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作者：Caro, Felipe; Gallien, Jeremie
作者单位：University of California System; University of California Los Angeles; Massachusetts Institute of Technology (MIT)
摘要：Working in collaboration with Spain-based retailer Zara, we address the problem of distributing, over time, a limited amount of inventory across all the stores in a fast-fashion retail network. Challenges specific to that environment include very short product life cycles, and store policies whereby an article is removed from display whenever one of its key sizes stocks out. To solve this problem, we first formulate and analyze a stochastic model predicting the sales of an article in a single ...
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作者：Papier, Felix; Thonemann, Ulrich W.
作者单位：University of Cologne
摘要：Many companies have started segmenting customers to better match their products and services to the needs of the customers. We support this development by presenting a stochastic model of a rental system with two customer classes that was motivated by the operations of one of Europe's leading logistics companies. At the company, customers can choose between premium and classic service. Under premium service, customers provide advance demand information (ADI) by reserving cars ahead of the time...
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作者：Adida, Elodie; Perakis, Georgia
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; Massachusetts Institute of Technology (MIT)
摘要：In this paper, we study a make-to-stock manufacturing system where two firms compete through dynamic pricing and inventory control. Our goal is to address competition ( in particular a duopoly setting) together with the presence of demand uncertainty. We consider a dynamic setting where multiple products share production capacity. We introduce a demand-based fluid model where the demand is a linear function of the price of the supplier and of her competitor, the inventory and production costs ...
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作者：Vielma, Juan Pablo; Ahmed, Shabbir; Nemhauser, George
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：We study the modeling of nonconvex piecewise-linear functions as mixed-integer programming (MIP) problems. We review several new and existing MIP formulations for continuous piecewise-linear functions with special attention paid to multivariate nonseparable functions. We compare these formulations with respect to their theoretical properties and their relative computational performance. In addition, we study the extension of these formulations to lower semicontinuous piecewise-linear functions.
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作者：Gurvich, Itai; Whitt, Ward
作者单位：Northwestern University; Columbia University
摘要：Motivated by telephone call centers, we study large-scale service systems with multiple customer classes and multiple agent pools, each with many agents. To minimize staffing costs subject to service-level constraints, where we delicately balance the service levels (SLs) of the different classes, we propose a family of routing rules called fixed-queue-ratio (FQR) rules. With FQR, a newly available agent next serves the customer from the head of the queue of the class (from among those he is el...
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作者：Kaplan, Edward H.; Kress, Moshe; Szechtman, Roberto
作者单位：Yale University; United States Department of Defense; United States Navy; Naval Postgraduate School
摘要：During counterinsurgency operations, government forces with superior firepower confront weaker low-signature insurgents. Under what conditions should government (Blue) forces attack insurgent (Red) strongholds? How should the government allocate its force across different strongholds when the insurgents' threat to the Blue civilian population must be taken into account? How should the government respond to smart insurgents who anticipate the government's optimal plan of attack and prepare acco...
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作者：Yunes, Tallys; Aron, Ionut D.; Hooker, J. N.
作者单位：University of Miami; Carnegie Mellon University
摘要：One of the central trends in the optimization community over the past several years has been the steady improvement of general-purpose solvers. A logical next step in this evolution is to combine mixed-integer linear programming, constraint programming, and global optimization in a single system. Recent research in the area of integrated problem solving suggests that the right combination of different technologies can simplify modeling and speed up computation substantially. Nevertheless, inte...
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作者：Hong, L. Jeff; Liu, Guangwu
作者单位：Hong Kong University of Science & Technology; City University of Hong Kong
摘要：A probability is the expectation of an indicator function. However, the standard pathwise sensitivity estimation approach, which interchanges the differentiation and expectation, cannot be directly applied because the indicator function is discontinuous. In this paper, we design a pathwise sensitivity estimator for probability functions based on a result of Hong [Hong, L. J. 2009. Estimating quantile sensitivities. Oper. Res. 57(1) 118-130]. We show that the estimator is consistent and follows...
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作者：Ankenman, Bruce; Nelson, Barry L.; Staum, Jeremy
作者单位：Northwestern University
摘要：We extend the basic theory of kriging, as applied to the design and analysis of deterministic computer experiments, to the stochastic simulation setting. Our goal is to provide flexible, interpolation-based metamodels of simulation output performance measures as functions of the controllable design or decision variables, or uncontrollable environmental variables. To accomplish this, we characterize both the intrinsic uncertainty inherent in a stochastic simulation and the extrinsic uncertainty...
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作者：Savasaneril, Secil; Griffin, Paul M.; Keskinocak, Pinar
作者单位：Middle East Technical University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University System of Georgia; Georgia Institute of Technology
摘要：We study a dynamic lead-time quotation problem in a base-stock inventory system characterized by lead-time sensitive Poisson demand and exponentially distributed service times. We show that the optimal profit is unimodal in the base-stock level. We compare the base-stock system with a make-to-order (MTO) system and show that the lead-time quotes are lower in an MTO system and that increasing the base-stock level does not necessarily decrease the expected number of customers waiting. Numerical ...
