Operations Research

最新文章

• Data-Driven Incentive Design in the Medicare Shared Savings Program AI翻译
  作者：Aswani, Anil; Shen, Zuo-Jun Max; Siddiq, Auyon
  作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley; University of California System; University of California Berkeley; University of California System; University of California Los Angeles
  摘要：The Medicare Shared Savings Program (MSSP) was created under the Patient Protection and Affordable Care Act to control escalating Medicare spending by incentivizing providers to deliver healthcare more efficiently. Medicare providers that enroll in the MSSP earn bonus payments for reducing spending to below a risk-adjusted financial benchmark that depends on the provider's historical spending. To generate savings, a provider must invest to improve efficiency, which is a cost that is absorbed e...
• On the Minimum Chordal Completion Polytope AI翻译
  作者：Bergman, David; Cardonha, Carlos H.; Cire, Andre A.; Raghunathan, Arvind U.
  作者单位：University of Connecticut; University of Toronto; University Toronto Scarborough; University of Toronto
  摘要：A graph is chordal if every cycle with at least four edges contains a chord-that is, an edge connecting two nonconsecutive vertices of the cycle. Several classical applications in sparse linear systems, database management, computer vision, and semidefinite programming can be reduced to finding the minimum number of edges to add to a graph so that it becomes chordal, known as the minimum chordal completion problem (MCCP). We propose a new formulation for the MCCP that does not rely on finding ...
• Randomized Algorithms for Lexicographic Inference AI翻译
  作者：Kohli, Rajeev; Boughanmi, Khaled; Kohli, Vikram
  作者单位：Columbia University; Northwestern University
  摘要：The inference of a lexicographic rule from paired comparisons, ranking, or choice data is a discrete optimization problem that generalizes the linear ordering problem. We develop an approach to its solution using randomized algorithms. First, we show that maximizing the expected value of a randomized solution is equivalent to solving the lexicographic inference problem. As a result, the discrete problem is transformed into a continuous and unconstrained nonlinear program that can be solved, po...
• Good Clusterings Have Large Volume AI翻译
  作者：Borgwardt, Steffen; Happach, Felix
  作者单位：University of Colorado System; University of Colorado Denver; Technical University of Munich; Technical University of Munich
  摘要：The clustering of a data set is one of the core tasks in data analytics. Many clustering algorithms exhibit a strong contrast between a favorable performance in practice and bad theoretical worst cases. Prime examples are least-squares assignments and the popular k-means algorithm. We are interested in this contrast and study it through polyhedral theory. Several popular clustering algorithms can be connected to finding a vertex of the so-called bounded-shape partition polytopes. The vertices ...
• Robust Analysis in Stochastic Simulation: Computation and Performance Guarantees AI翻译
  作者：Ghosh, Soumyadip; Lam, Henry
  作者单位：International Business Machines (IBM); IBM USA; Columbia University
  摘要：Any performance analysis based on stochastic simulation is subject to the errors inherent in misspecifying the modeling assumptions, particularly the input distributions. In situations with little support from data, we investigate the use of worst-case analysis to analyze these errors, by representing the partial, nonparametric knowledge of the input models via optimization constraints. We study the performance and robustness guarantees of this approach. We design and analyze a numerical schem...
• Load Balancing in the Nondegenerate Slowdown Regime AI翻译
  作者：Gupta, Varun; Walton, Neil
  作者单位：University of Chicago; University of Manchester
  摘要：We analyze join-the-shortest-queue (JSQ) in a contemporary scaling regime known as the nondegenerate slowdown (NDS) regime. Join-the-shortest-queue is a classical load-balancing policy for queueing systems with multiple parallel servers. Parallel server queueing systems are regularly analyzed and dimensioned by diffusion approximations achieved in the Halfin-Whitt scaling regime. However, when jobs must be dispatched to a server upon arrival, we advocate the nondegenerate slowdown regime to co...
• Fear of the Market or Fear of the Competitor? Ambiguity in a Real Options Game AI翻译
  作者：Hellmann, Tobias; Thijssen, Jacco J. J.
  作者单位：University of York - UK
  摘要：In this paper, we study an investment game between two firms with a first-mover advantage, where payoffs are driven by a geometric Brownian motion. At least one of the firms is assumed to be ambiguous over the drift, with maxmin preferences over a strongly rectangular set of priors. We develop a strategy and equilibrium concept allowing for ambiguity and show that equilibria can be preemptive (a firm invests at a point where investment is Pareto dominated by waiting) or sequential (one firm in...
• A Practicable Robust Counterpart Formulation for Decomposable Functions: A Network Congestion Case Study AI翻译
  作者：Delage, Erick; Gianoli, Luca G.; Sanso, Brunilde
  作者单位：Universite de Montreal; HEC Montreal; Universite de Montreal; Universite de Montreal; Polytechnique Montreal; Polytechnic University of Milan
  摘要：Robust optimization is a powerful means to handle optimization problems where there is a set of parameters that are uncertain. The effectiveness of the method is especially noticeable when these parameters are only known to lie inside some uncertainty region. Unfortunately, there are important computational considerations that have prevented the methodology from being fully adopted in fields of practice where the cost function that needs to be robustified is nonlinear with respect to such para...
• Risk-Aversion and B2B Contracting Under Asymmetric Information: Evidence from Managed Print Services AI翻译
  作者：Ning, Jie; Babich, Volodymyr; Handley, John; Keppo, Jussi
  作者单位：University System of Ohio; Case Western Reserve University; Georgetown University; University of Rochester; National University of Singapore; National University of Singapore
  摘要：Managed print service (MPS) is a type of information technology infrastructure service that provides centralized management of companies' printing device fleets. In this paper, we estimate the provider's risk preference in MPS using a proprietary data set from Xerox Corporation. We adopt a structural approach in our empirical analysis by modeling the contracting and usage processes of MPS as a two-stage screening game and building econometric models based on the equilibrium contracts and print...
• Profit Sharing Agreements in Decentralized Supply Chains: A Distributionally Robust Approach AI翻译
  作者：Fu, Qi; Sim, Chee-Khian; Teo, Chung-Piaw
  作者单位：University of Macau; University of Portsmouth; National University of Singapore; National University of Singapore
  摘要：How should decentralized supply chains set the profit sharing terms using minimal information on demand and selling price? We develop a distributionally robust Stackelberg game model to address this question. Our framework uses only the first and second moments of the price and demand attributes, and thus can be implemented using only a parsimonious set of parameters. More specifically, we derive the relationships among the optimal wholesale price set by the supplier, the order decision of the...