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最新文章

• From the Editor AI翻译
  作者：Simchi-Levi, D
  作者单位：Massachusetts Institute of Technology (MIT)
• Area Editors' Statements AI翻译
  作者：Fourer, R; Hazen, GB; Oren, SS; Broadie, MN; Duenyas, I; Song, JS; Simester, D; Kress, M; Ye, YY; Trick, MA; Graves, SC; Zenios, SA; van Ryzin, GJ; Henderson, SG; Kumar, S; Balakrishnan, A; Ball, MO
• Managing patient service in a diagnostic medical facility AI翻译
  作者：Green, LV; Savin, S; Wang, B
  作者单位：Columbia University
  摘要：Hospital diagnostic facilities, such as magnetic resonance imaging centers, typically provide service to several diverse patient groups: outpatients, who are scheduled in advance; inpatients, whose demands are generated randomly during the day; and emergency patients, who must be served as soon as possible. Our analysis focuses on two interrelated tasks: designing the outpatient appointment schedule, and establishing dynamic priority rules for admitting patients into service. We formulate the ...
• Increasing risk and increasing informativeness: Equivalence theorems AI翻译
  作者：Baker, E
  作者单位：University of Massachusetts System; University of Massachusetts Amherst
  摘要：When considering problems of sequential decision making under uncertainty, two of the most interesting questions are: How does the value of the optimal decision variable change with an increase in risk? How does the value of the optimal decision variable change with a more informative signal? In this paper, we show that if the payoff function is separable in the random variable, then one model can simultaneously answer both questions. This result holds for the reaction functions and equilibria...
• Fluid models for multiserver queues with abandonments AI翻译
  作者：Whitt, W
  作者单位：Columbia University
  摘要：Deterministic fluid models are developed to provide simple first-order performance descriptions for multiserver queues with abandonment under heavy loads. Motivated by telephone call centers, the focus is on multiserver queues with a large number of servers and nonexponential service-time and time-to-abandon distributions. The first fluid model serves as an approximation for the G/GI/s + GI queueing model, which has a general stationary arrival process with arrival rate A, independent and iden...
• A stochastic programming approach to power portfolio optimization AI翻译
  作者：Sen, S; Yu, LH; Genc, T
  作者单位：University of Arizona
  摘要：We consider a power portfolio optimization model that is intended as a decision aid for scheduling and hedging (DASH) in the wholesale power market. Our multiscale model integrates the unit commitment model with financial decision making by including the forwards and spot market activity within the scheduling decision model. The methodology is based on a multiscale stochastic programming model that selects portfolio positions that perform well on a variety of scenarios generated through statis...
• Approximation algorithms for problems combining facility location and network design AI翻译
  作者：Ravi, R; Sinha, A
  作者单位：Carnegie Mellon University; University of Michigan System; University of Michigan
  摘要：We present approximation algorithms for integrated logistics problems that combine elements of facility location and transport network design. We first study the problem where opening facilities incurs opening costs and transportation from the clients to the facilities incurs buy-at-bulk costs, and provide a combinatorial approximation algorithm. We also show that the integer-programming formulation of this problem has small integrality gap. We extend the model to the version when there is a b...
• A nonparametric approach to multiproduct pricing AI翻译
  作者：Rusmevichientong, P; Van Roy, B; Glynn, PW
  作者单位：Cornell University; Stanford University
  摘要：Developed by General Motors (GM), the Auto Choice Advisor website (http://www.autochoiceadvisor.com) recommends vehicles to consumers based on their requirements and budget constraints. Through the website, GM has access to large quantities of data that reflect consumer preferences. Motivated by the availability of such data, we formulate a nonparametric approach to multiproduct pricing. We consider a class of models of consumer purchasing behavior, each of which relates observed data on a con...
• Fine-tuning of algorithms using fractional experimental designs and local search AI翻译
  作者：Adenso-Díaz, B; Laguna, M
  作者单位：University of Oviedo; University of Colorado System; University of Colorado Boulder
  摘要：Researchers and practitioners frequently spend more time fine-tuning algorithms than designing and implementing them. This is particularly true when developing heuristics and metaheuristics, where the right choice of values for search parameters has a considerable effect on the performance of the procedure. When testing metaheuristics, performance typically is measured considering both the quality of the solutions obtained and the time needed to find them. In this paper, we describe the develo...
• Discrete optimization via simulation using COMPASS AI翻译
  作者：Hong, LJ; Nelson, BL
  作者单位：Hong Kong University of Science & Technology; Northwestern University
  摘要：We propose an optimization-via-simulation algorithm, called COMPASS, for use when the performance measure is estimated via a stochastic, discrete-event simulation, and the decision variables are integer ordered. We prove that COMPASS converges to the set of local optimal solutions with probability 1 for both terminating and steady-state simulation, and for both fully constrained problems and partially constrained or unconstrained problems under mild conditions.