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作者：Bertsimas, Dimitris; Dunning, Iain
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：We present a new partition-and-bound method for multistage adaptive mixed-integer optimization (AMIO) problems that extends previous work on finite adaptability. The approach analyzes the optimal solution to a static (nonadaptive) version of an AMIO problem to gain insight into which regions of the uncertainty set are restricting the objective function value. We use this information to construct partitions in the uncertainty set, leading to a finitely adaptable formulation of the problem. We u...
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作者：Kim, Michael Jong
作者单位：University of Toronto
摘要：This paper is concerned with optimal maintenance decision making in the presence of model misspecification. Specifically, we are interested in the situation where the decision maker fears that a nominal Bayesian model may be miss-specified or unrealistic, and would like to find policies that work well even when the underlying model is flawed. To this end, we formulate a robust dynamic optimization model for condition-based maintenance in which the decision maker explicitly accounts for distrus...
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作者：Bensoussan, Alain; Jang, Bong-Gyu; Park, Seyoung
作者单位：University of Texas System; University of Texas Dallas; City University of Hong Kong; Pohang University of Science & Technology (POSTECH); National University of Singapore
摘要：We develop a new approach for solving the optimal retirement problem for an individual with an unhedgeable income risk. The income risk stems from a forced unemployment event, which occurs as an exponentially distributed random shock. The optimal retirement problem is to determine an individual's optimal consumption and investment behaviors and optimal retirement time simultaneously. We introduce a new convex-duality approach for reformulating the original retirement problem and provide an ite...
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作者：Gopalakrishnan, Ragavendran; Doroudi, Sherwin; Ward, Amy R.; Wierman, Adam
作者单位：Carnegie Mellon University; University of Southern California; California Institute of Technology
摘要：Traditionally, research focusing on the design of routing and staffing policies for service systems has modeled servers as having fixed (possibly heterogeneous) service rates. However, service systems are generally staffed by people. Furthermore, people respond to workload incentives; that is, how hard a person works can depend both on how much work there is and how the work is divided between the people responsible for it. In a service system, the routing and staffing policies control such wo...
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作者：Kocuk, Burak; Jeon, Hyemin; Dey, Santanu S.; Linderoth, Jeff; Luedtke, James; Sun, Xu Andy
作者单位：University System of Georgia; Georgia Institute of Technology; University of California System; University of California Berkeley; University of Wisconsin System; University of Wisconsin Madison
摘要：It is well known that optimizing network topology by switching on and off transmission lines improves the efficiency of power delivery in electrical networks. In fact, the USA Energy Policy Act of 2005 (Section 1223) states that the United States should encourage, as appropriate, the deployment of advanced transmission technologies including optimized transmission line configurations. As such, many authors have studied the problem of determining an optimal set of transmission lines to switch o...
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作者：Dahleh, Munther A.; Tahbaz-Salehi, Alireza; Tsitsiklis, John N.; Zoumpoulis, Spyros I.
