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作者：Cheng, T. C. E.; Wu, Y. N.
作者单位：Hong Kong Polytechnic University; Chongqing Normal University
摘要：We consider a multiproduct supply-demand network equilibrium model on the basis of Wardrop's equilibrium principle. We prove that such a network equilibrium model with both a single criterion and multiple criteria are each equivalent to a vector variational inequality. For the case with multiple criteria, we derive the necessary and sufficient conditions for network equilibrium in terms of a vector variational inequality by Gerstewitz's function when the cost function is vector valued. This re...
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作者：Chen, ZL; Pundoor, G
作者单位：University System of Maryland; University of Maryland College Park
摘要：We consider the supply chain of a manufacturer who produces time-sensitive products that have a large variety, a short life cycle, and are sold in a very short selling season. The supply chain consists of multiple overseas plants and a domestic distribution center (DC). Retail orders are first processed at the plants and then shipped from the plants to the DC for distribution to domestic retailers. Due to variations in productivity and labor costs at different plants, the processing time and c...
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作者：Cordeau, Jean-Francois
作者单位：Universite de Montreal; HEC Montreal
摘要：In the dial-a-ride problem, users formulate requests for transportation from a specific origin to a specific destination. Transportation is carried out by vehicles providing a shared service. The problem consists of designing a set of minimum-cost vehicle routes satisfying capacity, duration, time window, pairing, precedence, and ride-time constraints. This paper introduces a mixed-integer programming formulation of the problem and a branch-and-cut algorithm. The algorithm uses new valid inequ...
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作者：Burke, Edmund; Hellier, Robert; Kendall, Graham; Whitwell, Glenn
作者单位：University of Nottingham
摘要：This paper presents a new heuristic algorithm for the two-dimensional irregular stock-cutting problem, which generates significantly better results than the previous state of the art on a wide range of established benchmark problems. The developed algorithm is able to pack shapes with a traditional line representation, and it can also pack shapes that incorporate circular arcs and holes. This in itself represents a significant improvement upon the state of the art. By utilising hill climbing a...
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作者：Lariviere, MA
作者单位：Northwestern University
摘要：Distributions with an increasing generalized failure rate (IGFR) have useful applications in pricing and supply chain contracting problems. We provide alternative characterizations of the IGFR property that lead to simplify verifying whether the IGFR condition holds. We also relate the limit of the generalized failure rate and the moments of a distribution.
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作者：Romeijn, HE; Ahuja, RK; Dempsey, JF; Kumar, A
作者单位：State University System of Florida; University of Florida; State University System of Florida; University of Florida
摘要：We consider the problem of radiation therapy treatment planning for cancer patients. During radiation therapy, beams of radiation pass through a patient, killing both cancerous and normal cells. Thus, the radiation therapy must be carefully planned so that a clinically prescribed dose is delivered to targets containing cancerous cells, while nearby organs and tissues are spared. Currently, a technique called intensity-modulated radiation therapy (IMRT) is considered to be the most effective ra...
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作者：Broadie, M; Kaya, Ö
作者单位：Columbia University
摘要：The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulating security prices under these models. However, discretization introduces bias into the simulation results, and a large number of time steps may be needed to reduce the discretization bias to an acceptable level. This paper suggests a method for the exact simulation of the stock price and variance under Heston's stoch...
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作者：Yao, DD; Zhang, SH; Zhou, XY
作者单位：Columbia University; Chinese University of Hong Kong
摘要：We study the problem of tracking a financial benchmark-a continuously compounded growth rate or a stock market index-by dynamically managing a portfolio consisting of a small number of traded stocks in the market. In either case, we formulate the tracking problem as an instance of the stochastic linear quadratic control (SLQ), involving indefinite cost matrices. As the SLQ formulation involves a discounted objective over an infinite horizon, we first address the issue of stabilizability. We th...
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作者：Whitt, W
作者单位：Columbia University
摘要：This paper studies the M/M/s + M queue, i.e., the M/M/s queue with customer abandonment, also called the Erlang-A model, having independent and identically distributed customer abandon times with an exponential distribution (the + M), focusing on the case in which the arrival rate and the number of servers are large. The goal is to better understand the sensitivity of performance to changes in the model parameters: the arrival rate, the service rate, the number of servers, and the abandonment ...
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作者：Bienstock, D; Raskina, O; Saniee, I; Wang, Q
作者单位：Columbia University; AT&T
摘要：In this paper we describe an efficient algorithm for solving novel optimization models arising in the context of multiperiod capacity expansion of optical networks. We assume that the network operator must make investment decisions over a multiperiod planning horizon while facing rapid changes in transmission technology, as evidenced by a steadily decreasing per-unit cost of capacity. We deviate from traditional and monopolistic models in which demands are given as input parameters, and the ob...
