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作者：Neame, PJ; Philpott, AB; Pritchard, G
作者单位：University of Technology Sydney; University of Auckland; University of Auckland
摘要：We consider a generator making offers of energy into an electricity pool market. For a given time period, it must submit an offer stack, consisting of a fixed number of quantities of energy and prices at which it wants these quantities dispatched. We assume that the generator cannot offer enough power to substantially affect the market price, so the optimal response would be to offer energy at marginal cost. However. the market rules do not permit an arbitrary function, so the problem is to fi...
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作者：Bernstein, F; Federgruen, A
作者单位：Duke University; Columbia University
摘要：We consider a two-echelon distribution system in which a supplier distributes a product to N competing retailers. The demand rate of each retailer depends on all of the retailers' prices, or alternatively, the price each retailer can charge for its product depends on the sales volumes targeted by all of the retailers. The supplier replenishes his inventory through orders (purchases, production runs) from an outside source with ample supply. From there, the goods are transferred to the retailer...
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作者：Sayin, S
作者单位：Koc University
摘要：An important issue in multiple objective mathematical programming is finding discrete representations of the efficient set. Because discrete points can be directly studied by a decision maker, a discrete representation can serve as the solution to the multiple objective problem at hand. However, the discrete representation must be of acceptable quality to ensure that a most-preferred solution identified by a decision maker is of acceptable quality. Recently, attributes for measuring the qualit...
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作者：Paschalidis, IC; Liu, Y
作者单位：Boston University; Boston University
摘要：We consider a model of a capacitated single-class supply chain consisting of production facilities (stages) in tandem. External demand is met from the available finished goods inventory maintained in front of the most downstream facility; unsatisfied demand is backlogged. Every stage orders from its upstream facility, thus production is constrained by the local production capacity and the availability of upstream inventory. We propose production policies in two separate cases: (1) when each fa...
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作者：Ahmed, S; Sahinidis, NV
作者单位：University System of Georgia; Georgia Institute of Technology; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Planning for capacity expansion forms a crucial part of the strategic-level decision making in many applications. Consequently, quantitative models for economic capacity expansion planning have been the subject of intense research. However, much of the work in this area has been restricted to linear cost models and/or limited degree of uncertainty to make the problems analytically tractable. This paper addresses a stochastic capacity expansion problem where the economies-of-scale in expansion ...
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作者：Bertsimas, D; Shioda, R
作者单位：Massachusetts Institute of Technology (MIT)
摘要：We develop two classes of optimization models to maximize revenue in a restaurant (while controlling average waiting time as well as perceived fairness) that may violate the first-come-first-serve (FCFS) rule. In the first class of models, we use integer programming, stochastic programming, and approximate dynamic programming methods to decide dynamically when, if at all, to seat an incoming party during the day of operation of a restaurant that does not accept reservations. In a computational...
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作者：Stadtler, H
作者单位：Technical University of Darmstadt
摘要：In this paper a new time-oriented decomposition heuristic is proposed to solve the dynamic multi-item multilevel lot-sizing problem in general product structures with single and multiple constrained resources as well as setup times. While lot-sizing decisions are made sequentially within an internally rolling planning interval (or lot-sizing window), capacities are always considered over the entire planning horizon. For each submodel a model formulation based on the Simple Plant Location repre...
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作者：Luo, JW; Huang, PQ
作者单位：Shanghai Jiao Tong University
摘要：This note is concerned with the inventory models with finite horizon and cost changes. We presented more specific results on the optimal inventory policy than those in previous papers and showed that some of the results in Lev and Weiss' (1990) paper are not necessarily optimal.
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作者：Rajaram, K; Ahmadi, R
作者单位：University of California System; University of California Los Angeles
摘要：In many theme parks, stores are located within major attractions to sell related merchandise. Sales at such stores form a significant portion of theme park profits. Typically, store sales depend upon visitor flows through the attraction, customer satisfaction with the attraction, and the merchandise at the store. In addition, such stores constitute a unique retail environment, as visitor flows to attractions can be managed and stores are not competitors, but belong to the same parent company. ...
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作者：Davydov, D; Linetsky, V
作者单位：Northwestern University
摘要：This paper develops an eigenfunction expansion approach to pricing-options on scalar diffusion processes. All contingent claims are unbundled into portfolios of primitive securities called eigensecurities. Eigensecurities are eigenvectors (eigenfunctions) of the pricing operator (present value operator). All computational work is at the stage of finding eigenvalues and eigenfunctions of the pricing operator. The pricing is then immediate by the linearity of the pricing operator and the eigenve...
