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From the moment we wake up in the morning to the day's ebb when we settle in to sleep, we are bound to the task of decision-making. Some of these decisions barely register in our consciousness, if at all, while others, less shy, take a more prominent place ...
Many decision problems in science, engineering, and economics are affected by uncertainty, which is typically modeled by a random variable governed by an unknown probability distribution. For many practical applications, the probability distribution is onl ...
This thesis develops models for three problems of liquidity under asymmetric information.
In the chapter "Disclosures, Rollover Risk, and Debt Runs" I build a model of dynamic debt
runs without perfect information in order to understand the impact of asset ...
In data-driven inverse optimization an observer aims to learn the preferences of an agent who solves a parametric optimization problem depending on an exogenous signal. Thus, the observer seeks the agent's objective function that best explains a historical ...
Under the paradigm of caching, partial data are delivered before the actual requests of users are known. In this paper, this problem is modeled as a canonical distributed source coding problem with side information, where the side information represents th ...
Institute of Electrical and Electronics Engineers2016
Motivated by the caching problem introduced by Maddah-Ali and Niesen, a problem of distributed source coding with side information is formulated, which captures a distinct interesting aspect of caching. For the single-user case, a single-letter characteriz ...
Macroscopic fundamental diagrams (MFDs) have been widely adopted to model the traffic flow of large-scale urban networks. Coupling perimeter control and regional route guidance (PCRG) is a promising strategy to decrease congestion heterogeneity and reduce ...
This paper proposes a safe reinforcement learning algorithm for generation bidding decisions and unit maintenance scheduling in a competitive electricity market environment. In this problem, each unit aims to find a bidding strategy that maximizes its reve ...
We present a general method for imputing missing information in the Worldwide Patent Statistical Database (PATSTAT) and make the resulting datasets publicly available. The PATSTAT database is the de facto standard for academic research using patent data. C ...
Policymaking is a complex process that has been studied using policy process theories almost exclusively. These theories have been built using a large number of qualitative cases. Such methods are useful for theory building but remain limited for theory ex ...