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作者：Lane, David C.
作者单位：University of London; London School Economics & Political Science
摘要：This paper has two aims. First, to present cases in which scientists developed a defensive system for their homeland: Blackett and the air defense of Britain in WWII, Forrester and the SAGE system for North America in the Cold War, and Archimedes' work defending Syracuse during the Second Punic War. In each case the historical context and the individual's other achievements are outlined, and a description of the contribution's relationship to OR/MS is given. The second aim is to consider some ...
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作者：Gemici-Ozkan, Banu; Wu, S. David; Linderoth, Jeffrey T.; Moore, Jeffry E.
作者单位：Lehigh University; University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison; Lehigh University
摘要：We introduce a decision-support framework for the research and development (R&D) portfolio selection problem faced by a major U. S. semiconductor manufacturer. R&D portfolio selection is of critical importance to high-tech operations such as semiconductors and pharmaceuticals, because it determines the blend of technological development the firm must invest in its R&D resources. This R&D investment leads to differentiating technologies that drive the firm's market position. We developed a gene...
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作者：Dobson, Gregory; Lee, Hsiao-Hui; Pinker, Edieal
作者单位：University of Rochester; University of Connecticut
摘要：Many intensive care units (ICUs) face overcrowding. One response to this overcrowding is to bump ICU patients to other departments of the hospital to make room for new patient arrivals. Such bumping clearly has the potential to reduce quality of care. In this paper we develop a stochastic model of a single ICU with patient bumping. The purpose of this model is to enable planners to predict performance, in terms of bumping, under differing arrival patterns and capacity. We develop a Markov chai...
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作者：Shin, Hyoduk; Tunca, Tunay I.
作者单位：Northwestern University; Stanford University
摘要：We study the effect of downstream competition on incentives for demand forecast investments in supply chains. We show that with common pricing schemes, such as wholesale price or two-part tariffs, downstream firms under Cournot competition overinvest in demand forecasting. Analyzing the determinants of overinvestment, we demonstrate that under wholesale price contracts and two-part tariffs, total demand forecast investment can be very significant, and as a result, the supply chain can suffer s...
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作者：Glasserman, Paul; Liu, Zongjian
作者单位：Columbia University; Columbia University
摘要：The likelihood ratio method (LRM) is a technique for estimating derivatives of expectations through simulation. LRM estimators are constructed from the derivatives of probability densities of inputs to a simulation. We investigate the application of the likelihood ratio method for sensitivity estimation when the relevant densities for the underlying model are known only through their characteristic functions or Laplace transforms. This problem arises in financial applications, where sensitivit...
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作者：Fourer, Robert; Ma, Jun; Martin, Kipp
作者单位：Northwestern University; University of Chicago
摘要：We describe a research project to design a distributed optimization environment in which solvers, modeling languages, registries, analyzers, and simulation engines can be implemented as services and utilities under a unified framework. Our work, which we call optimization services or OS, defines standards for all activities necessary to support decentralized optimization on the Internet: representation of optimization instances, results, and solver options; communication between clients and so...
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作者：Vaidyanathan, Balachandran; Ahuja, Ravindra K.
作者单位：State University System of Florida; University of Florida
摘要：The objective of the classical minimum cost flow problem is to send units of a good that reside at one or more points in a network (sources or supply nodes) with arc capacities to one or more other points in the network (sinks or demand nodes), incurring minimum cost. We develop fast algorithms for previously unstudied specially structured minimum cost flow problems that have applications in many areas, such as locomotive and airline scheduling, repositioning of empty rail freight cars, highwa...
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作者：Cadenillas, Abel; Lakner, Peter; Pinedo, Michael
作者单位：University of Alberta; University of Alberta; New York University
摘要：Motivated by empirical observations, we assume that the inventory level of a company follows a mean-reverting process. The objective of the management is to keep this inventory level as close as possible to a given target; there is a running cost associated with the difference between the actual inventory level and the target. If inventory deviates too much from the target, management may perform an intervention in the form of either a purchase or a sale of an amount of the goods. There are fi...
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作者：Hall, Nicholas G.; Liu, Zhixin
作者单位：University System of Ohio; Ohio State University; University of Michigan System; University of Michigan
摘要：We consider a multiple product supply chain where a manufacturer receives orders from several distributors. If the orders cannot all be met from available production capacity, then the manufacturer allocates that capacity and a set of resubmittable orders among the distributors. The distributors may share their allocated capacity among themselves before submitting revised orders. Finally, the manufacturer schedules the revised orders to minimize its cost. We consider three practical coordinati...
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作者：Podinovski, Victor V.; Forsund, Finn R.
作者单位：University of Warwick; University of Oslo
摘要：The implicit definition and nondifferentiability of efficient frontiers used in data envelopment analysis are two major obstacles to obtaining their differential characteristics, including various elasticity measures and marginal rates of substitution. In this paper we invoke the theorem of the directional derivative of the optimal value function and show how this can be used to define and calculate the required elasticities without any simplifying assumptions. This approach allows us to exten...
