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作者：Kaplan, Edward H.
作者单位：Yale University
摘要：This paper is the archival record of the INFORMS Philip McCord Morse Lecture delivered in 2010. It considers applications of operations research to intelligence problems in national security and counterterrorism. The phrase intelligence operations research can be interpreted in two different ways: as intelligence operations research, meaning studies to characterize and improve the operations of intelligence agencies themselves, and as intelligence operations research, meaning the application o...
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作者：Iravani, Foad; Dasu, Sriram; Ahmadi, Reza
作者单位：University of Washington; University of Washington Seattle; University of Southern California; University of California System; University of California Los Angeles
摘要：Every year, companies that produce commercial tax preparation software struggle with thousands of state and federal changes to tax laws and forms. Three competitors dominate the market with its short selling season, and release delays slash profits. Tax authorities issue updates August December, and all changes must be processed and incorporated before year end. Systematic resource allocation and process manageinent are crucial yet problematic due to the volume and complexity of changes, brief...
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作者：Brekelmans, Ruud; den Hertog, Dick; Roos, Kees; Eijgenraam, Carel
作者单位：Tilburg University; Delft University of Technology; CPB Netherlands Bureau for Economic Policy
摘要：Dike height optimization is of major importance to the Netherlands because a large part of the country lies below sea level, and high water levels in rivers can cause floods. Recently impovements have been made on the cost-benefit model introduced by van Dantzig after the devastating flood in the Netherlands in 1953. We consider the extension of this model to nonhomogeneous dike rings, which may also be applicable to other deltas in the world. A nonhomogeneous dike ring consists of different s...
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作者：Lejeune, Miguel A.
作者单位：George Washington University
摘要：We propose a new modeling and solution method for probabilistically constrained optimization problems. The methodology is based on the integration of-the stochastic programming and combinatorial pattern recognition fields. It permits the fast solution of stochastic optimization problems in which the random variables are represented by an extremely large number of scenarios. The method involves the binarization of the probability distribution and the generation of a consistent partially defined...
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作者：Benth, Fred E.; Dahl, Geir; Mannino, Carlo
作者单位：University of Oslo; University of Oslo; Sapienza University Rome
摘要：The current financial crisis motivates the study of correlated defaults in financial systems. In this paper we focus on such a model, which is based on Markov random fields. This is a probabilistic model in which uncertainty in default probabilities incorporates experts' opinions on the default risk (based on various credit ratings). We consider a bilevel optimization model for finding an optimal recovery policy: which companies should be supported given a fixed budget. This is closely linked ...
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作者：Bassamboo, Achal; Randhawa, Ramandeep S.; Van Mieghem, Jan A.
作者单位：Northwestern University; University of Southern California
摘要：We analytically study optimal capacity and flexible technology selection in parallel queuing systems. We consider N stochastic arrival streams that may wait in N queues before being processed by one of many resources (technologies) that differ in their flexibility. A resource's ability to process k different arrival types or classes is referred to as level-k flexibility. We determine the capacity portfolio (consisting of all resources at all levels of flexibility) that minimizes linear capacit...
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作者：Cai, Xiaoqiang; Vairaktarakis, George L.
作者单位：Chinese University of Hong Kong; University System of Ohio; Case Western Reserve University
摘要：We consider an outsourcing problem where a group of manufacturers outsource jobs to a single third party who owns a specialized facility needed to process these jobs. The third party announces the time slots available on her facility, and the associated prices. Manufacturers reserve, on a first-come-first-book basis, time slots that they desire to utilize. Booking of overtime is possible, at a higher cost. A job completed after its due date incurs a tardiness cost. Each manufacturer books chun...
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作者：Abbas, Ali E.
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：Arrow and Pratt introduced a measure of risk aversion the negative ratio of the second to the first derivative of the utility function. This measure has found widespread use in the valuation of uncertain lotteries and in the calculation of the risk premium of an investment. This paper introduces two new measures for characterizing changes in the valuation of uncertain lotteries when their outcomes are modified by a monotone transformation. The first is a characteristic transformation of a util...
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作者：Deng, Xiaotie; Qi, Qi; Saberi, Amin
作者单位：University of Liverpool; City University of Hong Kong; Hong Kong University of Science & Technology; Stanford University
摘要：We study the problem of finding an envy-free allocation of a cake to d + 1 players using d cuts. Two models are considered, namely, the oracle-function model and the polynomial-time function model. In the oracle-function model, we are interested in the number of times an algorithm has to query the players about their preferences to find an allocation with the envy less than c. We derive a matching lower and upper bound of theta(1/is an element of)(d-1) for players with Lipschitz utilities and ...
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作者：Adams, Warren P.; Henry, Stephen M.
作者单位：Clemson University; United States Department of Energy (DOE); Sandia National Laboratories
摘要：This paper presents an approach for representing functions of discrete variables, and their products, using logarithmic numbers of binary variables. Given a univariate function whose domain consists of n distinct values, it begins by employing a base-2 expansion to express the function in terms of the ceiling of log(2) n binary and n continuous variables, using linear restrictions to equate the functional values with the possible binary realizations. The representation of the product of such a...
