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作者：Dell'Amico, Mauro; Diaz, Jose Carlos Diaz; Iori, Manuel
作者单位：Universita di Modena e Reggio Emilia
摘要：Given a set of identical capacitated bins, a set of weighted items, and a set of precedences among such items, we are interested in determining the minimum number of bins that can accommodate all items and can be ordered in such a way that all precedences are satisfied. The problem, denoted as the bin packing problem with precedence constraints (BPP-P), has a very intriguing combinatorial structure and models many assembly and scheduling issues. According to our knowledge, the BPP-P has receiv...
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作者：Akan, Mustafa; Ata, Baris; Olsen, Tava
作者单位：Carnegie Mellon University; Northwestern University; University of Auckland
摘要：We consider a congestible system serving multiple classes of customers who differ in their delay sensitivity and valuation of service (or product). Customers are endowed with convex-concave delay cost functions. A system manager offers a menu of lead times and corresponding prices to arriving customers, who then choose the lead-time price pair that maximizes their net utility (value minus disutility of delay and price). We investigate how such menus should be chosen dynamically (depending on t...
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作者：Sobel, Matthew J.; Babich, Volodymyr
作者单位：University System of Ohio; Case Western Reserve University; Georgetown University
摘要：We study lot-size policies in a serial, multistage manufacturing/inventory system with two key generalizations, namely (1) random yields at each production stage and (2) an autoregressive demand process. Previous research shows that the optimal policies in models with random yields (even in models with a single installation) lack the familiar order-up-to structure and are not myopic. Thus, dynamic programming algorithms are needed to compute optimal policies, and one encounters the curse of di...
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作者：Liu, Yunan; Whitt, Ward
作者单位：North Carolina State University; Columbia University
摘要：An algorithm is developed to determine time-dependent staffing levels to stabilize the time-dependent abandonment probabilities and expected delays at positive target values in the M-1/GI/s(1) + GI many-server queueing model, which has a nonhomogeneous Poisson arrival process (the M-1), has general service times (the first GI), and allows customer abandonment according to a general patience distribution (the +GI). New offered-load and modified-offered-load approximations involving infinite-ser...
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作者：Chan, Carri W.; Farias, Vivek F.; Bambos, Nicholas; Escobar, Gabriel J.
作者单位：Columbia University; Massachusetts Institute of Technology (MIT); Stanford University; Stanford University; Kaiser Permanente
摘要：This work examines the impact of discharge decisions under uncertainty in a capacity-constrained high-risk setting: the intensive care unit (ICU). New arrivals to an ICU are typically very high-priority patients and, should the ICU be full upon their arrival, discharging a patient currently residing in the ICU may be required to accommodate a newly admitted patient. Patients so discharged risk physiologic deterioration, which might ultimately require readmission; models of these risks are curr...
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作者：Bertsimas, Dimitris; Gupta, Vishal; Paschalidis, Ioannis Ch.
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Boston University
摘要：The Black-Litterman (BL) model is a widely used asset allocation model in the financial industry. In this paper, we provide a new perspective. The key insight is to replace the statistical framework in the original approach with ideas from inverse optimization. This insight allows us to significantly expand the scope and applicability of the BL model. We provide a richer formulation that, unlike the original model, is flexible enough to incorporate investor information on volatility and market...
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作者：Caro, Felipe; Gallien, Jeremie
作者单位：University of California System; University of California Los Angeles; University of London; London Business School
摘要：Fast-fashion retailers such as Zara offer continuously changing assortments and use minimal in-season promotions. Their clearance pricing problem is thus challenging because it involves comparatively more different articles of unsold inventory with less historical price data points. Until 2007, Zara used a manual and informal decision-making process for determining price markdowns. In collaboration with their pricing team, we since designed and implemented an alternative process relying on a f...
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作者：Besbes, Omar; Zeevi, Assaf
作者单位：Columbia University
摘要：We consider a general class of network revenue management problems, where mean demand at each point in time is determined by a vector of prices, and the objective is to dynamically adjust these prices so as to maximize expected revenues over a finite sales horizon. A salient feature of our problem is that the decision maker can only observe realized demand over time but does not know the underlying demand function that maps prices into instantaneous demand rate. We introduce a family of blind ...
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作者：Wagner, Michael R.; Radovilsky, Zinovy
作者单位：University of Washington; University of Washington Seattle; California State University System; California State University East Bay
摘要：The United States Coast Guard (USCG), a part of the U.S. Department of Homeland Security, is the nation's leading agency in maritime security, safety, and stewardship. One of the primary USCG resources is a fleet of boats (maritime vessels less than 65 feet in length) of various types that must be allocated to USCG stations nationwide. This paper describes the academic-industry collaboration between the authors and the USCG, which resulted in the development of an integer linear programming mo...
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作者：Caro, Felipe; Rajaram, Kumar; Wollenweber, Jens
作者单位：University of California System; University of California Los Angeles
摘要：We present a framework to analyze the process location and product distribution problem with uncertain yields for a large multinational food processing company. This problem consists of selecting the location of processes, the assignment of products, and the distribution of production quantities to markets in order to minimize total expected costs. It differs from the traditional facility location problem due to characteristics that are inherent to process industry sectors. These include signi...
