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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...
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作者：Debo, Laurens; Veeraraghavan, Senthil
作者单位：University of Chicago; University of Pennsylvania
摘要：In the operations research literature, the queue joining probability is monotonic decreasing in the queue length; the longer the queue, the fewer consumers join. Recent academic and empirical evidence indicates that queue-joining probabilities may not always be decreasing in the queue length. We provide a simple explanation for these nonmonotonic queue-joining strategies by relaxing the informational assumptions in Naor's model. Instead of imposing that the expected service time and service va...
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作者：Cho, Soo-Haeng; Tang, Christopher S.
作者单位：Carnegie Mellon University; University of California System; University of California Los Angeles
摘要：When retailers' orders exceed the supplier's available capacity, the supplier allocates his capacity according to some allocation rule. When retailers are local monopolists, uniform allocation eliminates the gaming effect so that each retailer orders her ideal allocation. However, when two retailers engage in Cournot competition under complete information, a recent study has shown that uniform allocation fails to eliminate the gaming effect so that some retailer may inflate her order strategic...
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作者：Chen, Wei; Dawande, Milind; Janakiraman, Ganesh
作者单位：University of Texas System; University of Texas Dallas
摘要：We study fixed-dimensional stochastic dynamic programs in a discrete setting over a finite horizon. Under the primary assumption that the cost-to-go functions are discrete L-\tau-convex, we propose a pseudo-polynomial time approximation scheme that solves this problem to within an arbitrary prespecified additive error of epsilon > 0. The proposed approximation algorithm is a generalization of the explicit-enumeration algorithm and offers us full control in the trade-off between accuracy and ru...
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作者：Cownden, Daniel; Steinsaltz, David
作者单位：University of St Andrews; University of Oxford
摘要：In a novel multiplayer extension of the famous secretary problem, multiple players seek to employ secretaries from a common labour pool. Secretaries do not accept being put on hold, always accept job offers immediately, and leave the labour pool once rejected by a single player. All players have an identical preference for secretaries, and all players seek to optimize the probability of obtaining the best of all n secretaries. We find that in the Nash equilibrium, as the number, N, of players ...
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作者：Fischetti, Matteo; Monaci, Michele
作者单位：University of Padua
摘要：High sensitivity to initial conditions is generally viewed as a drawback of tree search methods because it leads to erratic behavior to be mitigated somehow. In this paper we investigate the opposite viewpoint and consider this behavior as an opportunity to exploit. Our working hypothesis is that erraticism is in fact just a consequence of the exponential nature of tree search that acts as a chaotic amplifier, so it is largely unavoidable. We propose a bet-and-run approach to actually turn err...
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作者：Baron, Opher; Berman, Oded; Krass, Dmitry; Wang, Jianfu
作者单位：University of Toronto; Nanyang Technological University
摘要：The most common measure of waiting time is the overall expected waiting time for service. However, in service networks the perception of waiting may also depend on how it is distributed among different stations. Therefore, reducing the probability of a long wait at any station may be important in improving customers' perception of service quality. In a single-station queue it is known that the policy that minimizes the waiting time and the probability of long waits is nonidling. However, this ...
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作者：Federgruen, Awi; Yang, Nan
作者单位：Columbia University; Washington University (WUSTL)
摘要：We consider a general infinite horizon inventory control model that combines demand and supply risks and the firm's ability to mitigate the supply risks by diversifying its procurement orders among a set of N potential suppliers. Supply risks arise because only a random percentage of any given replenishment order is delivered as useable units. The suppliers are characterized by the price they charge and the distribution of their yield factor. Assuming unsatisfied demand is backlogged, the firm...
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作者：Natarajan, Karthik; Shi, Dongjian; Toh, Kim-Chuan
作者单位：Singapore University of Technology & Design; National University of Singapore
摘要：In this paper, we propose a new probabilistic model for minimizing the anticipated regret in combinatorial optimization problems with distributional uncertainty in the objective coefficients. The interval uncertainty representation of data is supplemented with information on the marginal distributions. As a decision criterion, we minimize the worst-case conditional value at risk of regret. The proposed model includes the interval data minmax regret model as a special case. For the class of com...
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作者：Simon, Jay; Kirkwood, Craig W.; Keller, L. Robin
作者单位：United States Department of Defense; United States Navy; Naval Postgraduate School; Arizona State University; Arizona State University-Tempe; University of California System; University of California Irvine
摘要：This paper presents decision analysis methodology for decisions based on data from geographic information systems. The consequences of a decision alternative are modeled as distributions of outcomes across a geographic region. We discuss conditions that may conform with the decision maker's preferences over a specified set of alternatives; then we present specific forms for value or utility functions that are implied by these conditions. Decisions in which there is certainty about the conseque...
