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作者：Legros, Benjamin; Jouini, Oualid; Koole, Ger
作者单位：Universite Paris Saclay; Vrije Universiteit Amsterdam
摘要：We consider queueing systems with general abandonment. Abandonment times are approximated by a particular Cox distribution with all phase exponential rates being the same. We prove that this distribution arbitrarily closely approximates any nonnegative distribution. By explicitly modeling the waiting time of the first customer in line, we obtain a natural bounded jump Markov process allowing for uniformization. This approach is useful to solve, via dynamic programming, various optimization pro...
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作者：El-Amine, Hadi; Bish, Ebru K.; Bish, Douglas R.
作者单位：George Mason University; Virginia Polytechnic Institute & State University
摘要：Blood products are essential components of any healthcare system, and their safety, in terms of being free of transfusion-transmittable infections, is crucial. While the Food and Drug Administration (FDA) in the United States requires all blood donations to be tested for certain infection types, it does not dictate which particular tests should be used by blood centers. Multiple FDA-licensed blood screening tests are available for each infection type, and screening tests are imperfectly reliab...
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作者：Martagan, Tugce; Krishnamurthy, Ananth; Leland, Peter A.; Maravelias, Christos T.
作者单位：Eindhoven University of Technology; University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison
摘要：We investigate protein purification operations conducted by biomanufacturers and pharmaceutical companies as part of their research and development efforts. Purification of these proteins involves unique challenges such as balancing the yield and purity trade-offs, dealing with uncertainty in the starting material, and estimating the impact of several interlinked decisions. We develop a Markov decision model and partition the state space into decision zones that provide managerial insights to ...
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作者：Sun, Longsheng; Karwan, Mark H.; Kwon, Changhyun
作者单位：State University of New York (SUNY) System; University at Buffalo, SUNY; State University System of Florida; University of South Florida
摘要：Often, network users are not perfectly rational, especially when they are satisficing-rather than optimizing-decision makers and each individual's perception of the decision environment reflects personal preferences or perception errors due to lack of information. While the assumption of satisficing drivers has been used in modeling route choice behavior, this research uses a link-based perception error model to describe driver's uncertain behavior, without assuming stochasticity. In congestio...
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作者：Feng, Qi; Shanthikumar, J. George
作者单位：Purdue University System; Purdue University
摘要：The central issue in supply chain management is to match supply with demand, and the heart of a planning model is the modeling of supply and demand functions. To allow for analytical tractability, the existing literature often assumes almost surely linear supply and demand functions, which greatly limits the applicability of the models. The goal of this paper is to provide a unified approach to analyze general random supply and demand functions. By transforming the problem into one defined on ...
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作者：Feng, Qi; Shanthikumar, J. George
作者单位：Purdue University System; Purdue University
摘要：We study the role of bargaining in a firm's sequential selling process. The seller firm under consideration sequentially sells a fixed amount of stock to a random arrival stream of potential buyers who are heterogeneous in product valuation. Based on the stock level and the time to the end of the selling season, the seller may dynamically choose either to post a take-it-or-leave-it price or to engage in bargaining with an arriving buyer. We introduce a stochastic order, called the scaled prici...
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作者：Wang, Xinshang; Van-Anh Truong
作者单位：Columbia University
摘要：We study a fundamental model of resource allocation in which a finite amount of service capacity must be allocated to a stream of jobs of different priorities arriving randomly over time. Jobs incur costs and may also cancel while waiting for service. To increase the rate of service, overtime capacity can be used at a cost. This model has application in healthcare scheduling, server applications, make-to-order manufacturing systems, general service systems, and green computing. We present an o...
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作者：Farahat, Amr; Lee, Joonkyum
作者单位：Washington University (WUSTL); Sogang University
摘要：We address the multiproduct newsvendor problem under a general specification of customer choice behavior. We develop a methodology that yields upper bounds on the optimal value as well as feasible inventory solutions. The methodology is based on an approximate Jordan decomposition of the state transition matrix. Two specializations of the methodology are presented: one leads to a decomposition by customer into a sequence of assortment optimization problems and the second leads to a decompositi...
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作者：Simar, Leopold; Zelenyuk, Valentin
作者单位：Universite Catholique Louvain; University of Queensland; University of Queensland
摘要：Applied researchers in the field of efficiency and productivity analysis often need to estimate and make inference about aggregate efficiency, such as industry efficiency or aggregate efficiency of a group of distinct firms within an industry (e.g., public versus private firms, regulated versus unregulated firms, etc.). While there are approaches to obtain point estimates for such important measures, no asymptotic theory has been derived for it. This is the gap in the literature we fill with t...
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作者：Vercraene, Samuel; Gayon, Jean-Philippe; Karaesmen, Fikri
作者单位：Institut National des Sciences Appliquees de Lyon - INSA Lyon; Communaute Universite Grenoble Alpes; Institut National Polytechnique de Grenoble; Universite Grenoble Alpes (UGA); Centre National de la Recherche Scientifique (CNRS)
摘要：We consider a class of Markov Decision Processes frequently employed to model queueing and inventory control problems. For these problems, we explore how changes in different system input parameters (transition rates, costs, discount rates etc.) affect the optimal cost and the optimal policy when the state space of the problem is multidimensional. To address a large class of problems, we introduce two generic dynamic programming operators to model different types of controlled events. For thes...
