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作者：Law, Kody . T. H.; Walton, Neil; Yang, Shangda
作者单位：University of Manchester; Durham University
摘要：We analyze the behavior of stochastic approximation algorithms where iterates, in expectation, progress toward an objective at each step. When progress is proportional to the step size of the algorithm, we prove exponential concentration bounds. These tailbounds contrast asymptotic normality results, which are more frequently associated with stochastic approximation. The methods that we develop rely on a proof of geometric ergodicity. The extends results on the exponential ergodicity of Markov...
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作者：Namkoong, Hongseok; Ma, Yuanzhe; Glynn, Peter W.
作者单位：Columbia University; Columbia University; Stanford University
摘要：The performance of decision policies and prediction models often deteriorates when applied to environments different from the ones seen during training. To ensure reliable operation, we analyze the stability of a system under distribution shift, which is defined as the smallest change in the underlying environment that causes the system's performance to deteriorate beyond a permissible threshold. In contrast to standard tail risk measures and distributionally robust losses that require the spe...
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作者：Mao, Cheng; Wu, Yihong; Xu, Jiaming; Yu, Sophie H.
作者单位：University System of Georgia; Georgia Institute of Technology; Yale University; Duke University; University of Pennsylvania
摘要：We propose an efficient algorithm for graph matching based on similarity scores constructed from counting a certain family of weighted trees rooted at each vertex. For two Erdos-Renyi graphs G(n,q) whose edges are correlated through a latent vertex correspondence, we show that this algorithm correctly matches all but a vanishing fraction of the vertices with high probability, provided that nq -> infinity and the edge correlation coefficient rho satisfies rho(2) > alpha approximate to 0:338, wh...
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作者：Tang, Yanhan (Savannah); Scheller-Wolf, Alan; Tayur, Sridhar; Perito, Emily R.; Roberts, John P.
作者单位：Southern Methodist University; Carnegie Mellon University; University of California System; University of California San Francisco
摘要：Split liver transplantation (SLT) is a procedure that potentially saves two lives using one liver, increasing the total benefit derived from the limited number of donated livers available. SLT may also improve equity by giving transplant candidates who are physically smaller (including children) increased access to liver transplants. However, SLT is rarely used in the United States. To help quantify the benefits of increased SLT utilization and provide decision support tools, we introduce a de...
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作者：Simchi-Levi, David; Xu, Yunzong; Zhao, Jinglong
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of Illinois System; University of Illinois Urbana-Champaign; Boston University
摘要：This paper studies the impact of limited switches on resource-constrained dynamic pricing with demand learning. We focus on the classical price-based blind network revenue management problem and extend our results to the bandits with knapsacks problem. In both settings, a decision maker faces stochastic and distributionally unknown demand, and must allocate finite initial inventory across multiple resources over time. In addition to standard resource constraints, we impose a switching constrai...
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作者：El Housni, Omar; Ibn Brahim, Marouane; Segev, Danny
作者单位：Cornell University; Tel Aviv University; Tel Aviv University
摘要：Motivated by modern-day applications such as attended home delivery and preference-based group scheduling, where decision makers wish to steer a large number of customers toward choosing the exact same alternative, we introduce a novel class of assortment optimization problems, referred to as maximum load assortment optimization. In such settings, given a universe of substitutable products, we are facing a stream of customers, each choosing between either selecting a product out of an offered ...
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作者：Golz, Paul; Peters, Dominik; Procaccia, Ariel D.
作者单位：University of California System; University of California Berkeley; Cornell University; Centre National de la Recherche Scientifique (CNRS); Harvard University
摘要：Apportionment is the problem of distributing h indivisible seats across states in proportion to the states' populations. In the context of the U.S. House of Representatives, this problem has a rich history and is a prime example of interactions between mathematical analysis and political practice. Grimmett suggests to apportion seats in a randomized way such that each state receives exactly its proportional share qi of seats in expectation (ex ante proportionality) and receives either left per...
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作者：Atkinson, Michael; Kress, Moshe
作者单位：United States Department of Defense; United States Navy; Naval Postgraduate School
摘要：The increasing prevalence of missiles and drones (hereafter referred to as threats) in attacks by both state and nonstate actors highlights the critical need for a robust defense system to counter these threats. We develop a combat model for the engagement between a Blue defender who is subject to repeated attacks by Red threats. The defender employs two types of defenses: hard interceptors, such as antiballistic missiles, and soft measures, such as directedenergy weapons and jamming. Employin...
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作者：Jiang, Zhaohui (Zoey); Li, Jun
作者单位：Carnegie Mellon University; University of Michigan System; University of Michigan
摘要：Accurate operational decisions require precise knowledge of the causal effects of such decisions on outcomes, a task that becomes increasingly complex in dynamic business environments. We propose an idea of instrumenting while experimenting, whereby researchers can create their own instruments by injecting small, random variations directly into the decision-making process and then use such variations to obtain causal estimates of the impact of varying business decisions at scale without disrup...
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作者：Hartmann, Lorenz; Kauffeldt, T. Florian
作者单位：University of Basel
摘要：Suggestion for abstract without references: In this paper, we present the first axiomatic characterization of preferences that can be represented by a Choquet integral with respect to an exact capacity. The characterizing axiom, binary diversification, is novel and reflects an inclination for bets on events, thereby capturing a specific type of ambiguity aversion. Furthermore, we demonstrate that the three capacity classes balanced, exact, and convex fully exhaust all levels of our family of k...
