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作者：Shen, Xiaobei; Yu, Yimin; Huh, Woonghee Tim
作者单位：Chinese Academy of Sciences; University of Science & Technology of China, CAS; City University of Hong Kong; University of British Columbia
摘要：We consider optimal inventory replenishment policies for capacitated 2-echelon serial inventory systems, where the capacity of upstream echelon can be the bottleneck. We show that the optimal replenishment decisions in each period can be made one echelon at a time by introducing a procedure that can sequentially decompose a multidimensional optimization problem to a series of one-dimensional problems. We also introduce the no-tion of permutation-dependent separability. A permutation-dependent ...
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作者：Yu, Lun; Iravani, Seyed; Perry, Ohad
作者单位：Northwestern University
摘要：We consider a large service system with two customer classes that are distinguished by their urgency and service requirements. In particular, one of the customer classes is considered urgent, and is therefore prioritized over the other class; further, the average service time of customers from the urgent class is significantly larger than that of the nonurgent class. We therefore refer to the urgent class as slow, and to the nonurgent class as fast. Due to the complexity and intractability of ...
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作者：Furini, Fabio; Ljubic, Ivana; Malaguti, Enrico; Paronuzzi, Paolo
作者单位：Consiglio Nazionale delle Ricerche (CNR); Istituto di Analisi dei Sistemi ed Informatica Antonio Ruberti (IASI-CNR); ESSEC Business School; University of Bologna
摘要：Given an undirected graph, we study the capacitated vertex separator problem that asks to find a subset of vertices of minimum cardinality, the removal of which induces a graph having a bounded number of pairwise disconnected shores (subsets of vertices) of limited cardinality. The problem is of great importance in the analysis and protection of communication or social networks against possible viral attacks and for matrix decomposition algorithms. In this article, we provide a new bilevel int...
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作者：Moyal, Pascal; Perry, Ohad
作者单位：Universite de Lorraine; Northwestern University
摘要：The fundamental problem in the study of parallel-server systems is that of finding and analyzing routing policies of arriving jobs to the servers that efficiently balance the load on the servers. The most well-studied policies are (in decreasing order of efficiency) join the shortest workload (JSW), which assigns arrivals to the server with the least workload; join the shortest queue (JSQ), which assigns arrivals to the smallest queue; the power-of-d (PW(d)), which assigns arrivals to the shor...
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作者：Song, Jing-Sheng; Xiao, Li; Zhang, Hanqin; Zipkin, Paul
作者单位：Duke University; Tsinghua University; Tsinghua Shenzhen International Graduate School; National University of Singapore
摘要：We study an inventory system with multiple supply sources and expediting options. The replenishment lead times from each supply source are stochastic, representing congestion and disruption. We construct a family of smart ordering and expediting policies that utilize real-time supply information. Such dynamic policies are generally difficult to evaluate, because the corresponding supply system is a tandem queue with state-dependent arrivals and routing, whose queue-length steady-state distribu...
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作者：Pichler, Alois; Liu, Rui Peng; Shapiro, Alexander
作者单位：Technische Universitat Chemnitz; University System of Georgia; Georgia Institute of Technology
摘要：This paper addresses time consistency of risk-averse optimal stopping in stochastic optimization. It is demonstrated that time-consistent optimal stopping entails a specific structure of the functionals describing the transition between consecutive stages. The stopping risk measures capture this structural behavior and allow natural dynamic equations for risk-averse decision making over time. Consequently, associated optimal policies satisfy Bellman's principle of optimality, which characteriz...
