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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...
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作者:Archibald, T. W.; Black, D. P.; Glazebrook, K. D.
作者单位:University of Edinburgh; Lancaster University
摘要:We utilise and develop Whittle's restless bandit formulation to analyse a simple class of inventory routing problems with direct deliveries. These routing problems arise from the practice of vendor-managed inventory replenishment and concern the optimal replenishment of a collection of inventory holding locations controlled centrally by a decision maker who is able to monitor inventory levels throughout the network. We develop a notion of location indexability from a Lagrangian relaxation of t...
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作者:Levina, Tatsiana; Levin, Yuri; McGill, Jeff; Nediak, Mikhail
作者单位:Queens University - Canada
摘要:We study the problem faced by a monopolistic company that is dynamically pricing a perishable product or service and simultaneously learning the demand characteristics of its customers. In the learning procedure, the company observes the sales history over consecutive learning stages and predicts consumer demand by applying an aggregating algorithm ( AA) to a pool of online stochastic predictors. Numerical implementation uses finite-sample distribution approximations that are periodically upda...
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作者:Chen, Wenqing; Sim, Melvyn
作者单位:National University of Singapore
摘要:We develop a goal-driven stochastic optimization model that considers a random objective function in achieving an aspiration level, target, or goal. Our model maximizes the shortfall-aware aspiration-level criterion, which encompasses the probability of success in achieving the aspiration level and an expected level of underperformance or shortfall. The key advantage of the proposed model is its tractability. We can obtain its solution by solving a small collection of stochastic linear optimiz...
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作者:Chandran, Bala G.; Hochbaum, Dorit S.
作者单位:University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要:We present the results of a computational investigation of the pseudoflow and push-relabel algorithms for the maximum flow and minimum s-t cut problems. The two algorithms were tested on several problem instances from the literature. Our results show that our implementation of the pseudoflow algorithm is faster than the best-known implementation of push-relabel on most of the problem instances within our computational study.
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作者:Chao, Xiuli; Zhou, Sean X.
作者单位:University of Michigan System; University of Michigan; Chinese University of Hong Kong
摘要:In many production/distribution systems, materials flow in fixed lot sizes (e. g., in full truckloads or full containers) and under regular schedules (e. g., delivery every week). In this paper, we study a multiechelon serial system with batch ordering and fixed replenishment intervals. We derive the optimal inventory control policy, provide a distribution-function solution for its optimal control parameters, and present an efficient algorithm for computing those parameters. Further, we show t...
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作者:Jia, Jing; Heragu, Sunderesh S.
作者单位:Barclays; University of Louisville
摘要:A semi-open queuing network (SOQN) is a special type of a queuing network consisting of two parts: an inner network with a population constraint and an external queue to accommodate jobs whose entrance is delayed. We first study an SOQN with a single class of jobs in tandem configuration and then extend our study to multiclass configurations. Multiclass SOQNs fall into two categories: general pallet and dedicated pallet SOQNs. For the general pallet case, we aggregate all classes and solve the...