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作者：Gaur, V; Fisher, ML
作者单位：New York University; University of Pennsylvania
摘要：Albert Heijn, BV, a supermarket chain in the Netherlands, faces a vehicle routing and delivery scheduling problem once every three to six months. Given hourly demand forecasts for each store, travel times and distances, cost parameters, and various transportation constraints, the firm seeks to determine a weekly delivery schedule specifying the times when each store should be replenished from a central distribution center, and to determine the vehicle routes that service these requirements at ...
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作者：Bordley, RF; Kirkwood, CW
作者单位：General Motors; Arizona State University; Arizona State University-Tempe
摘要：This paper develops an approach based on performance targets to assess a preference function for a multiobjective decision under uncertainty. This approach yields preference functions that are strategically equivalent to conventional multiattribute utility functions, but the target-oriented approach is more natural for some classes of decisions. In some situations, the target-oriented preference conditions are analogous to reliability theory conditions for series or parallel failure modes in a...
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作者：Mandelbaum, A; Stolyar, AL
作者单位：Technion Israel Institute of Technology; Alcatel-Lucent; Lucent Technologies; AT&T
摘要：We consider a queueing system with multitype customers and flexible (multiskilled) servers that work in parallel. If Q(i) is the queue length of type i customers, this queue incurs cost at the rate of C-i(Q(i)), where C-i((.)) is increasing and convex. We analyze the system in heavy traffic (Harrison and Lopez 1999) and show that a very simple generalized cmu-rule (Van Mieghem 1995) minimizes both instantaneous and cumulative queueing costs, asymptotically, over essentially all scheduling disc...
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作者：Linetsky, V
作者单位：Northwestern University
摘要：Arithmetic Asian or average price options deliver payoffs based on the average underlying price over a prespecified time period. Asian options are an important family of derivative contracts with a wide variety of applications in currency, equity, interest rate, commodity, energy, and insurance markets. We derive two analytical formulas for the value of the continuously sampled arithmetic Asian option when the underlying asset price follows geometric Brownian motion. We use an identity in law ...
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作者：Bernstein, F; Federgruen, A
作者单位：Duke University; Columbia University
摘要：This paper develops a stochastic general equilibrium inventory model for an oligopoly, in which all inventory constraint parameters are endogenously determined. We propose several systems of demand processes whose distributions are functions of all retailers' prices and all retailers' service levels. We proceed with the investigation of the equilibrium behavior of infinite-horizon models for industries facing this type of generalized competition, under demand uncertainty. We systematically con...
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作者：Chen, X; Simchi-Levi, D
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Massachusetts Institute of Technology (MIT)
摘要：We analyze a finite horizon, single product, periodic review model in which pricing and production/inventory decisions are made simultaneously. Demands in different periods are random variables that are independent of each other and their distributions depend on the product price. Pricing and ordering decisions are made at the beginning of each period and all shortages are backlogged. Ordering cost includes both a fixed cost and a variable cost proportional to the amount ordered. The objective...
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作者：Hamacher, HW; Schbel, A
作者单位：University of Kaiserslautern; University of Gottingen
摘要：Given a public transportation system represented by its stops and direct connections between stops, we present OR models for two problems dealing with the prices for the customers. In the first, the fare problem, subsets of stops are already aggregated to zones and good tariffs have to be found in the existing zone system. Closed form solutions for the fare problem are presented for three objective functions. The second problem, the zone problem includes the design of the zones. In an exemplar...
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作者：Daganzo, CF
作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要：This Paper examines the stability of decentralized, multistage supply chains under arbitrary demand conditions. It looks for intrinsic properties of the inventory replenishment policies that hold for all customer demand processes and for policies with desirable properties. It is found that the overall conditions experienced by suppliers several stages removed from the final customer, e.g., the variances of the orders they receive and the inventories they keep, depend on the policy much more th...
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作者：Whitt, W
作者单位：Columbia University
摘要：We develop a diffusion approximation for the queue-length stochastic process in the G/GI/n/m queueing model (having a general arrival process, independent and identically distributed service times with a general distribution, n servers, and m extra waiting spaces). We use the steady-state distribution of that diffusion process to obtain approximations for steady-state performance measures of the queueing model, focusing especially upon the steady-state delay probability. The approximations are...
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作者：Porembski, M
作者单位：Philipps University Marburg
摘要：Concavity cuts play an important role in several algorithms for concave minimization, such as pure cutting plane algorithms, conical algorithms, and branch-and-bound algorithms. For concave quadratic minimization problems Konno et al. (1998) have demonstrated that the lower the rank of the problem, i.e., the smaller the number of nonlinear variables, the deeper the concavity cuts usually turn out to be. In this paper we examine the case where the number of nonlinear variables of a concave mini...
