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作者：Anderson, Edward
作者单位：University of Sydney
摘要：It is common for rewards to be given on the basis of a rank ordering, so that relative performance amongst a cohort is the criterion. In this paper we formulate an equilibrium model in which an agent makes successive decisions on whether or not to gamble and is rewarded on the basis of a rank ordering of the final position amongst competing players. One application of this model is to the behavior of mutual fund managers who are paid depending on funds under management, which in turn are great...
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作者：Ghiyasvand, Mehdi; Orlin, James B.
作者单位：Bu Ali Sina University; Massachusetts Institute of Technology (MIT)
摘要：We consider the Arrow-Debreu market with linear utilities in which there is a set G of divisible goods and a set B of buyers. Each buyer starts with an initial endowment of goods. The buyer's utility function is a linearly separable function of the goods that the buyer purchases. We develop a simple and efficient algorithm for determining an approximate market equilibrium. Our algorithm finds an E-approximate solution in O(n/epsilon(vertical bar B vertical bar vertical bar G vertical bar)) tim...
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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...
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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...
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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...
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作者：Pinker, Edieal J.
作者单位：University of Rochester
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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...
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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 ...
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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...
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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...
