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• Price and order postponement in a decentralized newsvendor model with multiplicative and price-dependent demand AI翻译
  作者：Granot, Daniel; Yin, Shuya
  作者单位：University of British Columbia; University of California System; University of California Irvine
  摘要：We analyze the effect of price and order postponement in a decentralized newsvendor model with multiplicative and price-dependent demand, wherein the manufacturer sets the wholesale price, and possibly offers a buyback rate, and the retailer determines the order quantity and retail price. Such postponement strategies can be used by the retailer by delaying his operational decisions ( order quantity and retail price) until after demand uncertainty is observed. We show how the equilibrium values...
• Arrival rate approximation by nonnegative cubic splines AI翻译
  作者：Alizadeh, Farid; Eckstein, Jonathan; Noyan, Nilay; Rudolf, Gabor
  作者单位：Rutgers University System; Rutgers University New Brunswick; Rutgers University System; Rutgers University New Brunswick; Sabanci University
  摘要：We describe an optimization method to approximate the arrival-rate function of a nonhomogeneous Poisson process based on observed arrival data. We estimate the function by cubic splines, using an optimization model based on the maximum-likelihood principle. A critical feature of the model is that the splines are constrained to be nonnegative everywhere. We enforce these constraints by using a characterization of nonnegative polynomials by positive semidefinite matrices. We also describe versio...
• Versioning and piracy control for digital information goods AI翻译
  作者：Wu, Shin-yi; Chen, Pei-yu
  作者单位：Nanyang Technological University; Carnegie Mellon University
  摘要：Technological advances in digitalization and communications technologies have aggravated the information goods piracy problem. In contrast to previous literature which mainly considers solutions, such as law enforcement or technology protection that work on increasing individual piracy costs to alleviate the piracy problem, we consider using versioning as a potential instrument to fight piracy. We show that while a single version is the optimal strategy for an information goods provider absent...
• Dimensioning large-scale membership services AI翻译
  作者：de Vericourt, Francis; Jennings, Otis B.
  作者单位：European School of Management & Technology; Duke University
  摘要：Motivated by workforce planning problems in health care, professional, warranty, and repair services, we propose modeling service centers that are exclusively dedicated to fixed client constituencies as closed multiserver queueing systems, a framework we refer to as membership services. We provide fluid and diffusion approximations of the number of users within the membership who are requesting service. The approximations are obtained via many-server limit theorems, where the limiting regime a...
• Regret in the newsvendor model with partial information AI翻译
  作者：Perakis, Georgia; Roels, Guillaume
  作者单位：Massachusetts Institute of Technology (MIT); University of California System; University of California Los Angeles
  摘要：Traditional stochastic inventory models assume full knowledge of the demand probability distribution. However, in practice, it is often difficult to completely characterize the demand distribution, especially in fast-changing markets. In this paper, we study the newsvendor problem with partial information about the demand distribution ( e. g., mean, variance, symmetry, unimodality). In particular, we derive the order quantities that minimize the newsvendor's maximum regret of not acting optima...
• Analyzing cost-efficient production behavior under economies of scope: A nonparametric methodology AI翻译
  作者：Cherchye, Laurens; De Rock, Bram; Vermeulen, Frederic
  作者单位：KU Leuven; KU Leuven; Tilburg University
  摘要：In designing a production model for firms that generate multiple outputs, we take as a starting point that such multioutput production refers to economies of scope, which in turn originate from joint input use and input externalities. We provide a nonparametric characterization of cost-efficient behavior under these conditions, and subsequently institute necessary and sufficient conditions for data consistency with such efficient behavior that only include observed firm demand and supply data....
• Integrating approximation and interactive decision making in multicriteria optimization AI翻译
  作者：Klamroth, Kathrin; Miettinen, Kaisa
  作者单位：University of Erlangen Nuremberg; Aalto University; University of Jyvaskyla
  摘要：We present a new interactive hybrid approach for solving multicriteria optimization problems where features of approximation methods and interactive approaches are incorporated. We produce rough approximations of the nondominated set and let the decision maker indicate with the help of reference points where to re. ne the approximation. In this way, (s) he iteratively directs the search toward the best nondominated solution. After the decision maker has identified the most interesting region o...
• Bayesian analysis of the sequential inspection plan via the Gibbs sampler AI翻译
  作者：Chun, Young H.
  作者单位：Louisiana State University System; Louisiana State University
  摘要：A complex product, such as a software system, is often inspected more than once in a sequential manner to further improve its quality and reliability. In such a case, a particularly important task is to accurately estimate the number of errors still remaining in the product after a series of multiple inspections. In the paper, we first develop a maximum likelihood method of estimating both the number of undiscovered errors in the product and the detection probability. We then compare its perfo...
• Spatial queueing analysis of an interdiction system to protect cities from a nuclear terrorist attack AI翻译
  作者：Atkinson, Michael P.; Wein, Lawrence M.
  作者单位：Stanford University; Stanford University
  摘要：We formulate and analyze a spatial queueing model concerning a terrorist who is attempting to drive a nuclear or radiological weapon toward a target in a city center. In our model, imperfect radiation sensors form a circular wall around the periphery of the city, and vehicles setting off sensor alarms ( representing a terrorist or a nuisance alarm) arrive randomly at the perimeter of a circle ( representing the wall of sensors) and drive toward the center of the circle. Interdiction vehicles, ...
• Solving linear cost dynamic lot-sizing problems in O(n log n) time AI翻译
  作者：Ahuja, Ravindra K.; Hochbaum, Dorit S.
  作者单位：State University System of Florida; University of Florida; University of California System; University of California Berkeley; University of California System; University of California Berkeley
  摘要：In this paper, we study capacitated dynamic lot-sizing problems with or without backorders, under the assumption that production costs are linear, that is, there are no setup costs. These two dynamic lot-sizing problems ( with or without backorders) are minimum-cost flow problems on an underlying network that possess a special structure. We show how the well-known successive shortest-path algorithm for the minimum-cost flow problem can be used to solve these problems in O(n(2)) time, where n i...