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作者：Kamat, R; Oren, SS
作者单位：University of California System; University of California Berkeley
摘要：This paper presents the design and pricing of financial contracts for the supply and procurement of interruptible electricity service While the contract forms and pricing methodology have broader applications, the focus of this work is on electricity market applications which motivate the contract structures and price process assumptions In particular, we propose a new contract form that bundles simple forwards with exotic call options that have two exercise points with different strike prices...
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作者：Caprara, A; Fischetti, M; Toth, P
作者单位：University of Bologna; University of Padua
摘要：The train timetabling problem alms at determining a periodic timetable for a set of trains that does not violate track capacities and satisfies some operational constraints In particular, we concentrate on the problem of a single one-way track linking two major stations with a number of intermediate stations in between Each train connects two given stations along the track (possibly different from the two major stations) and may have to stop for a minimum time in some of the intermediate stati...
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作者：Walshaw, C
作者单位：University of Greenwich
摘要：We motivate derive and implement a multilevel approach to the travelling salesman problem The resulting algorithm progressively coarsens the problem initialises a tour and then employs either the Lin Kernighan (LK) or the Chained Lin Kernighan (CLK) algorithm to refine the solution on each of the coarsened problems in reverse order In experiments on a well established test suite of 80 problem instances we found multilevel configurations that either improved the tour quality by over 25% as comp...
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作者：Tagaras, G; Nikolaidis, Y
作者单位：Aristotle University of Thessaloniki
摘要：In an attempt to improve the procedures for statistical process control many researchers have developed and proposed a variety of adaptive control charts in the last decade The common characteristic of those charts is that one or more of the chart parameters (sampling interval sample size control limits) is allowed to change during operation taking into account current sample information Due to their flexibility adaptive charts are more effective than their static counterparts but they are als...
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作者：Song, JS; Yao, DD
作者单位：University of California System; University of California Irvine; Columbia University
摘要：We study a single product assembly system in which the final product is assembled to order whereas the components (subassemblies) are built to stock Customer demand follows a Poisson process and replenishment lead times for each component are independent and identically distributed random variables For any given base-stock policy the exact performance analysis reduces to the evaluation of a set of M/G/infinity queues with a common arrival stream We show that unlike the standard M/G/infinity qu...
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作者：Berkelaar, A; Dert, C; Oldenkamp, B; Zhang, S
作者单位：Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; Vrije Universiteit Amsterdam; Vrije Universiteit Amsterdam; Chinese University of Hong Kong
摘要：Decision making under uncertainty is a challenge faced by many decision makers Stochastic programming is a major tool developed to deal with optimization with uncertainties which has found applications in e g finance such as asset-liability and bond-portfolio management Computationally however many models in stochastic programming remain unsolvable because of overwhelming dimensionality For a model to be well solvable its special structure must be explored Most of the solution methods are base...
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作者：Powell, WB; Marar, A; Gelfand, J; Bowers, S
作者单位：Princeton University; Princeton University
摘要：Online models for real-time operations planning face a host of implementation issues that do not a-rise in more strategic arenas. We use the seemingly simple problem of assigning drivers to loads in the truckload motor carrier industry as an instance to study the issues that arise in the process of implementing a real-time dispatch system. Although the project was moderately successful, our focus is not on documenting the benefits, but rather on summarizing the challenges that arose, The most ...
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作者：Baker, SF; Morton, DP; Rosenthal, RE; Williams, LM
作者单位：United States Department of Defense; United States Air Force; United States Air Force Academy; University of Texas System; University of Texas Austin; United States Department of Defense; United States Navy; Naval Postgraduate School; United States Department of Defense; United States Navy; Naval Postgraduate School
摘要：We describe a large-scale linear programming model for optimizing strategic (intercontinental) airlift capability. The model routes cargo and passengers through a specified transportation network with a given fleet of aircraft subject to many physical and policy Constraints. The time-dynamic model captures a significant number of the important aspects of an airlift system in a large-scale military deployment, including aerial refueling, tactical (intracontinental) aircraft shuttles, and constr...
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作者：Thomas, P; Teneketzis, D; Mackie-Mason, JK
作者单位：University of Michigan System; University of Michigan; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：We present an approach to the admission control and resource allocation problem in connection-oriented networks that offer multiple services to users. Users' preferences are summarized by means of their utility functions, and each user is allowed to request more than one type of service. Multiple types of resources are allocated at each link along the path of a connection. We assume that the relation between Quality of Service (QoS) and resource allocation is given, and we incorporate it as a ...
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作者：Balakrishnan, A; Magnanti, TL; Sokol, JS; Wang, Y
作者单位：University of Texas System; University of Texas Austin; Massachusetts Institute of Technology (MIT); University System of Georgia; Georgia Institute of Technology
摘要：The network, restoration problem is a specialized capacitated network design problem requiring the installation of spare capacity to fully restore disrupted network flows if any edge in a telecommunications network fails. We present a new mixed-integer programming formulation for a line restoration version of the problem using a single type of capacitated facility. We examine two different models, for distinct and integrated spare-capacity systems, reflecting technologies used in synchronous t...
