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作者：Rosenbaum, Imry; Staum, Jeremy
作者单位：Northwestern University
摘要：Approximating the function that maps the input parameters of the simulation model to the expectation of the simulation output is an important and challenging problem in stochastic simulation metamodeling. Because an expectation is an integral, this function approximation problem can be seen as parametric integration-approximating the function that maps a parameter vector to the integral of an integrand that depends on the parameter vector. S. Heinrich and coauthors have proved that the multile...
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作者：Gardner, Kristen; Harchol-Balter, Mor; Scheller-Wolf, Alan; Velednitsky, Mark; Zbarsky, Samuel
作者单位：Carnegie Mellon University; Carnegie Mellon University; University of California System; University of California Berkeley; Carnegie Mellon University
摘要：Redundancy is an important strategy for reducing response time in multi-server distributed queueing systems. This strategy has been used in a variety of settings, but only recently have researchers begun analytical studies. The idea behind redundancy is that customers can greatly reduce response time by waiting in multiple queues at the same time, thereby experiencing the minimum time across queues. Redundancy has been shown to produce significant response time improvements in applications ran...
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作者：Wang, Liao; Yao, David D.
作者单位：Columbia University
摘要：Demand for many products may depend on the price of a tradable asset or on the economy in general. For example, demand for equipment that plants or harvests corn correlates with the corn price on the commodity market, and discount stores experienced increased sales revenue during the last recession. Thus, we model demand as a stochastic process with two components: in addition to the usual Gaussian component reflecting demand volatility, there is a drift component taking the form of a function...
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作者：Bansal, Saurabh; Nagarajan, Mahesh
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University of British Columbia
摘要：The acquisition of production flexibility is a well-documented strategy pursued by many firms to counteract certain operational constraints. However, these flexibilities can increase the complexity of a production system and the difficulties in managing increased complexity may hinder exploiting the full benefit of flexibility. In this paper, we consider one such flexibility paradox at an agribusiness firm for an annual $800 million production decision: The firm produces a number of products (...
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作者：Asadpour, Arash; Goemans, Michel X.; Madry, Aleksander; Gharan, Shayan Oveis; Saberi, Amin
作者单位：New York University; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of Washington; University of Washington Seattle; Stanford University
摘要：We present a randomized O(log n /log log n)-approximation algorithm for the asymmetric traveling salesman problem (ATSP). This provides the first asymptotic improvement over the long-standing Theta(log n)-approximation bound stemming from the work of Frieze et al. (1982) [ Frieze AM, Galbiati G, Maffioki F (1982) On the worst-case performance of some algorithms for the asymmetric traveling salesman problem. Networks 12(1): 23-39]. The key ingredient of our approach is a new connection between ...
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作者：Ni, Eric C.; Ciocan, Dragos F.; Henderson, Shane G.; Hunter, Susan R.
作者单位：Cornell University; INSEAD Business School; Purdue University System; Purdue University
摘要：The goal of ranking and selection (R&S) procedures is to identify the best stochastic system from among a finite set of competing alternatives. Such procedures require constructing estimates of each system's performance, which can be obtained simultaneously by running multiple independent replications on a parallel computing platform. Nontrivial statistical and implementation issues arise when designing R&S procedures for a parallel computing environment. We propose several design principles f...
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作者：Zavala, Victor M.; Kim, Kibaek; Anitescu, Mihai; Birge, John
作者单位：University of Wisconsin System; University of Wisconsin Madison; United States Department of Energy (DOE); Argonne National Laboratory; University of Chicago
摘要：We argue that deterministic market clearing formulations introduce arbitrary distortions between day-ahead and expected real-time prices that bias economic incentives. We extend and analyze a previously proposed stochastic clearing formulation in which the social surplus function induces penalties between day-ahead and real-time quantities. We prove that the formulation yields price bounded price distortions, and we show that adding a similar penalty term to transmission flows and phase angles...
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作者：Belloni, Alexandre; Deng, Changrong; Pekec, Sasa
作者单位：Duke University; Analysis Group Inc.
摘要：A revenue-maximizing monopolist is selling a single indivisible good to buyers who face a loss if any of its rival buyers obtain it. The rivalry is modeled through a network, an arc between a pair of buyers indicates that a buyer considers another buyer its rival, and the magnitude of the loss is the private information of each buyer. This loss-exposure due to competitive considerations can be viewed as a negative externality. First, using a Myersonian approach we derive the monopolist's optim...
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作者：Yildiz, Baris; Karasan, Oya Ekin
作者单位：Koc University; Ihsan Dogramaci Bilkent University
摘要：In this study, we introduce the regenerator location problem in flexible optical networks. With a given traffic demand, the regenerator location problem in flexible optical networks considers the regenerator location, routing, bandwidth allocation, and modulation selection problems jointly to satisfy data transfer demands with the minimum cost regenerator deployment. We propose a novel branch-and-price algorithm for this challenging problem. Using real-world network topologies, we conduct exte...
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作者：Kohli, Rajeev; Jedidi, Kamel
作者单位：Columbia University
摘要：We show that elimination by aspects (EBA) generalizes nested logit and cross nested logit models. The latter two models are equivalent to a special case of EBA called preference trees. The transformations between preference trees and nested logit models become more complex when the utilities of alternatives are functions of covariates. In this case, a simple model in one domain corresponds to a complex model in the other. An extended EBA model, in which the utilities of alternatives are functi...
