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作者：Ashlagi, Itai; Saberi, Amin; Shameli, Ali
作者单位：Stanford University
摘要：We generalize the serial dictatorship (SD) and probabilistic serial (PS) mechanism for assigning indivisible objects (seats in a school) to agents (students) to accommodate distributional constraints. Such constraints are motivated by equity considerations. Our generalization of SD maintains several of its desirable properties, including strategyproofness, Pareto optimality, and computational tractability, while satisfying the distributional constraints with a small error. Our generalization o...
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作者：Wang, Jinting; Wang, Zhongbin; Liu, Yunan
作者单位：Central University of Finance & Economics; Nankai University; Beijing Jiaotong University; North Carolina State University
摘要：In this article, we introduce a service grade differentiation policy for queueing models with customer retrials. We show that the average waiting time can be reduced through strategically allocating the rates of service and retrial times without needing additional service capacity. Countering to the intuition that higher service variability usually yields a larger delay, we show that the benefits of our simultaneous service-and-retrial differentiation policy outweigh the impact of the increase...
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作者：Modaresi, Sajad; Saure, Denis; Vielma, Juan Pablo
作者单位：University of North Carolina; University of North Carolina Chapel Hill; Universidad de Chile; Massachusetts Institute of Technology (MIT)
摘要：We study dynamic decision making under uncertainty when, at each period, a decision maker implements a solution to a combinatorial optimization problem. The objective coefficient vectors of said problem, which are unobserved before implementation, vary from period to period. These vectors, however, are known to be random draws from an initially unknown distribution with known range. By implementing different solutions, the decision maker extracts information about the underlying distribution b...
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作者：Hassin, Refael; Snitkovsky, Ran I.
作者单位：Tel Aviv University
摘要：Naor's celebrated paper studies customer decisions in an observable M/M/1 queue in which joining-customers utility is linearly decreasing with the joining position. Naor derives the optimal threshold strategies for the individuals, social planner, and monopolist and proves that the monopoly optimal threshold is (weakly) smaller than the socially optimal threshold, which is (weakly) smaller than the individually optimal one. Studies show, based on numerical observations and/or ad hoc proof tech...
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作者：Bertazzi, Luca; Secomandi, Nicola
作者单位：University of Brescia; Carnegie Mellon University
摘要：The extant literature on the vehicle routing problem with stochastic demands indicates that the restocking strategy yields moderate percentage expected cost reductions relative to the a priori approach but lacks theoretical support for this improvement. We conduct a worst-case analysis that corroborates the observed restocking benefits and enhances our understanding of a foundational model in logistics under uncertainty.
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作者：Zhang, Heng; Rusmevichientong, Paat; Topaloglu, Huseyin
作者单位：University of Southern California
摘要：We consider uncapacitated and capacitated assortment problems under the paired combinatorial logit model, where the goal is to find a set of products to offer to maximize the expected revenue obtained from a customer. In the uncapacitated setting, we can offer any set of products, whereas in the capacitated setting, there is an upper bound on the number of products that we can offer. We establish that even the uncapacitated assortment problem is strongly NP-hard. To develop an approximation fr...
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作者：Clarkson, Jake; Glazebrook, Kevin D.; Lin, Kyle Y.
作者单位：Lancaster University; Lancaster University; United States Department of Defense; United States Navy; Naval Postgraduate School
摘要：An object is hidden in one of several discrete locations according to some known probability distribution, and the goal is to discover the object in the minimum expected time by successive searches of individual locations. If there is only one way to search each location, this search problem is solved using Gittins indices. Motivated by modern search technology, we extend earlier work to allow two modes-fast and slow-to search each location. The fast mode takes less time, but the slow mode is ...
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作者：Lozano, Leonardo; Bergman, David; Smith, J. Cole
作者单位：University System of Ohio; University of Cincinnati; University of Connecticut; Syracuse University
摘要：The application of decision diagrams in combinatorial optimization has proliferated in the last decade. In recent years, authors have begun to investigate how to use not one, but a set of diagrams, to model constraints and objective function terms. Optimizing over a collection of decision diagrams, the problem we refer to as the consistent path problem (CPP) can be addressed by associating a network-flow model with each decision diagram, jointly linked through channeling constraints. A direct ...
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作者：Peng, Yijie; Fu, Michael C.; Heidergott, Bernd; Lam, Henry
作者单位：Peking University; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park; Vrije Universiteit Amsterdam; Columbia University
摘要：We propose a gradient-based simulated maximum likelihood estimation to estimate unknown parameters in a stochastic model without assuming that the likelihood function of the observations is available in closed form. A key element is to develop Monte Carlo-based estimators for the density and its derivatives for the output process, using only knowledge about the dynamics of the model. We present the theory of these estimators and demonstrate how our approach can handle various types of model st...
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作者：Chen, Boxiao; Chao, Xiuli; Wang, Yining
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of Michigan System; University of Michigan; State University System of Florida; University of Florida
摘要：A firm makes pricing and inventory replenishment decisions for a product over T periods to maximize its expected total profit. Demand is random and price sensitive, and unsatisfied demands are lost and unobservable (censored demand). The firm knows the demand process up to some parameters and needs to learn them through pricing and inventory experimentation. However, because of business constraints, the firm is prevented from making frequent price changes, leading to correlated and dependent s...
