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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...
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作者：Pang, Zhan; Chen, Frank Y.; Feng, Youyi
作者单位：Lancaster University; City University of Hong Kong
摘要：We consider a joint inventory-pricing control problem for a periodic-review, single-stage inventory system with a positive order leadtime and a linear order cost. Demands in consecutive periods are independent, but their distributions depend on the price in accordance with a stochastic demand function of additive form. Pricing and ordering decisions are made simultaneously at the beginning of each period. The objective is to maximize the total expected discounted profit over a finite horizon. ...
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作者：Lee, Chungmok; Lee, Kyungsik; Park, Kyungchul; Park, Sungsoo
作者单位：Electronics & Telecommunications Research Institute - Korea (ETRI); Korea Advanced Institute of Science & Technology (KAIST); Hankuk University Foreign Studies; Myongji University
摘要：This paper presents a robust optimization approach to the network design problem under traffic demand uncertainty. We consider the specific case of the network design problem in which there are several alternatives in edge capacity installations and the traffic cannot be split over several paths. A new decomposition approach is proposed that yields a strong LP relaxation and enables traffic demand uncertainty to be addressed efficiently through localization of the uncertainty to each edge of t...
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作者：Desai, Vijay V.; Farias, Vivek F.; Moallemi, Ciamac C.
作者单位：Columbia University; Massachusetts Institute of Technology (MIT); Columbia University
摘要：We present a novel linear program for the approximation of the dynamic programming cost-to-go function in high-dimensional stochastic control problems. LP approaches to approximate DP have typically relied on a natural projection of a well-studied linear program for exact dynamic programming. Such programs restrict attention to approximations that are lower bounds to the optimal cost-to-go function. Our program-the smoothed approximate linear program-is distinct from such approaches and relaxe...
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作者：Canbolat, Pelin G.; Golany, Boaz; Mund, Inbal; Rothblum, Uriel G.
作者单位：Technion Israel Institute of Technology; Technion Israel Institute of Technology
摘要：The paper considers a race among multiple firms that compete over the development of a product. The first firm to complete the development gains a reward, whereas the other firms gain nothing. Each firm decides how much to invest in developing the product, and the time it completes the development is a random variable that depends on the investment level. The paper provides a method for explicitly computing a unique Nash equilibrium, parametrically in the interest rate; for a given interest ra...
