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作者：Ilhan, Taylan; Iravani, Seyed M. R.; Daskin, Mark S.
作者单位：Northwestern University; University of Michigan System; University of Michigan
摘要：Given a set of items with associated deterministic weights and random rewards, the adaptive stochastic knapsack problem (adaptive SKP) maximizes the probability of reaching a predetermined target reward level when items are inserted sequentially into a capacitated knapsack before the reward of each item is realized. This model arises in resource allocation problems that permit or require sequential allocation decisions in a probabilistic setting. One particular application is in obsolescence i...
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作者：Chen, Jie; Jackson, Peter L.; Muckstadt, John A.
作者单位：Cornell University
摘要：We investigate the (S - 1, S) inventory policy under stuttering Poisson demand and generally distributed lead time when the excess demand is lost. We correct results presented in Feeney and Sherbrooke's seminal paper [Feeney, G. J., C. C. Sherbrooke. 1966. The (S - 1, S) inventory policy under compound Poisson demand. Management Sci. 12(5) 391-411] and note that the stationary distribution of units on order for the general compound Poisson demand case is still an open question.
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作者：Jiang, Houyuan; Netessine, Serguei; Savin, Sergei
作者单位：University of Cambridge; INSEAD Business School; University of Pennsylvania
摘要：We generalize analysis of competition among newsvendors to a setting in which competitors possess asymmetric information about future demand realizations, and this information is limited to knowledge of the support of demand distribution. In such a setting, traditional expectation-based optimization criteria are not adequate, and therefore we focus on the alternative criterion used in the robust optimization literature: the absolute regret minimization. We show existence and derive closed-form...
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作者：Giesecke, Kay; Kim, Baeho
作者单位：Stanford University; Korea University
摘要：Collateralized debt obligations, which are securities with payoffs that are tied to the cash flows in a portfolio of defaultable assets such as corporate bonds, play a significant role in the financial crisis that has spread throughout the world. Insufficient capital provisioning due to flawed and overly optimistic risk assessments is at the center of the problem. This paper develops stochastic methods to measure the risk of positions in collateralized debt obligations and related instruments ...
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作者：Balasundaram, Balabhaskar; Butenko, Sergiy; Hicks, Illya V.
作者单位：Oklahoma State University System; Oklahoma State University - Stillwater; Texas A&M University System; Texas A&M University College Station; Rice University
摘要：This paper introduces and studies the maximum k-plex problem, which arises in social network analysis and has wider applicability in several important areas employing graph-based data mining. After establishing NP-completeness of the decision version of the problem on arbitrary graphs, an integer programming formulation is presented, followed by a polyhedral study to identify combinatorial valid inequalities and facets. A branch-and-cut algorithm is implemented and tested on proposed benchmark...
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作者：Adida, Elodie; DeMiguel, Victor
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of London; London Business School
摘要：We study competition in a supply chain where multiple manufacturers compete in quantities to supply a set of products to multiple risk-averse retailers who compete in quantities to satisfy the uncertain consumer demand. For the symmetric supply chain, we give closed-form expressions for the unique equilibrium. We find that, provided there is a sufficiently large number of manufacturers and retailers, the supply chain efficiency (the ratio of the aggregate utility in the decentralized and centr...
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作者：Bertsimas, Dimitris; Lulli, Guglielmo; Odoni, Amedeo
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of Milano-Bicocca; Massachusetts Institute of Technology (MIT)
摘要：This paper presents a new integer programming (IP) model for large-scale instances of the air traffic flow management (ATFM) problem. The model covers all the phases of each flight-i.e., takeoff, en route cruising, and landing-and solves for an optimal combination of flow management actions, including ground-holding, rerouting, speed control, and airborne holding on a flight-by-flight basis. A distinguishing feature of the model is that it allows for rerouting decisions. This is achieved throu...
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作者：Baldacci, Roberto; Bartolini, Enrico; Mingozzi, Aristide; Valletta, Andrea
作者单位：University of Bologna; University of Bologna; University of Bologna
摘要：This paper presents an exact algorithm for solving strategic and tactical multiperiod vehicle routing problems that can be modeled as period vehicle routing problems (PVRPs). The PVRP is defined on a time horizon of several days and consists of assigning appropriate combinations of delivery to customers and designing a set of delivery routes for every day of the planning period. The objective is to service all customers assigned to each day minimizing the overall routing cost. This paper descr...
