Operations Research

最新文章

• Technical Note-The Multinomial Logit Model with Sequential Offerings: Algorithmic Frameworks for Product Recommendation Displays AI翻译
  作者：Feldman, Jacob; Segev, Danny
  作者单位：Washington University (WUSTL); Tel Aviv University
  摘要：In this paper, we consider the assortment problem under the multinomial logit (MNL) model with sequential offerings recently proposed by Liu et al. [INFORMS J. Comput., 2020] to capture a multitude of applications, ranging from appointment scheduling in hospitals, restaurants, and fitness centers to product recommendations in e-commerce settings. In this problem, the purchasing dynamics of customers sequentially unfold over T stages. Within each stage, the retailer selects an assortment of pro...
• Multiproduct Pricing with Discrete Price Sets AI翻译
  作者：Manchiraju, Chandrasekhar; Dawande, Milind; Janakiraman, Ganesh
  作者单位：University of Texas System; University of Texas Dallas
  摘要：We study a multiproduct pricing problem in which the prices of the products are restricted to discrete and finite sets. The demand for a product is a function of the prices of all the products. The prices of the products can be changed through time, subject to the aggregate consumption of each resource not exceeding its availability over the planning horizon. The focus of our work is the deterministic variant of this problem (wherein customer-arrival rates are deterministic), which is a key su...
• Scheduling Parallel-Task Jobs Subject to Packing and Placement Constraints AI翻译
  作者：Shafiee, Mehrnoosh; Ghaderi, Javad
  作者单位：Columbia University
  摘要：Motivated bymodern parallel computing applications, we consider the problem of scheduling parallel-task jobs with heterogeneous resource requirements in a cluster of machines. Each job consists of a set of tasks that can be processed in parallel; however, the job is considered completed only when all its tasks finish their processing, which we refer to as the synchronization constraint. Furthermore, assignment of tasks to machines is subject to placement constraints, that is, each task can be ...
• Strategic Workforce Planning Under Uncertainty AI翻译
  作者：Jaillet, Patrick; Loke, Gar Goei; Sim, Melvyn
  作者单位：Massachusetts Institute of Technology (MIT); Erasmus University Rotterdam - Excl Erasmus MC; Erasmus University Rotterdam; National University of Singapore
  摘要：The workforce planning problem of hiring, dismissing, and promoting has been the perennial difficulty of Human Resource (HR) management. To cope with uncertain attrition, we propose a new approach of finding a course of action that safeguards against violating organizational target-meeting constraints, such as productivity, budget, headcount, dismissal threshold, and managerial span of control. As such, this approach leads to a tractable conic optimization model that minimizes a decision crite...
• Spatio-Temporal Pricing for Ridesharing Platforms AI翻译
  作者：Ma, Hongyao; Fang, Fei; Parkes, David C.
  作者单位：Columbia University; Carnegie Mellon University; Harvard University
  摘要：Ridesharing platforms match drivers and riders to trips, using dynamic prices to balance supply and demand. A challenge is to set prices that are appropriately smooth in space and time, so that drivers with the flexibility to decide how to work will nevertheless choose to accept their dispatched trips rather than drive to another area or wait for higher prices or a better trip. In this work, we propose a complete information model that is simple yet rich enough to incorporate spatial imbalance...
• Continuous Patrolling Games AI翻译
  作者：Alpern, Steve; Bui, Thuy; Lidbetter, Thomas; Papadaki, Katerina
  作者单位：University of Warwick; Rutgers University System; Rutgers University Newark; Rutgers University New Brunswick; University of Virginia; University of London; London School Economics & Political Science
  摘要：We study a patrolling game played on a network Q, considered as a metric space. The Attacker chooses a point of Q (not necessarily a node) to attack during a chosen time interval of fixed duration. The Patroller chooses a unit speed path on Q and intercepts the attack (and wins) if she visits the attacked point during the attack-time interval. This zero-sum game models the problem of protecting roads or pipelines from an adversarial attack. The payoff to the maximizing Patroller is the probabi...
• Effects of Reactive Capacity on Product Quality and Firm Profitability in an Uncertain Market AI翻译
  作者：Jiang, Baojun; Tian, Lin
  作者单位：Washington University (WUSTL); Fudan University
  摘要：In many supply chains, the brand-owning retailer designs product quality and decides the retail price but often outsources its production to suppliers. For products with a short selling season, low reactive capacity in the supply chain requires the supplier to carry out production before the selling season; but the uncertain market demand creates risks of stockout or excess inventory. Suppliers' reactive capacity and demand uncertainty can influence brand owners' product pricing and quality de...
• Dynamic Double Auctions: Toward First Best AI翻译
  作者：Balseiro, Santiago R.; Mirrokni, Vahab; Leme, Renato Paes; Zuo, Song
  作者单位：Columbia University; Alphabet Inc.; Google Incorporated
  摘要：We study the problem of designing dynamic double auctions for two-sided markets in which a platform intermediates the trade between one seller offering independent items to multiple buyers, repeatedly over a finite horizon, when agents have private values. Motivated by online platforms for advertising, ride-sharing, and freelancing markets, we seek to design mechanisms satisfying the following properties: no positive transfers, that is, the platform never asks the seller to make payments nor a...
• Scalable Reinforcement Learning for Multiagent Networked Systems AI翻译
  作者：Qu, Guannan; Wierman, Adam; Li, Na
  作者单位：Carnegie Mellon University; California Institute of Technology; Harvard University
  摘要：We study reinforcement learning (RL) in a setting with a network of agents whose states and actions interact in a local manner where the objective is to find localized policies such that the (discounted) global reward is maximized. A fundamental challenge in this setting is that the state-action space size scales exponentially in the number of agents, rendering the problem intractable for large networks. In this paper, we propose a scalable actor critic (SAC) framework that exploits the networ...
• Dual Bounds for Periodical Stochastic Programs AI翻译
  作者：Shapiro, Alexander; Cheng, Yi
  作者单位：University System of Georgia; Georgia Institute of Technology
  摘要：In this paper, we discuss construction of the dual of a periodical formulation of infinite-horizon linear stochastic programs with a discount factor. The dual problem is used for computing a deterministic upper bound for the optimal value of the considered multistage stochastic program. Numerical experiments demonstrate behavior of that upper bound, especially when the discount factor is close to one.