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作者：Besbes, Omar; Maglaras, Costis
作者单位：University of Pennsylvania; Columbia University
摘要：We consider a revenue-maximizing make-to-order manufacturer that serves a market of price-and delay-sensitive customers and operates in an environment in which the market size varies stochastically over time. A key feature of our analysis is that no model is assumed for the evolution of the market size. We analyze two main settings: (i) the size of the market is observable at any point in time; and (ii) the size of the market is not observable and hence cannot be used for decision making. We f...
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作者：Federgruen, Awi; Yang, Nan
作者单位：Columbia University; Cornell University
摘要：We analyze a planning model for a firm or public organization that needs to cover uncertain demand for a given item by procuring supplies from multiple sources. The necessity to employ multiple suppliers arises from the fact that when an order is placed with any of the suppliers, only a random fraction of the order size is usable. The model considers a single demand season with a given demand distribution, where all supplies need to be ordered simultaneously before the start of the season. The...
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作者：Chen, Xin; Zhang, Yuhan
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：In this paper, we introduce the extended affinely adjustable robust counterpart to modeling and solving multistage uncertain linear programs with fixed recourse. Our approach first reparameterizes the primitive uncertainties and then applies the affinely adjustable robust counterpart proposed in the literature, in which recourse decisions are restricted to be linear in terms of the primitive uncertainties. We propose a special case of the extended affinely adjustable robust counterpart-the spl...
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作者：Bertsimas, Dimitris; Brown, David B.
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Duke University
摘要：In this paper, we propose a methodology for constructing uncertainty sets within the framework of robust optimization for linear optimization problems with uncertain parameters. Our approach relies on decision maker risk preferences. Specifically, we utilize the theory of coherent risk measures initiated by Artzner et al. (1999) [Artzner, P., F. Delbaen, J. Eber, D. Heath. 1999. Coherent measures of risk. Math. Finance 9 203-228.], and show that such risk measures, in conjunction with the supp...
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作者：Li, Xiao-Bai; Sarkar, Sumit
作者单位：University of Massachusetts System; University of Massachusetts Lowell; University of Texas System; University of Texas Dallas
摘要：Data-mining techniques can be used not only to study collective behavior about customers, but also to discover private information about individuals. In this study, we demonstrate that decision trees, a popular classification technique for data mining, can be used to effectively reveal individuals' confidential data, even when the identities of the individuals are not present in the data. We propose a novel approach for organizations to protect confidential data from such a classification atta...
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作者：Bai, Lihui; Rubin, Paul A.
作者单位：Valparaiso University; Michigan State University; Michigan State University's Broad College of Business
摘要：We address a toll pricing problem in which the objective is to minimize the number of required toll facilities in a transportation network while inducing drivers to make the most efficient collective use of the network. We formulate the problem as a mixed-integer programming model and propose a solution method using combinatorial Benders cuts. Computational study of real networks as well as randomly generated networks indicates that our proposed method is efficient in obtaining provably optima...
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作者：Aydin, Goker; Ziya, Serhan
作者单位：University of Michigan System; University of Michigan; University of North Carolina; University of North Carolina Chapel Hill
摘要：Prior work has investigated time-and inventory-level-dependent pricing of limited inventories with finite selling horizons. We consider a third dimension-in addition to time and inventory level-that the firms can use in setting their prices: the information that the firm has at the individual customer level. An arriving customer provides a signal to the firm, which is an imperfect indicator of the customer's willingness to pay, and the firm makes a personalized price offer depending on the sig...
