Search for tag: "fall 2014"
ORIE Colloquium on 9/16/2014 - Hamid Nazerzadeh: Real-time Optimization of Personalized AssortmentsMotivated 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
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ORIE Colloquium on 9/30/2014 - Guanghui (George) Lan, Ph.D.: “Sparse” Computation of Gradients for Optimization with Large Data SetsTuesday, 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
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ORIE Colloquium on 10/7/2014 - Bruce Turnbull: Interim Monitoring of Clinical Trials: Decision Theory, Dynamic Programming and Optimal StoppingThere 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
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ORIE Colloquium on 9/2/2014 - Peter Jackson: Multi-Period Stock Allocation Using Robust OptimizationProponents 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
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ORIE Colloquium on 11/18/2014 - Patrick Cheridito: Equilibrium Pricing under Translation Invariant PreferencesAbstract: 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
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ORIE Colloquium on 10/28/2014 - Ned Dimitrov: Graphical Models for Intelligence CollectionAbstract: 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
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ORIE Colloquium, 2014-12-19 - Nathan Kallus: From Predictive to Prescriptive AnalyticsMany 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
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ORIE Colloquium on 12/2/2014 - Linwei (Lawrence) Xin: New Approaches to Inventory Control: Algorithms and AsymptoticsAbstract 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
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ORIE Colloquium on 11/4/2014 - Jiheng Zhang: Managing Customer Service Chat Systems with General Service and Patience Time DistributionsWe 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
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ORIE Colloquium on 10/21/ 2014 - James Renegar: Efficient First-Order Methods for Linear (and Semidefinite) ProgrammingThe 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
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ORIE Colloquium, 2014-12-15 - Daniela Saban: Procurement Mechanisms for Differentiated ProductsWe 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
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ORIE Colloquium on 11/25/2014 - Angelo J. Mancini: Dynamic Release Management: A Quasi-Open-Loop ApproachAbstract: 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
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ORIE Colloquium on 11/14/2014 - Alex Shapiro: Risk Neutral and Risk Averse Approaches to Multistage Stochastic ProgrammingIn 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
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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
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Ezra's Round Table: Lisa D. May - Systems Engineering of a Sample Return Campaign: the intersection of science, stakeholders, and systems engineeringThe 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
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