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作者：Natarajan, Karthik; Teo, Chung Piaw; Zheng, Zhichao
作者单位：City University of Hong Kong; National University of Singapore
摘要：In this paper, we analyze mixed 0-1 linear programs under objective uncertainty. The mean vector and the second-moment matrix of the nonnegative objective coefficients are assumed to be known, but the exact form of the distribution is unknown. Our main result shows that computing a tight upper bound on the expected value of a mixed 0-1 linear program in maximization form with random objective is a completely positive program. This naturally leads to semidefinite programming relaxations that ar...
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作者：Chen, Chien-Ming; Zhu, Joe
作者单位：Nanyang Technological University; Worcester Polytechnic Institute
摘要：Resource allocation decisions are crucial for the success of an organization. This paper proposes an integrated approach to resource allocation problems, in which decision makers have one observation of the multiple input-output criteria of candidates. We offer important improvements over existing approaches based on the widely used data envelopment analysis (DEA), which has two major limitations in its application to resource allocation. First, traditional DEA models compute efficiency scores...
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作者：Xu, Yanyi; Bisi, Arnab; Dada, Maqbool
作者单位：Shanghai University; Purdue University System; Purdue University; Johns Hopkins University
摘要：We consider a system in which an order is placed every T periods to bring the inventory position up to the base stock S. We accept demand until the inventory position reaches a sales rejection threshold M. Our objective is to find the optimal values of S and M that minimize the long-run average cost per period. We establish the stationary distribution of our system and develop structural properties of the optimal solution that facilitate computation. In particular, we show that in an optimal s...
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作者：Tomala, Tristan
作者单位：Hautes Etudes Commerciales (HEC) Paris
摘要：We consider a group of players who perform tasks repeatedly. The players are nodes of a communication network and observe their neighbors' actions. Players have partial knowledge of the network and only know their set of neighbors. We study the existence of protocols for fault reporting: whenever a player chooses a faulty action, the communication protocol starts and the output publicly reveals the identity of the faulty player. We consider two setups. In the first one, players do not share au...
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作者：Abbas, Ali E.; Bell, David E.
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Harvard University
摘要：Assessment of multiattribute utility functions is significantly simplified if it is possible to decompose the function into more manageable pieces. Utility independence is a powerful property that serves well for this purpose, but if it is not appropriate in a given situation, what options does the analyst have? We review some possibilities and propose a new independence assumption based on the one-switch property. We argue that it is a natural generalization of utility independence and show h...
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作者：Andradottir, Sigrun; Ayhan, Hayriye; Down, Douglas G.
作者单位：University System of Georgia; Georgia Institute of Technology; McMaster University
摘要：We consider tandem lines with finite buffers and flexible, heterogeneous servers that are synergistic in that they work more effectively in teams than on their own. Our objective is to determine how the servers should be assigned dynamically to tasks in order to maximize the long-run average throughput. In particular, we investigate when it is better to take advantage of synergy among servers, rather than exploiting the servers' special skills, to achieve the best possible system throughput. W...
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作者：Humair, Salal; Willems, Sean P.
作者单位：Lahore University of Management Sciences; Harvard University; Harvard T.H. Chan School of Public Health; Boston University
摘要：We present two significant enhancements to the guaranteed-service (GS) model for multiechelon safety stock placement. First, we let each stage's expected inventory cost be a generalized nonconcave non-closed-form function of its incoming and outgoing service time. This allows the GS model to incorporate important phenomena such as variable stage times and nonnested review periods, which previous GS literature has not allowed. Second, we optimize the generalized cost GS model for directed acycl...
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作者：Simchi-Levi, David; Trick, Michael A.
作者单位：Massachusetts Institute of Technology (MIT); Carnegie Mellon University
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作者：Hong, L. Jeff; Yang, Yi; Zhang, Liwei
作者单位：Hong Kong University of Science & Technology; University of California System; University of California Irvine; Dalian University of Technology
摘要：When there is parameter uncertainty in the constraints of a convex optimization problem, it is natural to formulate the problem as a joint chance constrained program (JCCP), which requires that all constraints be satisfied simultaneously with a given large probability. In this paper, we propose to solve the JCCP by a sequence of convex approximations. We show that the solutions of the sequence of approximations converge to a Karush-Kuhn-Tucker (KKT) point of the JCCP under a certain asymptotic...
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作者：Mehrotra, Mili; Dawande, Milind; Gavirneni, Srinagesh; Demirci, Mehmet; Tayur, Sridhar
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of Texas System; University of Texas Dallas; Cornell University; Carnegie Mellon University
摘要：Based on our work with ConAgra Foods (http://www.conagrafoods.com), a leading U. S. food manufacturer, we study a large-scale production-planning problem. The problem incorporates several distinguishing characteristics of production in the processed-food industry, including (i) production patterns that define specific combinations of weeks in which products can be produced, (ii) food groups that classify products based on the allergens they contain, (iii) sequence-dependent setup times, and (i...
