Operations Research

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• Online Demand Fulfillment Problem with Initial Inventory Placement: A Regret Analysis AI翻译
  作者：Arlotto, Alessandro; Keskin, Irem Nur; Wei, Yehua
  作者单位：Duke University
  摘要：We study a joint inventory placement and online fulfillment model. In the beginning, the inventory is distributed to different warehouses. At each subsequent period, an order arrives from one of the demand regions, and the decision maker makes an irrevocable decision: whether to accept or reject the order and, if accepted, from which warehouse to fulfill it. To study this problem, we introduce the notion of joint (placement and fulfillment) regret, the regret of a given inventory placement and...
• Reusing Historical Trajectories in Natural Policy Gradient via Importance Sampling: Convergence and Convergence Rate AI翻译
  作者：Lin, Yifan; Wang, Yuhao; Zhou, Enlu
  作者单位：University System of Georgia; Georgia Institute of Technology
  摘要：This article may be used only for the purposes of research, teaching, and/or private study. Commercial use or systematic downloading (by robots or other automatic processes) is prohibited without explicit Publisher approval, unless otherwise noted. For more information, contact permissions@informs.org. The Publisher does not warrant or guarantee the article's accuracy, completeness, merchantability, fitness inclusion of an advertisement in this article, neither constitutes nor implies a guaran...
• A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy AI翻译
  作者：Aid, Rene; Basei, Matteo; Ferrarid, Giorgio
  作者单位：Universite PSL; Universite Paris-Dauphine; Institut Polytechnique de Paris; ENSTA Paris; University of Bielefeld
  摘要：We consider a mean-field model of firms competing a` la Cournot on a commodity market, where the commodity price is given in terms of a power inverse demand function of the industry-aggregate production. Investment is irreversible and production capacity depreciates at a constant rate. Production is subject to Gaussian productivity shocks, whereas large nonanticipated macroeconomic events driven by a two-state continuous-time Markov chain can change the volatility of the shocks, as well as the...
• Coordinate Partitioning for Difficult Euclidean Max-Sum Diversity Problems AI翻译
  作者：Spiers, Sandy; Bui, Hoa T.; Loxton, Ryan
  摘要：The Euclidean max-sum diversity problem becomes substantially more difficult as the number of coordinates increases despite the number of decision variables not changing. In this paper, we overcome this complexity by constructing a new set of locations whose squared Euclidean distances equal that of the original. Using squared distances allows the objective function to be decomposed into the sum of pairwise distances within each coordinate. A partition set of the coordinates is then used to en...
• Epidemic Forecasting on Networks: Bridging Local Samples with Global Outcomes AI翻译
  作者：Alimohammadi, Yeganeh; Borgs, Christian; van der Hofstad, Remco; Saberi, Amin
  作者单位：University of Southern California; University of California System; University of California Berkeley; Eindhoven University of Technology; Stanford University
  摘要：We study susceptible-infected (SI), susceptible-infected-removed (SIR), and related epidemic models in which infected individuals transition to an absorbing state, such as recovery or permanent infectiousness. In addition to infectious diseases, these models are used for studying the diffusion of innovations in which new behaviors, opinions, conventions, and technologies propagate from person to person through a social network. We focus on the key challenge of forecasting epidemic trajectory a...
• Planning a Community Approach to Diabetes Care in Low-and Middle-Income Countries Using Optimization AI翻译
  作者：Adams, Katherine B.; Boutilier, Justin J.; Deo, Sarang; Mintz, Yonatan
  作者单位：University of Texas System; University of Texas at San Antonio; University of Ottawa; Indian School of Business (ISB); University of Wisconsin System; University of Wisconsin Madison
  摘要：Diabetes is a global health priority, especially in low-and middle-income countries, where over 50% of premature deaths are attributed to high blood glucose. Community health worker (CHW) programs can provide affordable and culturally tailored solutions for early detection and management of diabetes. We introduce an optimization framework to determine personalized CHW visits that maximize glycemic control at a community level. Our framework explicitly models the trade-off between screening new...
• Dynamic Programming in Ordered Vector Space AI翻译
  作者：Peng, Chengyuan; Stachurski, John
  作者单位：Capital University of Economics & Business; National Graduate Institute for Policy Studies
  摘要：New approaches to the theory of dynamic programming view dynamic programs as families of policy operators acting on partially ordered sets. In this paper, we extend these ideas by shifting from arbitrary partially ordered sets to ordered vector spaces. The integrated algebraic and order structure in such spaces leads to sharper fixed-point results. These fixed-point results can then be exploited to obtain optimality properties. We illustrate our results through applications ranging from firm m...
• Continuity, Uniqueness, and Long-Term Behavior of Nash Flows over Time AI翻译
  作者：Olver, Neil; Sering, Leon; Koch, Laura Vargas
  作者单位：University of London; London School Economics & Political Science; RWTH Aachen University
  摘要：We consider a dynamic model of traffic that has received a lot of attention in the past few years. Users control infinitesimal flow particles aiming to travel from an origin to a destination as quickly as possible. Flow patterns vary over time, and congestion effects are modeled via queues, which form whenever the inflow into a link exceeds its capacity. Despite lots of interest, some very basic questions remain open in this model. We resolve a number of them in the single-commodity setting: (...
• Reducing Manual Labeling Effort in Imbalanced Data Sets: Active Learning for Detecting Illicit Massage Business Reviews AI翻译
  作者：Tobey, Margaret; Mayorga, Maria E.; Bosisto, Sherrie; Ozaltin, Osman Y.
  作者单位：North Carolina State University
  摘要：Human trafficking investigators face challenges when processing the sheer volume of publicly available online data. Natural language processing (NLP) models can assist in identifying evidence of exploitation in text data, such as business reviews. However, the scarcity of large and accurately labeled training data sets hinders the potential for NLP-based detection algorithms. Labeling data sets related to human trafficking is challenging because identifying indicators of trafficking requires d...
• Funding the Real Deal: Dynamic Moral Hazard with Adverse Selection AI翻译
  作者：Tian, Feng; Zhang, Feifan; Sun, Peng; Duenyas, Izak
  作者单位：University of Hong Kong; Duke University; University of Michigan System; University of Michigan
  摘要：We study dynamic contracts that incentivize an agent to exert effort to increase the arrival rate of a Poisson breakthrough, where both the effort cost and the effort level at any time are the agent's private information. Optimally, the principal offers a menu of contracts, each tailored to an agent type (with a different effort cost), specifying an initial payment, a contract deadline, and a payment-upon-arrival process over time. We first fully characterize the optimal contract menu in a two...