Operations Research

最新文章

• Risk-Averse Two-Stage Stochastic Program with Distributional Ambiguity AI翻译
  作者：Jiang, Ruiwei; Guan, Yongpei
  作者单位：University of Michigan System; University of Michigan; State University System of Florida; University of Florida
  摘要：In this paper, we develop a risk-averse two-stage stochastic program (RTSP) that explicitly incorporates the distributional ambiguity covering both discrete and continuous distributions. We formulate RTSP from the perspective of distributional robustness by hedging against the worst-case distribution within an ambiguity set and considering the corresponding expected total cost. In particular, we derive an equivalent reformulation for RTSP that indicates that each worst-case expectation over an...
• Technical Note-The Competitive Facility Location Problem in a Duopoly: Advances Beyond Trees AI翻译
  作者：Gur, Yonatan; Saban, Daniela; Stier-Moses, Nicolas E.
  作者单位：Stanford University; Universidad Torcuato Di Tella
  摘要：We consider a competitive facility location problem on a network where consumers located on vertices wish to connect to the nearest facility. Knowing this, each competitor locates a facility on a vertex, trying to maximize market share. We focus on the two-player case and study conditions that guarantee the existence of a pure-strategy Nash equilibrium for progressively more complicated classes of networks. For general graphs, we show that attention can be restricted to a subset of vertices re...
• Robust Defibrillator Deployment Under Cardiac Arrest Location Uncertainty via Row-and-Column Generation AI翻译
  作者：Chan, Timothy C. Y.; Shen, Zuo-Jun Max; Siddiq, Auyon
  作者单位：University of Toronto; University of California System; University of California Berkeley; University of California System; University of California Berkeley
  摘要：Sudden cardiac arrest is a significant public health concern. Successful treatment of cardiac arrest is extremely time sensitive, and use of an automated external defibrillator (AED) where possible significantly increases the probability of survival. Placement of AEDs in public locations can improve survival by enabling bystanders to treat victims of cardiac arrest prior to the arrival of emergency medical responders, thus shortening the time between collapse and treatment. However, since the ...
• Optimal Pricing with Sequential Consumption in Networks AI翻译
  作者：Zhou, Junjie; Chen, Ying-Ju
  作者单位：National University of Singapore; Hong Kong University of Science & Technology; Hong Kong University of Science & Technology
  摘要：In this paper, we consider a model with a monopoly firm who sells social goods sequentially to a group of customers in a network. We show that, with symmetric social interactions, the optimal pricing under arbitrary launch sequence is independent of customers' network positions, the launch sequence, and the underlying social interaction relations among customers. This generalizes the previous network-independent prices in the simultaneous-launch case. Therefore, for any given sequence, the fir...
• On Information Distortions in Online Ratings AI翻译
  作者：Besbes, Omar; Scarsini, Marco
  作者单位：Columbia University; Luiss Guido Carli University
  摘要：Consumer reviews and ratings of products and services have become ubiquitous on the Internet. This paper analyzes, given the sequential nature of reviews and the limited feedback of such past reviews, the information content they communicate to future customers. We consider a model with heterogeneous customers who buy a product of unknown quality and we focus on two different informational settings. In the first setting, customers observe the whole history of past reviews. In the second one th...
• Cost-per-Impression Pricing for Display Advertising AI翻译
  作者：Fridgeirsdottir, Kristin; Najafi-Asadolahi, Sami
  作者单位：University of London; London Business School; Santa Clara University
  摘要：Display advertising has a 39% share of the online advertising market and is its fastest-growing category. In this paper, we consider an online display advertising setting in which a web publisher posts display ads on its website and charges based on the cost-per-impression (CPM) pricing scheme while promising to deliver a certain number of impressions on the ads posted. The publisher faces uncertain demand for advertising slots and uncertain supply of visits from viewers. We formulate the prob...
• Technical Note-Signaling Product Quality Through a Trial Period AI翻译
  作者：Wang, Shouqiang; Ozkan-Seely, Gulru F.
  作者单位：University of Texas System; University of Texas Dallas; University of Washington; University of Washington Bothell
  摘要：It has become a ubiquitous practice for firms that sell new products, such as software, to offer consumers time-locked product trial periods free of charge. We identify trial length as a nuanced signaling instrument, which, together with the price signal, a firm can use to communicate proprietary information about its product quality. We show that a high-quality firmoffers a longer trial period and sets a higher price, and is rewarded with a higher profit, relative to its low-quality counterpa...
• Divide and Conquer: Recursive Likelihood Function Integration for Hidden Markov Models with Continuous Latent Variables AI翻译
  作者：Reich, Gregor
  作者单位：University of Zurich
  摘要：This paper develops a method to efficiently estimate hidden Markov models with continuous latent variables using maximum likelihood estimation. To evaluate the (marginal) likelihood function, I decompose the integral over the unobserved state variables into a series of lower dimensional integrals, and recursively approximate them using numerical quadrature and interpolation. I show that this procedure has very favorable numerical properties: First, the computational complexity grows linearly i...
• Multiproduct Pricing Under the Generalized Extreme Value Models with Homogeneous Price Sensitivity Parameters AI翻译
  作者：Zhang, Heng; Rusmevichientong, Paat; Topaloglu, Huseyin
  作者单位：University of Southern California
  摘要：We consider unconstrained and constrained multiproduct pricing problems when customers choose according to an arbitrary generalized extreme value (GEV) model and the products have the same price sensitivity parameter. In the unconstrained problem, there is a unit cost associated with the sale of each product. The goal is to choose the prices for the products to maximize the expected profit obtained from each customer. We show that the optimal prices of the different products have a constant ma...
• Convergence of the Core in Assignment Markets AI翻译
  作者：Kanori, Yash; Saban, Daniela; Sethuraman, Jay
  作者单位：Columbia University; Stanford University; Columbia University
  摘要：We consider a two-sided assignment market with agent types and a stochastic structure, similar to models used in empirical studies. We characterize the size of the core in such markets. Each agent has a randomly drawn productivity with respect to each type of agent on the other side. The value generated from a match between a pair of agents is the sum of the two productivity terms, each of which depends only on the type (but not the identity) of one of the agents, and a third deterministic ter...