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作者：Kwon, H. Dharma
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：Even in the face of deteriorating and highly volatile demand, firms often invest in, rather than discard, aging technologies. To study this phenomenon, we model the firm's profit stream as a Brownian motion with negative drift. At each point in time, the firm can continue operations, or it can stop and exit the project. In addition, there is a one-time option to make an investment that boosts the project's profit rate. Using stochastic analysis, we show that the optimal policy always exists an...
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作者：Bozkurt, Bilge; Fowler, John W.; Gel, Esma S.; Kim, Bosun; Koksalan, Murat; Wallenius, Jyrki
作者单位：Middle East Technical University; Arizona State University; Arizona State University-Tempe; Aalto University
摘要：We consider. the problem of evaluating the quality of solution sets generated by heuristics for multiple-objective combinatorial optimization problems. We extend previous research on the integrated preference functional (IPF), which assigns a scalar value to a given discrete set of nondominated points so that the weighted Tchebycheff function can be used as the underlying implicit value function. This extension is useful because modeling the decision maker's value function with the weighted Tc...
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作者：Anily, Shoshana; Haviv, Moshe
作者单位：Tel Aviv University; Hebrew University of Jerusalem
摘要：We consider a number of servers that may improve the efficiency of the system by pooling their service capacities to serve the union of the individual streams of customers. This economies-of-scope phenomenon is due to the reduction in the steady-state mean total number of customers in the system. The question we pose is how the servers should split among themselves the cost of the pooled system. When the individual incoming streams of customers form Poisson processes and individual service tim...
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作者：Taskin, Z. Caner; Smith, J. Cole; Romeijn, H. Edwin; Dempsey, James F.
作者单位：State University System of Florida; University of Florida; University of Michigan System; University of Michigan; State University System of Florida; University of Florida
摘要：We consider a problem dealing with the efficient delivery of intensity modulated radiation therapy (IMRT) to individual patients. IMRT treatment planning is usually performed in three phases. The first phase determines a set of beam angles through which radiation is delivered, followed by a second phase that determines an optimal radiation intensity profile (or fluence map). This intensity profile is selected to ensure that certain targets receive a required amount of dose while functional org...
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作者：Lu, Yingdong; Song, Jing-Sheng; Zhao, Yao
作者单位：International Business Machines (IBM); IBM USA; Duke University; Shanghai Jiao Tong University; Rutgers University System; Rutgers University Newark; Rutgers University New Brunswick
摘要：This paper analyzes a class of common-component allocation rules, termed no-holdback (NHB) rules, in continuous-review assemble-to-order (ATO) systems with positive lead times. The inventory of each component is replenished following an independent base-stock policy. In contrast to the usually assumed first-come-first-served (FCFS) component allocation rule in the literature, an NHB rule allocates a component to a product demand only if it will yield immediate fulfillment of that demand. We id...
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作者：Heidergott, Bernd; Farenhorst-Yuan, Taoying
作者单位：Vrije Universiteit Amsterdam; Tinbergen Institute; Vrije Universiteit Amsterdam
摘要：We consider multicomponent maintenance systems with an F-failure group age-replacement policy: it keeps failed components idling until F components are failed and then replaces all failed components together with the nonfailed components whose age has passed the critical threshold age theta(n) for components of type n. With each maintenance action, costs are associated. We derive various unbiased gradient estimators based on the measure-valued differentiation approach for the gradient of the a...
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作者：Sapra, Amar; Truong, Van-Anh; Zhang, Rachel Q.
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Bangalore; Cornell University; Hong Kong University of Science & Technology
摘要：We study the inventory replenishment of a product whose demand can be manipulated by restricting the supply. This research is motivated by a novel marketing tactic employed by manufacturers of fashion and luxury items. Such a tactic combines innovative marketing with deliberate understocking in an attempt to create shortages (i.e., waitlists) that add to the allure and sense of exclusivity of a product and stimulate its demand. We model the problem as a finite-horizon, periodic-review system w...
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作者：Sheopuri, Anshul; Janakiraman, Ganesh; Seshadri, Sridhar
作者单位：International Business Machines (IBM); IBM USA; University of Texas System; University of Texas Dallas; University of Texas System; University of Texas Austin
摘要：We study an inventory system under periodic review in the presence of two suppliers (or delivery modes). The emergency supplier has a shorter lead-time than the regular supplier, but the unit price he offers is higher. Excess demand is backlogged. We generalize the recently studied class of dual index policies [Veeraraghavan, S., A. Scheller-Wolf. 2008. Now or later: Dual index policies for capacitated dual sourcing systems. Oper Res. 56(4) 850-864] by proposing two classes of policies. The fi...
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作者：Hall, Nicholas G.; Potts, Chris N.
作者单位：University System of Ohio; Ohio State University; University of Southampton
摘要：This paper considers scheduling problems where the processing of a set of jobs has been scheduled (i.e., planned) to minimize a classical cost objective, under the assumption that the jobs are all available at the start of the planning horizon. Before processing starts, however, the availability of a subset of the jobs is delayed. Therefore, the decision maker needs to adjust the existing schedule to allow for the initial unavailability of those jobs, but without causing excessive disruption t...
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作者：Heidergott, Bernd; Hordijk, Arie; Leder, Nicole
作者单位：Vrije Universiteit Amsterdam; Tinbergen Institute; Leiden University - Excl LUMC; Leiden University; University of Hamburg
摘要：We present update formulas that allow us to express the stationary distribution of a continuous-time Markov process with denumerable state space having generator matrix Q* through a continuous-time Markov process with generator matrix Q. Under suitable stability conditions, numerical approximations can be derived from the update formulas, and we show that the algorithms converge at a geometric rate. Applications to sensitivity analysis and bounds on perturbations are discussed as well. Numeric...
