Juan De La Cierva Fellowship Research Articles

On the Hardness of Learning from Censored and Nonstationary Demand

We consider a repeated newsvendor problem in which the inventory manager has no prior information about the demand and can access only censored/sales data. In analogy to multiarmed bandit problems, the manager needs to simultaneously “explore” and “exploit” with inventory decisions in order to minimize the cumulative cost. Our goal is to understand the hardness of the problem disentangled from any probabilistic assumptions on the demand sequence—importantly, independence or time stationarity—and, correspondingly, to develop policies that perform well with respect to the regret criterion. We design a cost estimator that is tailored to the special structure of the censoring problem, and we show that, if coupled with the classic exponentially weighted forecaster, it achieves optimal scaling of the expected regret (up to logarithmic factors) with respect to both the number of time periods and available actions. This result also leads to two important insights: the benefit from “information stalking” as well as the cost of censoring are both negligible, at least in terms of the regret. We demonstrate the flexibility of our technique by combining it with the fixed share forecaster to provide strong guarantees in terms of tracking regret, a powerful notion of regret that uses a large class of time-varying action sequences as benchmark. Numerical experiments suggest that the resulting policy outperforms existing policies (that are tailored to or facilitated by time stationarity) on nonstationary demand models with time-varying noise, trend, and seasonality components. Finally, we consider the “combinatorial” version of the repeated newsvendor problem, that is, single-warehouse, multiretailer inventory management of a perishable product. We extend the proposed approach so that, again, it achieves near-optimal performance in terms of the regret. Funding: G. Lugosi was supported by the Spanish Ministry of Economy, Industry and Competitiveness [Grant MTM2015-67304-P (AEI/FEDER, UE)]. M. G. Markakis was supported by the Spanish Ministry of Economy and Competitiveness [Grant ECO2016-75905-R (AEI/FEDER, UE)] and a Juan de la Cierva fellowship as well as the Spanish Ministry of Science and Innovation through a Ramón y Cajal fellowship. G. Neu was supported by the UPFellows Fellowship (Marie Curie COFUND program) [Grant 600387]. Supplemental Material: The e-companion is available at https://doi.org/10.1287/ijoo.2022.0017 .

Sequential Bidding for Merging in Algorithmic Traffic

Problem definition: We consider the problem of resolving ad hoc unpredictable congestion in environments where customers have private time valuations. We investigate the design of fair, efficient, budget-balanced, and implementable bidding mechanisms for observable queues. Academic/practical relevance: Our primary motivation comes from merging in algorithmic traffic, i.e., a driver wishing to merge in a relatively dense platoon of vehicles in a coordinated and efficient way, using intervehicle communication and micropayments, akin to an arriving customer trading for position in a single-server observable queue. Methodology: We analyze the performance of a mechanism where the queue joiner makes sequential take-it-or-leave-it bids from tail to head (T2H) of a platoon, with the condition that the vehicle can advance to the next position only if it wins the bid. This mechanism is designed so that it is implementable, balances the budget, and imposes no negative externalities. Results: We compared this mechanism with head to tail (H2T) bidding, which favors the merging driver but potentially causes uncompensated externalities. Assuming i.i.d. time valuations, we obtain the optimal bids, value functions, and expected social welfare in closed form in both mechanisms. Moreover, if the time valuation of the merging driver is not high, we show that the expected social welfare of T2H is close to a partial information social optimum and that the expected social welfare of H2T is lower than that of T2H as long as the platoon is not too short. Managerial implications: Our findings suggest that mechanisms based on sequential take-it-or-leave-it bids from T2H of an observable queue have good social welfare performance, even if the corresponding bids are not chosen optimally, as long as the time valuation of the arriving customer is not high. Nevertheless, the tension between individual incentives and social welfare seems hard to resolve, highlighting the role of platforms to enforce the cooperation of involved parties. Funding: This work was supported by the Spanish Ministry of Economy and Competitiveness [Grants ECO2013-41131-R and ECO2016-75905-R (AEI/FEDER, UE)]. M.G. Markakis was also supported by the Spanish Ministry of Science and Innovation [the Juan de la Cierva fellowship and the Ramón y Cajal fellowship]. Supplemental Material: The online appendix is available at https://doi.org/10.1287/msom.2022.1144 .

