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作者：Amaral, Andre R. S.
作者单位：Universidade Federal do Espirito Santo
摘要：The one-dimensional facility layout problem is concerned with arranging n departments of given lengths on a line, while minimizing the weighted sum of the distances between all pairs of departments. The problem is NP-hard because it is a generalization of the minimum linear arrangement problem. In this paper, a 0-1 quadratic programming model consisting of only O(n(2)) 0-1 variables is proposed for the problem. Subsequently, this model is cast as an equivalent mixed-integer program and then re...
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作者：Lu, Xiangwen; Song, Jing-Sheng; Zhu, Kaijie
作者单位：Cisco Systems Inc; Cisco USA; Duke University; Shanghai Jiao Tong University; Hong Kong University of Science & Technology
摘要：We consider a multiperiod inventory system of a perishable product with unobservable lost sales. Demand distribution parameters are unknown and are updated periodically using the Bayesian approach based on the censored historical sales data. We develop an explicit expression of the first-order condition for optimality that demonstrates the key trade-off of the problem. The result generalizes partial characterizations of this trade-off in the literature. It shows that the myopic solution is a l...
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作者：Shang, Kevin H.
作者单位：Duke University
摘要：We propose a heuristic for finding base order quantities for stochastic inventory models. The heuristic includes two steps. The first clusters the stages according to cost parameters. The second solves a single-stage problem for each cluster with the original problem data. In a numerical study, we show that the heuristic is near optimal.
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作者：Kornish, Laura J.; Keeney, Ralph L.
作者单位：University of Colorado System; University of Colorado Boulder; Duke University
摘要：Seasonal products have an effective inventory deadline, a time by which the inventory must be ready to distribute. The deadline creates an incentive to start early with production. However, opportunities to gather information that might change production decisions provide an incentive to defer the start of production. We study the resultant dynamic decision problem with alternatives that commit to one of several courses of action now and an alternative to defer the commitment to gather more in...
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作者：Constantino, Miguel; Martins, Isabel; Borges, Jose G.
作者单位：Universidade de Lisboa; Universidade de Lisboa; Universidade de Lisboa; Centro de Estudos Florestais
摘要：Forest ecosystem management often requires spatially explicit planning because the spatial arrangement of harvests has become a critical economic and environmental concern. Recent research on exact methods has addressed both the design and the solution of forest management problems with constraints on the clearcut size, but where simultaneously harvesting two adjacent stands in the same period does not necessarily exceed the maximum opening size. Two main integer programming approaches have be...
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作者：Campos-Nanez, Enrique; Garcia, Alfredo; Li, Chenyang
作者单位：George Washington University; University of Virginia
摘要：Wireless sensor networks pose numerous fundamental coordination problems. For example, in a number of application domains including homeland security, environmental monitoring, and surveillance for military operations, a network's ability to efficiently manage power consumption is extremely critical because direct user intervention after initial deployment is severely limited. In these settings, limited battery life gives rise to the basic coordination problem of maintaining coverage while max...
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作者：Bernstein, Fernando; de Vericourt, Francis
作者单位：Duke University; European School of Management & Technology
摘要：We consider a market with two suppliers and a set of buyers in search of procurement contracts with one of the suppliers. In particular, each buyer needs to process a certain volume of work, and each supplier's ability to process the customers' requests is constrained by a production capacity. The procurement contracts include guarantees that the products will be available when needed, and the buyers select a supplier based on their service delivery offers. The suppliers are modeled as make-to...
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作者：Gupta, Diwakar; Wang, Lei
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：In addition to having uncertain patient arrivals, primary-care clinics also face uncertainty arising from patient choices. Patients have different perceptions of the acuity of their need, different time-of-day preferences, as well as different degrees of loyalty toward their designated primary-care provider (PCP). Advanced access systems are designed to reduce wait and increase satisfaction by allowing patients to choose either a same-day or a scheduled future appointment. However, the clinic ...
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作者：Bassamboo, Achal; Juneja, Sandeep; Zeevi, Assaf
作者单位：Northwestern University; Tata Institute of Fundamental Research (TIFR); Columbia University
摘要：We consider the risk of a portfolio comprising loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance measures such as the probability that the portfolio incurs large losses over a fixed time horizon, and the expected excess loss given that large losses are incurred during this horizon. Contrary to the normal copula that is commonly used in practice (e. g., in the CreditMetrics system), we assume a portfolio dependence stru...
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作者：Giles, Michael B.
作者单位：University of Oxford; University of Oxford
摘要：We show that multigrid ideas can be used to reduce the computational complexity of estimating an expected value arising from a stochastic differential equation using Monte Carlo path simulations. In the simplest case of a Lipschitz payoff and a Euler discretisation, the computational cost to achieve an accuracy of O(epsilon) is reduced from O(epsilon(-3)) to O(epsilon(-2)(log epsilon)(2)). The analysis is supported by numerical results showing significant computational savings.
