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作者:Caramia, Massimiliano; Giordani, Stefano
作者单位:University of Rome Tor Vergata
摘要:Allocating resources in grid computing requires local and external schedulers to communicate in order to achieve an efficient management of the resources themselves. To this end, some economic/market-based models have been introduced in the literature, where users, external schedulers, and local schedulers negotiate to optimize their objectives. In this paper, we propose a tender/contract-net model for the grid resource allocation problem, showing the interactions among the involved actors. Th...
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作者:Guo, Pengfei; Hassin, Refael
作者单位:Hong Kong Polytechnic University; Tel Aviv University
摘要:We consider a single server queueing system in which service shuts down when there are no customers present and is resumed only when the queue length reaches a given critical length. We analyze the strategic response of customers to this mechanism and compare it to the overall optimal behavior, with and without information on delay. The results are significantly different from those obtained when the server is continuously available. We show that there may exist multiple equilibria in such a s...
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作者:Sun, Yunpeng; Apley, Daniel W.; Staum, Jeremy
作者单位:Northwestern University
摘要:In a two-level nested simulation, an outer level of simulation samples scenarios, while the inner level uses simulation to estimate a conditional expectation given the scenario. Applications include financial risk management, assessing the effects of simulation input uncertainty, and computing the expected value of gathering more information in decision theory. We show that an ANOVA-like estimator of the variance of the conditional expectation is unbiased under mild conditions, and we discuss ...
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作者:Levina, Tatsiana; Levin, Yuri; McGill, Jeff; Nediak, Mikhail
作者单位:Queens University - Canada
摘要:We consider the problem faced by an airline that is flying both passengers and cargo over a network of locations on a fixed periodic schedule. Bookings for many classes of cargo shipments between origin-destination pairs in this network are made in advance, but the weight and volume of aircraft capacity available for cargo as well as the exact weight and volume of each shipment are not known at the time of booking. The problem is to control cargo accept/reject decisions to maximize expected pr...
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作者:Federgruen, Awi; Yang, Nan
作者单位:Columbia University; Washington University (WUSTL)
摘要:We propose and analyze a general periodic-review model in which the firm has access to a set of potential suppliers, each with specific yield and price characteristics. Assuming that unsatisfied demand is backlogged, the firm incurs three types of costs: (i) procurement costs, (ii) inventory-carrying costs for units carried over from one period to the next, and (iii) backlogging costs. A procurement strategy requires the specification, in each period, of (i) the set of suppliers to be retained...
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作者:Huh, Woonghee Tim; Janakiraman, Ganesh; Muharremoglu, Alp; Sheopuri, Anshul
作者单位:University of British Columbia; University of Texas System; University of Texas Dallas; Columbia University; International Business Machines (IBM); IBM USA
摘要:We study a single-stage inventory system with a generalized shortage penalty cost that includes the following three components: (i) a cost that is an increasing function of the number of backordered units in a period, (ii) a fixed cost incurred for each period in which there is a backorder irrespective of how many units are backordered, and finally (iii) a cost that is an increasing function of the number of periods a customer is backordered. We show the problem can be transformed into one in ...
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作者:Kuo, Chia-Wei; Ahn, Hyun-Soo; Aydin, Goeker
作者单位:National Taiwan University; University of Michigan System; University of Michigan; Indiana University System; IU Kelley School of Business; Indiana University Bloomington
摘要:Although take-it-or-leave-it pricing is the main mode of operation for many retailers, a number of retailers discreetly allow price negotiation when some haggle-prone customers ask for a bargain. At these retailers, the posted price, which itself is subject to dynamic adjustments in response to the pace of sales during the selling season, serves two important roles: (i) it is the take-it-or-leave-it price to many customers who do not bargain, and (ii) it is the price from which haggle-prone cu...
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作者:Goh, Joel; Sim, Melvyn
作者单位:National University of Singapore; National University of Singapore
摘要:We introduce ROME, an algebraic modeling toolbox for a class of robust optimization problems. ROME serves as an intermediate layer between the modeler and optimization solver engines, allowing modelers to express robust optimization problems in a mathematically meaningful way. In this paper, we discuss how ROME can be used to model (1) a service-constrained robust inventory management problem, (2) a project-crashing problem, and (3) a robust portfolio optimization problem. Through these modeli...
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作者:Cook, Wade D.; Zhu, Joe
作者单位:York University - Canada; Worcester Polytechnic Institute
摘要:Data envelopment analysis (DEA) provides an optimization methodology for deriving an efficiency score for each member of a set of peer decision-making units. Under the original DEA model it was assumed that there is constant returns to scale (CRS). This idea was later extended to the more general case that allowed for variable returns to scale (VRS). In both of these structures, it is assumed that the returns to scale (RTS) classification, consistent with the classical definition, applies to t...
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作者:Little, John D. C.
作者单位:Massachusetts Institute of Technology (MIT)
摘要:Fifty years ago, the author published a paper in Operations Research with the title, A proof for the queuing formula: L = lambda W [Little, J. D. C. 1961. A proof for the queuing formula: L = lambda W. Oper. Res. 9(3) 383-387]. Over the years, L = lambda W has become widely known as Little's Law. Basically, it is a theorem in queuing theory. It has become well known because of its theoretical and practical importance. We report key developments in both areas with the emphasis on practice. In t...