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作者：Bertsimas, Dimitris; Johnson, Mac; Kallus, Nathan
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：Random assignment, typically seen as the standard in controlled trials, aims to make experimental groups statistically equivalent before treatment. However, with a small sample, which is a practical reality in many disciplines, randomized groups are often too dissimilar to be useful. We propose an approach based on discrete linear optimization to create groups whose discrepancy in their means and variances is several orders of magnitude smaller than with randomization. We provide theoretical a...
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作者：Karsten, Frank; Slikker, Marco; van Houtum, Geert-Jan
作者单位：Eindhoven University of Technology
摘要：We study a situation where several independent service providers collaborate by complete pooling of their resources and customer streams into a joint service system. These service providers may represent such diverse organizations as hospitals that pool beds or maintenance firms that pool repairmen. We model the service systems as Erlang delay systems (M / M / s queues) that face a fixed cost rate per server and homogeneous delay costs for waiting customers. We examine rules to fairly allocate...
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作者：Krishnamurthy, Vikram; Pareek, Udit
作者单位：University of British Columbia
摘要：This paper provides a relaxation of the sufficient conditions and an extension of the structural results for partially observed Markov decision processes (POMDPs) obtained by Lovejoy in 1987. Sufficient conditions are provided so that the optimal policy can be upper and lower bounded by judiciously chosen myopic policies. These myopic policy bounds are constructed to maximize the volume of belief states where they coincide with the optimal policy. Numerical examples illustrate these myopic bou...
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作者：Jain, Aditya; Rudi, Nils; Wang, Tong
作者单位：Indian School of Business (ISB); INSEAD Business School; National University of Singapore
摘要：Retailers facing uncertain demand can use observed sales to update demand estimates. However, such learning is limited by the amount of inventory carried; when demand exceeds inventory (i.e., when a stock-out event occurs), a retailer in general cannot observe actual demand. We propose using observations on the timing of sales occurrences in a Bayesian fashion to learn about demand, and we analyze this learning method for a multiperiod newsvendor setting. We find that, as previously shown with...
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作者：Jiang, Daniel R.; Powell, Warren B.
作者单位：Princeton University
摘要：Many sequential decision problems can be formulated as Markov decision processes (MDPs) where the optimal value function (or cost-to-go function) can be shown to satisfy a monotone structure in some or all of its dimensions. When the state space becomes large, traditional techniques, such as the backward dynamic programming algorithm (i. e., backward induction or value iteration), may no longer be effective in finding a solution within a reasonable time frame, and thus we are forced to conside...
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作者：Chen, Xi; Zhang, Jiawei; Zhou, Yuan
作者单位：New York University; New York University; New York University; NYU Shanghai; Massachusetts Institute of Technology (MIT)
摘要：We study the problem of how to design a sparse flexible process structure in a balanced and symmetrical production system to match supply with random demand more effectively. Our goal is to provide a sparsest design to achieve (1 - epsilon)-optimality relative to the fully flexible system. In a balanced system with n plants and n products, Chou et al. (2011) proved that there exists a graph expander with Omicron(n/epsilon) arcs to achieve (1 - epsilon)-optimality for every demand realization. ...
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作者：Bertsimas, Dimitris; Georghiou, Angelos
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：In recent years, decision rules have been established as the preferred solution method for addressing computationally demanding, multistage adaptive optimization problems. Despite their success, existing decision rules (a) are typically constrained by their a priori design and (b) do not incorporate in their modeling adaptive binary decisions. To address these problems, we first derive the structure for optimal decision rules involving continuous and binary variables as piecewise linear and pi...
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作者：Qi, Wei; Liang, Yong; Shen, Zuo-Jun Max
作者单位：Tsinghua University; Tsinghua University; University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要：Regions with abundant wind resources usually have no ready access to the existing electric grid. However, building transmission lines that instantaneously deliver all geographically distributed wind energy can be costly. Energy storage (ES) systems can help reduce the cost of bridging wind farms and grids and mitigate the intermittency of wind outputs. In this paper, we propose models of transmission network planning with colocation of ES systems. Our models determine the sizes and sites of ES...
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作者：Xu, Ying; Scheller-Wolf, Alan; Sycara, Katia
作者单位：Carnegie Mellon University; Carnegie Mellon University
摘要：We propose a static service differentiation policy for a single-server queueing system serving homogeneous customers. We show that by randomly assigning customers different service grades with different service rates, the average waiting time can be reduced without affecting the mean service time. Such differentiation introduces more service time variability, but it also creates information that enables the implementation of service rate-based scheduling, which mitigates the increased variance...
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作者：Kim, Kibaek; Mehrotra, Sanjay
作者单位：Northwestern University
摘要：We study the problem of integrated staffing and scheduling under demand uncertainty. This problem is formulated as a two-stage stochastic integer program with mixed-integer recourse. The here-and-now decision is to find initial staffing levels and schedules. The wait-and-see decision is to adjust these schedules at a time closer to the actual date of demand realization. We show that the mixed-integer rounding inequalities for the second-stage problem convexify the recourse function. As a resul...
