Operations Research最新文献

筛选
英文 中文
Establishing Convergence of Infinite-Server Queues with Batch Arrivals to Shot-Noise Processes 建立具有批量到达的无限服务器队列对射噪过程的收敛性
IF 2.7 3区 管理学
Operations Research Pub Date : 2024-06-28 DOI: 10.1287/opre.2023.0353
Andrew Daw, Brian Fralix, Jamol Pender
{"title":"Establishing Convergence of Infinite-Server Queues with Batch Arrivals to Shot-Noise Processes","authors":"Andrew Daw, Brian Fralix, Jamol Pender","doi":"10.1287/opre.2023.0353","DOIUrl":"https://doi.org/10.1287/opre.2023.0353","url":null,"abstract":"Operations Research, Ahead of Print. <br/>","PeriodicalId":54680,"journal":{"name":"Operations Research","volume":null,"pages":null},"PeriodicalIF":2.7,"publicationDate":"2024-06-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502947","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal Regularized Online Allocation by Adaptive Re-Solving 通过自适应再求解实现最优正则化在线分配
IF 2.7 3区 管理学
Operations Research Pub Date : 2024-06-28 DOI: 10.1287/opre.2022.0486
Wanteng Ma, Ying Cao, Danny H. K. Tsang, Dong Xia
{"title":"Optimal Regularized Online Allocation by Adaptive Re-Solving","authors":"Wanteng Ma, Ying Cao, Danny H. K. Tsang, Dong Xia","doi":"10.1287/opre.2022.0486","DOIUrl":"https://doi.org/10.1287/opre.2022.0486","url":null,"abstract":"Operations Research, Ahead of Print. <br/>","PeriodicalId":54680,"journal":{"name":"Operations Research","volume":null,"pages":null},"PeriodicalIF":2.7,"publicationDate":"2024-06-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502948","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Asymptotically Optimal Clearing Control of Backlogs in Multiclass Processing Systems 多类处理系统中积压工作的渐近优化清理控制
IF 2.7 3区 管理学
Operations Research Pub Date : 2024-06-20 DOI: 10.1287/opre.2022.0570
Lun Yu, Seyed Iravani, Ohad Perry
{"title":"Asymptotically Optimal Clearing Control of Backlogs in Multiclass Processing Systems","authors":"Lun Yu, Seyed Iravani, Ohad Perry","doi":"10.1287/opre.2022.0570","DOIUrl":"https://doi.org/10.1287/opre.2022.0570","url":null,"abstract":"Operations Research, Ahead of Print. <br/>","PeriodicalId":54680,"journal":{"name":"Operations Research","volume":null,"pages":null},"PeriodicalIF":2.7,"publicationDate":"2024-06-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502949","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Learning to Persuade on the Fly: Robustness Against Ignorance 学会即时说服:克服无知的稳健性
IF 2.7 3区 管理学
Operations Research Pub Date : 2024-06-18 DOI: 10.1287/opre.2021.0529
You Zu, Krishnamurthy Iyer, Haifeng Xu
{"title":"Learning to Persuade on the Fly: Robustness Against Ignorance","authors":"You Zu, Krishnamurthy Iyer, Haifeng Xu","doi":"10.1287/opre.2021.0529","DOIUrl":"https://doi.org/10.1287/opre.2021.0529","url":null,"abstract":"Operations Research, Ahead of Print. <br/>","PeriodicalId":54680,"journal":{"name":"Operations Research","volume":null,"pages":null},"PeriodicalIF":2.7,"publicationDate":"2024-06-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141503002","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Pricing Optimal Outcomes in Coupled and Non-convex Markets: Theory and Applications to Electricity Markets 耦合和非凸市场中的最优结果定价:电力市场的理论与应用
IF 2.7 3区 管理学
Operations Research Pub Date : 2024-06-11 DOI: 10.1287/opre.2023.0401
Mete Şeref Ahunbay, Martin Bichler, Johannes Knörr
{"title":"Pricing Optimal Outcomes in Coupled and Non-convex Markets: Theory and Applications to Electricity Markets","authors":"Mete Şeref Ahunbay, Martin Bichler, Johannes Knörr","doi":"10.1287/opre.2023.0401","DOIUrl":"https://doi.org/10.1287/opre.2023.0401","url":null,"abstract":"Operations Research, Ahead of Print. <br/>","PeriodicalId":54680,"journal":{"name":"Operations Research","volume":null,"pages":null},"PeriodicalIF":2.7,"publicationDate":"2024-06-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502950","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal Dynamic Mechanism Under Customer Search 客户搜索下的最优动态机制
IF 2.7 3区 管理学
Operations Research Pub Date : 2024-06-11 DOI: 10.1287/opre.2022.0136
Zhenyu Hu, Yangge Xiao
{"title":"Optimal Dynamic Mechanism Under Customer Search","authors":"Zhenyu Hu, Yangge Xiao","doi":"10.1287/opre.2022.0136","DOIUrl":"https://doi.org/10.1287/opre.2022.0136","url":null,"abstract":"Operations Research, Ahead of Print. <br/>","PeriodicalId":54680,"journal":{"name":"Operations Research","volume":null,"pages":null},"PeriodicalIF":2.7,"publicationDate":"2024-06-11","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141502951","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Boundary Effects in the Diffusion of New Products on Cartesian Networks 新产品在笛卡尔网络上传播的边界效应
IF 2.7 3区 管理学
Operations Research Pub Date : 2024-06-10 DOI: 10.1287/opre.2022.0004
Gadi Fibich, Tomer Levin, Kenneth T. Gillingham
