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作者：George, JM; Harrison, JM
作者单位：Stanford University
摘要：We consider a single-server queue with Poisson arrivals, where holding costs are continuously incurred as a nondecreasing function of the queue length. The queue length evolves as a birth-and-death process with constant arrival rate lambda = 1 and with state-dependent service rates mu (n) that can be chosen from a fixed subset A of [0, infinity). Finally, there is a nondecreasing cost-of-effort function c(.) on A, and service costs are incurred at rate c(g.) when the queue length is n. The obj...
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作者：Chick, SE; Inoue, K
作者单位：University of Michigan System; University of Michigan
摘要：Standard indifference-zone procedures that allocate computer resources to infer the best of a finite set of simulated systems are designed with a statistically conservative, least favorable configuration assumption consider the probability of correct selection (but not the opportunity cost) and assume that the cost of simulating each system is the same. Recent Bayesian work considers opportunity cost and shows that an average case analysis may be less conservative but assumes a known output va...
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作者：Chick, SE
作者单位：University of Michigan System; University of Michigan
摘要：A number of authors have identified problematic issues with techniques used in current simulation practice for selecting probability distributions and their parameters for input to stochastic simulations. A major goal of this paper is to address some of those issues by presenting a self-consistent evaluation of the uncertainty about the mean value of the simulation output, when there is uncertainty in both the parameters and functional form of input distributions (structural uncertainty), and ...
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作者：Gilland, WG
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：This paper develops a method for determining sequencing policies to effectively control a multistation closed queueing network. We assume that several job classes, with different service time distributions, share each server and should be sequenced to maximize the long-run throughput rate of the system. A Brownian control problem that approximates the original queueing network is formulated and used to develop a dynamic sequencing policy that seeks to prevent idleness, unless the system is at ...
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作者：Ahuja, RK; Orlin, JB
作者单位：State University System of Florida; University of Florida; Massachusetts Institute of Technology (MIT)
摘要：In this paper, we study inverse optimization problems defined as follows. Let S denote the set of feasible solutions of an optimization problem P, let c be a specified cost vector, and x(0) be a given feasible solution. The solution x(0) may or may not be an optimal solution of P with respect to the cost vector c. The inverse optimization problem is to perturb the cost vector c to d so that x(0) is an optimal solution of P with respect to d and parallel tod - c parallel to (p) is minimum, wher...
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作者：Ahuja, RK; Orlin, JB
作者单位：State University System of Florida; University of Florida; Massachusetts Institute of Technology (MIT)
摘要：We consider the problem of minimizing Sigma (j epsilonN) C-j(x(j)), subject to the following chain constraints x(1) less than or equal to x(2) less than or equal to x(3) less than or equal to ... less than or equal to x(n) where C-j(x(j)) is a convex function of x(j) for each j epsilon N = {1, 2,...,n}. This problem is a generalization of the isotonic regression problems with complete order, an important class of problems in regression analysis that has been examined extensively in the literat...
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作者：Feng, Y; Sun, J
作者单位：National University of Singapore; National University of Singapore
摘要：The paper considers the optimal control of a single-item continuous-review inventory system with random demand and discount opportunities. Items can always be purchased with the regular order setup and variable costs. However, when a discount opportunity occurs, they can also be purchased with a different setup cost and a lower variable cost. Demands for individual items and discount opportunities occur according to independent Poisson processes. The paper proposes an algorithm to compute the ...
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作者：Secomandi, N
作者单位：Cornell University
摘要：The paper considers the single vehicle routing problem with stochastic demands. While most of the literature has studied the a priori solution approach, this work focuses on computing a reoptimization-type routing policy. This is obtained by sequentially improving a given a priori solution by means of a rollout algorithm. The resulting rollout policy appears to be the first computationally tractable algorithm for approximately solving the problem under the reoptimization approach. After descri...
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作者：Forman, EH; Gass, SI
作者单位：George Washington University; University System of Maryland; University of Maryland College Park
摘要：This exposition on the Analytic Hierarchy Process (AHP) has the following objectives: (1) to discuss why AHP is a general methodology for a wide variety of decision and other applications, (2) to present brief descriptions of successful applications of the AHP, and (3) to elaborate on academic discourses relevant to the efficacy and applicability of the AHP vis-a-vis competing methodologies. We discuss the three primary functions of the AHP: structuring complexity, measurement on a ratio scale...
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作者：Corbett, CJ
作者单位：University of California System; University of California Los Angeles
摘要：The two critical factors distinguishing inventory management in a multifirm supply-chain context from the more traditional centrally planned perspective are incentive conflicts and information asymmetries. We study the well-known order quantity/reorder point (Q, r) model in a two-player context, using a framework inspired by observations during a case study. We show how traditional allocations of decision rights to supplier and buyer lead to inefficient outcomes, and we use principal-agent mod...
