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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 ...
