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作者：Adelman, D
作者单位：University of Chicago
摘要：We consider a new approach to stochastic inventory/routing that approximates the future costs of current actions using optimal dual prices of a linear program. We obtain two such linear programs by formulating the control problem as a Markov decision process and then replacing the optimal value function with the sum of single-customer inventory value functions. The resulting approximation yields statewise lower bounds on optimal infinite-horizon discounted costs. We present a linear program th...
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作者：Briant, O; Naddef, D
作者单位：Universite de Bordeaux; Communaute Universite Grenoble Alpes; Institut National Polytechnique de Grenoble
摘要：In some industries, a certain part can be needed in a very large number of different configurations. This is the case, e.g., for the electrical wirings in European car factories. A given configuration can be replaced by a more complete, therefore more expensive, one. The diversity management problem consists of choosing an optimal set of some given number k of configurations that will be produced, any nonproduced configuration being replaced by the cheapest produced one that is compatible with...
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作者：Armony, M; Maglaras, C
作者单位：New York University; Columbia University
摘要：Motivated by practices in customer contact centers, we consider a system that offers two modes of service: real-time and postponed with a delay guarantee. Customers are informed of anticipated delays and select their preferred option of service. The resulting system is a multiclass, multiserver queueing system with state-dependent, arrival rates. We propose an estimation scheme for the anticipated real-time delay that is asymptotically correct, and a routing policy that is asymptotically optim...
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作者：Thompson, M; Davison, M; Rasmussen, H
作者单位：Queens University - Canada; Western University (University of Western Ontario)
摘要：We present an algorithm for the valuation, and, optimal operation of hydroelectric and thermal power generators in deregulated electricity markets. Real options theory is used to derive nonlinear partial-integro-differential equations (PIDEs) for the valuation and optimal operating strategies of both types of facilities. The equations are designed to incorporate a wide class of spot price models that can exhibit the same time-dependent, mean-reverting dynamics and price spikes as those observe...
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作者：Kumar, S; Muthuraman, K
作者单位：Stanford University; Purdue University System; Purdue University
摘要：Singular stochastic control has found diverse applications in operations management, economics, and finance. However, in all but the simplest of cases, singular stochastic control problems cannot be solved analytically. In this paper, we propose a method for numerically solving a class of singular stochastic control problems. We combine finite element methods that numerically solve partial differential equations with a policy update procedure based on the principle of smooth pasting to iterati...
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作者：Cappanera, P; Gallo, G
作者单位：University of Pisa
摘要：The problem of finding a work assignment for airline crew members in a given time horizon is addressed. In the literature this problem is usually referred to as the airline crew rostering problem. It consists of constructing monthly schedules for crew members by assigning them pairings, rest periods, annual and sick leave, training periods, union activities, and so forth, so as to satisfy the collective agreements and security rules. We formulate the airline crew rostering problem as a 0-1 mul...
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作者：Baston, V; Kikuta, K
作者单位：University of Southampton; University of Hyogo
摘要：We consider problems in which a defender is attempting to protect a channel from infiltration by laying static underwater devices across the channel. These devices can detect infiltrators that come within a given distance of them, and it is assumed that an infiltrator so detected can be apprehended before he can fulfill his mission. Previous work has concentrated on cases in which there is just one infiltrator and the infiltrator knows both the number of devices and their detection radii, but ...
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作者：Roemer, TA; Ahmadi, R
作者单位：Massachusetts Institute of Technology (MIT); University of California System; University of California Los Angeles
摘要：This research addresses two common tools for reducing product development lead times: overlapping of development stages and crashing of development times. For the first time in the product development literature, a formal model addresses both tools concurrently, thus facilitating analysis of the interdependencies between overlapping and crashing. The results exhibit the necessity of addressing overlapping and crashing concurrently, and exhibit general characteristics of optimal overlapping/cra...
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作者：Peeters, M; Degraeve, E
作者单位：University of London; London Business School
摘要：The co-printing problem is a new variant of the bin-packing problem. It finds its origin in the printing of Tetra-bricks in the beverage industry. Combining different types of bricks in one printing pattern reduces the stock. With each brick, a number of colors are associated, and the total number of colors for the whole pattern cannot exceed a given limit. We develop a branch-and-price algorithm to obtain proven optimal solutions. After introducing a Dantzig-Wolfe reformulation for the proble...
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作者：Li, CL; Hsu, VN; Xiao, WQ
作者单位：Hong Kong Polytechnic University; George Mason University; Columbia University
摘要：This paper studies two important variants of the dynamic economic lot-sizing problem that are applicable to a wide range of real-world situations. In the first model, production in each time period is restricted to a multiple of a constant batch size, where backlogging is allowed and all cost parameters are time varying. Several properties of the optimal solution are discussed. Based on these properties, an efficient dynamic programming algorithm is developed. The efficiency of the dynamic pro...
