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作者：Hu, Xinmin; Ralph, Daniel
作者单位：University of New South Wales Sydney; University of Cambridge
摘要：We study a bilevel noncooperative game-theoretic model of restructured electricity markets, with locational marginal prices. Each player in this game faces a bilevel optimization problem that we model as a mathematical program with equilibrium constraints (MPEC). The corresponding game is an example of an equilibrium program with equilibrium constraints (EPEC). We establish sufficient conditions for the existence of pure-strategy Nash equilibria for this class of bilevel games and give some ap...
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作者：Chen, Xin; Sim, Melvyn; Simchi-Levi, David; Sun, Peng
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; National University of Singapore; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Duke University; Singapore-MIT Alliance for Research & Technology Centre (SMART); Massachusetts Institute of Technology (MIT); National University of Singapore; Nanyang Technological University
摘要：Traditional inventory models focus on risk-neutral decision makers, i.e., characterizing replenishment strategies that maximize expected total profit, or equivalently, minimize expected total cost over a planning horizon. In this paper, we propose a framework for incorporating risk aversion in multiperiod inventory models as well as multiperiod models that coordinate inventory and pricing strategies. We show that the structure of the optimal policy for a decision maker with exponential utility...
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作者：Shang, Kevin H.; Song, Jing-Sheng
作者单位：Duke University
摘要：We consider two models of stochastic serial inventory systems with economies of scale for which the forms of optimal policies are known. In the first model, each stage has a fixed-order quantity, while in the second model, there is a 141 fixed-order cost for external supplies. For each model, we show that the optimal policy parameters can be bounded and approximated by a series of independent, single-stage optimal policy parameters. We further construct closed-form bounds and approximations fo...
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作者：Zhao, Xiaobo; Fan, Fan; Liu, Xiaoliang; Xie, Jinxing
作者单位：Tsinghua University; Tsinghua University
摘要：We deal with an inventory system with limited storage space for a single item or multiple items. For the single-item system, customers' demand is stochastic. The inventory is controlled by a continuous-review (r, Q) policy. Goods are replenished to the inventory system with a constant lead time. An optimization problem with a storage-space constraint is formulated for computing a single-item (r, Q) policy that minimizes the long-run average system cost. Based on some existing results in the si...
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作者：Janakiraman, Ganesh; Seshadri, Sridhar
作者单位：New York University; University of California System; University of California Berkeley
摘要：We compare two inventory systems, one in which excess demand is lost and the other in which excess demand is back-ordered. Both systems are reviewed periodically. They experience the same sequence of identically and independently distributed random demands. Holding and shortage costs are considered. The holding cost parameter is identical; however, the cost of a lost sale could be different from the per-period cost of backlogging a unit sale. When these costs are equal, we prove that the optim...
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作者：Moulin, Herve
作者单位：Rice University
摘要：We look for protocols (service disciplines) setting an upper bound on the slowdown (expected sojourn time divided by job size) a job may face, irrespective of the processing times of other jobs. We call this worst slowdown the liability of a job. In a scheduling problem with identical release dates, allowing the server to randomize the order of service cuts almost in half the liability profiles feasible under deterministic protocols. The same is true if cash transfers are feasible and users ha...
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作者：Nunez, Manuel A.; Garfinkel, Robert S.; Gopal, Ram D.
作者单位：University of Connecticut
摘要：Data perturbation and query restriction are two methods developed to protect confidential data in statistical databases. In the former, the data is systematically changed to yield answers to queries that are statistically similar to those that would have resulted from the original data. The latter provides exact answers to queries as long as the risk of exact disclosure of confidential data does not become too great. We present a new methodology to combine these techniques so that the advantag...
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作者：Degraeve, Zeger; Jans, Raf
作者单位：University of London; London Business School; Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC
摘要：Although the textbook Dantzig-Wolfe decomposition reformulation for the capacitated lot-sizing problem, as already proposed by Manne [Manne, A. S. 1958. Programming of economic lot sizes. Management Sci. 4(2) 115-135], provides a strong lower bound, it also has an important structural deficiency. Imposing integrality constraints on the columns in the master program will not necessarily give the optimal integer programming solution. Manne's model contains only production plans that satisfy the ...
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作者：Eriksson, Kimmo; Sjoestrand, Jonas; Strimling, Pontus
作者单位：Malardalen University
摘要：In a two-sided version of the famous secretary problem, employers search for a secretary at the same time as secretaries search for an employer. Nobody accepts being put on hold, and nobody is willing to take part in more than N interviews. Preferences are independent, and agents seek to optimize the expected rank of the partner they obtain among the N potential partners. We find that in any subgame perfect equilibrium, the expected rank grows as the square root of N (whereas it tends to a con...
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作者：Avenali, Alessandro
作者单位：Sapienza University Rome
摘要：We propose a new resolution algorithm, called resolution branch and bound (RBB), where a branch-and-bound scheme is empowered by exploiting the information contained in a family of closed subproblems, collected by a full resolution phase. In particular, we use this information to define a new branching rule that seems able to reduce the risk of incurring inappropriate branchings. We apply RBB and the proposed branching rule to the maximum weighted stable set problem, as its features allow us t...
