2012

最新文章

• Is Tail-Optimal Scheduling Possible? AI翻译
  作者：Wierman, Adam; Zwart, Bert
  作者单位：California Institute of Technology; California Institute of Technology; Vrije Universiteit Amsterdam; Centrum Wiskunde & Informatica (CWI)
  摘要：This paper focuses on the competitive analysis of scheduling disciplines in a large deviations setting. Although there are policies that are known to optimize the sojourn time tail under a large class of heavy-tailed job sizes (e.g., processor sharing and shortest remaining processing time) and there are policies known to optimize the sojourn time tail in the case of light-tailed job sizes (e.g., first come first served), no policies are known that can optimize the sojourn time tail across bot...
• Performance Guarantees for Empirical Markov Decision Processes with Applications to Multiperiod Inventory Models AI翻译
  作者：Cooper, William L.; Rangarajan, Bharath
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; Target Corporation
  摘要：We consider Markov decision processes with unknown transition probabilities and unknown single-period expected cost functions, and we study a method for estimating these quantities from historical or simulated data. The method requires knowledge of the system equations that govern state transitions as well as the single-period cost functions (but not the single-period expected cost functions). The estimation procedure is based upon taking expectations with respect to the empirical distribution...
• An Overloaded Multiclass FIFO Queue with Abandonments AI翻译
  作者：Jennings, Otis B.; Reed, Josh E.
  作者单位：Columbia University; New York University
  摘要：In this paper we consider a single-server queue fed by K independent renewal arrival streams, each representing a different job class. Jobs are processed in a FIFO fashion, regardless of class. The total amount of work arriving to the system exceeds the server's capacity. That is, the nominal traffic intensity of the system is assumed to be greater than one. Jobs arriving to the system grow impatient and abandon the queue after a random amount of time if service has not yet begun. Interarrival...
• Introduction to the OR Forum Article: A POMDP Approach to Personalize Mammography Screening Decisions by Turgay Ayer, Oguzhan Alagoz, and Natasha K. Stout AI翻译
  作者：Pinker, Edieal J.
  作者单位：University of Rochester
• OR Forum-A POMDP Approach to Personalize Mammography Screening Decisions AI翻译
  作者：Ayer, Turgay; Alagoz, Oguzhan; Stout, Natasha K.
  作者单位：University System of Georgia; Georgia Institute of Technology; University of Wisconsin System; University of Wisconsin Madison; Harvard Pilgrim Health Care; Harvard University; Harvard Medical School
  摘要：Breast cancer is the most common nonskin cancer and the second leading cause of cancer death in U.S. women. Although mammography is the most effective modality for breast cancer screening, it has several potential risks, including high false-positive rates. Therefore, the balance of benefits and risks, which depend on personal characteristics, is critical in designing a mammography screening schedule. In contrast to prior research and existing guidelines that consider population-based screenin...
• Patient Streaming as a Mechanism for Improving Responsiveness in Emergency Departments AI翻译
  作者：Saghafian, Soroush; Hopp, Wallace J.; Van Oyen, Mark P.; Desmond, Jeffrey S.; Kronick, Steven L.
  作者单位：Arizona State University; Arizona State University-Tempe; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
  摘要：Crisis-level overcrowding conditions in emergency departments (EDs) have led hospitals to seek out new patient-flow designs to improve both responsiveness and safety. One approach that has attracted attention and experimentation in the emergency medicine community is a system in which ED beds and care teams are segregated and patients are streamed based on predictions of whether they will be discharged or admitted to the hospital. In this paper, we use a combination of analytic and simulation ...
• A Single-Supplier, Multiple-Retailer Model with Single-Season, Multiple-Ordering Opportunities, and Fixed Ordering Cost AI翻译
  作者：Jain, Apurva; Moinzadeh, Kamran; Zhou, Yong-Pin
  作者单位：University of Washington; University of Washington Seattle; University of Hong Kong
  摘要：In this paper, we discuss the replenishment decision of seasonal products in a two-echelon distribution system consisting of a supplier and multiple retailers. Because of long manufacturing lead time, the supplier orders its entire stock for the season well in advance. The retailers, on the other hand, can replenish their inventory from the supplier throughout the season as demand realizes. Demand at each retailer follows a Poisson process. Each retailer order incurs a fixed cost, and the usua...
• Comparative Statics Analysis of Multiproduct Newsvendor Networks Under Responsive Pricing AI翻译
  作者：Bish, Ebru K.; Zeng, Xin; Liu, Juqi; Bish, Douglas R.
  作者单位：Virginia Polytechnic Institute & State University
  摘要：We propose a novel analytic approach for the comparative statics analysis of multiproduct multiresource newsvendor networks under responsive pricing. Our approach involves exploiting the properties of the primal mathematical programming formulation and of the dual variables and linking those properties to the concept of convex orders and to properties of the underlying demand function. The use of convex orders allows us to establish our main results without restriction to a specific demand dis...
• First in Line Waiting Times as a Tool for Analysing Queueing Systems AI翻译
  作者：Koole, G. M.; Nielsen, B. F.; Nielsen, T. B.
  作者单位：Vrije Universiteit Amsterdam; Technical University of Denmark
  摘要：We introduce a new approach to modelling queueing systems where the priority or the routing of customers depends on the time the first customer has waited in the queue. This past waiting time of the first customer in line, W-FIL, is used as the primary variable for our approach. A Markov chain is used for modelling the system where the states represent both the number of free servers and a discrete approximation to W-FIL. This approach allows us to obtain waiting time distributions for complex...
• Conditional Value-at-Risk and Average Value-at-Risk: Estimation and Asymptotics AI翻译
  作者：Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan
  作者单位：Georgetown University; University System of Georgia; Georgia Institute of Technology; State University System of Florida; University of Florida
  摘要：We discuss linear regression approaches to the estimation of law-invariant conditional risk measures. Two estimation procedures are considered and compared; one is based on residual analysis of the standard least-squares method, and the other is in the spirit of the M-estimation approach used in robust statistics. In particular, value-at-risk and average value-at-risk measures are discussed in detail. Large sample statistical inference of the estimators is derived. Furthermore, finite sample p...