
Motivated by the availability of realtime data on customer characteristics, we consider the problem of personalizing the assortment of products for each arriving customer. Using actual sales data…


Tuesday, September 30, 2014
The last few years have seen an increasing interest in utilizing optimization for largescale data analysis. However, optimization problems arising from these…


There are currently over 33,000 clinical trials being conducted worldwide according to the registry clinicaltrial.gov. These are very expensive, often costing tens or even hundreds of millions of…


Proponents of robust optimization typically make three claims concerning the value of the robust approach. The first is that robust optimization models lead to solutions whose expected cost is close…


Abstract:
A general discretetime framework for deriving equilibrium prices of financial assets is
proposed. It allows for heterogenous agents, unspanned random endowments and convex
trading…


Abstract:
In many intelligence agencies, the screening of data into usable information ready for analysis
poses a significant bottleneck. Typically, much more data is available than what can…


Many operational problems in datarich environments can be characterized by three primitives: data on uncertain quantities of interest such as simultaneous demands, concurrent auxiliary data such as…


Abstract
In today's dataintense and complex business environment, inventory managers face the massive challenge of simultaneously optimizing millions of products' inventories. Due to the…


We consider customer service chat systems where customers can receive real time service from agents using an instant messaging application over the Internet. A unique feature of these systems is that…


The study of firstorder methods has largely dominated research in continuous optimization for the last decade, yet still the range of problems for which optimal firstorder methods have been…


We consider the problem faced by a procurement agency that runs an auctiontype mechanism to construct a menu (assortment of products with posted prices), from a set of differentiated products…


Abstract: We consider a release manager who sequentially releases new versions of her product by drawing from a fixed and nonreplenishable finite set of features while facing an exogenous,…


In many practical situations one has to make decisions sequentially based on data available at the time of the decision and facing uncertainty of the future. This leads to optimization problems which…


Peter Rogers has served as Gordon McKay Profes¬sor of Environmental Engineering at Harvard University, since 1974 and became emeritus in 2012. He was a member of the Center for Population…


The eventual return of samples from the surface of Mars is the highest Mars science priority among spacefaring nations. However, this poses unique challenges in many dimensions. Sample return would…


Hard Limits on Chinese Soft Power: Beijing won’t develop attractive power any time soon, and it doesn’t seem to mind
Robert Daly was named the second director of the Kissinger Institute…
