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作者：Long, Zhenghua; Zhang, Hailun; Zhang, Jiheng; Zhang, Zhe George
作者单位：Nanjing University; Shenzhen Research Institute of Big Data; The Chinese University of Hong Kong, Shenzhen; Hong Kong University of Science & Technology; Western Washington University; Simon Fraser University
摘要：We study the optimal control of a queueing model with a single customer class and heterogeneous server pools. The main objective is to strike a balance between the holding cost of the queue and the operating costs of the server pools. We introduce a target-allocation policy, which assigns higher priority to the queue or pools without enough customers for general cost functions. Although we can prove its asymptotic optimality, implementation requires solving a nonlinear optimization problem. Wh...
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作者：Javanmard, Adel; Mehrabi, Mohammad
作者单位：University of Southern California
摘要：Over the past few years, several adversarial training methods have been proposed to improve the robustness of machine learning models against adversarial perturbations in the input. Despite remarkable progress in this regard, adversarial training is often observed to drop the standard test accuracy. This phenomenon has intrigued the research community to investigate the potential tradeoff between standard accuracy (a.k.a generalization) and robust accuracy (a.k.a robust generalization) as two ...
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作者：Simchowitz, Max; Slivkins, Aleksandrs
作者单位：Massachusetts Institute of Technology (MIT)
摘要：How do you incentivize self-interested agents to explore when they prefer to exploit? We consider complex exploration problems, where each agent faces the same (but unknown) Markov decision process (MDP). In contrast with traditional formulations of reinforcement learning, agents control the choice of policies, whereas an algorithm can only issue recommendations. However, the algorithm controls the flow of information, and can incentivize the agents to explore via information asymmetry. We des...
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作者：Bai, Yicheng; Feldman, Jacob; Segev, Danny; Topaloglu, Huseyin; Wagner, Laura
作者单位：Washington University (WUSTL); Tel Aviv University; Universidade Catolica Portuguesa
摘要：In this paper, we introduce the Multi-Purchase Multinomial Logit choice model, which extends the random utility maximization framework of the classical Multinomial Logit model to a multiple-purchase setting. In this model, customers sample random utilities for each offered product as in the Multinomial Logit model. However, rather than focusing on a single product, they concurrently sample a budget parameter M , which indicates the maximum number of products that the customer is willing to pur...
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作者：Pham, Manh; Simar, Leopold; Zelenyukc, Valentin
作者单位：University of Queensland; Universite Catholique Louvain; University of Queensland; University of Queensland
摘要：The Malmquist productivity index (MPI) has gained popularity among studies on the dynamic change of productivity of decision-making units (DMUs). In practice, this index is frequently reported at aggregate levels (e.g., public and private firms) in the form of simple, equally weighted arithmetic or geometric means of individual MPIs. A number of studies emphasize that it is necessary to account for the relative importance of individual DMUs in the aggregations of indices in general and of the ...
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作者：Chen, Zhi; Kuhn, Daniel; Wiesemann, Wolfram
作者单位：City University of Hong Kong; Imperial College London
摘要：We provide an exact deterministic reformulation for data-driven, chanceconstrained programs over Wasserstein balls. For individual chance constraints as well as joint chance constraints with right-hand-side uncertainty, our reformulation amounts to a mixed-integer conic program. In the special case of a Wasserstein ball with the 1-norm or the ???-norm, the cone is the nonnegative orthant, and the chance-constrained program can be reformulated as a mixed-integer linear program. Our reformulatio...
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作者：Wang, Shouqiang; de Vericourt, Francis; Sun, Peng
作者单位：University of Texas System; University of Texas Dallas; European School of Management & Technology; Duke University
摘要：In this paper, we explore how to uncover an adverse issue that may occur in organizations with the capability to evade detection. To that end, we formalize the problem of designing efficient auditing and remedial strategies as a dynamic mechanism design model. In this setup, a principal seeks to uncover and remedy an issue that occurs to an agent at a random point in time and that harms the principal if not addressed promptly. Only the agent observes the issue's occurrence, but the principal m...
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作者：[Anonymous]
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作者：Koulamas, Christos; Kyparisis, George; Pinedo, Michael; Wan, Guohua
作者单位：State University System of Florida; Florida International University; New York University; Shanghai Jiao Tong University
摘要：Leung et al. (2010) [Leung JY-T, Pinedo M, Wan G (2010) Competitive two-agent scheduling and its applications. Oper. Res. 58:458-469] considered a two-agent nonpreemp-tive single-machine scheduling problem. Agent A is responsible for n1 jobs with due dates d1,...,dn and has as the objective the minimization of the total tardiness of the n1 jobs. Agent B is responsible for n2 jobs and has as the objective the minimization of the total completion time of the n2 jobs. The problem is to find a sch...
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作者：Kondratev, Aleksei Y.; Ianovski, Egor; Nesterov, Alexander S.
作者单位：HSE University (National Research University Higher School of Economics)
摘要：Scoring rules are widely used to rank athletes in sports and candidates in elections. Each position in each individual ranking is worth a certain number of points; the total sum of points determines the aggregate ranking. The question is how to choose a scoring rule for a specific application. First, we derive a one-parameter family with geometric scores that satisfies two principles of independence: once an extremely strong or weak candidate is removed, the aggregate ranking ought to remain i...
