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作者：Levin, Yuri; Nediak, Mikhail; Topaloglu, Huseyin
作者单位：Queens University - Canada; Cornell University
摘要：We consider a problem faced by an airline that operates a number of parallel flights to transport cargo between a particular origin to destination pair. The airline can sell its cargo capacity either through allotment contracts or on the spot market, where customers exhibit choice behavior between different flights. The goal is to simultaneously select allotment contracts among available bids and find a booking control policy for the spot market to maximize the sum of the profit from the allot...
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作者：Atamtuerk, Alper; Berenguer, Gemma; Shen, Zuo-Jun (Max)
作者单位：University of California System; University of California Berkeley
摘要：We study several joint facility location and inventory management problems with stochastic retailer demand. In particular, we consider cases with uncapacitated facilities, capacitated facilities, correlated retailer demand, stochastic lead times, and multicommodities. We show how to formulate these problems as conic quadratic mixed-integer problems. Valid inequalities, including extended polymatroid and extended cover cuts, are added to strengthen the formulations and improve the computational...
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作者：Fang, Ya Ping; Meng, Kaiwen; Yang, Xiao Qi
作者单位：Sichuan University; Southwest Jiaotong University; Hong Kong Polytechnic University
摘要：In this paper we study piecewise linear multicriteria programs, that is, multicriteria programs with either a continuous or discontinuous piecewise linear objective function and a polyhedron set constraint. We obtain an algebraic representation of a semi-closed polyhedron and apply it to show that the image of a semi-closed polyhedron under a continuous linear function is always one semi-closed polyhedron. We establish that the (weak) Pareto solution/point set of a piecewise linear multicriter...
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作者：Gamarnik, David; Shah, Devavrat; Wei, Yehua
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：Distributed, iterative algorithms operating with minimal data structure while performing little computation per iteration are popularly known as message passing in the recent literature. Belief propagation (BP), a prototypical message-passing algorithm, has gained a lot of attention across disciplines, including communications, statistics, signal, processing, and machine learning as an attractive, scalable, general-purpose heuristic for a wide class of optimization and statistical inference pr...
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作者：Halman, Nir; Orlin, James B.; Simchi-Levi, David
作者单位：Hebrew University of Jerusalem; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：The single-item stochastic lot-sizing problem is to find an inventory replenishment policy in the presence of discrete stochastic demands under periodic review and finite time horizon. A closely related problem is the single-period newsvendor model. It is well known that the newsvendor problem admits a closed formula for the optimal order quantity whenever the revenue and salvage values are linear increasing functions and the procurement (ordering) cost is fixed plus linear. The optimal policy...
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作者：Wang, Yongqiang; Fu, Michael C.; Marcus, Steven I.
作者单位：University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park
摘要：Motivated by infinitesimal perturbation analysis (IPA) and the likelihood ratio (LR) method, we derive a new unbiased stochastic derivative estimator for a class of discontinuous payoff functions that arise in many options pricing settings from finance. Our method includes IPA and the LR method as special cases and can be applied to functions of more general forms containing indicator functions. This new estimator can be computed from a single sample path or simulation, whereas existing estima...
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作者：Zhang, Bo; van Leeuwaarden, Johan S. H.; Zwart, Bert
作者单位：International Business Machines (IBM); IBM USA; Eindhoven University of Technology; Centrum Wiskunde & Informatica (CWI)
摘要：In call centers it is crucial to staff the right number of agents so that the targeted service levels are met. These staffing problems typically lead to constraint satisfaction problems that are hard to solve. During the last decade, a beautiful many-server asymptotic theory has been developed to solve such problems for large call centers, and optimal staffing rules are known to obey the square-root staffing principle. This paper presents refinements to many-server asymptotics and this staffin...
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作者：Adan, Ivo; Weiss, Gideon
作者单位：Eindhoven University of Technology; University of Haifa
摘要：Motivated by queues with multitype servers and multitype customers, we consider an infinite sequence of items of types C = {c(1),... c(I)}, and another infinite sequence of items of types J = {s(I),... s(J)}, and a bipartite graph G of allowable matches between the types. We assume that the types of items in the two sequences are independent and identically distributed (i.i.d.) with given probability vectors alpha, beta. Matching the two sequences on a first-come, first-served basis defines a ...
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作者：Atar, Rami
作者单位：Technion Israel Institute of Technology
摘要：We study a diffusion regime-earlier considered by Gurvich, Mandelbaum, Shaikhet, and Whitt in the case of the M/M/N queue which may be regarded in a sense that we make precise, as a midpoint between two well-known heavy traffic diffusion regimes, the conventional and the quality and efficiency driven regimes. Unlike the other two, this regime, which we call the nondegenerate slowdown regime, enjoys the property that delay and service time are of the same order of magnitude, a property that is ...
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作者：Molyboha, Anton; Zabarankin, Michael
作者单位：Stevens Institute of Technology
摘要：A comprehensive framework for diver detection by a hydrophone network in an urban harbor is presented. It includes a signal processing algorithm and a diver detection test and formulates optimal hydrophone placement as a two-stage stochastic optimization problem with respect to different scenarios of underwater noise. The signal processing algorithm identifies sound intensity peaks associated with diver breathing and outputs a diver number measuring the likelihood of diver presence, whereas th...
