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作者：Goh, Joel; Bjarnadottir, Margret V.; Bayati, Mohsen; Zenios, Stefanos A.
作者单位：Harvard University; University System of Maryland; University of Maryland College Park; Stanford University
摘要：Postmarketing drug surveillance is the process of monitoring the adverse events of pharmaceutical or medical devices after they are approved by the appropriate regulatory authorities. Historically, such surveillance was based on voluntary reports by medical practitioners, but with the widespread adoption of electronic medical records and comprehensive patient databases, surveillance systems that utilize such data are of considerable interest. Unfortunately, existing methods for analyzing the d...
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作者：Ben-Tal, Aharon; Hazan, Elad; Koren, Tomer; Mannor, Shie
作者单位：Technion Israel Institute of Technology; Tilburg University; Princeton University; Technion Israel Institute of Technology
摘要：Robust optimization is a common optimization framework under uncertainty when problem parameters are unknown, but it is known that they belong to some given uncertainty set. In the robust optimization framework, a min-max problem is solved wherein a solution is evaluated according to its performance on the worst possible realization of the parameters. In many cases, a straightforward solution to a robust optimization problem of a certain type requires solving an optimization problem of a more ...
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作者：Bandi, Chaithanya; Bertsimas, Dimitris; Youssef, Nataly
作者单位：Northwestern University; Massachusetts Institute of Technology (MIT)
摘要：We propose an alternative approach for studying queues based on robust optimization. We model the uncertainty in the arrivals and services via polyhedral uncertainty sets, which are inspired from the limit laws of probability. Using the generalized central limit theorem, this framework allows us to model heavy-tailed behavior characterized by bursts of rapidly occurring arrivals and long service times. We take a worst-case approach and obtain closed-form upper bounds on the system time in a mu...
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作者：Jiang, Guangxin; Fu, Michael C.
作者单位：Tongji University; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park
摘要：Hong (2009) [Hong LJ (2009) Estimating quantile sensitivities. Oper. Res. 57(1):118-130.] introduced a general framework based on probability sensitivities and a conditional expectation relationship for estimating quantile sensitivities by infinitesimal perturbation analysis (IPA). We present an alternative more direct derivation of the IPA estimators that leads to simplified proofs for strong consistency and convergence rate of the unbatched estimator, and strong consistency and a central lim...
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作者：Shechter, Steven M.; Ghassemi, Farhad; Gocgun, Yasin; Puterman, Martin L.
作者单位：University of British Columbia; Amazon.com; Altinbas University
摘要：We consider the search for a target whose precise location is uncertain. The search region is divided into grid cells, and the searcher decides which cell to visit next and whether to search it quickly or slowly. A quick search of a cell containing the target may damage it, resulting in a failed search, or it may locate the target safely. If the target is not in the cell, the search continues over the remaining cells. If a slow search is performed on a cell, then the search ends in failure wit...
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作者：Baillon, Aurelien; Bleichrodt, Han; Cillo, Alessandra
作者单位：Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; Bocconi University; Bocconi University
摘要：This paper reports a new test of intransitive choice using individual measurements of regret-and similarity-based intransitive models of choice under uncertainty. Our test is tailor-made and uses subject-specific stimuli. Despite these features, we observed only a few intransitivities. A possible explanation for the poor predictive performance of intransitive choice models is that they only allow for interactions between acts. They exclude within-act interactions by retaining the assumption th...
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作者：Gupta, Diwakar; Mehrotra, Mili
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of Minnesota System; University of Minnesota Twin Cities
摘要：The Centers for Medicare and Medicaid Services (CMS) has introduced a bundled payments for care improvement (BPCI) initiative. Each bundle pertains to a specific medical condition, a set of linked services, and a length of time referred to as an episode of care. Proposers choose bundles, design service chains, and propose target values of quality metrics and payments per episode. Expert panels evaluate proposals based on CMS-announced relative weights, but there is no limit on the number of pr...
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作者：Reiman, Martin I.; Wang, Qiong
作者单位：Alcatel-Lucent; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Optimizing multiproduct assemble-to-order (ATO) inventory systems is a long-standing difficult problem. We consider ATO systems with identical component lead times and a general bill of materials. We use a related two-stage stochastic program (SP) to set a lower bound on the average inventory cost and develop inventory control policies for the dynamic ATO system using this SP. We apply the first-stage SP optimal solution to specify a base-stock replenishment policy, and the second-stage SP re...
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作者：Meng, Fanwen; Qi, Jin; Zhang, Meilin; Ang, James; Chu, Singfat; Sim, Melvyn
作者单位：Hong Kong University of Science & Technology; National University of Singapore
摘要：The admission of emergency patients in a hospital is unscheduled, urgent, and takes priority over elective patients, who are usually scheduled several days in advance. Hospital beds are a critical resource, and the management of elective admissions by enforcing quotas could reduce incidents of shortfall. We propose a distributionally robust optimization approach for managing elective admissions to determine these quotas. Based on an ambiguous set of probability distributions, we propose an opt...
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作者：Federgruen, Awi; Hu, Ming
作者单位：Columbia University; University of Toronto
摘要：We address a generic price competition model in an industry with an arbitrary number of competitors, each offering all or a subset of a given line of N products. The products are substitutes in the sense that the demand volume of each product weakly increases whenever the price of another product increases. The cost structure is linear, with arbitrary cost rates. Our demand model is the unique regular extension of a set of demand functions that are affine in a limited polyhedral subset of the ...
