Monitoring with Limited Information

Published Online:https://doi.org/10.1287/mnsc.2020.3736

References

  • Ayer T , Alagoz O , Stout NK (2012) OR forum—a POMDP approach to personalize mammography screening decisions. Oper. Res. 60(5):1019–1034.LinkGoogle Scholar
  • Bandi C , Bertsimas D (2012) Tractable stochastic analysis in high dimensions via robust optimization. Math. Programming 134(1):23–70.CrossrefGoogle Scholar
  • Bayraktar E , Yao S (2014) On the robust optimal stopping problem. SIAM J. Control Optim. 52(5):3135–3175.CrossrefGoogle Scholar
  • Bayraktar E , Karatzas I , Yao S (2010) Optimal stopping for dynamic convex risk measures. Illinois J. Math. 54(3):1025–1067.CrossrefGoogle Scholar
  • Ben-Tal A , Nemirovski A (2002) Robust optimization—methodology and applications. Math. Programming 92(3):453–480.CrossrefGoogle Scholar
  • Ben-Tal A , El Ghaoui L , Nemirovski A (2009) Robust Optimization (Princeton University Press, Princeton, NJ).CrossrefGoogle Scholar
  • Ben-Tal A , Goryashko A , Guslitzer E , Nemirovski A (2004) Adjustable robust solutions of uncertain linear programs. Math. Programming 99(2):351–376.CrossrefGoogle Scholar
  • Bertsimas D , Vayanos P (2017) Data-driven learning in dynamic pricing using adaptive optimization. Working paper, Sloan School of Management at the Massachusetts Institute of Technology, Cambridge, MA.Google Scholar
  • Bertsimas D , Brown DB , Caramanis C (2011) Theory and applications of robust optimization. SIAM Rev. 53(3):464–501.CrossrefGoogle Scholar
  • Bertsimas D , Goyal V , Lu B (2014) A tight characterization of the performance of static solutions in two-stage adjustable robust linear optimization. Math. Programming 150(2):281–319.CrossrefGoogle Scholar
  • Cheng R , Kobashigawa J (2016) Transplant CAD: The role of PCI in the transplanted heart. Report, American College of Cardiology, Washington, DC.Google Scholar
  • Copeland H , Coelho-Anderson R , Mineburg N , McCarthy M , Copeland JG (2011) Elective cardiac retransplantation: A viable option that can be repeated. J. Thoracic Cardiovascular Surgery 141(3):822–827.CrossrefGoogle Scholar
  • Costanzo MR , Dipchand A , Starling R , Anderson A , Chan M , Desai S , Fedson S , et al. . (2010) The International Society of Heart and Lung Transplantation guidelines for the care of heart transplant recipients. J. Heart Lung Transplantation 29(8):914–956.CrossrefGoogle Scholar
  • Cutler DM , Poterba JM , Summers LH (1991) Speculative dynamics. Rev. Econom. Stud. 58(3):529–546.CrossrefGoogle Scholar
  • Delage E , Iancu DA (2015) Robust multistage decision making. Aleman DM, Thiele AC, eds. The Operations Research Revolution, TutORials in Operations Research (INFORMS, Catonsville, MD), 20–26.Google Scholar
  • Denton BT , Kurt M , Shah ND , Bryant SC , Smith SA (2009) Optimizing the start time of statin therapy for patients with diabetes. Medical Decision Making 29(3):351–367.CrossrefGoogle Scholar
  • Dullerud GE , Paganini F (2005) A Course in Robust Control Theory (Springer, New York).Google Scholar
  • Feingold B , Webber SA , Bryce CL , Park SY , Tomko HE , West SC , Hart SA , Mahle WT , Smith KJ (2015) Cost-effectiveness of pediatric heart transplantation across a positive crossmatch for high waitlist urgency candidates. Amer. J. Transplantation 15(11):2978–2985.CrossrefGoogle Scholar
  • Foley CF , Raman A , Craig NC (2012) Inventory-based lending industry note. Background Note 612-057, Harvard Business School, Boston.Google Scholar
  • Fujishige S (2005) Submodular Functions and Optimization , 2nd ed. (Elsevier, Amsterdam).Google Scholar
  • Goldraich LA , Stehlik J , Kucheryavaya AY , Edwards LB , Ross HJ (2016) Retransplant and medical therapy for cardiac allograft vasculopathy: International Society for Heart and Lung Transplantation Registry analysis. Amer. J. Transplantation 16(1):301–309.CrossrefGoogle Scholar
  • Gorton G , Winton A (2003) Financial intermediation. Constantinides GM , Harris M , Stulz RM , eds. Handbook of the Economics of Finance (North-Holland, Amsterdam), 431–552.CrossrefGoogle Scholar
