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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-...
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作者：Block, HW; Savits, TH; Singh, H
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; West Virginia University; Panjab University
摘要：Optimum burn-in times have been determined for a variety of criteria such as mean residual life and conditional survival. In this paper we consider a residual coefficient of variation that balances mean residual life with residual variance. To study this quantity, we develop a general result concerning the preservation of bathtub distributions. Using this result, we give a condition so that the residual coefficient of variation is bathtub-shaped. Furthermore, we show that it attains its optimu...
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作者：Tseng, CL; Barz, G
作者单位：University System of Maryland; University of Maryland College Park; McKinsey & Company
摘要：This paper discusses using real options to value power plants with unit commitment constraints over a short-term period. We formulate the problem as a multistage stochastic problem and propose a solution procedure that integrates forward-moving Monte Carlo simulation with backward-moving dynamic programming. We assume that the power plant operator maximizes expected profit by deciding in each hour whether or not to run the unit, that a certain lead time for commitment and decommitment decision...
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作者：Alpern, S; Gal, S
作者单位：University of London; London School Economics & Political Science; University of Haifa
摘要：There is an extensive theory regarding optimal continuous path search for a mobile or immobile target. The traditional theory assumes that the target is one of three types: (i) an object with a known distribution of paths, (ii) a mobile or immobile hider who wants to avoid or delay capture, or (iii) a rendezvouser who wants to find the searcher. This paper introduces a new type of search problem by assuming that aims of the target are not known to the searcher. The target may be either a type ...
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作者：Menon, S; Schrage, L
作者单位：Oklahoma State University System; Oklahoma State University - Stillwater; University of Chicago
摘要：A common problem encountered in paper-production facilities is that of allocating customer orders to machines so as to minimize the total cost of production. It can be formulated as a dual-angular integer program, with identical machines inducing symmetry. While the potential advantages of decomposing large mathematical programs into smaller subproblems have long been recognized, the solution of decomposable integer programs remains extremely difficult. Symmetry intensifies the difficulty. Thi...
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作者：Agarwal, YK
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Lucknow
摘要：This paper addresses the problem of designing a multicommodity network using several facilities with different costs and capacities. The problem is addressed in a special context of designing private telecommunications networks using Fractional-T1 services. The algorithm starts from any given solution of the problem and gradually improves it by solving a series of subproblems, arriving at a local minimum. The subproblem is defined over a subset of links, called the subnetwork, by using one of ...
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作者：Mookerjee, VS; Tan, Y
作者单位：University of Texas System; University of Texas Dallas; University of Washington; University of Washington Seattle
摘要：Experience shows that document caching by a web browser is a cheap and effective way to improve the performance of the World Wide Web. This study analyzes a LRU (Least Recently Used) policy for cache management in a web browser. In this policy, the cache is filled with documents based upon a document's age, defined as the time elapsed since the document was last accessed. The user's preference for a document is modeled as a general function that declines with the document's age. Two popular me...
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作者：Bertsimas, D; Popescu, I
作者单位：Massachusetts Institute of Technology (MIT); INSEAD Business School
摘要：The idea of investigating the relation of option and stock prices based just on the no-arbitrage assumption, but without assuming any model for the underlying price dynamics, has a long history in the financial economics literature. We introduce convex and, in particular semidefinite optimization methods, duality, and complexity theory to shed new light on this relation. For die single stock problem, given moments of the prices of the underlying assets, we show that we can find best-possible b...
