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作者：Gallego, Guillermo; Li, Michael Z. F.; Liu, Yan
作者单位：Hong Kong University of Science & Technology; Nanyang Technological University; Chinese Academy of Sciences; University of Science & Technology of China, CAS
摘要：We consider a finite-horizon, finite-capacity dynamic pricing model where consumers may purchase multiple units of the same product. We present three models that differ in their complexity and revenue potential. The dynamic nonlinear pricing (DNP) model allows the seller to dynamically selecting a price for each bundle size. The dynamic linear pricing model restricts the seller to dynamically select a unit price for all bundle sizes. There can be a significant revenue gap between the two model...
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作者：Bertazzi, Luca; Secomandi, Nicola
作者单位：University of Brescia; Carnegie Mellon University
摘要：The extant literature on the vehicle routing problem with stochastic demands indicates that the restocking strategy yields moderate percentage expected cost reductions relative to the a priori approach but lacks theoretical support for this improvement. We conduct a worst-case analysis that corroborates the observed restocking benefits and enhances our understanding of a foundational model in logistics under uncertainty.
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作者：Lei, Yanzhe (Murray); Jasin, Stefanus
作者单位：Queens University - Canada; University of Michigan System; University of Michigan
摘要：We consider a dynamic pricing problem in a system with reusable resources. Customers arrive randomly over time according to a specified nonstationary rate, and each customer requests a service that uses a combination of different types of resources for a deterministic duration of time. The resources are reusable in the sense that they can be immediately used to serve a new customer on the completion of the previous service. Our objective is to construct a dynamic pricing control that maximizes...
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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...
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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 ...
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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...
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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...
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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...
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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...
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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...
