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作者：Baumert, Stephen; Ghate, Archis; Kiatsupaibul, Seksan; Shen, Yanfang; Smith, Robert L.; Zabinsky, Zelda B.
作者单位：University of Washington; University of Washington Seattle; Chulalongkorn University; University of Michigan System; University of Michigan
摘要：We consider the problem of sampling a point from an arbitrary distribution pi over an arbitrary subset S of an integer hyperrectangle. Neither the distribution pi nor the support set S are assumed to be available as explicit mathematical equations, but may only be defined through oracles and, in particular, computer programs. This problem commonly occurs in black-box discrete optimization as well as counting and estimation problems. The generality of this setting and high dimensionality of S p...
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作者：Ulu, Canan; Smith, James E.
作者单位：University of Texas System; University of Texas Austin; Duke University
摘要：Consumers or firms contemplating purchasing a new product or adopting a new technology are often plagued by uncertainty: Will the benefits outweigh the costs? Should we buy now or wait and gather more information? In this paper, we study a dynamic programming model of this technology adoption problem. In each period, the consumer decides whether to adopt the technology, reject it, or wait and gather additional information by observing a signal about the technology's benefit. The technology's a...
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作者：Ata, Baris; Olsen, Tava Lennon
作者单位：Northwestern University; Washington University (WUSTL)
摘要：We consider a make-to-order system where customers are dynamically quoted lead times (and prices). Customers are homogenous but have general (nonlinear) disutility for delay. Because the firm is a monopolist, the pricing problem is trivial and the dynamic problem reduces to one of lead-time quotation and order sequencing. We also consider the (static) problem of up-front capacity installation. We use a large-capacity asymptotic regime to make the problem tractable. We provide recommended polic...
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作者：Miranda Bront, Juan Jose; Mendez-Diaz, Isabel; Vulcano, Gustavo
作者单位：University of Buenos Aires; New York University
摘要：During the past few years, there has been a trend to enrich traditional revenue management models built upon the independent demand paradigm by accounting for customer choice behavior. This extension involves both modeling and computational challenges. One way to describe choice behavior is to assume that each customer belongs to a segment, which is characterized by a consideration set, i.e., a subset of the products provided by the firm that a customer views as options. Customers choose a par...
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作者：Nagarajan, Mahesh; Rajagopalan, S.
作者单位：University of British Columbia; University of Southern California
摘要：This paper explores when it is important for firms to consider stockout-based substitution and competitor's inventory levels in making inventory decisions in the context of a duopoly model. To address this question, we consider a model where two newsvendors sell substitutable products in a market with aggregate market demand D. The two firms get a proportion p and (1 - p) of this demand, where p is random. We characterize the equilibrium inventory levels of the two firms in a single-period mod...
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作者：Bensoussan, Alain; Cakanyildirim, Metin; Sethi, Suresh P.
作者单位：University of Texas System; University of Texas Dallas; University of Texas System; University of Texas Dallas
摘要：This paper revisits the finite-horizon model of a censored newsvendor by Ding et al. [Ding, X., M. L. Puterman, A. Bisi. 2002. The censored newsvendor and the optimal acquisition of information. Oper. Res. 50 517-527]. An important result claimed there without a proper proof is that the myopic order quantity is always less than or equal to the optimal order quantity. Lu et al. [Lu, X., J. S. Song, K. Zhu. 2008. Analysis of perishable inventory systems with censored demand data. Oper. Res. 56(4...
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作者：Thompson, Steven; Nunez, Manuel; Garfinkel, Robert; Dean, Matthew D.
作者单位：University of Richmond; University of Connecticut; University of Louisiana System; University of New Orleans
摘要：Many hospitals face the problem of insufficient capacity to meet demand for inpatient beds, especially during demand surges. This results in quality degradation of patient care due to large delays from admission time to the hospital until arrival at a floor. In addition, there is loss of revenue because of the inability to provide service to potential patients. A solution to the problem is to proactively transfer patients between floors in anticipation of a demand surge. Optimal reallocation p...
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作者：Ehrenmann, Andreas; Neuhoff, Karsten
作者单位：University of Cambridge; University of Cambridge
摘要：In Europe, two market designs are discussed for electricity trade and transmission. We argue that their performance in the presence of market power can be represented by two models from the literature. In contrast to examples for simple two-node networks, we show that in more complex networks a general ranking of both designs is not possible. Hence, computational models are required to evaluate the designs for realistic parameter assumptions. We extend existing formulations of both models to r...
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作者：Guan, Yongpei; Ahmed, Shabbir; Nemhauser, George L.
作者单位：University of Oklahoma System; University of Oklahoma - Norman; University System of Georgia; Georgia Institute of Technology
摘要：This paper addresses the problem of finding cutting planes for multistage stochastic integer programs. We give a general method for generating cutting planes for multistage stochastic integer programs based on combining inequalities that are valid for the individual scenarios. We apply the method to generate cuts for a stochastic version of a dynamic knapsack problem and for stochastic lot-sizing problems. We give computational results, which show that these new inequalities are very effective...
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作者：Gurvich, Itay; Armony, Mor; Maglaras, Constantinos
作者单位：Northwestern University; New York University; Columbia University
摘要：Cross-selling is becoming an increasingly prevalent practice in call centers, due, in part, to its unique capability to allow firms to dynamically segment their callers and customize their product offerings accordingly. This paper considers a call center with cross-selling capability that serves a pool of customers that are differentiated in terms of their revenue potential and delay sensitivity. It studies the operational decisions of staffing, call routing, and cross-selling under various fo...
