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作者：Karabuk, S; Wu, SD
作者单位：Lehigh University
摘要：We study strategic capacity planning in the semiconductor industry. Working with a major US semiconductor manufacturer on the configuration of their worldwide production facilities, we identify two unique characteristics of this problem as follows: (1) wafer demands and manufacturing capacity are both main sources of uncertainty, and (2) capacity planning must consider the distinct viewpoints from marketing and manufacturing. We formulate a multi-stage stochastic program with demand and capaci...
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作者：De Farias, DP; Van Roy, B
作者单位：Massachusetts Institute of Technology (MIT); Stanford University
摘要：The curse of dimensionality gives rise to prohibitive computational requirements that render infeasible the exact solution of large-scale stochastic control problems. We study an efficient method based on linear programming for approximating solutions to such problems. The approach fits a linear combination of pre-selected basis functions to the dynamic programming cost-to-go function. We develop error bounds that offer performance guarantees and also guide the selection of both basis function...
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作者：Kumar, S; Swaminathan, JM
作者单位：Stanford University; University of North Carolina; University of North Carolina Chapel Hill
摘要：In this paper we present a canonical setting that illustrates the need for explicitly modeling interactions between manufacturing and marketing/sales decisions in a firm. We consider a firm that sells an innovative product with a given market potential. The firm may not be able to meet demand due to capacity constraints. For such firms, we present a new model of demand, modified from the original model of Bass, to capture the effect of unmet past demand on future demand. We use this model to f...
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作者：Valenzuela, J; Mazumdar, M
作者单位：Auburn University System; Auburn University; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：A formulation for the commitment of electric power generators under a deregulated electricity market is proposed. The problem is expressed as a stochastic optimization problem in which expected profits are maximized while meeting demand and standard operating constraints. Under an assumption of perfect competition, when an electric power producer has the option of trading electricity at market prices, a unit commitment schedule can be obtained by optimizing the self-commitment of each unit sep...
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作者：Fu, ZW; Golden, B; Lele, S; Raghavan, S; Wasil, E
作者单位：Federal National Mortgage Association (Fannie Mae); University System of Maryland; University of Maryland College Park; American University
摘要：When considering a decision tree for the purpose of classification, accuracy is usually the sole performance measure used in the construction process. In this paper, we introduce the idea of combining a decision tree's expected value and variance in a new probabilistic measure for assessing the performance of a tree. We develop a genetic algorithm for constructing a tree using our new measure and conduct computational experiments that show the advantages of our approach. Further, we investigat...
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作者：Glasserman, P; Staum, J
作者单位：Columbia University; Northwestern University
摘要：Motivated by the problem of efficient estimation of expected cumulative rewards or cashflows, this paper proposes and analyzes a variance reduction technique for estimating the expectation of the sum of sequentially simulated random variables. In some applications, simulation effort is of greater value when applied to early time steps rather than shared equally among all time steps; this occurs, for example, when discounting renders immediate rewards or cashflows more important than those in t...
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作者：Freling, R; Romeijn, HE; Morales, DR; Wagelmans, APM
作者单位：Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; State University System of Florida; University of Florida; University of Oxford
摘要：In this paper, we propose a multiperiod single-sourcing problem (MPSSP), which takes both transportation and inventory into consideration, suitable for evaluating the performance of a logistics distribution network in a dynamic environment. We reformulate the MPSSP as a Generalized Assignment Problem (GAP) with a convex objective function. We then extend a branch-and-price algorithm that was developed for the GAP to this problem. The pricing problem is a so-called Penalized Knapsack Problem (P...
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作者：Laporte, G; Riera-Ledesma, J; Salazar-González, JJ
作者单位：Universite de Montreal; HEC Montreal; Universidad de la Laguna
摘要：The purpose of this paper is to present a branch-and-cut algorithm for the undirected Traveling Purchaser Problem which consists of determining a minimum-cost route through a subset of markets, where the cost is the sum of travel and purchase costs. The problem is formulated as an integer linear program, and several families of valid inequalities are derived to strengthen the linear relaxation. The polyhedral structure of the formulation is analyzed and several classes of valid inequalities ar...
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作者：Andradóttir, S; Ayhan, H; Down, DG
作者单位：University System of Georgia; Georgia Institute of Technology; McMaster University
摘要：This paper is concerned with the design of dynamic server assignment policies that maximize the capacity of queueing networks with flexible servers. Flexibility here means that each server may be capable of performing service at several different classes in the network. We assume that the interarrival times and the service times are independent and identically distributed, and that routing is probabilistic. We also allow for server switching times, which we assume to be independent and identic...
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作者：Dong, LX; Lee, HL
作者单位：Washington University (WUSTL); Stanford University
摘要：Since Clark and Scarf's pioneering work, most advances in multiechelon inventory systems have been based on demand processes that are time independent. This paper revisits the serial multiechelon inventory system of Clark and Scarf and develops three key results. First, we provide a simple lower-bound approximation to the optimal echelon inventory levels and an upper bound to the total system cost for the basic model of Clark and Scarf. Second, we show that the structure of the optimal stockin...
