Xenia Klimentova

Abstract
Kidney exchange programs (KEPs) represent an additional possibility of transplant for patients suffering from end-stage kidney disease. If a patient has a willing living donor with whom the patient is not compatible, the pair recipient-donor can join a pool of incompatible pairs and, if compatibility between recipient and donor in two or more pairs exists, organs can be exchanged between them. The problem can be modelled as an integer program that in general aims at finding the pairs that should be selected for transplant such that maximum number of transplants is performed. In this paper, we consider that for each recipient there may exist a preference order over the organs that he/she can receive, since a recipient may be compatible with several donors but the level of compatibility with the recipient might vary for different donors. Under this setting, the aim is to find the maximum cardinality stable exchange, a solution where no blocking cycle exists, i.e., there is no cycle such that all recipients prefer the donor in that cycle rather than that in the exchange. For this purpose we propose four novel integer programming models based on the well-known edge and cycle formulations, and also on the position-indexed formulation. These formulations are adjusted for both finding stable and strongly stable exchanges under strict preferences and for the case when ties in preferences may exist. Further-more, we study a situation when the stability requirement can be relaxed by addressing the trade-off between maximum cardinality versus number of blocking cycles allowed in a solution. The effectiveness of the proposed models is assessed through extensive computational experiments on a wide set of in-stances. Results show that the cycle-edge and position-indexed formulations outperform the other two formulations. Another important practical outcome is that targeting strongly stable solutions has a much higher negative impact on the number of transplants (with an average reduction of up to 20% for the bigger instances), when compared to stable solutions.

Abstract
In a housing market of Shapley and Scarf, each agent is endowed with one indivisible object and has preferences over all objects. An allocation of the objects is in the (strong) core if there exists no (weakly) blocking coalition. We show that, for strict preferences, the unique strong core allocation respects improvement-if an agent's object becomes more desirable for some other agents, then the agent's allotment in the unique strong core allocation weakly improves. We extend this result to weak preferences for both the strong core (conditional on nonemptiness) and the set of competitive allocations (using probabilistic allocations and stochastic dominance). There are no counterparts of the latter two results in the two-sided matching literature. We provide examples to show how our results break down when there is a bound on the length of exchange cycles. Respecting improvements is an important property for applications of the housing markets model, such as kidney exchange: it incentivizes each patient to bring the best possible set of donors to the market. We conduct computer simulations using markets that resemble the pools of kidney exchange programs. We compare the game-theoretical solutions with current techniques (maximum size and maximum weight allocations) in terms of violations of the respecting improvement property. We find that game-theoretical solutions fare much better at respecting improvements even when exchange cycles are bounded, and they do so at a low efficiency cost. As a stepping stone for our simulations, we provide novel integer programming formulations for computing core, competitive, and strong core allocations.

Abstract
We study a variant of the Probabilistic Travelling Salesman Problem arising when retailers crowdsource last-mile deliveries to their own customers, who can refuse or accept in exchange for a reward. A planner must identify which deliveries to offer, knowing that all deliveries need fulfilment, either via crowdsourcing or using the retailer's own vehicle. We formalise the problem and position it in both the literature about crowdsourcing and among routing problems in which not all customers need a visit. We show that to evaluate the objective function of this stochastic problem for even one solution, one needs to solve an exponential number of Travelling Salesman Problems. To address this complexity, we propose Machine Learning and Monte Carlo simulation methods to approximate the objective function, and both a branch-and-bound algorithm and heuristics to reduce the number of evaluations. We show that these approaches work well on small size instances and derive managerial insights on the economic and environmental benefits of crowdsourcing to customers.

Abstract
Kidney exchange programs aim at matching end-stage renal disease patients who have a willing but incompatible kidney donor with another donor. The programs comprise a pool of such incompatible patient-donor pairs and, whenever a donor from one pair is compatible with the patient of another pair, and vice versa, the pairs may be matched and exchange kidneys. This is typically a two-step process in which, first, a set of pairs is matched based on preliminary compatibility tests and, second, the matched pairs are notified and more accurate compatibility tests are performed to verify that actual transplantation can take place. These additional tests may reveal incompatibilities not previously detected. When that happens, the planned exchange will not proceed. Furthermore, pairs may drop out before the transplant, and thus the planned exchange is canceled. In this paper, we study the case in which a new set of pairs may be matched if incompatibilities are discovered or a pair withdraws from the program. The new set should be as close as possible to the initial set in order to minimize the material and emotional costs of the changes. Various recourse policies that determine the admissible second-stage actions are investigated. For each recourse policy, we propose a novel adjustable robust integer programming model. Wealso propose solution approaches to solve this model exactly. The approaches are validated through thorough computational experiments. Summary of Contribution: In the paper, we present an original work related to the modeling and optimization approaches for Kidney Exchange Programs (KEPs). Currently, KEPs represent an alternative way for patients suffering from renal failure to find a compatible (living) donor. The problem of determining an assignment of patients to (compatible) donors that maximizes the number of transplants in a KEP can be seen as a vertex-disjoint cycle packing problem. Thus, KEPs have been extensively studied in the literature of integer programming. In practice, the assignment determined to a KEP might not be implemented due to withdraws from the program (e.g., a more accurate compatible test shows a new incompatibility or a patient health condition unable him/her to participate on the KEP). In our paper, we model the problem of determining a robust solution to the KEP, i.e., a solution that minimizes the material and emotional costs of changing an assignment. In this way, we propose and design solution approaches for three recourse policies that anticipate withdraws. Through computational experiments we compare the three recourse policies and validate the practical interest of robust solutions.

Abstract
Nowadays there are several countries running independent kidney exchange programmes (KEPs). These programmes allow a patient with kidney failure, having a willing healthy but incompatible donor, to receive a transplant from a similar pair where the donor is compatible with him. Since in general larger patient-donor pools allow for more patients to be matched, this prompts independent programmes (agents) to merge their pools and collaborate in order to increase the overall number of transplants. Such collaboration does however raise a problem: how to assign transplants to agents so that there is a balance between the contribution each agent brings to the merged pool and the benefit it gets from the collaboration. In this paper we propose a new Integer Programming model for multi-agent kidney exchange programmes (mKEPs). It considers the possible existence of multiple optimal solutions in each matching period of a KEP and, in consecutive matching periods, selects the optimal solution among the set of alternative ones in such a way that in the long-term the benefit each agent gets from participating in the mKEP is balanced accordingly to a given criterion. This is done by use of a memory mechanism. Extensive computational tests show the benefit of mKEPs, when compared to independent KEPs, in terms of potential increase in the number of transplants. Furthermore, they show that, under different policies, the number of additional transplants each agent receives can vary significantly. More importantly, results show that the proposed methodology consistently obtains more stable results than methodologies that do not use memory.