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作者：Day, Robert W.; Cramton, Peter
作者单位：University of Connecticut; University System of Maryland; University of Maryland College Park
摘要：We report on the use of a quadratic programming technique in recent and upcoming spectrum auctions in Europe. Specifically, we compute a unique point in the core that minimizes the sum of squared deviations from a reference point, for example, from the Vickrey-Clarke-Groves payments. Analyzing the Karush-Kuhn-Tucker conditions, we demonstrate that the resulting payments can be decomposed into a series of economically meaningful and equitable penalties. Furthermore, we discuss the benefits of t...
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作者：Vidal, Thibaut; Crainic, Teodor Gabriel; Gendreau, Michel; Lahrichi, Nadia; Rei, Walter
作者单位：Universite de Montreal; Universite de Montreal; Universite de Montreal; University of Quebec; University of Quebec Montreal; University of Quebec; University of Quebec Montreal; Universite de Montreal; Polytechnique Montreal; Universite de Montreal; Polytechnique Montreal
摘要：We propose an algorithmic framework that successfully addresses three vehicle routing problems: the multidepot VRP, the periodic VRP, and the multidepot periodic VRP with capacitated vehicles and constrained route duration. The metaheuristic combines the exploration breadth of population-based evolutionary search, the aggressive-improvement capabilities of neighborhood-based metaheuristics, and advanced population-diversity management schemes. Extensive computational experiments show that the ...
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作者：Lichtendahl, Kenneth C., Jr.; Chao, Raul O.; Bodily, Samuel E.
作者单位：University of Virginia
摘要：Making plans about how much to consume and how much to invest in risky assets over an uncertain lifetime is a fundamental economic challenge. The leading models of this planning problem use either additive or habit-forming preferences. For the most part, these models assume an individual is either correlation neutral or correlation seeking in consumption, respectively. In this paper, we introduce two habit-forming, correlation-averse preference models. With these preferences, we find closed-fo...
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作者：Agarwal, Yogesh; Aneja, Yash
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Lucknow; University of Windsor
摘要：In this paper we consider the well-known fixed-charge transportation problem. To send any flow from source si to destination t(j), we incur a unit variable shipping cost of c(ij) and a fixed cost f(ij). Here we study the structure of the projection polyhedron of this problem, in the space of 0-1 variables associated with fixed charges, and we develop several classes of valid inequalities and derive conditions under which they are facet defining. In some cases, if the conditions are not satisfi...
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作者：Begen, Mehmet A.; Levi, Retsef; Queyranne, Maurice
作者单位：Western University (University of Western Ontario); Massachusetts Institute of Technology (MIT); University of British Columbia
摘要：We consider the problem of appointment scheduling with discrete random durations but under the more realistic assumption that the duration probability distributions are not known and only a set of independent samples is available, e.g., historical data. For a given sequence of appointments (jobs, tasks), the goal is to determine the planned starting time of each appointment such that the expected total underage and overage costs due to the mismatch between allocated and realized durations is m...
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作者：Xu, Huan; Caramanis, Constantine; Mannor, Shie
作者单位：National University of Singapore; University of Texas System; University of Texas Austin; Technion Israel Institute of Technology
摘要：Chance constraints are an important modeling tool in stochastic optimization, providing probabilistic guarantees that a solution succeeds in satisfying a given constraint. Although they control the probability of success, they provide no control whatsoever in the event of a failure. That is, they do not distinguish between a slight overshoot or undershoot of the bounds and more catastrophic violation. In short, they do not capture the magnitude of violation of the bounds. This paper addresses ...
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作者：Ye, Heng-Qing; Yao, David D.
作者单位：Hong Kong Polytechnic University; Columbia University
摘要：We study a multiclass stochastic processing network operating under the so-called proportional fair allocation scheme, and following the head-of-the-line processor-sharing discipline. Specifically, each server's capacity is shared among the job classes that require its service, and it is allocated, in every state of the network, among the first waiting job of each class to maximize a log-utility function. We establish the limiting regime of the network under diffusion scaling, allowing multipl...
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作者：Pinker, Edieal J.
作者单位：University of Rochester
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作者：Chicoisne, Renaud; Espinoza, Daniel; Goycoolea, Marcos; Moreno, Eduardo; Rubio, Enrique
作者单位：Universidad de Chile; Universidad Adolfo Ibanez; Universidad Adolfo Ibanez; Universidad de Chile; Universidad de Chile
摘要：For the purpose of production scheduling, open-pit mines are discretized into three-dimensional arrays known as block models. Production scheduling consists of deciding which blocks should be extracted, when they should be extracted, and what to do with the blocks once they are extracted. Blocks that are close to the surface should be extracted first, and capacity constraints limit the production in each time period. Since the 1960s, it has been known that this problem can be cast as an intege...
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作者：Kouvelis, Panos; Zhao, Wenhui
作者单位：Washington University (WUSTL); Shanghai Jiao Tong University
摘要：We consider a supply chain with a retailer and a supplier: A newsvendor-like retailer has a single opportunity to order a product from a supplier to satisfy future uncertain demand. Both the retailer and supplier are capital constrained and in need of short-term financing. In the presence of bankruptcy risks for both the retailer and supplier, we model their strategic interaction as a Stackelberg game with the supplier as the leader. We use the supplier early payment discount scheme as a decis...
