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作者：Dong, Jing; Feldman, Pnina; Yom-Tov, Galit B.
作者单位：Northwestern University; University of California System; University of California Berkeley; Technion Israel Institute of Technology
摘要：Many service systems exhibit service slowdowns when the system is congested. Our goal in this paper is to investigate this phenomenon and its effect on system performance. We modify the Erlang-A model to account for service slowdowns and carry out the performance analysis in the quality-and efficiencydriven (QED) regime. We find that when the load sensitivity is low, the system can achieve QED performance, but the square-root staffing parameter requires an adjustment to achieve the same perfor...
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作者：Abouee-Mehrizi, Hossein; Berman, Oded; Sharma, Shrutivandana
作者单位：University of Waterloo; University of Toronto; Singapore University of Technology & Design
摘要：Mismatch between supply and demand when the uncertainty of the demand is high and the supply lead time is relatively long, such as seasonal good markets, can result in high overstocking and understocking costs. In this paper we propose transshipment as a powerful mechanism to mitigate the mismatch between the supply and demand. We consider a finite horizon multi-period inventory system where in each period two retailers have the option to replenish their inventory from a supplier (if there is ...
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作者：Kanet, John J.; Della Croce, Federico; Koulamas, Christos; T'kindt, Vincent
作者单位：University System of Ohio; University of Dayton; Polytechnic University of Turin; Consiglio Nazionale delle Ricerche (CNR); Istituto di Elettronica e di Ingegneria dell'Informazione e delle Telecomunicazioni (IEIIT-CNR); State University System of Florida; Florida International University; Universite de Tours
摘要：We clarify that Theorem 4 in Kanet (2014) [Kanet JJ (2014) One-machine sequencing to minimize total tardiness: A fourth theorem for Emmons. Oper. Res. 62(2): 345-347] is not incremental to Theorem 3 of Emmons (1969) [Emmons H (1969) One-machine sequencing to minimize certain functions of job tardiness. Oper. Res. 17(4): 701-715.] for the single-machine total tardiness problem.
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作者：Shechter, Steven M.; Ghassemi, Farhad; Gocgun, Yasin; Puterman, Martin L.
作者单位：University of British Columbia; Amazon.com; Altinbas University
摘要：We consider the search for a target whose precise location is uncertain. The search region is divided into grid cells, and the searcher decides which cell to visit next and whether to search it quickly or slowly. A quick search of a cell containing the target may damage it, resulting in a failed search, or it may locate the target safely. If the target is not in the cell, the search continues over the remaining cells. If a slow search is performed on a cell, then the search ends in failure wit...
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作者：Tsetlin, Ilia; Winkler, Robert L.; Huang, Rachel J.; Tzeng, Larry Y.
作者单位：INSEAD Business School; Duke University; National Central University; National Taiwan University
摘要：Almost stochastic dominance allows small violations of stochastic dominance rules to avoid situations where most decision makers prefer one alternative to another but stochastic dominance cannot rank them. While the idea behind almost stochastic dominance is quite promising, it has not caught on in practice. Implementation issues and inconsistencies between integral conditions and their associated utility classes contribute to this situation. We develop generalized almost second-degree stochas...
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作者：Averbakh, Igor; Berman, Oded; Kalcsics, Joerg; Krass, Dmitry
作者单位：University of Toronto; University Toronto Scarborough; University of Toronto; Helmholtz Association; Karlsruhe Institute of Technology
摘要：We consider facility location problems where the demand is continuously and uniformly distributed over a convex polygon with m vertices in the rectilinear plane, n facilities are already present, and the goal is to find an optimal location for an additional facility. Based on an analysis of structural properties of incremental Voronoi diagrams, we develop polynomial exact algorithms for five conditional location problems. The developed methodology is applicable to a variety of other facility l...
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作者：Dey, Santanu S.; Gupte, Akshay
作者单位：University System of Georgia; Georgia Institute of Technology; Clemson University
摘要：The pq-relaxation for the pooling problem can be constructed by applying McCormick envelopes for each of the bilinear terms appearing in the so-called pq-formulation of the pooling problem. This relaxation can be strengthened by using piecewise-linear functions that over-and under-estimate each bilinear term. Although there is a significant amount of empirical evidence to show that such piecewise-linear relaxations, which can be written as mixed-integer linear programs (MILPs), yield good boun...
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作者：Krishnamurthy, Vikram; Pareek, Udit
作者单位：University of British Columbia
摘要：This paper provides a relaxation of the sufficient conditions and an extension of the structural results for partially observed Markov decision processes (POMDPs) obtained by Lovejoy in 1987. Sufficient conditions are provided so that the optimal policy can be upper and lower bounded by judiciously chosen myopic policies. These myopic policy bounds are constructed to maximize the volume of belief states where they coincide with the optimal policy. Numerical examples illustrate these myopic bou...
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作者：Jiang, Guangxin; Fu, Michael C.
作者单位：Tongji University; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park
摘要：Hong (2009) [Hong LJ (2009) Estimating quantile sensitivities. Oper. Res. 57(1):118-130.] introduced a general framework based on probability sensitivities and a conditional expectation relationship for estimating quantile sensitivities by infinitesimal perturbation analysis (IPA). We present an alternative more direct derivation of the IPA estimators that leads to simplified proofs for strong consistency and convergence rate of the unbatched estimator, and strong consistency and a central lim...
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作者：Harrison, J. Michael; Sunar, Nur
作者单位：Stanford University; University of North Carolina; University of North Carolina Chapel Hill
摘要：We consider a firm that can use one of several costly learning modes to dynamically reduce uncertainty about the unknown value of a project. Each learning mode incurs cost at a particular rate and provides information of a particular quality. In addition to dynamic decisions about its learning mode, the firm must decide when to stop learning and either invest or abandon the project. Using a continuous-time Bayesian framework, and assuming a binary prior distribution for the project's unknown v...
