-
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...
-
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 ...
-
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...
-
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...
-
作者：Lichtendahl, Kenneth C., Jr.; Bodily, Samuel E.
作者单位：University of Virginia
摘要：Lifetime financial decisions often require a decision analyst to elicit a decision maker's preferences for consumption streams. In assessing such preferences, the analyst might look for a set of reasonable conditions to check when selecting a utility form. We provide such a set of conditions and show that they lead to the multiplicative-expo-power (MEP) utility form. Some of our conditions involve trade-offs under certainty and others relate to choices under uncertainty. In the deterministic s...
-
作者：Cui, Tingting; Ouyang, Yanfeng; Shen, Zuo-Jun Max
作者单位：University of California System; University of California Berkeley; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Reliable facility location models consider unexpected failures with site-dependent probabilities, as well as possible customer reassignment. This paper proposes a compact mixed integer program (MIP) formulation and a continuum approximation (CA) model to study the reliable uncapacitated fixed charge location problem (RUFL), which seeks to minimize initial setup costs and expected transportation costs in normal and failure scenarios. The MIP determines the optimal facility locations as well as ...
-
作者：Chen, Xin; Zhang, Yuhan; Zhou, Sean X.
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Chinese University of Hong Kong
摘要：In this paper, we establish a new preservation property of quasi-K-concavity under certain optimization operations. One important application of the result is to analyze joint inventory-pricing models for single-product periodic-review inventory systems with concave ordering costs. At each period, an ordering quantity and a selling price of the product are determined simultaneously. Demand is random but sensitive to the price. The objective is to maximize the total expected discounted profit o...
-
作者：Huh, Woonghee Tim; Janakiraman, Ganesh; Nagarajan, Mahesh
作者单位：University of British Columbia; University of Texas System; University of Texas Dallas
摘要：We study a periodically reviewed multiechelon serial inventory system with a capacity constraint on the order quantity at every stage. Under echelon base-stock policies, we demonstrate a simple sample-path result that maps the echelon shortfalls in the serial system to the shortfalls of suitably defined single-stage systems. Because the shortfall processes of single-stage systems are well understood, our result allows us to reinterpret results in the literature on the stability and regeneratio...
-
作者：Nikolaev, Alexander G.; Jacobson, Sheldon H.
作者单位：Northwestern University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：This paper addresses a class of problems in which available resources need to be optimally allocated to a random number of jobs with stochastic parameters. Optimal policies are presented for variations of the sequential stochastic assignment problem and the dynamic stochastic knapsack problem, in which the number of arriving jobs is unknown until after the final arrival, and the job parameters are assumed to be independent but not identically distributed random variables.
-
作者：Judd, Kenneth; van Ryzin, Garrett
作者单位：Columbia University