OR23-3 Differential Effects of Chronic Exposure to Bisphenol-A on Ion Channel Activity and Expression in Mouse Pancreatic Beta-Cells

Many dairy products found in plastics, cosmetics and food containers disrupt human health due to their actions as endocrine-disrupting chemicals (EDCs). Studies in different cellular and animal models have reported that low doses of the EDC bisphenol A (BPA), modify pancreatic β-cell function, induce insulin resistance and other metabolic alterations. Here, we aimed to investigate whether administration of low doses of BPA could regulate ion channels expression and function in mice pancreatic islets. For this purpose, we used microarrays to analyze the global gene expression profile, focusing on the modulation of ion channels-related genes. For in vivo experiments, mice were subcutaneously injected with BPA (100 μg/kg/day during 4 days). Islets were isolated 12 h after the last injection and prepared for RNA extraction and hybridization on Affymetrix GeneChip Mouse Genome 430 2.0 Array. Array scanning and data analysis were performed using Affymetrix Expression Console and the Affymetrix Transcriptome Analysis Console (TAC) Softwares. Expression level analysis was performed using the normalization method based on the processing algorithm called robust multi-array average (RMA). Whole islets or dispersed islets from C57BL/6 or estrogen receptor beta knockout (βERKO) mice were treated in vitro with BPA or vehicle during 48 h. Whole-cell patch-clamp recordings were used to measure sodium and potassium currents. Microarray analysis of islets isolated from mice treated with BPA showed that some ion channels, such as sodium channel voltage-gated type IX, alpha (Scn9a), potassium large conductance calcium-activated channel alpha member 1 (Kcnma1), and Kv channel-interacting protein 1 (Kcnip1), were modulated. These results were confirmed by quantitative RT-PCR. Electrophysiological measurements showed a decrease in both sodium currents and total potassium currents. Additionally, the currents through the voltage-gated potassium channel subunits Kv2.1 and 2.2 as well as the KCa1.1 (encoded by Kcnma1 gene) channels were also reduced. Interestingly, beta-cells from βERKO mice did not present such reductions, suggesting that these effects occur mainly via ERβ. Our results show that, acting as a xenoestrogen, BPA modulates sodium and potassium currents as well as gene expression via ERβ. Funding: Ministerio de Economia y Competitividad, Agencia Estatal de Investigación (AEI) and Fondo Europeo de Desarrollo Regional (FEDER), EU Grants SAF2014-58335-P, BFU2017-86579-R, BFU2016-77125-R and Generalitat Valenciana PROMETEO II/2015/016. LM holds a Juan de la Cierva fellowship from the Ministry of Economy, Industry and Competitiveness (IJCI-2015-24482). CIBERDEM is an initiative of the Instituto de Salud Carlos III. J-AG was supported by the Robert A. Welch Foundation (E-0004).

Is male reproductive senescence minimized in Mus species with high levels of sperm competition?

This work was supported by a Ramon y Cajal fellowship from the Spanish Ministry of Economy and Competitiveness (RYC-2011-07943) and a Marie Curie Career Integration Grant (PCIG11-GA-2012-321888) to J.d.-T., a Juan de la Cierva fellowship from the Spanish Ministry of Economy and Competitiveness to M.T. (JCI-2011-10381) and grants from the Spanish Ministry of Economy and Competitiveness (CGL2011-26341 and CGL2016-80577-P to E.R.S.R. and CGL2012-37423 to J.d.-T.).

Advances in chemical protein modification.

O.B. thanks the European Commission (Marie Curie CIG) and Ministerio de Ciencia e Innovacion, Spain (Juan de la Cierva Fellowship). G.J.L.B. thanks his generous sources of funding: Royal Society, FCT Portugal (FCT Investigator), European Commission (Marie Curie CIG), and the EPSRC. G.J.L.B. is a Royal Society University Research Fellow. The authors thank Paula Boutureira Regla and Francisco Pinteus da Cruz Lopes Bernardes for inspiration.

Thermoresponsive Shape‐Memory Photonic Nanostructures

This work was partially supported by EU FP7 NoE Nanophotonics4Energy grant No. 248855, the Spanish MICINN project MAT2012–31659 (SAMAP), and Comunidad de Madrid S2009/MAT‐1756 (PHAMA) program. A.E. was supported by the FPI Ph.D. program from the MICINN. M.C.S. acknowledges MINECO for a Juan de la Cierva fellowship.

Quiescent state and outburst evolution of SGR 0501+4516

We report on the quiescent state of the Soft Gamma Repeater SGR 0501+4516 observed by XMM-Newton on 2009 August 30. The source exhibits an absorbed flux ~75 times lower than that measured at the peak of the 2008 outburst, and a rather soft spectrum, with the same value of the blackbody temperature observed with ROSAT back in 1992. This new observation is put into the context of all existing X-ray data since its discovery in August 2008, allowing us to complete the study of the timing and spectral evolution of the source from outburst until its quiescent state. The set of deep XMM-Newton observations performed during the few-years timescale of its outburst allows us to monitor the spectral characteristics of this magnetar as a function of its rotational period, and their evolution along these years. After the first ~10 days, the initially hot and bright surface spot progressively cooled down during the decay. We discuss the behaviour of this magnetar in the context of its simulated secular evolution, inferring a plausible dipolar field at birth of 3x10^14 G, and a current (magneto-thermal) age of ~10 kyr.