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作者：Shang, Kevin H.; Tao, Zhijie; Zhou, Sean X.
作者单位：Duke University; Shanghai University of Finance & Economics; Chinese University of Hong Kong
摘要：We consider a periodic-review inventory system in which N non-identical retailers replenish from a warehouse, which further replenishes from an outside vendor with ample supply. Each facility faces Poisson demand and replenishes according to a base-stock policy in a fixed time interval. Fixed costs are incurred for placing an order. The warehouse fills the retailers' orders in the same sequence as the occurrence of the demand at the retailers. The objective is to minimize the average system co...
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作者：Karsten, Frank; Slikker, Marco; van Houtum, Geert-Jan
作者单位：Eindhoven University of Technology
摘要：We study a situation where several independent service providers collaborate by complete pooling of their resources and customer streams into a joint service system. These service providers may represent such diverse organizations as hospitals that pool beds or maintenance firms that pool repairmen. We model the service systems as Erlang delay systems (M / M / s queues) that face a fixed cost rate per server and homogeneous delay costs for waiting customers. We examine rules to fairly allocate...
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作者：Pinker, Edieal J.
作者单位：Yale University
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作者：Li, Guang; Rusmevichientong, Paat; Topaloglu, Huseyin
作者单位：University of Southern California; Cornell University
摘要：We consider assortment and price optimization problems under the d-level nested logit model. In the assortment optimization problem, the goal is to find the revenue-maximizing assortment of products to offer, when the prices of the products are fixed. Using a novel formulation of the d-level nested logit model as a tree of depth d, we provide an efficient algorithm to find the optimal assortment. For a d-level nested logit model with n products, the algorithm runs in O(dn log n) time. In the p...
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作者：Abbas, Ali E.; Sun, Zhengwei
作者单位：University of Southern California; University of Southern California; University of Southern California; East China University of Science & Technology
摘要：The construction of a multiattribute utility function is an important step in decision analysis. One of the most widely used conditions for constructing the utility function is the assumption of mutual preferential independence where trade-offs among any subset of the attributes do not depend on the instantiations of the remaining attributes. Mutual preferential independence asserts that ordinal preferences can be represented by an additive function of the attributes. This paper derives the mo...
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作者：Aravindakshan, Ashwin; Naik, Prasad A.
作者单位：University of California System; University of California Davis
摘要：Extant models assume that awareness decline commences instantly. In contrast, we incorporate the possibility that awareness declines with a delay due to the memory for advertisements. To this end, we use delay differential equations to understand the evolution of awareness in the presence of ad memorability. This extended model generates optimal advertising policies that include the even spending policy, blitz policy, and various cyclic pulsing policies, depending on whether ad memorability ex...
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作者：Lamorgese, Leonardo; Mannino, Carlo
作者单位：SINTEF
摘要：Trains' movements on a railway network are regulated by official timetables. Deviations and delays occur quite often in practice, demanding fast rescheduling and rerouting decisions in order to avoid conflicts and minimize overall delay. This is the real-time train dispatching problem. In contrast with the classic holistic approach, we show how to decompose the problem into smaller subproblems associated with the line and the stations. This decomposition is the basis for a master-slave solutio...
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作者：Cooper, William L.; Homem-de-Mello, Tito; Kleywegt, Anton J.
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Universidad Adolfo Ibanez; University System of Georgia; Georgia Institute of Technology
摘要：In revenue management research and practice, demand models are used that describe how demand for a seller's products depends on the decisions, such as prices, of that seller. Even in settings where the demand for a seller's products also depends on decisions of other sellers, the models often do not explicitly account for such decisions. It has been conjectured in the revenue management literature that such monopoly models may incorporate the effects of competition, because the parameter estim...
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作者：Liu, Guangwu
作者单位：City University of Hong Kong
摘要：The 2007-2009 financial turmoil highlighted the need for more active management of credit portfolios. After measuring portfolio credit risk, an important step toward active risk management is to measure risk contributions of individual obligors to the overall risk of the portfolio. In practice, value-at-risk is often used as a risk measure for credit portfolios, and it can be decomposed into a sum of the risk contributions of individual obligors. Estimation of these risk contributions is compu...
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作者：Alpern, Steve A; Lidbetter, Thomas
作者单位：University of Warwick; University of London; London School Economics & Political Science
摘要：A Searcher seeks to find a stationary Hider located at some point H (not necessarily a node) on a given network Q. The Searcher can move along the network from a given starting point at unit speed, but to actually find the Hider she must pass it while moving at a fixed slower speed (which may depend on the arc). In this bimodal search game, the payoff is the first time the Searcher passes the Hider while moving at her slow speed. This game models the search for a small or well hidden object (e...
