2020

最新文章

• Modeling and Design of Container Terminal Operations AI翻译
  作者：Roy, Debjit; De Koster, Rene; Bekker, Rene
  作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Ahmedabad; Erasmus University Rotterdam - Excl Erasmus MC; Erasmus University Rotterdam; Vrije Universiteit Amsterdam
  摘要：The design of container terminal operations is complex because multiple factors affect operational performance. These factors include numerous choices for handling technology, terminal topology, and design parameters and stochastic interactions between the quayside, stackside, and vehicle transport processes. In this research, we propose new integrated queuing network models for rapid design evaluation of container terminals with automated lift vehicles and automated guided vehicles. These mod...
• The Distributionally Robust Chance-Constrained Vehicle Routing Problem AI翻译
  作者：Ghosal, Shubhechyya; Wiesemann, Wolfram
  作者单位：Imperial College London
  摘要：We study a variant of the capacitated vehicle routing problem (CVRP), which asks for the cost-optimal delivery of a single product to geographically dispersed customers through a fleet of capacity-constrained vehicles. Contrary to the classical CVRP, which assumes that the customer demands are deterministic, we model the demands as a random vector whose distribution is only known to belong to an ambiguity set. We then require the delivery schedule to be feasible with a probability of at least ...
• Technical Note-Options Portfolio Selection AI翻译
  作者：Guasoni, Paolo; Mayerhofer, Eberhard
  作者单位：Dublin City University; Boston University; University of Limerick
  摘要：We develop a new method to optimize portfolios of options in a market where European calls and puts are available with many exercise prices for each of several potentially correlated underlying assets. We identify the combination of asset-specific option payoffs that maximizes the Sharpe ratio of the overall portfolio: such payoffs form the unique solution to a system of integral equations, which reduces to a linear matrix equation under discrete representations of the underlying probabilities...
• Assortment Optimization Under the Paired Combinatorial Logit Model AI翻译
  作者：Zhang, Heng; Rusmevichientong, Paat; Topaloglu, Huseyin
  作者单位：University of Southern California
  摘要：We consider uncapacitated and capacitated assortment problems under the paired combinatorial logit model, where the goal is to find a set of products to offer to maximize the expected revenue obtained from a customer. In the uncapacitated setting, we can offer any set of products, whereas in the capacitated setting, there is an upper bound on the number of products that we can offer. We establish that even the uncapacitated assortment problem is strongly NP-hard. To develop an approximation fr...
• An Efficient Frontier Approach to Scoring and Ranking Hospital Performance AI翻译
  作者：Adelman, Daniel
  作者单位：University of Chicago
  摘要：The Centers for Medicare and Medicaid Services (CMS) star rating methodology for publicly evaluating hospitals uses a latent variable model that is based on the presumption of a single, but unobservable, hospital-specific quality factor shared across a group of performance measures. Performance measures are given higher weight if they statistically appear to be more strongly correlated with this hidden factor. We show how this approach, when applied to measures that are weakly or not correlate...
• Sustainability Planning for Healthcare Information Exchanges with Supplier Rebate Program AI翻译
  作者：Rajapakshe, Tharanga; Kumar, Subodha; Sen, Arun; Sriskandarajah, Chelliah
  作者单位：State University System of Florida; University of Florida; Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University; Texas A&M University System; Texas A&M University College Station; Mays Business School
  摘要：Healthcare information exchanges (HIEs) facilitate the electronic transfer of healthcare information among healthcare organizations. Several studies have shown that HIEs have the potential of saving billions of dollars per year and significantly improving healthcare delivery. Despite this economic benefit, financial sustainability is still a key challenge for many HIEs. Even though the issue of HIE sustainability is very important, it has not been analyzed rigorously. Hence the focus of our wo...
• Optimal Nonlinear Pricing in Social Networks Under Asymmetric Network Information AI翻译
  作者：Zhang, Yang; Chen, Ying-Ju
  作者单位：National University of Singapore; Hong Kong University of Science & Technology; Hong Kong University of Science & Technology
  摘要：We study the optimal nonlinear pricing of products and services in social networks, in which customers are strategic and their consumption exhibits local externality. Customers know about their local network characteristics (which are positively affiliated across neighbors), but the selling firm only has knowledge of the global network. We develop a solution approach based on calculus of variations and positive neighbor affiliation to tackle this nonstandard principal-agent problem faced by th...
• Adaptive Submodular Ranking and Routing AI翻译
  作者：Navidi, Fatemeh; Kambadur, Prabhanjan; Nagarajan, Viswanath
  作者单位：University of Michigan System; University of Michigan; Bloomberg L.P.
  摘要：We study a general stochastic ranking problem in which an algorithm needs to adaptively select a sequence of elements so as to cover a random scenario (drawn from a known distribution) at minimum expected cost. The coverage of each scenario is captured by an individual submodular function, in which the scenario is said to be covered when its function value goes above a given threshold. We obtain a logarithmic factor approximation algorithm for this adaptive ranking problem, which is the best p...
• The Benders Dual Decomposition Method AI翻译
  作者：Rahmaniani, Ragheb; Ahmed, Shabbir; Crainic, Teodor Gabriel; Gendreau, Michel; Rei, Walter
  作者单位：University System of Georgia; Georgia Institute of Technology; University of Quebec; University of Quebec Montreal; Universite de Montreal; University of Quebec; University of Quebec Montreal; Universite de Montreal; Polytechnique Montreal; Universite de Montreal; Polytechnique Montreal
  摘要：Many methods that have been proposed to solve large-scale mixed integer linear programing (MILP) problems rely on decomposition techniques. These methods exploit either the primal or the dual structure of the problem, yielding the Benders decomposition or Lagrangian dual decomposition methods. We propose a new and high-performance approach, called Benders dual decomposition (BDD), which combines the complementary advantages of both methods. The development of BDD is based on a specific reformu...
• Near-Optimal Disjoint-Path Facility Location Through Set Cover by Pairs AI翻译
  作者：Johnson, David S.; Breslau, Lee; Diakonikolas, Ilias; Duffield, Nick; Gu, Yu; Hajiaghayi, MohammadTaghi; Karloff, Howard; Resende, Mauricio G. C.; Sen, Subhabrata
  作者单位：AT&T; University of Wisconsin System; University of Wisconsin Madison; Texas A&M University System; Texas A&M University College Station; Amazon.com; University System of Maryland; University of Maryland College Park; Amazon.com; University of Washington; University of Washington Seattle; Nokia Corporation; Nokia Bell Labs; AT&T
  摘要：In this paper, we consider two special cases of the cover-by-pairs optimization problem that arises when we need to place facilities so that each customer is served by two facilities that reach it by disjoint shortest paths. These problems arise in a network trafficmonitoring scheme proposed by Breslau et al. and have potential applications to content distribution. The set-disjoint variant applies to networks that use the open shortest path first routing protocol, and the path-disjoint variant...