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作者：Allon, Gad; Bassamboo, Achal
作者单位：Northwestern University
摘要：Many service providers use delay announcements to inform customers of anticipated delays. However, this information is usually not provided immediately but after a short period of time (spent either waiting or occupied by the system). The focus of this paper is on the impact of this postponement on the ability of the firm to influence customer behavior by communicating nonverifiable congestion information to its customers, as well as on the profits and utilities for the firm and the customers,...
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作者：Broadie, Mark; Cicek, Deniz; Zeevi, Assaf
作者单位：Columbia University
摘要：We consider the Kiefer-Wolfowitz (KW) stochastic approximation algorithm and derive general upper bounds on its mean-squared error. The bounds are established using an elementary induction argument and phrased directly in the terms of tuning sequences of the algorithm. From this we deduce the nonnecessity of one of the main assumptions imposed on the tuning sequences by Kiefer and Wolfowitz [Kiefer, J., J. Wolfowitz. 1952. Stochastic estimation of the maximum of a regression function. Ann. Mat...
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作者：Frangioni, Antonio; Gentile, Claudio; Grande, Enrico; Pacifici, Andrea
作者单位：University of Pisa; Consiglio Nazionale delle Ricerche (CNR); University of Rome Tor Vergata
摘要：The perspective relaxation (PR) is a general approach for constructing tight approximations to mixed-integer nonlinear programs (MINLP) with semicontinuous variables. The PR of a MINLP can be formulated either as a mixed-integer second-order cone program (MI-SOCP), provided that the original objective function is SOCP-representable, or as a semi-infinite MINLP. In this paper, we show that under some further assumptions (rather restrictive, but satisfied in several practical applications), the ...
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作者：Giesecke, K.; Kakavand, H.; Mousavi, M.
作者单位：Stanford University
摘要：Point processes with stochastic arrival intensities are ubiquitous in many areas, including finance, insurance, reliability, health care, and queuing. They can be simulated from a Poisson process by time scaling with the cumulative intensity. The paths of the cumulative intensity are often generated with a discretization method. However, discretization introduces bias into the simulation results. The magnitude of the bias is difficult to quantify. This paper develops a sampling method that eli...
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作者：Alpern, Steve
作者单位：University of London; London School Economics & Political Science; University of London; London School Economics & Political Science
摘要：We introduce a new type of search game called the find-and-fetch game F(Q, O). The Hider simply picks any point H in the network Q. The Searcher starts at time zero at a given point O of Q, moving at unit speed until he reaches H (finds the Hider). Then he returns at a given speed rho along the shortest path back to O, arriving at time R, the payoff. This models the problem faced in many types of search, including search-and-rescue problems and foraging problems of animals (where food must be ...
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作者：Feng, Youyi; Chen, Youhua (Frank)
作者单位：City University of Hong Kong; Chinese University of Hong Kong
摘要：This note considers a joint inventory-pricing control problem in an infinite-horizon periodic-review system. Demand in a period is random and depends on the posted price. Besides the holding and shortage costs, the system incurs inventory-replenishment costs that consist of both variable and fixed components. At the beginning of each period, a joint inventory and pricing decision is made. Under the long-run average profit criterion, we show that an optimal policy exists within the class of so-...
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作者：Koole, Ger; Pot, Auke
作者单位：Vrije Universiteit Amsterdam
摘要：We consider an inbound call center with a fixed reward per call and communication and agent costs. By controlling the number of lines and the number of agents, we can maximize the profit. Abandonments are included in our performance model. Monotonicity results for the maximization problem are obtained, which lead to an efficient optimization procedure. We give a counterexample to the concavity in the number of agents, which is equivalent to saying that the law of diminishing returns does not h...
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作者：Alpern, Steve; Morton, Alec; Papadaki, Katerina
作者单位：University of London; London School Economics & Political Science; University of London; London School Economics & Political Science
摘要：A key operational problem for those charged with the security of vulnerable facilities (such as airports or art galleries) is the scheduling and deployment of patrols. Motivated by the problem of optimizing randomized, and thus unpredictable, patrols, we present a class of patrolling games. The facility to be patrolled can be thought of as a network or graph Q of interconnected nodes (e. g., rooms, terminals), and the Attacker can choose to attack any node of Q within a given time T. He requir...
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作者：Baldacci, Roberto; Mingozzi, Aristide; Roberti, Roberto
作者单位：University of Bologna; University of Bologna; University of Bologna
摘要：In this paper, we describe an effective exact method for solving both the capacitated vehicle routing problem (CVRP) and the vehicle routing problem with time windows (VRPTW) that improves the method proposed by Baldacci et al. [Baldacci, R., N. Christofides, A. Mingozzi. 2008. An exact algorithm for the vehicle routing problem based on the set partitioning formulation with additional cuts. Math. Programming 115(2) 351-385] for the CVRP. The proposed algorithm is based on the set partitioning ...
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作者：Baldacci, Roberto; Mingozzi, Aristide; Calvo, Roberto Wolfler
作者单位：University of Bologna; University of Bologna; Centre National de la Recherche Scientifique (CNRS); CNRS - Institute for Information Sciences & Technologies (INS2I)
摘要：The capacitated location-routing problem (LRP) consists of opening one or more depots on a given set of a-priori defined depot locations, and designing, for each opened depot, a number of routes in order to supply the demands of a given set of customers. With each depot are associated a fixed cost for opening it and a capacity that limits the quantity that can be delivered to the customers. The objective is to minimize the sum of the fixed costs for opening the depots and the costs of the rout...
