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作者：Yaman, Hande; Karasan, Oya Ekin; Kara, Bahar Y.
作者单位：Ihsan Dogramaci Bilkent University
摘要：Inspired by a real-life problem faced by one of the largest ground-based cargo companies of Turkey, the current study introduces a new facet to the hub location literature. The release time scheduling and hub location problem aims to select a specified number of hubs from a fixed set of demand centers, to allocate each demand center to a hub, and to decide on the release times of trucks from each demand center in such a way that the total amount of cargo guaranteed to be delivered to every pot...
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作者：Zhang, Minjiao; Kuecuekyavuz, Simge; Yaman, Hande
作者单位：University System of Ohio; Ohio State University; Ihsan Dogramaci Bilkent University
摘要：In this paper, we study a multiechelon uncapacitated lot-sizing problem in series (m-ULS), where the output of the intermediate echelons has its own external demand and is also an input to the next echelon. We propose a polynomial-time dynamic programming algorithm, which gives a tight, compact extended formulation for the two-echelon case (2-ULS). Next, we present a family of valid inequalities for m-ULS, show its strength, and give a polynomial-time separation algorithm. We establish a hiera...
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作者：Fischetti, Matteo; Monaci, Michele; Salvagnin, Domenico
作者单位：University of Padua
摘要：We address the exact solution of the famous esc instances of the quadratic assignment problem. These are extremely hard instances that remained unsolved-even allowing for a tremendous computing power-by using all previous techniques from the literature. During this challenging task we found that three ideas were particularly useful and qualified as a breakthrough for our approach. The present paper is about describing these ideas and their impact in solving esc instances. Our method was able t...
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作者：Reed, Josh; Tezcan, Tolga
作者单位：New York University; University of Rochester
摘要：We Obtain a heavy traffic limit for the GI/M/n + GI queue, which includes the entire patience time distribution. Our main approach is to scale the hazard rate function of the patience time distribution in such a way that our resulting diffusion approximation contains the entire hazard rate function. We then show through numerical studies that for various performance measures, our approximations tend to outperform those commonly used in practice. The robustness of our results is also demonstrat...
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作者：Gurvich, Itai; Perry, Ohad
作者单位：Northwestern University; Northwestern University
摘要：Motivated by call center cosourcing problems, we consider a service network operated under an overflow mechanism. Calls are first routed to an in-house (or dedicated) service station that has a finite waiting room. If the waiting room is full, the call is overflowed to an outside provider (an overflow station) that might also be serving overflows from other stations. We establish approximations for overflow networks with many servers under a resource-pooling assumption that stipulates, in our ...
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作者：Hu, Jian; Mehrotra, Sanjay
作者单位：Northwestern University
摘要：We introduce and study a family of models for multiexpert multiobjective/criteria decision making. These models use a concept of weight robustness to generate a risk-averse decision. In particular, the multiexpert multicriteria robust weighted sum approach (McRow) introduced in this paper identifies a (robust) Pareto decision that minimizes the worst-case weighted sum of objectives over a given weight region. The corresponding objective value, called the robust value of a decision, is shown to...
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作者：Broder, Josef; Rusmevichientong, Paat
作者单位：Cornell University; University of Southern California
摘要：We consider a stylized dynamic pricing model in which a monopolist prices a product to a sequence of T customers who independently make purchasing decisions based on the price offered according to a general parametric choice model. The parameters of the model are unknown to the seller, whose objective is to determine a pricing policy that minimizes the regret, which is the expected difference between the seller's revenue and the revenue of a clairvoyant seller who knows the values of the param...
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作者：Sioshansi, Ramteen
作者单位：University System of Ohio; Ohio State University
摘要：Plug-in hybrid electric vehicles (PHEVs) have been touted as a transportation technology with lower fuel costs and emissions impacts than other vehicle types. Most analyses of PHEVs assume that the power system operator can either directly or indirectly control PHEV charging to coordinate it with power system operations. This paper examines the incentives of individual drivers making charging decisions with different electricity tariffs, and it compares the cost and emissions impacts of these ...
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作者：Feldman, Michal; Tamir, Tami
作者单位：Hebrew University of Jerusalem; Hebrew University of Jerusalem; Reichman University
摘要：We study strategic resource allocation settings, where jobs correspond to self-interested players who choose resources with the objective of minimizing their individual cost. Our framework departs from the existing game-theoretic models mainly in assuming conflicting congestion effects, but also in assuming an unlimited supply of resources. In our model, a job's cost is composed of both its resource's load (which increases with congestion) and its share in the resource's activation cost (which...
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作者：Huang, Kan; Simchi-Levi, David; Song, Miao
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of Hong Kong
摘要：Market-makers have the obligation to trade any given amount of assets at quoted bid or ask prices, and their inventories are exposed to the potential loss when the market price moves in an undesirable direction. One approach to reduce the risk brought by price uncertainty is to adjust the inventory at the price of losing potential spread gain. Using stochastic dynamic programming, we show that a threshold inventory control policy is optimal with respect to an exponential utility criterion and ...
