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作者：Hutson, KR; Shier, DR
作者单位：University System of Ohio; Denison University; Clemson University
摘要：This paper considers the problem of determining the distribution of the weight W of a minimum spanning tree for an undirected graph with edge weights that are independently distributed discrete random variables. Using the underlying fundamental cutsets and cycles associated with a spanning tree, we are able to obtain upper and lower bounds on the distribution of W. In turn, these are used to establish bounds on E[W]. Our general method for deriving these bounding distributions subsumes existin...
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作者：Heyman, DP
摘要：One of the distinguishing features of a backbone link is that it is designed to carry traffic from a large number of end users. This results in a Normal distribution for the number of bytes or packets that arrive in a fixed-length time interval. Based on this observation, which is substantiated by data analysis, we present a simple model for the steady-state loss probability that can be solved in closed form. This model assumes that there is no buffer, so that issues raised by the correlation ...
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作者：Jacobs, BI; Levy, KN; Markowitz, HM
摘要：This paper presents fast algorithms for calculating mean-variance efficient frontiers when the investor can sell securities short as well as buy long, and when a factor and/or scenario model of covariance is assumed. Currently, fast algorithms for factor, scenario, or mixed (factor and scenario) models exist, but (except for a special case of the results reported here) apply only to portfolios of long positions. Factor and scenario models are used widely in applied portfolio analysis, and shor...
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作者：Jahn, O; Möhring, RH; Schulz, AS; Stier-Moses, NE
作者单位：Technical University of Berlin; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Columbia University
摘要：The design of route guidance systems faces a well-known dilemma. The approach that theoretically yields the system-optimal traffic pattern may discriminate against some users in favor of others. Proposed alternate models, however, do not directly address the system perspective and may result in inferior performance. We propose a novel model and corresponding algorithms to resolve this dilemma. We present computational results on real-world instances and compare the new approach with the well-e...
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作者：Savin, SV; Cohen, MA; Gans, N; Katalan, Z
作者单位：Columbia University; University of Pennsylvania
摘要：We consider the allocation of capacity in a system in which rental equipment is accessed by two classes of customers. We formulate the problem as a continuous-time analogue of the one-shot allocation problems found in the more traditional literature on revenue management, and we analyze a queueing control model that approximates its dynamics. Our investigation yields three sets of results. First, we use dynamic programming to characterize properties of optimal capacity allocation policies. We ...
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作者：Elhallaoui, I; Villeneuve, D
作者单位：Universite de Montreal; Polytechnique Montreal; Universite de Montreal
摘要：Column generation is often used to solve problems involving set-partitioning constraints, such as vehicle-routing and crew-scheduling problems. When these constraints are in large numbers and the columns have on average more than 8-12 nonzero elements, column generation often becomes inefficient because solving the master problem requires very long solution times at each iteration due to high degeneracy. To overcome this difficulty, we introduce a dynamic constraint aggregation method that red...
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作者：Murphy, FH; Smeers, Y
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University; Universite Catholique Louvain; Universite Catholique Louvain
摘要：We consider three models of investments in generation capacity in restructured electricity systems that differ with respect to their underlying economic assumptions. The first model assumes a perfect, competitive equilibrium. It is very similar to the traditional capacity expansion models even if its economic interpretation is different. The second model (open-loop Cournot game) extends the Cournot model to include investments in new generation capacities. This model can be interpreted as desc...
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作者：Huang, B; Iravani, SMR
作者单位：Northwestern University
摘要：We consider a supply chain consisting of one manufacturer (capacitated supplier) and two retailers. We characterize the manufacturer's optimal production policy under selective-information sharing, in which the manufacturer receives demand and inventory information from only one of the two retailers. We show that the manufacturer's optimal production policy is a state-dependent base-stock policy and that the base-stock levels have a monotonic structure. We also perform an extensive numerical s...
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作者：Eisenstein, DD
作者单位：University of Chicago
摘要：We consider facilities that follow a cyclic schedule to replenish the inventory of a set of items through production by a shared resource. We introduce a dynamic produce-up-to policy that recovers the target cyclic schedule after a single disruption, and is also shown to be effective when disruptions are more frequent. Our policy is more flexible than traditional recovery policies in that our policy is able to adjust the amount of idle time observed during recovery in response to disruptions, ...
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作者：Gal, S; Howard, JV
作者单位：University of Haifa; University of London; London School Economics & Political Science
摘要：An agent (who may or may not want to be found) is located in one of two boxes. At time 0 suppose that he is in box B. With probability p he wishes to be found, in which case he has been asked to stay in box B. With probability 1 - p he tries to evade the searcher, in which case he may move between boxes A and B. The searcher looks into one of the boxes at times 1, 2, 3,.... Between each search the agent may change boxes if he wants. The searcher is trying to minimise the expected time to disco...
