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作者:Gopal, R; Garfinkel, R; Goes, P
作者单位:University of Connecticut
摘要:A practical method is presented for giving unlimited, deterministically correct, numerical responses to ad-hoe queries to an online database, while not compromising confidential numerical data. The method is appropriate for any size database, and no assumptions are needed about the statistical distribution of the confidential data. Responses are in the form of a number plus a guarantee, so the user can determine an interval that is sure to contain the exact answer. Virtually any imaginable que...
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作者:Ding, XM; Puterman, ML; Bisi, A
作者单位:PepsiCo; University of British Columbia
摘要:This paper investigates the effect of demand censoring on the optimal policy in newsvendor inventory models with general parametric demand distributions and unknown parameter values. We show that the newsvendor problem with observable lost sales reduces to a sequence of single-period problems, while the newsvendor problem with unobservable lost sales requires a dynamic analysis. Using a Bayesian Markov decision process approach we show that the optimal inventory level in the presence of censor...
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作者:Sun, DN; Queyranne, M
作者单位:Lingnan University; University of British Columbia
摘要:Using the net present value is the standard methodology in theoretical analysis, and the most frequently used method for making financial decisions. However, net present value is rarely used in production and inventory decisions. The main reasons appear to be the complexity of the formulae and the robustness of the EOQ model. We investigate the general multiproduct, multistage production and inventory model using the net present value of its total cost as the objective function. A power-of-two...
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作者:Patterson, RA; Rolland, E
作者单位:University of Alberta; University of California System; University of California Riverside
摘要:Much interest exists in broadband network services to deliver a variety of products to consumers, such as Internet access, telephony, interactive TV, and video on demand. Due to its cost efficiency, Hybrid Fiber Coaxial (HFC) technology is currently being considered by most Telcos and cable companies as the technology to deliver these products. The topological HFC network design problem as implemented by several major companies is a form of the capacitated tree-star network design problem. We ...
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作者:Dayanik, S; Gürler, U
作者单位:Columbia University; Ihsan Dogramaci Bilkent University
摘要:In this study, an adaptive Bayesian decision model is developed to determine the optimal replacement age for the systems maintained according to a general age-replacement policy. It is assumed that when a failure occurs, it is either critical with probability p or noncritical with probability 1 - p, independently. A maintenance policy is considered where the noncritical failures are corrected with minimal repair and the system is replaced either at the first critical failure or at age 7, which...
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作者:Asmussen, S; O'Cinneide, C
作者单位:Lund University
摘要:We show that the exponential decay parameter of the waiting time in a Markov-modulated M/G/1 queue is no larger than that of the corresponding M/G/1 queue with averaged parameters, and we give a necessary and sufficient condition for equality. We also explore the effect of speeding up the modulation process. A key tool is a Markov-modulated fluid model.
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作者:Chick, SE; Inoue, K
作者单位:INSEAD Business School
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作者:Keskinocak, P; Wu, F; Goodwin, R; Murthy, S; Akkiraju, R; Kumaran, S; Derebail, A
作者单位:University System of Georgia; Georgia Institute of Technology; International Business Machines (IBM); IBM USA; International Business Machines (IBM); IBM USA
摘要:This paper describes a decision support system for paper production scheduling. This is the first system to provide an integrated solution to paper production scheduling and to consider interactions between different stages of the manufacturing and distribution process. Using a multicriteria optimization approach, the system generates multiple enterprise,,vide schedules to reveal tradeoffs between the multiple, often competing, objectives. The large portfolio of algorithms used by the system i...
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作者:Chardaire, R; Lisser, A
作者单位:University of East Anglia; Universite Paris Saclay
摘要:Multicommodity network flow models arise in a wide variety of contexts, typical among which is the dimensioning of telecommunication networks. In this paper. we present various approaches based on specialization of the simplex algorithm and interior-point methods to solve nonoriented multicommodity flow problems. Algorithms are tested with data from the France-Telecom Paris district transmission network, First, we focus on a specialization for the node-are formulation of the problem. Primal si...
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作者:Stepanova, M; Thomas, L
作者单位:University of Southampton
摘要:Credit scaring is one of the most successful applications of quantitative analysis in business. This paper shows how using survival-analysis tools from reliability and maintenance modeling allows one to build credit-scoring models that assess aspects of profit as well as default. This survival-analysis approach is also finding favor in credit-risk modeling of bond prices. The paper looks at three extensions of Cox's proportional hazards model applied to personal loan data. A new way of coarse-...