Operations Research

最新文章

• Integrated Ad Delivery Planning for Targeted Display Advertising AI翻译
  作者：Shen, Huaxiao; Li, Yanzhi; Chen, Youhua (Frank); Pan, Kai
  作者单位：Sun Yat Sen University; City University of Hong Kong; Hong Kong Polytechnic University
  摘要：Consider a publisher of online display advertising that sells its ad resources in both an up-front market and a spot market. When planning its ad delivery, the publisher needs to make a trade-off between earning a greater short-term profit from the spot market and improving advertising effectiveness in the up-front market. To address this challenge, we propose an integrated planning model that is robust to the uncertainties associated with the supply of advertising resources. Specifically, we ...
• A Repeated Route-then-Schedule Approach to Coordinated Vehicle Platooning: Algorithms, Valid Inequalities and Computation AI翻译
  作者：Luo, Fengqiao; Larson, Jeffrey
  作者单位：Northwestern University; United States Department of Energy (DOE); Argonne National Laboratory
  摘要：Platooning of vehicles is a promising approach for reducing fuel consumption, increasing vehicle safety, and using road space more efficiently. We consider the important, but difficult, problem of assigning optimal routes and departure schedules to a collection of vehicles. We propose an iterative route-then-schedule heuristic for centralized planning that quickly converges to high-quality solutions. We also propose and analyze a collection of valid inequalities for the individual problems of ...
• A Large-Scale Optimization Model for Replicating Portfolios in the Life Insurance Industry AI翻译
  作者：Adelmann, Maximilian; Fernandez-Arjona, Lucio; Mayer, Janos; Schmedders, Karl
  作者单位：University of Zurich; International Institute for Management Development (IMD)
  摘要：Replicating portfolios have emerged as an important tool in the life insurance industry, used for the valuation of companies' liabilities. This paper describes the replicating portfolio (RP) model used to approximate life insurance liabilities in a large global insurance company. We describe the challenges presented by the latest solvency regimes in Europe and how the RP model enables this company to comply with the Swiss Solvency Test. The model minimizes the L-1 error between the discounted ...
• OR Practice-Data Analytics for Optimal Detection of Metastatic Prostate Cancer AI翻译
  作者：Merdan, Selin; Barnett, Christine L.; Denton, Brian T.; Montie, James E.; Miller, David C.
  作者单位：University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
  摘要：We used data-analytics approaches to develop, calibrate, and validate predictive models, to help urologists in a large statewide collaborative make prostate cancer staging decisions on the basis of individual patient risk factors. The models were validated using statistical methods based on bootstrapping and evaluation on out-of-sample data. These models were used to design guidelines that optimally weigh the benefits and harms of radiological imaging for the detection of metastatic prostate c...
• The Shortest Path Interdiction Problem with Randomized Interdiction Strategies: Complexity and Algorithms AI翻译
  作者：Holzmann, Tim; Smith, J. Cole
  作者单位：United States Department of Defense; United States Air Force; Air Force Institute of Technology (AFIT); Syracuse University
  摘要：Shortest-path interdiction problems involve a leader and a follower playing a zero-sum game over a directed network. The leader interdicts a set of arcs, and arc costs increase as a function of the number of times they are interdicted. The follower observes the leader's actions and selects a shortest path in response. The leader's optimal interdiction strategy maximizes the follower's minimum-cost path. In classic formulations of these problems, the leader's interdiction actions are determinis...
• Pricing and Optimization in Shared Vehicle Systems: An Approximation Framework AI翻译
  作者：Banerjee, Siddhartha; Freund, Daniel; Lykouris, Thodoris
  作者单位：Cornell University; Massachusetts Institute of Technology (MIT)
  摘要：Optimizing shared vehicle systems (bike-/scooter-/car-/ride-sharing) are more challenging compared with traditional resource allocation settings because of the presence of complex network externalities-changes in the demand/supply at any location affect future supply throughout the system within short timescales. These externalities are well captured by steady-state Markovian models, which are therefore widely used to analyze such systems. However, using such models to design pricing and other...
• Branch-Price-and-Cut Algorithms for the Vehicle Routing Problem with Stochastic and Correlated Travel Times AI翻译
  作者：Rostami, Borzou; Desaulniers, Guy; Errico, Fausto; Lodi, Andrea
  作者单位：Wilfrid Laurier University; Universite de Montreal; Polytechnique Montreal; Universite de Montreal; Polytechnique Montreal; Universite de Montreal; University of Quebec; Ecole de Technologie Superieure - Canada; Universite de Montreal
  摘要：In this paper, we consider a version of the capacitated vehicle routing problem (CVRP) where travel times are assumed to be uncertain and statistically correlated (CVRP-SCT). In particular, we suppose that travel times follow a multivariate probability distribution whose first and second moments are known. The main purpose of the CVRP-CST is to plan vehicle routes whose travel times are reliable, in the sense that observed travel times are not excessively dispersed with respect to their expect...
• Competitive Investment with Bayesian Learning: Choice of Business Size and Timing AI翻译
  作者：Sunar, Nur; Yu, Siyun; Kulkarni, Vidyadhar G.
  作者单位：University of North Carolina; University of North Carolina Chapel Hill; Uber Technologies, Inc.; University of North Carolina; University of North Carolina Chapel Hill
  摘要：Motivated by the challenges faced by firms entering an unknown market, we study a strategic investment problem in a duopoly setting. The favorableness of the market is unknown to both firms, but firms have prior information about it. A leader invests first by choosing its investment size. Then, in a continuous-time Bayesian setting, a competitive follower dynamically learns about the favorableness of the market by observing the leader's earnings and chooses its investment size and timing. In t...
• Technical Note-Dynamic Data-Driven Estimation of Nonparametric Choice Models AI翻译
  作者：Nam Ho-Nguyen; Kilinc-Karzan, Fatma
  作者单位：University of Sydney; Carnegie Mellon University
  摘要：We study nonparametric estimation of choice models, which was introduced to alleviate unreasonable assumptions in traditional parametric models and is prevalent in several application areas. Existing literature focuses only on the static observational setting where all of the observations are given up front and lacks algorithms that provide explicit convergence rate guarantees or an a priori analysis for the model accuracy versus sparsity trade-off on the actual estimated model returned. As op...
• Dynamic Server Assignment in Multiclass Queues with Shifts, with Applications to Nurse Staffing in Emergency Departments AI翻译
  作者：Chan, Carri W.; Huang, Michael; Sarhangian, Vahid
  作者单位：Columbia University; University of Toronto
  摘要：Many service systems are staffed by workers who work in shifts. In this article, we study the dynamic assignment of servers to different areas of a service system at the beginning of discrete time intervals, namely, shifts. The ability to reassign servers at discrete intervals, rather than continuously, introduces a partial flexibility that provides an opportunity for reducing the expected waiting time of customers. The problem is primarily motivated by an application to nurse staffing in emer...