Informs 2015

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INFORMS Philadelphia – 2015
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4 - Risk-averse Control of Diffusion Processes
Jianing Yao, Doctoral Student, Rutgers University, 18M Reading
Road, Edison, NJ, 08817, United States of America,
In this paper, we study the risk-averse control problem for diffusion processes. We
make use of a forward-backward system of stochastic differential equations to
evaluate a fixed policy and to formulate the optimal control problem. Weak
formulation is established to facilitate the derivation of the risk-averse dynamic
programming equation. We prove that the value function of the risk-averse
control problem is a viscosity solution of a risk-averse analog of HJB equation.
WB15
15-Franklin 5, Marriott
Healthcare Informatics
Sponsor: Optimization in Healthcare
Sponsored Session
Chair: Satyender Goel, Research Assistant Professor, Northwestern
University, 633 St. Clair St, 20th floor, Chicago, Il, 60611,
United States of America,
1 - Hep C Registry to Link, Track, Test and Treat Patients in Chicago
Satyender Goel, Research Assistant Professor, Northwestern
University, 633 St. Clair St, 20th Floor, Chicago, IL, 60611,
United States of America, , Abel Kho
Health information technology is the key to identify and track specific patient
population cohorts and improve public health surveillance and follow-up. The
CDC-funded Hepatitis C Community Alliance to Test and Treat (HepCCATT)
technical infrastructure supports connections among multiple public and private
partners including; community clinic sites, community and specialty pharmacies,
public and private healthcare systems, city and state departments of public health,
and labs.
2 - The Pragmatic Trial App Suite (PTAS): using Tablets to Engage
Patients at the Point of Care
Eliel Oliveira, Associate Director, LPHI, ,
Iben Ricket, Elizabeth Nauman, Rebekah Angove,
Kristin Layman, Lindsay Hendryx, Thomas Carton
PTAS is an electronic medical record agnostic, tablet-based software system
integrated in examination rooms designed to engage patients in research by
electronically recruiting them in pragmatic research trials, providing targeted
health information, and facilitating trial management. A pilot of PTAS is currently
recruiting patients into a research network. The pilot began in March 2015 and
has recruited 320 patients into HiOH (30%) and collected GLOBAL PROMIS
surveys from 457 patients (40%).
WB16
16-Franklin 6, Marriott
Game Theory III
Contributed Session
Chair: Igor Kozeletskyi, University of Duisburg-Essen, Lotharstr. 65,
Duisburg, 47057, Germany,
1 - Finding a Nash Equilibrium in EPCC: An Application to Dynamic
Electricity Markets
Sébastien Debia, PhD Candidate, HEC Montréal, 10-6100 Av,
Wilderton, Montréal, QC, Canada,
Equilibrium Problem with Complementarity Constraints (EPCC) formulation is
widely used to analyze strategic interactions in electricity markets. However, each
individual problem is not convex, and the collection of problems is not square.
Hence a Nash Equilibrium is not proven to exist. This contribution aims at
showing sufficient conditions to find numerically a Nash Equilibrium if it exists.
We provide an application to dynamic electricity markets with hydro-power.
2 - Recycling Models of Power Batteries in Electric Vehicles Based
on Product Life Cycle Theory
Qihao Jin, Huazhong University of Science and Technology,
School of Management, 1037 Luoyu Road, Wuhan, 430074,
China, , Zhixue Liu
This paper studies impacts of different characteristics of electric vehicle power
batteries recycling in four life cycles of the electric vehicle development on
recycling models of power batteries. Closed-loop supply chains are established
with the manufacturer, the Stackelberg leader, having three reverse channels: (1)
it collects by itself, (2) it collects by a retailer, (3) it subcontracts the collection.
Decisions of the manufacturer on recycling channels in four life cycles are
considered.
3 - Cooperative Games with Multiple Objectives by Means of
Bi-Allocation Games
Igor Kozeletskyi, University of Duisburg-Essen, Lotharstr.
65, Duisburg, 47057, Germany, ,
Alf Kimms, Ana Meca
In this presentation a new class of non-transferable utility games is introduced.
This class of games describes multi-objective cooperative situations where every
player follows two objectives: his individual objective and a common objective for
all players. For bi-allocation games we present a solution concept, defined as an
extension of the Shapley NTU value, state that this value always exists and
introduce a computation algorithm based on iterative search and multi-objective
optimization.
4 - Easier Than We Thought – A Practical Scheme to Compute
Pessimistic Bilevel Optimization Problems
Bo Zeng, Assistant Professor, University of Pittsburgh, 3700
O’Hara Street, Pittsburgh, PA, 15261, United States of America,
We present a new computation scheme for pessimistic bilevel optimization
problems (PBL), which so far does not have any computational methods generally
applicable yet. We first develop a tight relaxation and then design a simple
scheme to ensure a feasible and optimal solution to PBL. Then, we discuss using
this scheme to compute linear PBL and several variants. We also provide
numerical demonstrations on linear PBL problems.
5 - Claudico and the First Heads-up No-limit Texas Hold’em
Man-machine Match
Tuomas Sandholm, Professor, Carnegie Mellon University, 5000
Forbes Ave, Pittsburgh, PA, 15213, United States of America,
, Sam Ganzfried, Noam Brown
Claudico is the next-generation version of our Tartanian7 program, which won
the 2014 Annual Computer Poker Competition in heads-up no-limit Texas
Hold’em by beating all opponents with statistical significance. This talk will
discuss Claudico and the “Brains vs. AI” match where four top-10 heads-up no-
limit Texas Hold’em pros played 80,000 hands of poker against Claudico under
controlled conditions for two weeks in 2015.
WB17
17-Franklin 7, Marriott
Network Optimization and its Applications
Sponsor: Optimization/Network Optimization
Sponsored Session
Chair: Tachun Lin, Assistant Professor, Bradley University,
1501 W Bradley Ave, Peoria, IL, 61625, United States of America,
1 - Routing Battery Electric Vehicles in Stochastic Networks
Considering Vehicle Range Uncertainty
Xing Wu, Assistant Professor, Lamar University, P.O. Box 10024,
Cherry Engineering Building RM C-2032, Beaumont, TX, 77710,
United States of America, , Changzheng Liu
The distance that a battery electric vehicle (BEV) can travel with a full charge
varies greatly in the real driving environment. Based on the collected BEV travel
data, this study assumes a stochastic effective battery range following a normal
distribution. With such an assumption, this paper aims to develop the optimal
routing policy for a BEV in a stochastic network, considering the uncertainty of
both travel time and vehicle range.
2 - Selecting Inland Waterway Maintenance Projects Subject to
Random Disruptions
Khatereh Ahadi, University of Arkansas, 4207 Bell Engineering
Center, Fayetteville, AR, 72701, United States of America,
Kelly Sullivan
We study the problem of maintenance project selection for the inland waterway
transportation network. Uncertainty arises from unpredictable natural/hydrologic
conditions associated with shoaling. Thus, we propose a scenario-based stochastic
programming model which considers project interdependence and multi-
commodity flow between several supply and demand nodes. We model this
problem as a mathematical program, develop solution approaches, and analyze
computational results.
WB17