  • Grauhan O , Huang Chang H , Albert W , Hiemann N , Meyer R , Lehmkuhl H , Dandel M , et al. . (2010) Impact of donor-transmitted coronary atherosclerosis on quality of life (QOL) and quality-adjusted life years (QALY) after heart transplantation. Appl. Cardiopulmonary Pathophysiology 14(1):58–65.Google Scholar
  • Hanany E , Klibanoff P (2009) Updating ambiguity averse preferences. B. E. J. Theoret. Econom. 9(1):1–53.Google Scholar
  • Healthcare Bluebook (2019) Cardiac catheterization with and without coronary angiogram. Accessed October 5, 2020, https://www.mdsave.com/procedures/cardiac-catheterization-with-coronary-angiogram/d785fec8.Google Scholar
  • Iancu DA , Sharma M , Sviridenko M (2013) Supermodularity and affine policies in dynamic robust optimization. Oper. Res. 61(4):941–956.LinkGoogle Scholar
  • Ibanez A , Zapatero F (2004) Monte Carlo valuation of American options through computation of the optimal exercise frontier. J. Financial Quant. Anal. 39(2):253–275.CrossrefGoogle Scholar
  • Jaillet P , Jena SD , Ng TS , Sim M (2016) Satisficing awakens: Models to mitigate uncertainty. Working paper.Google Scholar
  • John R , Chen JM , Weinberg A , Oz MC , Mancini D , Itescu S , Galantowicz ME , Smith CR , Rose EA , Edwards NM (1999) Long-term survival after cardiac retransplantation: A twenty-year single-center experience. J. Thoracic Cardiovascular Surgery 117(3):543–555.CrossrefGoogle Scholar
  • Johnson MR (2007) When is retransplantation a viable option? Heart Failure Clinics 3(1):97–105.CrossrefGoogle Scholar
  • Johnson MR , Aaronson KD , Canter CE , Kirklin JK , Mancini DM , Mehra MR , Radovancevic B , Taylor DO , Webber SA (2007) Heart retransplantation. Amer. J. Transplantation 7(9):2075–2081.CrossrefGoogle Scholar
  • Karatzas I , Shreve SE (1998) Methods of Mathematical Finance (Springer, New York).CrossrefGoogle Scholar
  • Karatzas I , Shreve SE (2012) Brownian Motion and Stochastic Calculus (Springer, New York).Google Scholar
  • Kobashigawa J (2000) What is the optimal prophylaxis for treatment of cardiac allograft vasculopathy? Trials 1(3):166–171.CrossrefGoogle Scholar
  • Kobashigawa J , Pauly D , Starling RC , Eisen H , Ross H , Wang S-S , Cantin B , et al. . (2013) Cardiac allograft vasculopathy by intravascular ultrasound in heart transplant patients. JACC Heart Failure 1(5):389–399.CrossrefGoogle Scholar
  • Kolodko A , Schoenmakers J (2006) Iterative construction of the optimal Bermudan stopping time. Finance Stochastics 10(1):27–49.CrossrefGoogle Scholar
  • Labarrere CA , Jaeger BR , Kassab GS (2017) Cardiac allograft vasculopathy: Microvascular arteriolar capillaries (capioles) and survival. Frontiers Bioscience (Elite Ed.) 9(1):110–128.CrossrefGoogle Scholar
  • Lavieri M , Puterman M , Tyldesley S , Morris W (2012) When to treat prostate cancer patients based on their PSA dynamics. IIE Trans. Healthcare Systems Engrg. 2(1):62–77.CrossrefGoogle Scholar
  • Leland HE (1994) Corporate debt value, bond covenants, and optimal capital structure. J. Finance 49(4):1213–1252.CrossrefGoogle Scholar
  • Leland HE , Toft KB (1996) Optimal capital structure, endogenous bankruptcy, and the term structure of credit spreads. J. Finance 51(3):987–1019.CrossrefGoogle Scholar
  • Long EF , Swain GW , Mangi AA (2014) Comparative survival and cost effectiveness of advanced therapies for end-stage heart failure. Circulation Heart Failure 7(3):470–478.CrossrefGoogle Scholar
  • Machina M (1989) Dynamic consistency and non-expected utility models of choice under uncertainty. J. Econom. Literature 27(4):1622–1668.Google Scholar
  • Maillart LM , Ivy JS , Ransom S , Diehl K (2008) Assessing dynamic breast cancer screening policies. Oper. Res. 56(6):1411–1427.LinkGoogle Scholar
  • Marandi A , den Hertog D (2018) When are static and adjustable robust optimization problems with constraint-wise uncertainty equivalent? Math. Programming 170:555–568.CrossrefGoogle Scholar
