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作者：Azizan, Navid; Su, Yu; Dvijotham, Krishnamurthy; Wierman, Adam
作者单位：California Institute of Technology
摘要：We consider a market run by an operator who seeks to satisfy a given consumer demand for a commodity by purchasing the needed amount from a group of competing suppliers with nonconvex cost functions. The operator knows the suppliers' cost functions and announces a price/payment function for each supplier, which determines the payment to that supplier for producing different quantities. Each supplier then makes an individual decision about how much to produce, in order to maximize its own profi...
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作者：Xie, Weijun; Ahmed, Shabbir
作者单位：Virginia Polytechnic Institute & State University; University System of Georgia; Georgia Institute of Technology
摘要：A chance-constrained optimization problem involves constraints with random data that can be violated with probability bounded from above by a prespecified small risk parameter. Such constraints are used to model reliability requirements in a variety of application areas, such as finance, energy, service, and manufacturing. Except under very special conditions, chance-constrained problems are extremely difficult. There has been a great deal of elegant work on developing tractable approximations...
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作者：Zhao, Ming; Zhang, Minjiao
作者单位：University of Delaware; University System of Georgia; Kennesaw State University
摘要：We study a multiechelon lot-sizing problem for a serial supply chain that consists of a production level and several transportation levels, where the demands can exist in the production echelon as well as in any transportation echelons. With the presence of stationary production capacity and general cost functions, our model integrates production, inventory, and transportation decisions and generalizes existing literature on many multiechelon lot-sizing models. First, we answer an open questio...
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作者：Clarkson, Jake; Glazebrook, Kevin D.; Lin, Kyle Y.
作者单位：Lancaster University; Lancaster University; United States Department of Defense; United States Navy; Naval Postgraduate School
摘要：An object is hidden in one of several discrete locations according to some known probability distribution, and the goal is to discover the object in the minimum expected time by successive searches of individual locations. If there is only one way to search each location, this search problem is solved using Gittins indices. Motivated by modern search technology, we extend earlier work to allow two modes-fast and slow-to search each location. The fast mode takes less time, but the slow mode is ...
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作者：Georghiou, Angelos; Tsoukalas, Angelos; Wiesemann, Wolfram
作者单位：McGill University; American University of Beirut; Imperial College London
摘要：Two-stage robust optimization problems, in which decisions are taken both in anticipation of and in response to the observation of an unknown parameter vector from within an uncertainty set, are notoriously challenging. In this paper, we develop convergent hierarchies of primal (conservative) and dual (progressive) bounds for these problems that trade off the competing goals of tractability and optimality: Although the coarsest bounds recover a tractable but suboptimal affine decision rule app...
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作者：Ouyang, Huiyin; Argon, Nilay Tanik; Ziya, Serhan
作者单位：University of Hong Kong; University of North Carolina; University of North Carolina Chapel Hill
摘要：The objective of this paper is to use mathematical modeling and analysis to develop insights into and policies for making bed allocation decisions in an intensive care unit (ICU) of a hospital during periods when patient demand is high. We first develop a stylized mathematical model in which patients' health conditions change over time according to a Markov chain. In this model, each patient is in one of two possible health stages, one representing the critical and the other representing the h...
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作者：Atamturk, Alper; Gomez, Andres
作者单位：University of California System; University of California Berkeley; University of Southern California
摘要：We describe strong convex valid inequalities for conic quadratic mixed 0-1 optimization. These inequalities can be utilized for solving numerous practical nonlinear discrete optimization problems from value-at-risk minimization to queueing system design, from robust interdiction to assortment optimization through appropriate conic quadratic mixed 0-1 relaxations. The inequalities exploit the submodularity of the binary restrictions and are based on the polymatroid inequalities over binaries fo...
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作者：Candogan, Ozan; Drakopoulos, Kimon
作者单位：University of Chicago; University of Southern California
摘要：This paper studies information design in social networks. We consider a setting, where agents' actions exhibit positive local network externalities. There is uncertainty about the underlying state of the world, which impacts agents' payoffs. The platform can commit to a signaling mechanism that sends informative signals to agents upon realization of this uncertainty, thereby influencing their actions. Although this abstract setting has many applications, we discuss our results in the context o...
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作者：Braverman, Anton; Gurvich, Itai; Huang, Junfei
作者单位：Northwestern University; Chinese University of Hong Kong
摘要：We introduce a framework for approximate dynamic programming that we apply to discrete-time chains on Z(+)(d) with countable action sets. The framework is grounded in the approximation of the (controlled) chain's generator by that of another Markov process. In simple terms, our approach stipulates applying a second-order Taylor expansion to the value function, replacing the Bellman equation with one in continuous space and time in which the transition matrix is reduced to its first and second ...
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作者：Kwon, H. Dharma
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：We consider a stochastic game of contribution to the common good in which the players have continuous control over the degree of contribution, and we examine the gradualism arising from the free rider effect. This game belongs to the class of variable concession games that generalize wars of attrition. Previously known examples of variable concession games in the literature yield equilibria characterized by singular control strategies without any delay of concession. However, these no-delay eq...
