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作者：Chod, Jiri; Pyke, David; Rudi, Nils
作者单位：Boston College; University of San Diego; INSEAD Business School
摘要：We consider a manufacturer of mass-customized modular products who orders components under demand uncertainty, and sets prices, produces to order, and trades excess components in a secondary market after this uncertainty is resolved. The sequence of events reflects, in a parsimonious fashion, the considerable reduction in demand uncertainty between the procurement stage and the selling season, typical of industries with long supply lead times and short product life cycles. We prove that, in co...
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作者：Dogru, Mustafa K.; Reiman, Martin I.; Wang, Qiong
作者单位：Alcatel-Lucent; Alcatel-Lucent
摘要：We consider assemble-to-order inventory systems with identical component lead times. We use a stochastic program (SP) to develop an inventory strategy that allows preferential component allocation for minimizing total inventory cost. We prove that the solution of a relaxation of this SP provides a lower bound on total inventory cost for all feasible policies. We demonstrate and test our approach on the W system, which involves three components used to produce two products. (There are two uniqu...
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作者：Ghate, Archis; Sharma, Dushyant; Smith, Robert L.
作者单位：University of Washington; University of Washington Seattle; University of Michigan System; University of Michigan
摘要：We present a simplex-type algorithm-that is, an algorithm that moves from one extreme point of the infinite-dimensional feasible region to another, not necessarily adjacent, extreme point-for solving a class of linear programs with countably infinite variables and constraints. Each iteration of this method can be implemented in finite time, whereas the solution values converge to the optimal value as the number of iterations increases. This simplex-type algorithm moves to an adjacent extreme p...
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作者：Cominetti, Roberto; Correa, Jose R.; Rothvoss, Thomas; San Martin, Jaime
作者单位：Universidad de Chile; Universidad de Chile; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; Universidad de Chile
摘要：We analyze a short-term revenue optimization problem involving the targeting of customers for a promotion in which a finite number of perishable items are sold on a last-minute offer. The goal is to select the subset of customers to whom the offer will be made available in order to maximize the expected return. Each client replies with a certain probability and reports a specific value that might depend on the customer type, so that the selected subset has to balance the risk of not selling al...
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作者：Pasupathy, Raghu
作者单位：Virginia Polytechnic Institute & State University
摘要：The stochastic root-finding problem is that of finding a zero of a vector-valued function known only through a stochastic simulation. The simulation-optimization problem is that of locating a real-valued function's minimum, again with only a stochastic simulation that generates function estimates. Retrospective approximation (RA) is a sample-path technique for solving such problems, where the solution to the underlying problem is approached via solutions to a sequence of approximate determinis...
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作者：Goh, Joel; Sim, Melvyn
作者单位：National University of Singapore; National University of Singapore; National University of Singapore
摘要：In this paper we focus on a linear optimization problem with uncertainties, having expectations in the objective and in the set of constraints. We present a modular framework to obtain an approximate solution to the problem that is distributionally robust and more flexible than the standard technique of using linear rules. Our framework begins by first affinely extending the set of primitive uncertainties to generate new linear decision rules of larger dimensions and is therefore more flexible...
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作者：Leder, Nicole; Heidergott, Bernd; Hordijk, Arie
作者单位：University of Hamburg; Vrije Universiteit Amsterdam; Tinbergen Institute; Vrije Universiteit Amsterdam; Leiden University; Leiden University - Excl LUMC
摘要：We present an update formula that allows the expression of the deviation matrix of a continuous-time Markov process with denumerable state space having generator matrix Q* through a continuous-time Markov process with generator matrix Q. We show that under suitable stability conditions the algorithm converges at a geometric rate. By applying the concept to three different examples, namely, the M/M/1 queue with vacations, the M/G/1 queue, and a tandem network, we illustrate the broad applicabil...
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作者：Jula, Payman; Leachman, Robert C.
作者单位：Simon Fraser University; University of California System; University of California Berkeley
摘要：Motivated by scheduling challenges of burn-in ovens in back-end semiconductor manufacturing, we propose a linear-programming-based algorithm, an integer-programming-based algorithm, and a heuristic-based algorithm to schedule non-homogenous parallel batch machines with nonidentical job sizes and incompatible job families. We consider the common scheduling of consecutive steps that are linked together through secondary scarce resources. Our approach addresses the availability and compatibility ...
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作者：Burke, E. K.; Hellier, R. S. R.; Kendall, G.; Whitwell, G.
作者单位：University of Nottingham
摘要：The no-fit polygon is a geometric construct that can offer faster and more efficient handling of geometry between pairs of shapes than traditional line-by-line intersection. The detection of intersections is a critical operation within the irregular two-dimensional stock-cutting problem (also known as nesting), which aims to place shapes onto sheets of material so that the material is utilised as efficiently as possible and the waste (or trim loss) is reduced. The problem forms an important pr...
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作者：Hirade, Ryo; Osogami, Takayuki
作者单位：International Business Machines (IBM); IBM Japan
摘要：The performance of storage systems and database systems depends significantly on the page replacement policies. Although many page replacement policies have been discussed in the literature, their performances are not fully understood. We introduce analytical techniques for evaluating the performances of page replacement policies including two queue (2Q), which manages two buffers to capture both the recency and frequency of requests. We derive an exact expression for the probability that a re...
