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作者：Fu, Jing; Moran, Bill; Taylor, Peter G.
作者单位：University of Melbourne; University of Melbourne
摘要：We study a resource allocation problem with varying requests and with resources of limited capacity shared by multiple requests. It is modeled as a set of heterogeneous restless multiarmed bandit problems (RMABPs) connected by constraints imposed by resource capacity. Following Whittle's relaxation idea and Weber and Weiss' asymptotic optimality proof, we propose a simple policy and prove it to be asymptotically optimal in a regime where both arrival rates and capacities increase. We provide a...
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作者：Correa, Jose; Guzman, Cristobal; Lianeas, Thanasis; Nikolova, Evdokia; Schroder, Marc
作者单位：Universidad de Chile; Pontificia Universidad Catolica de Chile; Pontificia Universidad Catolica de Chile; National Technical University of Athens; University of Texas System; University of Texas Austin; Maastricht University
摘要：Network pricing games provide a framework for modeling real-world settings with two types of strategic agents: operators of a network and users of the network. Operators of the network post a price so as to attract users and maximize profit; users of the network select routes based on these prices and congestion from other users. Motivated by the fact that equilibrium in these games may not exist, may not be unique, and may induce an inefficient network performance, our main result is to obser...
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作者：Besbes, Omar; Elmachtoub, N. Adam; Sun, Yunjie
作者单位：Columbia University; Columbia University; Columbia University; Columbia University
摘要：We consider a fundamental pricing model in which a fixed number of units of a reusable resource are used to serve customers. Customers arrive to the system according to a stochastic process and, upon arrival, decide whether to purchase the service, depending on their willingness to pay and the current price. The service time during which the resource is used by the customer is stochastic, and the firm may incur a service cost. This model represents various markets for reusable resources, such ...
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作者：Hsu, Wei-Kang; Xu, Jiaming; Lin, Xiaojun; Bell, Mark R.
作者单位：Purdue University System; Purdue University; Duke University
摘要：We study task assignment in online service platforms, where unlabeled clients arrive according to a stochastic process and each client brings a random number of tasks. As tasks are assigned to servers, they produce client/server-dependent random payoffs. The goal of the system operator is to maximize the expected payoff per unit time subject to the servers' capacity constraints. However, both the statistics of the dynamic client population and the client-specific payoff vectors are unknown to ...
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作者：Liu, Yunan; Sun, Xu; Hovey, Kyle
作者单位：North Carolina State University; State University System of Florida; University of Florida; United States Department of Defense
摘要：Motivated by large-scale service systems, we study a multiclass queueing system having class-dependent service rates and heterogeneous abandonment distributions. Our objective is to devise proper staffing and scheduling schemes to achieve differentiated services for each class. Formally, for a class-specific delay target w(i) > 0 and threshold alpha(i) is an element of (0,1), we concurrently determine an appropriate staffing level (number of servers) and a server-assignment rule (assigning new...
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作者：Bertsimas, Dimitris; Kodur, Nihal
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：We present two methods, based on regression in reproducing kernel Hilbert spaces, for solving an optimization problem with uncertain parameters for which we have historical data, including auxiliary data. The first method approximates the objective function and the second approximates the optimizer. We provide finite sample guarantees and prove asymptotic optimality for both methods. Computational experiments suggest that at least the second method overcomes a curse of dimensionality that affl...
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作者：Cominetti, Roberto; Correa, Jose; Olver, Neil
作者单位：Universidad Adolfo Ibanez; Universidad de Chile; University of London; London School Economics & Political Science
摘要：A fluid queuing network constitutes one of the simplest models in which to study flow dynamics over a network. In this model we have a single source-sink pair, and each link has a per-time-unit capacity and a transit time. A dynamic equilibrium (or equilibrium flow over time) is a flow pattern over time such that no flow particle has incentives to unilaterally change its path. Although the model has been around for almost 50 years, only recently results regarding existence and characterization...
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作者：Zhang, Kun; Liu, Guangwu; Wang, Shiyu
作者单位：Renmin University of China; City University of Hong Kong
摘要：Simulation budget allocation is at the heart of a nested (also referred to as two level) simulation approach to estimating functionals of a conditional expectation. In this paper, we propose a sample-driven budget allocation rule under a unified nested simulation framework that allows for different forms of functionals. The proposed method employs bootstrap sampling to guide an effective choice of outer-and inner-level sample sizes. Furthermore, we establish a central limit theorem for nested ...
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作者：Bra, Simina; Gkatzelis, Vasilis; Mehta, Ruta
作者单位：Purdue University System; Purdue University; Drexel University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：A central goal in the long literature on fair division is the design of mechanisms that implement fair outcomes, despite the participants' strategic behavior. We study this question by measuring the fairness of an allocation using the geometric mean of the agents' values, known as the Nash social welfare (NSW). This objective is maximized by widely known concepts such as the Nash bargaining solution, proportional fairness, and the competitive equilibrium with equal incomes; we focus on (approx...
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作者：Light, Bar; Weintraub, Y. Gabriel
作者单位：Stanford University
摘要：The standard solution concept for stochastic games is Markov perfect equi-librium; however, its computation becomes intractable as the number of players increases. Instead, we consider mean field equilibrium (MFE), which has been popularized in recent literature. MFE takes advantage of averaging effects in models with a large number of players. We make three main contributions. First, our main result provides conditions that ensure the uniqueness of an MFE. We believe this uniqueness result is...
