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作者：Dong, Lingxiu; Liu, Hong
作者单位：Washington University (WUSTL)
摘要：Bilateral supply contracts are widely used despite the presence of spot markets. In this paper, we provide a potential explanation for this prevalence of supply contracts even when spot markets are liquid and without delivery lag. Specifically, we consider the determination of an equilibrium forward contract on a nonstorable commodity between two firms that have mean-variance preferences over their risky profits and negotiate the forward contract through a Nash bargaining process. We derive th...
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作者：Croxton, Keely L.; Gendron, Bernard; Magnanti, Thomas L.
作者单位：University System of Ohio; Ohio State University; Universite de Montreal; Universite de Montreal; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：We study mixed-integer programming formulations, based upon variable disaggregation, for generic multicommodity network flow problems with nonconvex piecewise linear costs, a problem class that arises frequently in many application domains in telecommunications, transportation, and logistics. We present several structural results for these formulations, and we analyze the results of extensive experiments on a large set of instances with various characteristics. In particular, we show that the ...
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作者：van Dam, Edwin R.; Husslage, Bart; den Hertog, Dick; Melissen, Hans
作者单位：Tilburg University; Delft University of Technology
摘要：The problem of finding a maximin Latin hypercube design in two dimensions can be described as positioning n nonattacking rooks on an n x n chessboard such that the minimal distance between pairs of rooks is maximized. Maximin Latin hypercube designs are important for the approximation and optimization of black-box functions. In this paper, general formulas are derived for maximin Latin hypercube designs for general n, when the distance measure is l(infinity) or l(1). Furthermore, for the dista...
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作者：Baucells, Manel; Sarin, Rakesh K.
作者单位：University of Navarra; IESE Business School; University of California System; University of California Los Angeles
摘要：In this paper, we propose a model of intertemporal choice that explicitly incorporates satiation due to previous consumption in the evaluation of the utility of current consumption. In the discounted utility (DU) model, the utility of consumption is evaluated afresh in each time period. In our model, the utility of current consumption represents an incremental utility from the past level. When the time interval between consumption periods is large, and there are, therefore, no carryover effect...
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作者：Nace, Dritan; Orlin, James B.
作者单位：Centre National de la Recherche Scientifique (CNRS); Universite de Technologie de Compiegne; Massachusetts Institute of Technology (MIT)
摘要：In this paper, we introduce the lexicographically minimum load linear programming problem, and we provide a polynomial approach followed by the proof of correctness. This problem has applications in numerous areas where it is desirable to achieve an equitable distribution or sharing of resources. We consider the application of our technique to the problem of lexicographically minimum load in capacitated multicommodity networks and discuss a special nonlinear case, the so-called Kleinrock load ...