  • Mayo Clinic (2019) Coronary angiogram. Accessed October 5, 2020, https://www.mayoclinic.org/tests-procedures/coronary-angiogram/about/pac-20384904.Google Scholar
  • Montazeri A (2009) Quality of life data as prognostic indicators of survival in cancer patients: An overview of the literature from 1982 to 2008. Health Quality Life Outcomes 7(1):102.CrossrefGoogle Scholar
  • Nohadani O , Roy A (2017) Robust optimization with time-dependent uncertainty in radiation therapy. IISE Trans. Healthcare Systems Engrg. 7(2):81–92.CrossrefGoogle Scholar
  • Nohadani O , Sharma K (2016) Optimization under decision-dependent uncertainty. SIAM J. Optim. 28(2):1773–1795.Google Scholar
  • Novitzky D , Cooper DKC , Lanza RP , Barnard CN (1985) Further cardiac transplant procedures in patients with heterotopic heart transplants. Ann. Thoracic Surgery 39(2):149–154.CrossrefGoogle Scholar
  • Poss M (2013) Robust combinatorial optimization with variable budgeted uncertainty. 4OR 11(1):75–92.CrossrefGoogle Scholar
  • Queyranne M , Tardella F (2006) Bimonotone linear inequalities and sublattices of r n . Linear Algebra Appl. 413:100–120.CrossrefGoogle Scholar
  • Rajan R , Winton A (1995) Covenants and collateral as incentives to monitor. J. Finance . 50(4):1113–1146.CrossrefGoogle Scholar
  • Ramzy D , Rao V , Brahm J , Miriuka S , Delgado D , Ross HJ (2005) Cardiac allograft vasculopathy: A review. Canadian J. Surgery 48(4):319.Google Scholar
  • Riedel F (2009) Optimal stopping with multiple priors. Econometrica 77(3):857–908.CrossrefGoogle Scholar
  • Saito A , Novick RJ , Kiaii B , McKenzie FN , Quantz M , Pflugfelder P , Fisher G , Chu MWA (2013) Early and late outcomes after cardiac retransplantation. Canadian J. Surgery 56(1):21.CrossrefGoogle Scholar
  • Schnetzler B , Pavie A , Dorent R , Camproux A-C , Leger P , Delcourt A , Gandjbakhch I (1998) Heart retransplantation: A 23-year single-center clinical experience. Ann. Thoracic Surgery 65(4):978–983.CrossrefGoogle Scholar
  • Schrijver A (2003) Combinatorial Optimization: Polyhedra and Efficiency (Springer, New York).Google Scholar
  • Shechter SM , Bailey MD , Schaefer AJ , Roberts MS (2008) The optimal time to initiate HIV therapy under ordered health states. Oper. Res. 56(1):20–33.LinkGoogle Scholar
  • Snell JL (1952) Applications of martingale system theorems. Trans. Amer. Math. Soc. 73(2):293–312.CrossrefGoogle Scholar
  • Taylor HM (1968) Optimal stopping in a Markov process. Ann. Math. Statist. 39(4):1333–1344.CrossrefGoogle Scholar
  • Tjang YS (2007) Cardiac retransplantation. Unpublished doctoral dissertation, Universitätsklinik der Ruhr-Universität Bochum, Germany.Google Scholar
  • Topkis DM (1998) Supermodularity and Complementarity (Princeton University Press, Princeton, NJ).CrossrefGoogle Scholar
  • U.S. Department of Treasury (2014) Accounts receivable and inventory financing. Report, Comptroller of the Currency, Administrator of National Banks, Washington, DC.Google Scholar
  • Vistarini N , Pellegrini C , Aiello M , Alloni A , Monterosso C , Cattadori B , Tinelli C , D’Armini AM , Vigano M (2010) Should we perform heart retransplantation in early graft failure? Transplant Internat. 23(1):47–53.CrossrefGoogle Scholar
  • Wilhelm MJ (2015) Long-term outcome following heart transplantation: current perspective. J. Thoracic Disease 7(3):549.Google Scholar
  • Wilmott P , Dewynne J , Howison S (1994) Option Pricing: Mathematical Models and Computation (Oxford Financial Press, Oxford, UK).Google Scholar
  • Zhang X , Kamgarpour M , Georghiou A , Goulart P , Lygeros J (2016) Robust optimal control with adjustable uncertainty sets. Automatica 75(C):249–259.Google Scholar
  • Zhou K , Doyle JC (1998) Essentials of Robust Control (Prentice Hall, Upper Saddle River, NJ).Google Scholar
INFORMS site uses cookies to store information on your computer. Some are essential to make our site work; Others help us improve the user experience. By using this site, you consent to the placement of these cookies. Please read our Privacy Statement to learn more.