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作者：Hellerstein, Lisa; Lidbetter, Thomas; Pirutinsky, Daniel
作者单位：New York University; New York University Tandon School of Engineering; Rutgers University System; Rutgers University Newark; Rutgers University New Brunswick
摘要：We present efficient algorithms for computing optimal or approximately optimal strategies in a zero-sum game for which player I has n pure strategies and player II has an arbitrary number of pure strategies. We assume that for any given mixed strategy of player I, a best response, or approximate best response, of player II can be found by an oracle-in-time polynomial in n. We then show how our algorithms may be applied to several search games with applications to security and counterterrorism....
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作者：Sunar, Nur; Birge, John R.; Vitavasiri, Sinit
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of Chicago; Ericsson
摘要：We consider a firm that dynamically chooses its effort to develop a product for a network of customers represented by a connected graph. The technology of the product evolves as a real-valued stochastic process that depends on the firm's dynamic efforts over time. In addition to dynamically choosing its development effort, the firm chooses when to launch or abandon the product. If the firm launches the product, the firm also chooses a selling price, a promotional price, and a target customer t...
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作者：Luebbecke, Elisabeth; Luebbecke, Marco E.; Moehring, Rolf H.
作者单位：RWTH Aachen University; Technical University of Berlin; Beijing University of Technology
摘要：We introduce a hard practical optimization problem, the ship traffic control problem (STCP). We study it at the Kiel Canal, which is the most frequented artificial waterway in the world. The canal is operated bidirectionally, but large ships can pass each other only in sidings. Decisions must be made about who is waiting for whom, where, and for how long, subject to a multitude of operational constraints. The objective is to minimize the total waiting times of all ships. This problem generaliz...
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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：Multistage robust optimization problems, where the decision maker can dynamically react to consecutively observed realizations of the uncertain problem parameters, pose formidable theoretical and computational challenges. As a result, the existing solution approaches for this problem class typically determine suboptimal solutions under restrictive assumptions. In this paper, we propose a robust dual dynamic programming (RDDP) scheme for multistage robust optimization problems. The RDDP scheme ...
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作者：Ayer, Turgay; Zhang, Can; Bonifonte, Anthony; Spaulding, Anne C.; Chhatwal, Jagpreet
作者单位：University System of Georgia; Georgia Institute of Technology; Duke University; University System of Ohio; Denison University; Emory University; Rollins School Public Health; Harvard University; Harvard University Medical Affiliates; Massachusetts General Hospital; Harvard Medical School
摘要：Hepatitis C virus (HCV) prevalence in prison systems is 10 times higher than in the general population, and hence prison systems offer a unique opportunity to control the HCV epidemic. New HCV treatment drugs are very effective, but providing treatment to all inmates is prohibitively expensive, which precludes universal HCV treatment in prison systems. As such, current practice recommends prioritizing treatment based on clinical and incarceration-related factors, including disease staging, rem...
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作者：Salemi, Peter; Staum, Jeremy; Nelson, Barry L.
作者单位：MITRE Corporation; Northwestern University
摘要：We introduce a novel class of Gaussian random fields (GRFs), called generalized integrated Brownian fields (GIBFs), focusing on the use of GIBFs for Gaussian process regression in deterministic and stochastic simulation metamodeling. We build GIBFs from the well-known Brownian motion and discuss several of their properties, including differentiability that cart differ in each coordinate, no mean reversion, and the Markov property. We explain why we desire to use GRFs with these properties and ...
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作者：Bimpikis, Kostas; Candogan, Ozan; Saban, Daniela
作者单位：Stanford University
摘要：We explore spatial price discrimination in the context of a ride-sharing platform that serves a network of locations. Riders are heterogeneous in terms of their destination preferences and their willingness to pay for receiving service. Drivers decide whether and where to provide service so as to maximize their expected earnings given the platform's pricing and compensation policy. Our findings highlight the impact of the demand pattern on the platform's prices, profits, and the induced consum...
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作者：Gao, Sarah Yini; Simchi-Levi, David; Teo, Chung-Piaw; Yan, Zhenzhen
作者单位：Singapore Management University; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); National University of Singapore; National University of Singapore; Nanyang Technological University
摘要：A novel approach has been proposed in the literature using the time-to-recover (TTR) parameters to analyze the risk-exposure index (REI) of supply chains under disruption. This approach is able to capture the cascading effects of disruptions in the supply chains, albeit in simplified environments; TTRs are deterministic, and at most, one node in the supply chain can be disrupted. In this paper, we propose a new method to integrate probabilistic assessment of disruption risks into the REI appro...
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作者：Berkhout, Joost; Heidergott, Bernd F.
作者单位：Vrije Universiteit Amsterdam
摘要：The research presented in this paper is motivated by the growing interest in the analysis of networks found in the World Wide Web and of social networks. In this paper, we elaborate on the Kemeny constant as a measure of connectivity of the weighted graph associated with a Markov chain. For finite Markov chains, the Kemeny constant can be computed by means of simple algebra via the deviation matrix and the ergodic projector of the chain. Using this fact, we introduce a new decomposition algori...
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作者：Saure, Denis; Vielma, Juan Pablo
作者单位：Universidad de Chile; Massachusetts Institute of Technology (MIT)
摘要：Questionnaires for adaptive choice-based conjoint analysis aim at minimizing some measure of the uncertainty associated with estimates of preference parameters (e.g., partworths). Bayesian approaches to conjoint analysis quantify this uncertainty with a multivariate distribution that is updated after the respondent answers. Unfortunately, this update often requires multidimensional integration, which effectively reduces the adaptive selection of questions to impractical enumeration. An alterna...
