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作者:Zhan, Dongyuan; Ward, Amy R.
作者单位:University of London; University College London; University of Chicago
摘要:Most common queueing models used for service-system design assume that the servers work at fixed (possibly heterogeneous) rates. However, real-life service systems are staffed by people, and people may change their service speed in response to incentives. The delicacy is that the resulting service speed is jointly affected by staffing, routing, and payment decisions. Our objective in this paper is to find a joint staffing, routing, and payment policy that induces optimal service-system perform...
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作者:Chen, Xi; Wang, Yining; Wang, Yu-Xiang
作者单位:New York University; Carnegie Mellon University; University of California System; University of California Santa Barbara
摘要:We consider a nonstationary sequential stochastic optimization problem in which the underlying cost functions change over time under a variation budget constraint. We propose an L-p,L-q-variation functional to quantify the change, which yields less variation for dynamic function sequences whose changes are constrained to short time periods or small subsets of input domain. Under the L-p,L-q-variation constraint, we derive both upper and matching lower regret bounds for smooth and strongly conv...
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作者:Whitt, Ward; You, Wei
作者单位:Columbia University
摘要:We develop a time-varying robust-queueing (TVRQ) algorithm for the continuous-time workload in a single-server queue with a time-varying arrival-rate function. We apply this TVRQ to develop approximations for the periodic steady-state expected workload in models with a periodic arrival-rate function. We apply simulation and asymptotic methods to examine the performance of periodic TVRQ (PRQ). We find that PRQ predicts the mean of the periodic distribution and even the full distribution (specif...
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作者:Chen, Yiwei; Shi, Cong
作者单位:University System of Ohio; University of Cincinnati; University of Michigan System; University of Michigan
摘要:We consider a model wherein the seller sells a product to customers over an infinite horizon. At each time, the seller decides a set of purchase options offered to customers and the inventory replenishment quantity. Each purchase option specifies a price and a product delivery time. Customers are infinitesimal and arrive to the system with a constant rate. Customer product valuations are heterogenous and follow a stationary distribution. Customers' arrival times and product valuations are thei...