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作者：van Ryzin, Garrett; Vulcano, Gustavo
作者单位：Columbia University; New York University
摘要：Virtual nesting is a popular capacity control strategy in network revenue management. In virtual nesting, products (itinerary-fare-class combinations) are mapped (indexed) into a relatively small number of virtual classes on each resource (flight leg) of the network. Nested protection levels are then used to control the availability of these virtual classes; specifically, a product request is accepted if and only if its corresponding virtual class is available on each resource required. Bertsi...
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作者：Hu, Xinxin; Duenyas, Izak; Kapuscinski, Roman
作者单位：Indiana University System; Indiana University Bloomington; IU Kelley School of Business; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：In this paper, we address the optimal joint control of inventory and transshipment for a firm that produces in two locations and faces capacity uncertainty. Capacity uncertainty (e. g., due to downtime, quality problems, yield, etc.) is a common feature of many production systems, but its effects have not been explored in the context of a firm that has multiple production facilities. We first characterize the optimal production and transshipment policies and show that uncertain capacity leads ...
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作者：Lutze, Holly; Ozer, Ozalp
作者单位：University of Texas System; University of Texas Dallas; Columbia University
摘要：We study the important problem of how a supplier should optimally share the consequences of demand uncertainty (i.e., the cost of inventory excesses and shortages) with a retailer in a two-level supply chain facing a finite planning horizon. In particular, we characterize a multiperiod contract form, the promised lead-time contract, that reduces the supplier's risk from demand uncertainty and the retailer's risk from uncertain inventory availability. Under the contract terms, the supplier guar...
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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. Each source faces a random yield factor with a general probability distribution. The model considers a single demand season. All supplies need to be ordered before the start of the season. The planning problem amounts to selecting which of the given set of suppliers to retain, and how much to order from each, so as to minimize total pr...
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作者：Zipkin, Paul
作者单位：Duke University
摘要：We provide a new approach to the structural analysis of the standard lost-sales inventory system. This approach is, we think, easier to work with than the original one. We also derive new bounds on the optimal policy. Then, we show that more variable demand leads to higher cost. Finally, we extend the analysis to several important variations of the basic model.
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作者：Lin, Grace Y.; Lu, Yingdong; Yao, David D.
作者单位：International Business Machines (IBM); IBM USA; Columbia University
摘要：The stochastic knapsack has been used as a model in wide-ranging applications from dynamic resource allocation to admission control in telecommunication. In recent years, a variation of the model has become a basic tool in studying problems that arise in revenue management and dynamic/flexible pricing, and it is in this context that our study is undertaken. Based on a dynamic programming formulation and associated properties of the value function, we study in this paper a class of control that...
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作者：L'Ecuyer, Pierre; Lecot, Christian; Tuffin, Bruno
作者单位：Universite de Montreal; Universite de Montreal; Universite Savoie Mont Blanc; Universite Paris Saclay; Universite de Rennes
摘要：We introduce and study a randomized quasi-Monte Carlo method for the simulation of Markov chains up to a random (and possibly unbounded) stopping time. The method simulates n copies of the chain in parallel, using a (d + 1)-dimensional, highly uniform point set of cardinality n, randomized independently at each step, where d is the number of uniform random numbers required at each transition of the Markov chain. The general idea is to obtain a better approximation of the state distribution, at...
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作者：Axsater, Sven; Marklund, Johan
作者单位：Lund University
摘要：A continuous-review two-echelon inventory system with one central warehouse and a number of nonidentical retailers is considered. The retailers face independent Poisson demand and apply standard (R, Q) policies. The retailer order quantities are fixed integer multiples of a certain batch size, representing the smallest pallet or container size transported in the system. A warehouse order may consist of one or several such batches. We derive a new policy for warehouse ordering, which is optimal...
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作者：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 introduce the pseudoflow algorithm for the maximum-flow problem that employs only pseudoflows and does not generate flows explicitly. The algorithm solves directly a problem equivalent to the minimum-cut problem-the maximum blocking-cut problem. Once the maximum blocking-cut solution is available, the additional complexity required to find the respective maximum-flow is O(m log n). A variant of the algorithm is a new parametric maximum-flow algorithm generating all breakpoints in the same c...
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作者：Gaglioppa, Francesco; Miller, Lisa A.; Benjaafar, Saif
作者单位：University of Minnesota System; University of Minnesota Twin Cities; Target Corporation; University of Minnesota System; University of Minnesota Twin Cities; University of Minnesota System; University of Minnesota Twin Cities
摘要：We consider the planning and scheduling of production in a multitask/multistage batch manufacturing process typical of industries such as chemical manufacturing, food processing, and oil refining. We allow instances in which multiple sequences of tasks may be used to produce end products. We formulate the problem as a mixed-integer linear program and show that the linear programming relaxation has a large integrality gap and requires significant computational effort to solve to optimality for ...
