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作者：Celik, Sabri; Muharremoglu, Alp; Savin, Sergei
作者单位：Columbia University; Columbia University; University of Pennsylvania
摘要：We consider a novel variant of the perishable inventory profit management problem faced by a firm that sells a fixed inventory over a finite horizon in the presence of price-adjustment costs. In economics literature, such price-adjustment costs are widely studied and are typically assumed to include a fixed component (e. g., advertising costs), an inventory-dependent component (e. g., inventory relabeling costs), as well as a component that depends on the magnitude of the price adjustment (e. ...
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作者：DeMiguel, Victor; Xu, Huifu
作者单位：University of London; London Business School; University of Southampton
摘要：We study an oligopoly consisting of M leaders and N followers that supply a homogeneous product ( or service) noncooperatively. Leaders choose their supply levels first, knowing the demand function only in distribution. Followers make their decisions after observing the leader supply levels and the realized demand function. We term the resulting equilibrium a stochastic multiple-leader Stackelberg-Nash-Cournot (SMS) equilibrium. We show the existence and uniqueness of SMS equilibrium under mil...
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作者：Cai, Xiaoqiang; Wu, Xianyi; Zhou, Xian
作者单位：Chinese University of Hong Kong; East China Normal University; Macquarie University
摘要：This paper considers the problem of scheduling a set of jobs on a single machine subject to stochastic breakdowns with incomplete information on the probability distributions involved in the decision process. We focus on the preemptive-repeat discipline, under which a machine breakdown leads to the loss of the work done on the job being processed. The breakdown process of the machine is allowed to depend on the job it is processing. The processing times required to complete the jobs, and the m...
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作者：Luedtke, James; Nemhauser, George L.
作者单位：University of Wisconsin System; University of Wisconsin Madison; University System of Georgia; Georgia Institute of Technology
摘要：We present a strategic planning model in which the activities to be planned, such as production and distribution in a supply network, require technology to be installed before they can be performed. The technology improves over time, so that a decision maker has incentive to delay starting an activity to take advantage of better technology and lower operational costs. The model captures the fundamental trade-off between delaying the start time of an activity and the need for some activities to...
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作者：Bordley, Robert F.; Pollock, Stephen M.
作者单位：General Motors; University of Michigan System; University of Michigan
摘要：Reliability-based design optimization is concerned with designing a product to optimize an objective function, given uncertainties about whether various design constraints will be satisfied. However, the widespread practice of formulating such problems as chance-constrained programs can lead to misleading solutions. While a decision-analytic approach would avoid this undesirable result, many engineers find it difficult to determine the utility functions required for a traditional decision anal...
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作者：Singh, Kavinesh J.; Philpott, Andy B.; Wood, R. Kevin
作者单位：University of Auckland; United States Department of Defense; United States Navy; Naval Postgraduate School
摘要：We describe a multistage, stochastic, mixed-integer programming model for planning capacity expansion of production facilities. A scenario tree represents uncertainty in the model; a general mixed-integer program defines the operational submodel at each scenario-tree node, and capacity-expansion decisions link the stages. We apply variable splitting to two model variants, and solve those variants using Dantzig-Wolfe decomposition. The Dantzig-Wolfe master problem can have a much stronger linea...
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作者：Jose, Victor Richmond R.; Winkler, Robert L.
作者单位：Georgetown University; Duke University
摘要：Quantile assessments are commonly encountered in the elicitation of probability distributions in decision analysis, forecasting, and risk analysis. Scoring rules have been developed to provide ex ante incentives for careful and truthful assessments and ex post evaluation measures in the context of probability assessment. We show that these scoring rules designed for probability assessment provide inappropriate incentives if used for quantile assessment. We investigate the properties of a linea...
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作者：Xu, Xiaowei; Hopp, Wallace J.
作者单位：Rutgers University System; Rutgers University New Brunswick; Rutgers University Newark; University of Michigan System; University of Michigan
摘要：This note describes probabilistic properties of optimal price sample paths in a dynamic pricing model with a finite horizon and limited stock. We assume that customer arrivals follow a nonhomogeneous Poisson process. We show that if customers' willingness-to-pay increases rapidly over time, then the optimal price process follows a submartingale, which implies an upward price trend. Alternatively, if customers' willingness-to-pay decreases rapidly over time, then the optimal price process follo...
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作者：Wein, Lawrence M.
作者单位：Stanford University
摘要：This paper is the archival record of the INFORMS Philip McCord Morse Lecture delivered in 2008. It describes the author's research on four topics in homeland security and public health: preparedness and response to a bioterror anthrax attack, preparedness and response to a bioterror attack on the food supply, routes of transmission and infection control for pandemic influenza, and biometrics ( e. g., fingerprint matching) to prevent terrorists from entering the country. The paper focuses on th...
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作者：Zwols, Yori; Sierksma, Gerard
作者单位：Columbia University; University of Groningen
摘要：Decathlon coaches usually spend days or even weeks on designing training schedules for their athletes. A major complication is the fact that the athlete has only limited time for an extensive range of training exercises, whereas the effects of exercises on the athlete's performance in the various events are interrelated. This paper presents a mathematical model for optimizing the use of the total available training time by assigning time to training exercises. The data used in this time capaci...
