-
作者：Nikolova, E.; Stier-Moses, N. E.
作者单位：University of Texas System; University of Texas Austin; Texas A&M University System; Texas A&M University College Station; Columbia University; Universidad Torcuato Di Tella; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET)
摘要：Heavy and uncertain traffic conditions exacerbate the commuting experience of millions of people across the globe. When planning important trips, commuters typically add an extra buffer to the expected trip duration to ensure on-time arrival. Motivated by this, we propose a new traffic assignment model that takes into account the stochastic nature of travel times. Our model extends the traditional model of Wardrop competition when uncertainty is present in the network. The focus is on strategi...
-
作者：Zhu, Endong; Crainic, Teodor Gabriel; Gendreau, Michel
作者单位：University of Quebec; University of Quebec Montreal; Universite de Montreal; University of Quebec; University of Quebec Montreal; Universite de Montreal; Polytechnique Montreal; Universite de Montreal; Polytechnique Montreal
摘要：This paper addresses the scheduled service network design problem for freight rail transportation. The proposed model integrates service selection and scheduling, car classification and blocking, train makeup, and routing of time-dependent customer shipments based on a cyclic three-layer space-time network representation of the associated operations and decisions and their relations and time dimensions. This paper also proposes a matheuristic solution methodology integrating slope scaling, a d...
-
作者：Cavus, Ozlem; Ruszczynski, Andrzej
作者单位：Ihsan Dogramaci Bilkent University; Rutgers University System; Rutgers University New Brunswick
摘要：The total cost problem for discrete-time controlled transient Markov models is considered. The objective functional is a Markov dynamic risk measure of the total cost. Two solution methods, value and policy iteration, are proposed, and their convergence is analyzed. In the policy iteration method, we propose two algorithms for policy evaluation: the nonsmooth Newton method and convex programming, and we prove their convergence. The results are illustrated on a credit limit control problem.
-
作者：Men, Han; Freund, Robert M.; Nguyen, Ngoc C.; Saa-Seoane, Joel; Peraire, Jaime
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：It is often the case that the computed optimal solution of an optimization problem cannot be implemented directly, irrespective of data accuracy, because of either (i) technological limitations (such as physical tolerances of machines or processes), (ii) the deliberate simplification of a model to keep it tractable (by ignoring certain types of constraints that pose computational difficulties), and/or (iii) human factors (getting people to do the optimal solution). Motivated by this observatio...
-
作者：Zaghrouti, Abdelouahab; Soumis, Francois; El Hallaoui, Issmail
作者单位：Universite de Montreal; Universite de Montreal; Polytechnique Montreal
摘要：Since the 1970s, several authors have studied the structure of the set partitioning polytope and proposed adaptations of the simplex algorithm that find an optimal solution via a sequence of basic integer solutions. Balas and Padberg in 1972 proved the existence of such a sequence with nonincreasing costs, but degeneracy makes it difficult to find the terms of the sequence. This paper uses ideas from the improved primal simplex to deal efficiently with degeneracy and find subsequent terms in t...
-
作者：Chan, Carri W.; Yom-Tov, Galit; Escobar, Gabriel
作者单位：Columbia University; Technion Israel Institute of Technology; Kaiser Permanente
摘要：In a number of service systems, there can be substantial latitude to vary service rates. However, although speeding up service rate during periods of congestion may address a present congestion issue, it may actually exacerbate the problem by increasing the need for rework. We introduce a state-dependent queuing network where service times and return probabilities depend on the overloaded and underloaded state of the system. We use a fluid model to examine how different definitions of overload...
-
作者：Barrieu, Pauline; Fehr, Max
作者单位：University of London; London School Economics & Political Science; University of London; London School Economics & Political Science
摘要：In this paper we refer to the requirement for industrialized countries to reach a domestic target for greenhouse emissions, as ratified in the Kyoto Protocol, and propose a market-consistent model of futures price dynamics for cap-and-trade schemes designed in the spirit of the European Union Emissions Trading Scheme (EU ETS). Historical price dynamics for the EU ETS suggest that both European emission allowance (EUA) and certified emission reduction (CER) certificates, generated by a nondomes...
-
作者：Wang, Zizhuo; Deng, Shiming; Ye, Yinyu
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Huazhong University of Science & Technology; Stanford University
摘要：We consider a retailer selling a single product with limited on-hand inventory over a finite selling season. Customer demand arrives according to a Poisson process, the rate of which is influenced by a single action taken by the retailer (such as price adjustment, sales commission, advertisement intensity, etc.). The relationship between the action and the demand rate is not known in advance. However, the retailer is able to learn the optimal action on the fly as she maximizes her total expect...
-
作者：Gallego, Guillermo; Wang, Ruxian
作者单位：Columbia University; Johns Hopkins University
摘要：We study firms that sell multiple substitutable products and customers whose purchase behavior follows a nested logit model, of which the multinomial logit model is a special case. Customers make purchasing decisions sequentially under the nested logit model: they first select a nest of products and subsequently purchase one within the selected nest. We consider the multiproduct pricing problem under the general nested logit model with product-differentiated price sensitivities and arbitrary n...
-
作者：Yang, Yi; Chen, Youhua (Frank); Zhou, Yun
作者单位：Zhejiang University; City University of Hong Kong; University of Toronto
摘要：In this paper we investigate joint pricing and inventory control problems in a finite-horizon, single-product, periodic-review setting with certain/uncertain supply capacities. The demands in different periods are random variables whose distributions depend on the posted price exhibiting the additive form. The order quantity in each period is required to be of integral multiples of a given specific batch size (denoted by Q). Inventory replenishment incurs a linear ordering cost. Referred to as...
