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作者：Cruise, James; Flatley, Lisa; Gibbens, Richard; Zachary, Stan
作者单位：Heriot Watt University; University of Warwick; University of Cambridge
摘要：We study the control of large-scale energy storage operating in a market. Reoptimization of deterministic models is a common pragmatic approach when prices are stochastic. We apply Lagrangian theory to develop such a model and to establish decision and forecast horizons when storage trading affects these prices, an important aspect of some energy markets. The determination of these horizons also provides a simple and efficient algorithm for the determination of the optimal control. The forecas...
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作者：Eisenhandler, Ohad; Tzur, Michal
作者单位：Tel Aviv University
摘要：Food rescue-the collection of perishable products from food suppliers who are willing to make donations, and their distribution to welfare agencies that serve individuals in need-has become increasingly widespread in recent years. This phenomenon is a result of economic crises, but it is also encouraged by the tax and good image it provides to donor companies. The problem we study in this paper focuses on the logistic challenges of a food bank that on a daily basis uses vehicles of limited cap...
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作者：Bensoussan, Alain; Chevalier-Roignant, Benoit
作者单位：University of Texas System; University of Texas Dallas; City University of Hong Kong; University of London; King's College London
摘要：This paper considers a firm's capacity expansion decisions under uncertainty. The firm has leeway in timing investments and in choosing how much capacity to install at each investment time. We model this problem as the sequential exercising of compound capacity expansion options with embedded optimal capacity choices. We employ the impulse control methodology and obtain a quasi-variational inequality that involves two state variables: an exogenous, stochastic price process and a controlled cap...
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作者：Anderson, Edward J.; Philpott, Andrew B.
作者单位：University of Sydney; University of Auckland
摘要：We consider the use of forward contracts to reduce risk for firms operating in a spot market. Firms have private information on the distribution of prices in the spot market. We discuss different ways in which firms may agree on a bilateral forward contract: either through direct negotiation or through a broker. We introduce a form of supply-function equilibrium in which two firms each offer a supply function, and the clearing price and quantity for the forward contracts are determined from th...
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作者：Borrero, Juan S.; Prokopyev, Oleg A.; Saure, Denis
作者单位：Oklahoma State University System; Oklahoma State University - Stillwater; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Universidad de Chile
摘要：We present a framework for a class of sequential decision-making problems in the context of general interdiction problems, in which a leader and a follower repeatedly interact. At each period, the leader allocates resources to disrupt the performance of the follower (e.g., as in defender-attacker or network interdiction problems), who, in turn, minimizes some cost function over a set of activities that depends on the leader's decision. Although the follower has complete knowledge of the follow...
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作者：Farahat, Amr; Huh, Woonghee Tim; Li, Hongmin
作者单位：Washington University (WUSTL); University of British Columbia; Arizona State University; Arizona State University-Tempe
摘要：We study a two-stage deterministic differentiated-product oligopoly competition game, called the quantity precommitment game, in which firms compete on quantity in the first stage and then compete on price in the second stage. We compare this game with a single-stage Cournot game, in which firms compete on quantity only and prices are set to clear the market. We show that any equilibrium of the quantity precommitment game is an equilibrium of the Cournot game under certain conditions that allo...
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作者：Li, Chung-Lun; Hall, Nicholas G.
作者单位：Hong Kong Polytechnic University; University System of Ohio; Ohio State University
摘要：We study how design decisions in project planning affect the cost of execution. In organizing a project's tasks into work packages, trade-offs arise. Defining small work packages increases project complexity and workload, and reduces economies of scale, whereas defining large work packages reduces concurrent processing and adversely affects cash flow. Our work is apparently the first to study this trade-off. We consider the objective of minimizing total project cost, subject to a deadline on p...
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作者：Bertsimas, Dimitris; Jaillet, Patrick; Martin, Sebastien
作者单位：Massachusetts Institute of Technology (MIT)
摘要：With the emergence of ride-sharing companies that offer transportation on demand at a large scale and the increasing availability of corresponding demand data sets, new challenges arise to develop routing optimization algorithms that can solve massive problems in real time. In this paper, we develop an optimization framework, coupled with a novel and generalizable backbone algorithm, that allows us to dispatch in real time thousands of taxis serving more than 25,000 customers per hour. We prov...
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作者：Bolandnazar, Mohammadreza; Huh, Woonghee Tim; McCormick, S. Thomas; Murota, Kazuo
作者单位：Columbia University; University of British Columbia; Tokyo Metropolitan University
摘要：One of the main results of Order-Based Cost Optimization in Assemble-toOrder Systems [Lu Y, Song J-S (2005) Order-based cost optimization in assemble-to-order systems. Oper. Res. 53(1):151-169] is proposition 1(c), which states that the cost function of an assemble-to-order inventory system satisfies a discrete convexity property called L-(sic)-convexity. We construct a counterexample showing that this result is incorrect, and hence their proposed steepest decent algorithm may not work.
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作者：Long, Jiancheng; Szeto, Wai Yuen
作者单位：Hefei University of Technology; University of Hong Kong
摘要：Most current system optimum dynamic traffic assignment (SO-DTA) models do not contain first-in-first-out (FIFO) constraints and are limited to single-destination network applications. In this study, we introduce the link transmission model (LTM) for the development of SO-DTA models either with or without FIFO constraints for general network applications. The proposed SO-DTA models include the LTM and can lead to a linear programming (LP) formulation if the FIFO constraints are not explicitly c...
