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作者：Helm, Jonathan E.; Van Oyen, Mark P.
作者单位：Indiana University System; IU Kelley School of Business; Indiana University Bloomington; University of Michigan System; University of Michigan
摘要：Hospitals typically lack effective enterprise level strategic planning of bed and care resources, contributing to bed census levels that are statistically out of control. This system dysfunction manifests itself in bed block, surgical cancelation, ambulance diversions, and operational chaos. This is the classic hospital admission scheduling and control (HASC) problem, which has been addressed in its entirety only through inexact simulation-based search heuristics. This paper develops new analy...
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作者：Iancu, Dan A.; Trichakis, Nikolaos
作者单位：Stanford University; Harvard University
摘要：We deal with the problem faced by a portfolio manager in charge of multiple accounts. We argue that because of market impact costs, this setting differs in several subtle ways from the classical (single account) case, with the key distinction being that the performance of each individual account typically depends on the trading strategies of other accounts, as well. We propose a novel, tractable approach for jointly optimizing the trading activities of all accounts and also splitting the assoc...
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作者：Wozabal, David
作者单位：Technical University of Munich
摘要：This paper introduces a framework for robustifying convex, law invariant risk measures. The robustified risk measures are defined as the worst case portfolio risk over neighborhoods of a reference probability measure, which represent the investors' beliefs about the distribution of future asset losses. It is shown that under mild conditions, the infinite dimensional optimization problem of finding the worst-case risk can be solved analytically and closed-form expressions for the robust risk me...
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作者：Gao, Ziyou; Qu, Yunchao; Li, Xingang; Long, Jiancheng; Huang, Hai-Jun
作者单位：Beijing Jiaotong University; Hefei University of Technology; Beihang University
摘要：Pedestrian dynamics plays an important role in public facility design and evacuation management. During an escape process from a large public space, crowd behavior is a collection of pedestrian exit/route choice behavior, and movement behavior. Modelling such an escape process is an extremely complex challenge. In this paper, an integrated macro-micro approach is developed to simulate the escape process. An analysis of the simulation reveals the mechanisms of the formation of crowd congestion ...
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作者：Wiesemann, Wolfram; Kuhn, Daniel; Sim, Melvyn
作者单位：Imperial College London; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; National University of Singapore
摘要：Distributionally robust optimization is a paradigm for decision making under uncertainty where the uncertain problem data are governed by a probability distribution that is itself subject to uncertainty. The distribution is then assumed to belong to an ambiguity set comprising all distributions that are compatible with the decision maker's prior information. In this paper, we propose a unifying framework for modeling and solving distributionally robust optimization problems. We introduce stand...
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作者：Sun, Lihua; Hong, L. Jeff; Hu, Zhaolin
作者单位：Tongji University; City University of Hong Kong; City University of Hong Kong
摘要：Random search algorithms are often used to solve discrete optimization-via-simulation (DOvS) problems. The most critical component of a random search algorithm is the sampling distribution that is used to guide the allocation of the search effort. A good sampling distribution can balance the trade-off between the effort used in searching around the current best solution (which is called exploitation) and the effort used in searching largely unknown regions (which is called exploration). Howeve...
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作者：Jiang, Hai; Qi, Xin; Sun, He
作者单位：Tsinghua University
摘要：Recommender systems have been widely used by online stores to suggest items of interest to users. These systems often identify a subset of items from a much larger set that best matches the user's interest. A key concern with existing approaches is overspecialization, which results in returning items that are too similar to each other. Unlike existing solutions that rely on diversity metrics to reduce similarity among recommended items, we propose using choice probability to measure the overal...
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作者：Abedi, Vahideh Sadat; Berman, Oded; Krass, Dmitry
作者单位：California State University System; California State University Fullerton; University of Toronto
摘要：Introduction of a new, innovative product or service is a fundamental problem that managers face regularly. The temporal sales pattern of such a product is often dynamically influenced by word of mouth as well as by marketing and distribution support. Appropriate marketing support strategies must be specified to induce the best sales pattern; however, the success of these strategies is heavily tied to the accessibility of the retail facilities, whether physical stores or virtual ones such as t...
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作者：Maxwell, Matthew S.; Ni, Eric Cao; Tong, Chaoxu; Henderson, Shane G.; Topaloglu, Huseyin; Hunter, Susan R.
作者单位：Cornell University; Purdue University System; Purdue University
摘要：Ambulance redeployment is the practice of repositioning ambulance fleets in real time in an attempt to reduce response times to future calls. When redeployment decisions are based on real-time information on the status and location of ambulances, the process is called system-status management. An important performance measure is the long-run fraction of calls with response times over some time threshold. We construct a lower bound on this performance measure that holds for nearly any ambulance...
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作者：Armstrong, Michael J.
作者单位：Brock University
摘要：This paper develops a model of short-range ballistic missile defense and uses it to study the performance of Israel's Iron Dome system. The deterministic base model allows for inaccurate missiles, unsuccessful interceptions, and civil defense. Model enhancements consider the trade-offs in attacking the interception system, the difficulties faced by militants in assembling large salvos, and the effects of imperfect missile classification by the defender. A stochastic model is also developed. An...
