2期

最新文章

• A Simulation Optimization Approach to Long-Term Care Capacity Planning AI翻译
  作者：Zhang, Yue; Puterman, Martin L.; Nelson, Matthew; Atkins, Derek
  作者单位：University System of Ohio; University of Toledo; University of British Columbia; University of Toronto
  摘要：This paper describes a methodology for setting long-term care capacity levels over a multiyear planning horizon to achieve target wait time service levels. Our approach integrates demographic and survival analysis, discrete event simulation, and optimization. Based on this methodology, we developed a decision support system for use in practice. We illustrate this approach through two case studies; one for a regional health authority in British Columbia, Canada, and the other for a long-term ca...
• Technology Adoption with Uncertain Future Costs and Quality AI翻译
  作者：Smith, James E.; Ulu, Canan
  作者单位：Duke University; University of Texas System; University of Texas Austin
  摘要：In this paper we study the impact of uncertainty about future innovations in quality and costs on consumers' technology adoption decisions. We model the uncertainty in the technology's quality and costs as a Markov process and consider three models of the adoption decision. The first model assumes that consumers do a simple net present value (NPV) analysis that compares the NPV of adopting to that of not adopting, without considering the possibility of waiting. The second model is a stochastic...
• Lagrangian Duality and Branch-and-Bound Algorithms for Optimal Power Flow AI翻译
  作者：Phan, Dzung T.
  作者单位：International Business Machines (IBM); IBM USA
  摘要：This paper investigates a Lagrangian dual problem for solving the optimal power flow problem in rectangular form that arises from power system analysis. If strong duality does not hold for the dual, we propose two classes of branch-and-bound algorithms that guarantee to solve the problem to optimality. The lower bound for the objective function is obtained by the Lagrangian duality, whereas the feasible set subdivision is based on the rectangular or ellipsoidal bisection. The numerical experim...
• Technical Note-On the Quasiconcavity of Lost-Sales Inventory Models with Fixed Costs AI翻译
  作者：Li, Qing; Yu, Peiwen
  作者单位：Hong Kong University of Science & Technology
  摘要：We show that under a set of conditions, both the maximal profit function and the objective function in several lost-sales inventory models with fixed costs are quasiconcave. Not only is the quasiconcavity property useful computationally, it also leads to a sharper characterization of the optimal policies. Neither the proof of the quasiconcavity property itself nor the proof of the optimal policies by using the property requires the machinery of K-concavity or any of its K-related extensions, a...
• Estimating Primary Demand for Substitutable Products from Sales Transaction Data AI翻译
  作者：Vulcano, Gustavo; van Ryzin, Garrett; Ratliff, Richard
  作者单位：New York University; Columbia University
  摘要：We propose a method for estimating substitute and lost demand when only sales and product availability data are observable, not all products are displayed in all periods (e.g., due to stockouts or availability controls), and the seller knows its aggregate market share. The model combines a multinomial logit (MNL) choice model with a nonhomogeneous Poisson model of arrivals over multiple periods. Our key idea is to view the problem in terms of primary (or first-choice) demand; that is, the dema...
• Generalized Quantity Competition for Multiple Products and Loss of Efficiency AI翻译
  作者：Kluberg, Jonathan; Perakis, Georgia
  作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
  摘要：We study a generalized model of quantity (Cournot) oligopolistic competition. The impact of competition on social surplus and firms' profit is analyzed. Firms produce multiple differentiated products and face production constraints. We compare the social surplus produced by competing firms and by colluding firms with the maximum achievable total surplus in the market. Similarly, we quantify the loss of profit that firms incur by competing instead of colluding. Our goal is to understand how the...
• Cargo Capacity Management with Allotments and Spot Market Demand AI翻译
  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...
• A Conic Integer Programming Approach to Stochastic Joint Location-Inventory Problems AI翻译
  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...
• Piecewise Linear Multicriteria Programs: The Continuous Case and Its Discontinuous Generalization AI翻译
  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...
• Belief Propagation for Min-Cost Network Flow: Convergence and Correctness AI翻译
  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...