{"title":"Boundary Effects in the Diffusion of New Products on Cartesian Networks","authors":"Gadi Fibich, Tomer Levin, Kenneth T. Gillingham","doi":"10.1287/opre.2022.0004","DOIUrl":"https://doi.org/10.1287/opre.2022.0004","url":null,"abstract":"Operations Research, Ahead of Print. <br/>","PeriodicalId":54680,"journal":{"name":"Operations Research","volume":null,"pages":null},"PeriodicalIF":2.7,"publicationDate":"2024-06-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141522579","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Price Interpretability of Prediction Markets: A Convergence Analysis 预测市场的价格可解释性:收敛分析
IF 2.7 3区 管理学
Operations Research Pub Date : 2024-06-10 DOI: 10.1287/opre.2022.0417
Jianjun Gao, Zizhuo Wang, Weiping Wu, Dian Yu
{"title":"Price Interpretability of Prediction Markets: A Convergence Analysis","authors":"Jianjun Gao, Zizhuo Wang, Weiping Wu, Dian Yu","doi":"10.1287/opre.2022.0417","DOIUrl":"https://doi.org/10.1287/opre.2022.0417","url":null,"abstract":"Prediction markets are renowned for their accuracy in forecasting. However, it is not fully clear how the predication market aggregates the traders’ beliefs. In “Price Interpretability of Prediction Markets: A Convergence Analysis,” Gao, Wang, Wu, and Yu introduce a novel multivariate utility (MU)-based mechanism that consolidates various existing automated market-making schemes. This mechanism establishes convergence results for markets consisting of risk-averse traders with diverse beliefs who interact repeatedly with the market maker. Furthermore, the study delivers analytical and numerical insights into the limiting price across different market models. Building on these results, the authors offer an efficient approximation scheme for the limiting price, shedding light on how traders’ beliefs shape market prices. These discoveries provide valuable guidance to market designers, enabling them to refine and optimize market-making mechanisms for more efficient opinion elicitation.","PeriodicalId":54680,"journal":{"name":"Operations Research","volume":null,"pages":null},"PeriodicalIF":2.7,"publicationDate":"2024-06-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141364214","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Robust Financial Networks 稳健的金融网络
IF 2.7 3区 管理学
Operations Research Pub Date : 2024-06-07 DOI: 10.1287/opre.2022.0272
Feihong Hu, Daniel Mitchell, S. Tompaidis
{"title":"Robust Financial Networks","authors":"Feihong Hu, Daniel Mitchell, S. Tompaidis","doi":"10.1287/opre.2022.0272","DOIUrl":"https://doi.org/10.1287/opre.2022.0272","url":null,"abstract":"In “Robust Financial Networks,” F. Hu, D. Mitchell, and S. Tompaidis study networks of financial institutions where only aggregate information on liabilities is available. The authors introduce the robust liability network, that is, the network consistent with the available information that exhibits the worst expected losses. They provide an algorithm to identify the robust liability network and, using aggregate data provided by bank holding companies to the Federal Reserve in form FR Y-9C, determine robust liability networks for U.S. banks under various network configurations. They show that the robust liability network is sparse, with links between institutions that hold highly correlated portfolios. They illustrate the methodology in two applications. (1) They look at how robust liability networks changed around the onset of the COVID-19 pandemic. (2) They evaluate the impact of a potential regulation that limits risk-taking based on each institution’s conditional value-at-risk. Their results can be used by regulators to monitor systemic risk in financial networks.","PeriodicalId":54680,"journal":{"name":"Operations Research","volume":null,"pages":null},"PeriodicalIF":2.7,"publicationDate":"2024-06-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141371637","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Dynamic Relocations in Car-Sharing Networks 汽车共享网络中的动态迁移
IF 2.7 3区 管理学
Operations Research Pub Date : 2024-06-06 DOI: 10.1287/opre.2021.0062
Mahsa Hosseini, Joseph Milner, Gonzalo Romero
{"title":"Dynamic Relocations in Car-Sharing Networks","authors":"Mahsa Hosseini, Joseph Milner, Gonzalo Romero","doi":"10.1287/opre.2021.0062","DOIUrl":"https://doi.org/10.1287/opre.2021.0062","url":null,"abstract":"Operations Research, Ahead of Print. <br/>","PeriodicalId":54680,"journal":{"name":"Operations Research","volume":null,"pages":null},"PeriodicalIF":2.7,"publicationDate":"2024-06-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141522580","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
0
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
相关产品
×
本文献相关产品
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信