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作者：Abbas, AE; Holmes, SR
作者单位：Stanford University; Stanford University
摘要：In April of 2003, Science (2003) and Nature (2003) published special issues marking two significant achievements in the history of science: the 50th anniversary of discovering the double helical structure of the DNA, and the completion of the Human Genome Project. The first discovery led to a new age in genetics, and the second event marked the beginning of a new era that uses the genome in medicine. The international efforts to determine the human DNA sequence and assess its ethical, legal, a...
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作者：Marcotte, P; Nguyen, S; Schoeb, A
作者单位：Universite de Montreal; Universite de Montreal
摘要：This work pleads for the use of the concept of strategies, and their network-theoretic representation as hyperpaths, for modeling network assignment problems. While this concept describes adequately the behavior of users in transit systems, we show that it can apply as well to networks where arc capacities are rigid. This opens up a whole new field of research and raises several questions, from both the theoretical and computational points of view. These are investigated in the paper.
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作者：Plambeck, EL
作者单位：Stanford University
摘要：This study illustrates how a manufacturer can use leadtime differentiation-selling the same product to different customers at different prices based on delivery leadtime-to simultaneously increase revenue and reduce capacity requirements. The manufacturer's production facility is modeled as an exponential single-server queue with two classes of customers that differ in price sensitivity and delay sensitivity. The manufacturer chooses the service rate and a static price for each class of custom...
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作者：Agnetis, A; Mirchandani, PB; Pacciarelli, D; Pacifici, A
作者单位：University of Siena; University of Arizona; Roma Tre University; University of Rome Tor Vergata; University of Rome Tor Vergata
摘要：We consider the scheduling problems arising when two agents, each with a set of nonpreemptive jobs, compete to perform their respective jobs on a common processing resource. Each agent wants to minimize a certain objective function, which depends on the completion times of its jobs only. The objective functions we consider in this paper are maximum of regular functions (associated with each job), number of late jobs, and total weighted completion times. We obtain different scenarios, depending...
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作者：Harrison, JM; Zeevi, A
作者单位：Stanford University; Columbia University
摘要：We consider a Markovian model of a multiclass queueing system in which a single large pool of servers attends to the various customer classes. Customers waiting to be served may abandon the queue, and there is a cost penalty associated with such abandonments. Service rates, abandonment rates, and abandonment penalties are generally different for the different classes. The problem studied is that of dynamically scheduling the various classes. We consider the Halfin-Whitt heavy traffic regime, w...
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作者：Haugh, MB; Kogan, L
作者单位：Columbia University; Massachusetts Institute of Technology (MIT)
摘要：We develop a new method for pricing American options. The main practical contribution of this paper is a general algorithm for constructing upper and lower bounds on the true price of the option using any approximation to the option price. We show that our bounds are tight, so that if the initial approximation is close to the true price of the option, the bounds are also guaranteed to be close. We also explicitly characterize the worst-case performance of the pricing bounds. The computation of...
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作者：Armony, M; Maglaras, C
作者单位：New York University; Columbia University
摘要：Organizations worldwide use contact centers as an important channel of communication and transaction with their customers. This paper describes a contact center with two channels, one for real-time telephone service, and another for a postponed call-back service offered with a guarantee on the maximum delay until a reply is received. Customers are sensitive to both real-time and call-back delay and their behavior is captured through a probabilistic choice model. The dynamics of the system are ...
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作者：Yang, J
作者单位：New Jersey Institute of Technology
摘要：We study a periodic-review production/inventory control problem where both the supply of raw material and demand for the finished product are exogenous and random, the raw material can be stored for future use, can be purchased from or sold to an outside market. We study both the lost sales and backlogging cases under both strict convex and linear raw material purchasing/selling costs. Convexity of the purchasing/selling cost implies that the more the firm purchases from or sells to the outsid...
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作者：Chen, SX
作者单位：Nanyang Technological University
摘要：This paper studies the stochastic two-item, periodic review, single facility, flexible manufacturing systems, where stochasticity comes from random demands or/and unreliable production process. Based on a notion called mu-difference monotone introduced in this paper, we prove that the hedging point policy is optimal to the systems in general for both finite and infinite horizon cases of the problems. This result is (demand) distribution free and does not require strict convexity or even differ...
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作者：Zhu, J
作者单位：Worcester Polytechnic Institute
摘要：Data Envelopment Analysis (DEA) requires that the data for all inputs and outputs are known exactly. When some outputs and inputs are unknown decision variables, such as bounded and ordinal data, the DEA model becomes a nonlinear programming problem and is called imprecise DEA (IDEA). The nonlinear IDEA program can be converted into a linear program by an algorithm based upon scale transformations and variable alterations. Such an algorithm requires a set of special computational codes for eac...
