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作者：Wang, Jialei; Clark, Scott C.; Liu, Eric; Frazier, Peter, I
作者单位：Cornell University
摘要：We consider parallel global optimization of derivative-free expensive-to-evaluate functions, and propose an efficient method based on stochastic approximation for implementing a conceptual Bayesian optimization algorithm proposed by Ginsbourger in 2008. At the heart of this algorithm is maximizing the information criterion called the multipoints expected improvement, or the q-EI. To accomplish this, we use infinitesimal perturbation analysis (IPA) to construct a stochastic gradient estimator a...
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作者：Shah, Virag; Gulikers, Lennart; Massoulie, Laurent; Vojnovic, Milan
作者单位：Uber Technologies, Inc.; University of London; London School Economics & Political Science
摘要：A matching in a two-sided market often incurs an externality: a matched resource may become unavailable to the other side of the market, at least for a while. This is especially an issue in online platforms involving human experts, as the expert resources are often scarce. The efficient utilization of experts in these platforms is made challenging by the fact that the information available about the parties involved is usually limited. To address this challenge, we develop a model of a task-ex...
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作者：Rahmaniani, Ragheb; Ahmed, Shabbir; Crainic, Teodor Gabriel; Gendreau, Michel; Rei, Walter
作者单位：University System of Georgia; Georgia Institute of Technology; Universite de Montreal; University of Quebec; University of Quebec Montreal; University of Quebec; University of Quebec Montreal; Universite de Montreal; Polytechnique Montreal; Universite de Montreal; Polytechnique Montreal
摘要：Many methods that have been proposed to solve large-scale mixed integer linear programing (MILP) problems rely on decomposition techniques. These methods exploit either the primal or the dual structure of the problem, yielding the Benders decomposition or Lagrangian dual decomposition methods. We propose a new and high-performance approach, called Benders dual decomposition (BDD), which combines the complementary advantages of both methods. The development of BDD is based on a specific reformu...
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作者：Candogan, Ozan; Drakopoulos, Kimon
作者单位：University of Chicago; University of Southern California
摘要：This paper studies information design in social networks. We consider a setting, where agents' actions exhibit positive local network externalities. There is uncertainty about the underlying state of the world, which impacts agents' payoffs. The platform can commit to a signaling mechanism that sends informative signals to agents upon realization of this uncertainty, thereby influencing their actions. Although this abstract setting has many applications, we discuss our results in the context o...
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作者：Dong, Jing; Perry, Ohad
作者单位：Columbia University; Northwestern University
摘要：Hospital-related queues have unique features that are not captured by standard queueing assumptions, necessitating the development of specialized models. In this paper, we propose a queueing model that takes into account the most salient features of queues associated with patient-flow dynamics in inpatient wards, including the need for a physician's approval to discharge patients and subsequent discharge delays. In this setting, fundamental quantities, such as the (effective) mean hospitalizat...
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作者：Walteros, Jose L.; Buchanan, Austin
作者单位：State University of New York (SUNY) System; University at Buffalo, SUNY; Oklahoma State University System; Oklahoma State University - Stillwater
摘要：To this day, the maximum clique problem remains a computationally challenging problem. Indeed, despite researchers' best efforts, there exist unsolved benchmark instances with 1,000 vertices. However, relatively simple algorithms solve real-life instances with millions of vertices in a few seconds. Why is this the case? Why is the problem apparently so easy in many naturally occurring networks? In this paper, we provide an explanation. First, we observe that the graph's clique number. is very ...
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作者：Aflaki, Arian; Feldman, Pnina; Swinney, Robert
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Boston University; Duke University
摘要：Pricing over multiple periods under forward-looking, strategic consumer purchasing behavior has received significant recent research attention; however, whether consumers actually benefit from this behavior and would voluntarily choose to be strategic has not been previously considered. We explore this question by developing a model of endogenous time preferences, consistent with microeconomic theories of boundedly rational intertemporal decision making, in which consumers choose to become str...
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作者：Adelman, Daniel
作者单位：University of Chicago
摘要：The Centers for Medicare and Medicaid Services (CMS) star rating methodology for publicly evaluating hospitals uses a latent variable model that is based on the presumption of a single, but unobservable, hospital-specific quality factor shared across a group of performance measures. Performance measures are given higher weight if they statistically appear to be more strongly correlated with this hidden factor. We show how this approach, when applied to measures that are weakly or not correlate...
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作者：Ghosal, Shubhechyya; Wiesemann, Wolfram
作者单位：Imperial College London
摘要：We study a variant of the capacitated vehicle routing problem (CVRP), which asks for the cost-optimal delivery of a single product to geographically dispersed customers through a fleet of capacity-constrained vehicles. Contrary to the classical CVRP, which assumes that the customer demands are deterministic, we model the demands as a random vector whose distribution is only known to belong to an ambiguity set. We then require the delivery schedule to be feasible with a probability of at least ...
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作者：Azizan, Navid; Su, Yu; Dvijotham, Krishnamurthy; Wierman, Adam
作者单位：California Institute of Technology
摘要：We consider a market run by an operator who seeks to satisfy a given consumer demand for a commodity by purchasing the needed amount from a group of competing suppliers with nonconvex cost functions. The operator knows the suppliers' cost functions and announces a price/payment function for each supplier, which determines the payment to that supplier for producing different quantities. Each supplier then makes an individual decision about how much to produce, in order to maximize its own profi...
