in the development of lean manufacturing and smart factory. This paper develops a framework for data-driven analysis of work motions and studies their correlations to work speeds or execution rates, using data collected from modern motion sensors. Past efforts primarily relied on manual steps involving time-consuming stop-watching, vid...
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作者：Allouah, Amine; Bahamou, Achraf; Besbes, Omar
作者单位：Facebook Inc; Columbia University; Columbia University
摘要：In the present paper, we study a fundamental data-driven pricing problem: how should a decision maker (optimally) price based on a finite and limited number of samples from the customers' value distribution. The decision maker's objective is to select a general pricing policy with maximum worst-case ratio of revenue compared with an oracle with knowledge of the value distribution, when the latter is only known to belong to some general nonparametric class. We study achievable performance for t...
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作者：Shafiee, Mehrnoosh; Ghaderi, Javad
作者单位：Columbia University
摘要：Motivated bymodern parallel computing applications, we consider the problem of scheduling parallel-task jobs with heterogeneous resource requirements in a cluster of machines. Each job consists of a set of tasks that can be processed in parallel; however, the job is considered completed only when all its tasks finish their processing, which we refer to as the synchronization constraint. Furthermore, assignment of tasks to machines is subject to placement constraints, that is, each task can be ...
