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作者：Johari, Ramesh; Tsitsiklis, John N.
作者单位：Stanford University; Massachusetts Institute of Technology (MIT)
摘要：We consider the problem of allocating a fixed amount of an infinitely divisible resource among multiple competing, fully rational users. We study the efficiency guarantees that are possible when we restrict to mechanisms that satisfy certain scalability constraints motivated by large-scale communication networks; in particular, we restrict attention to mechanisms where users are restricted to one-dimensional strategy spaces. We first study the efficiency guarantees possible when the mechanism ...
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作者：Chen, Xin; Zhang, Jiawei
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; New York University
摘要：In this paper, we present a unified approach to study a class of cooperative games arising from inventory centralization. The optimization problems corresponding to the inventory games are formulated as stochastic programs. We observe that the strong duality of stochastic linear programming not only directly leads to a series of recent results concerning the nonemptiness of the core of such games, but also suggests a way to find an element in the core. The proposed approach is also applied to ...
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作者：Lee, Donald K. K.; Zenios, Stefanos A.
作者单位：Yale University; Stanford University
摘要：Patients suffering from a chronic condition often require periodic treatment. For example, patients with End-Stage Renal Disease ( ESRD) require dialysis three times a week. These patients are also frequently hospitalized for complications from their treatment, resulting in idle capacity at the clinic. These temporary patient absences make overbooking at the clinic attractive. This paper develops a semiclosed migration network to capture patient flow into the clinic and between the clinic and ...
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作者：Brown, Gerald G.; Carlyle, W. Matthew; Harney, Robert C.; Skroch, Eric M.; Wood, R. Kevin
作者单位：United States Department of Defense; United States Navy; Naval Postgraduate School; United States Department of Defense; United States Navy; Naval Postgraduate School; Northrop Grumman Corporation
摘要：A proliferator seeks to complete a first small batch of fission weapons as quickly as possible, whereas an interdictor wishes to delay that completion for as long as possible. We develop and solve a max-min model that identifies resource-limited interdiction actions that maximally delay completion time of the proliferator's weapons project, given that the proliferator will observe any such actions and adjust his plans to minimize that time. The model incorporates a detailed project-management ...
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作者：Biller, Bahar
作者单位：Carnegie Mellon University
摘要：As large-scale discrete-event stochastic simulation becomes a tool that is used routinely for the design and analysis of stochastic systems, the need for input-modeling support with the ability to represent complex interactions and interdependencies among the components of multivariate time-series input processes is more critical than ever. Motivated by the failure of independent and identically distributed random variables to represent such input processes, a comprehensive framework called Ve...
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作者：Huang, Kai; Ahmed, Shabbir
作者单位：State University of New York (SUNY) System; Binghamton University, SUNY; University System of Georgia; Georgia Institute of Technology
摘要：This paper addresses a general class of capacity planning problems under uncertainty, which arises, for example, in semiconductor tool purchase planning. Using a scenario tree to model the evolution of the uncertainties, we develop a multistage stochastic integer programming formulation for the problem. In contrast to earlier two-stage approaches, the multistage model allows for revision of the capacity expansion plan as more information regarding the uncertainties is revealed. We provide anal...
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作者：Rosenberg, Dinah; Solan, Eilon; Vieille, Nicolas
作者单位：Universite Paris 13; Institut Polytechnique de Paris; Ecole Polytechnique; heSam Universite; Conservatoire National Arts & Metiers (CNAM); Tel Aviv University; Hautes Etudes Commerciales (HEC) Paris
摘要：We study a simple protocol for communication networks, in which users get no receipt acknowledgment of their requests. As a result, users hold partial and differential information over the state of the protocol. We characterize optimal behavior by viewing the protocol as a stochastic game with partial observation. We also study two classes of protocols that generalize this protocol.
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作者：Day, Robert W.; Raghavan, S.
作者单位：University of Connecticut; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park
摘要：In a combinational auction in which bidders can bid on any combination of goods, bid data can be of exponential size. We describe an innovative new combinatorial auction format in which bidders submit matrix bids. The advantage of this approach is that it provides bidders a mechanism to compactly express bids on every possible bundle. We describe many different types of preferences that can be modeled using a matrix bid, which is quite flexible, supporting additive, subadditive, and superaddit...
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作者：Wan, Zhixi; Beil, Damian R.
作者单位：University of Michigan System; University of Michigan
摘要：We consider a manufacturer using a request-for-quotes (RFQ) reverse auction in combination with supplier qualification screening to determine which qualified supplier will be awarded a contract. Supplier qualification screening is costly for the manufacturer-for example, involving reference checks, financial audits, and on-site visits. The manufacturer seeks to minimize its total procurement costs, i.e., the contract payment plus qualification costs. Although suppliers can be qualified prior t...
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作者：Ball, Michael O.; Queyranne, Maurice
作者单位：University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park; University of British Columbia
摘要：In this paper, we consider the revenue management problem from the perspective of online algorithms. This approach eliminates the need for both demand forecasts and a risk-neutrality assumption. The competitive ratio of a policy relative to a given input sequence is the ratio of the policy's performance to the offline optimal. Under the online algorithm approach, revenue management policies are evaluated based on the highest competitive ratio they can guarantee. We are able to define lower bou...
