Operations Research

最新文章

• Asymmetries of Service: Interdependence and Synchronicity AI翻译
  作者：Daw, Andrew; Yom-Tov, Galit B.
  作者单位：University of Southern California; Technion Israel Institute of Technology
  摘要：On many dimensions, services can be seen to exist along spectra measuring the degree of interaction between customer and agent. For instance, every interaction features some number of contributions by each of those two sides, creating a spectrum of interdependence. Additionally, each interaction is further characterized by the relative pacing of these contributions, implying a spectrum of synchronicity. Where a service falls on such spectra can be a consequence of its design, but it can also b...
• Beyond Discounted Returns: Robust Markov Decision Processes with Average and Blackwell Optimality AI翻译
  作者：Grand-Clement, Julien; Petrik, Marek; Vieille, Nicolas
  作者单位：University System Of New Hampshire; University of New Hampshire
  摘要：Robust Markov decision processes (RMDPs) are a widely used framework for sequential decision-making under parameter uncertainty. RMDPs have been studied extensively when the objective was to maximize the discounted return, but little is known for average optimality (optimizing the long-run average of the rewards obtained over time) and Blackwell optimality (remaining discount optimal for all discount factors sufficiently close to 1). In this paper, we prove several foundational results for RMD...
• Active Learning for Nonparametric Choice Models AI翻译
  作者：Susan, Fransisca; Golrezaei, Negin; Emamjomeh-Zadeh, Ehsan; Kempe, David
  作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of Southern California
  摘要：We study the problem of actively learning a nonparametric choice model based on consumers' decisions. We present a negative result showing that such choice models may not be identifiable. To overcome the identifiability problem, we introduce a directed acyclic graph (DAG) representation of the choice model. This representation provably encodes all the information about the choice model that can be inferred from the available data, in the sense that it permits computing all choice probabilities...
• Optimal Allocation of Limited Inventory Among Multiclass Customers with Finite Populations AI翻译
  作者：Ge, Puyao; Kulkarni, Vidyadhar G.; Swaminathan, Tayashankar M.
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine; University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina School of Medicine
  摘要：We consider the problem of allocating a single type of resource with limited supply to distinct groups, each with a finite population and characterized by a unique reward and arrival rate. We develop a stochastic model and formulate the problem as a Markov decision process. We study the structural properties of the optimal value function and derive the optimal allocation policy. Contrary to the conventional approach of incrementally extending access to groups of lower priority over time, our f...
• E-Commerce Order Fulfillment Problem with Limited Time Window AI翻译
  作者：Zhou, Quan; Gumus, Mehmet; Miao, Sentao
  作者单位：McGill University; University of Colorado System; University of Colorado Boulder
  摘要：We explore the optimization of the middle-mile fulfillment process in the context of e-commerce. In collaboration with a prominent e-commerce retailer in North America specializing in electronics and computer products, we develop a stochastic optimization problem to demonstrate how an efficient middle mile can alleviate strain on the critical last mile, leading to cost reduction and improved performance. First, we prove that the optimal policy is of a state-dependent threshold type. However, c...
• Multi-item Online Order Fulfillment in a Two-Layer Network AI翻译
  作者：Zhao, Yanyang; Wang, Xinshang; Xin, Linwei
  作者单位：University of Chicago; Alibaba Group
  摘要：The global e-commerce boom has driven rapid expansion of fulfillment infrastructure, with e-retailers building more warehouses to offer faster deliveries. However, fulfillment costs have surged over the past decade. This paper addresses the problem of minimizing these costs, where an e-retailer must decide in real time which warehouse(s) will fulfill each order, considering inventory constraints. Orders can be split among warehouses at an additional cost. We focus on a regional distribution ce...
• Better Regularization for Sequential Decision Spaces: Fast Convergence Rates for Nash, Correlated, and Team Equilibria AI翻译
  作者：Farina, Gabriele; Kroer, Christian; Sandholm, Tuomas
  作者单位：Columbia University; Carnegie Mellon University
  摘要：We study the application of iterative first-order methods to the problem of computing equilibria of large-scale extensive-form games. First-order methods must typically be instantiated with a regularizer that serves as a distance-generating function (DGF) for the decision sets of the players. In this paper, we introduce a new weighted entropy-based distance-generating function. We show that this function is equivalent to a particular set of new weights for the dilated entropy distance-generati...
• Short-Lived High-Volume Bandits AI翻译
  作者：Jia, Su; Li, Andrew; Ravi, R.; Oli, Nishant; Duff, Paul; Anderson, Ian
  作者单位：Amazon.com; Carnegie Mellon University
  摘要：Modern platforms leverage randomized experiments to make informed decisions from a given set of items (treatment arms). As a particularly challenging scenario, these items can (i) arrive in a high volume, with thousands of new items being released per hour, and (ii) have a short lifetime due to their transient nature. We study a Bayesian multiple-play bandit problem that encapsulates the key features of this scenario. In each round, a set of arms arrives. Each arm has a lifetime w and an unkno...
• Dual Sourcing Made Easy: Distributionally Robust Optimization of Inventory Systems Under Independent Demand AI翻译
  作者：Jiang, Songchen; Li, Zhaolin; Bi, Sheng; Teo, Chung-Piaw; Huang, Min
  作者单位：Northeastern University - China; National University of Singapore; University of Sydney; Shanghai University of Finance & Economics
  摘要：We generalize Scarf's classical min-max newsvendor model from a singleperiod setting to a multiperiod inventory system with independent demand across periods. This extension leverages mean-variance analysis to capture the dynamic effects of lead times, yielding closed-form expressions for the optimal base-stock level. As a concrete application, we study a single-product, dual-sourcing system with constant lead times and backlogging. We show that the optimal tailored base-surge policy admits a ...
• Preservation of Multimodularity: New Results and Applications AI翻译
  作者：Wang, Tong; Xiao, Li; Xu, Fen
  作者单位：City University of Hong Kong; University of Macau; Huazhong University of Science & Technology
  摘要：This paper establishes two new preservation results of multimodularity for two classes of resource allocation problems, where multiple resources can be used to satisfy multiple demands. Our results show that if allocation priorities between multiple resources and demands are determined by several marginal cost/value inequalities of the objective function, then the multimodularity and marginal cost/value inequalities are both preserved after optimization. We demonstrate their applications to se...