Search for tag: "fall 2014"

ORIE Colloquium, 2014-09-16 - Hamid Nazerzadeh: Real-time Optimization of Personalized Assortments

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

From  E. Cornelius 105 plays

ORIE Colloquium, 2014-09-30 - Guanghui (George) Lan, Ph.D.: “Sparse” Computation of Gradients for Optimization with Large Data Sets

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

From  E. Cornelius 79 plays

ORIE Colloquium, 2014-10-07 - Bruce Turnbull: Interim Monitoring of Clinical Trials: Decision Theory, Dynamic Programming and Optimal Stopping

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…

From  E. Cornelius 4 plays

ORIE Colloquium, 2014-09-02 - Peter Jackson: Multi-Period Stock Allocation Using Robust Optimization

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…

From  E. Cornelius 10 plays

ORIE Colloquium, 2014-11-18 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant Preferences

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

From  E. Cornelius 41 plays

ORIE Colloquium, 2014-10-28 - Ned Dimitrov: Graphical Models for Intelligence Collection

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…

From  E. Cornelius 20 plays

ORIE Colloquium, 2014-12-19 - Nathan Kallus: From Predictive to Prescriptive Analytics

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

From  E. Cornelius 177 plays

ORIE Colloquium, 2014-12-02 - Linwei (Lawrence) Xin: New Approaches to Inventory Control: Algorithms and Asymptotics

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

From  E. Cornelius 22 plays

ORIE Colloquium, 2014-11-04 - Jiheng Zhang: Managing Customer Service Chat Systems with General Service and Patience Time Distributions

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…

From  E. Cornelius 16 plays

ORIE Colloquium, 2014-10-21 - James Renegar: Efficient First-Order Methods for Linear (and Semidefinite) Programming

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

From  E. Cornelius 47 plays

ORIE Colloquium, 2014-12-15 - Daniela Saban: Procurement Mechanisms for Differentiated Products

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

From  E. Cornelius 94 plays

ORIE Colloquium, 2014-11-25 - Angelo J. Mancini: Dynamic Release Management: A Quasi-Open-Loop Approach

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

From  E. Cornelius 20 plays

ORIE Colloquium, 2014-11-13 - Alex Shapiro: Risk Neutral and Risk Averse Approaches to Multistage Stochastic Programming

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…

From  E. Cornelius 51 plays

Ezra's Round Table: Peter P. Rogers - The Water, Food, Energy, Nexus: Does it make Sense?

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…

From  E. Cornelius 18 plays

Ezra's Round Table: Lisa D. May - Systems Engineering of a Sample Return Campaign: the intersection of science, stakeholders, and systems engineering

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…

From  E. Cornelius 4 plays

Ezra's Round Table/Systems Seminar: Robert Daly - Hard Limits on Chinese Soft Power

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…

From  E. Cornelius 13 plays