5 papers
Quantile optimization in semidiscrete optimal transport
Yinchu Zhu, Ilya O. Ryzhov
Optimal transport is the problem of designing a joint distribution for two random variables with fixed marginals. In virtually the entire literature on this topic, the objective is…
Semidiscrete optimal transport with unknown costs
Yinchu Zhu, Ilya O. Ryzhov
Semidiscrete optimal transport is a challenging generalization of the classical transportation problem in linear programming. The goal is to design a joint distribution for two ran…
Individual and group fairness in geographical partitioning
Ilya O. Ryzhov, John Gunnar Carlsson, Yinchu Zhu
Socioeconomic segregation often arises in school districting and other contexts, causing some groups to be over- or under-represented within a particular district. This phenomenon…
Optimal Simulation Budget Allocation Under Unknown Sampling Variance
Jianzhong Du, Ilya O. Ryzhov, Siyang Gao
The ranking and selection problem is a popular framework in the simulation literature for studying optimal information collection. We study a version of this problem in which the s…
Digital Twin Calibration with Model-Based Reinforcement Learning
Hua Zheng, Wei Xie, Ilya O. Ryzhov +1
This paper presents a novel methodological framework, called the Actor-Simulator, that incorporates the calibration of digital twins into model-based reinforcement learning for mor…