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作者:Jaillet, P; Stafford, M
作者单位:University of Texas System; University of Texas Austin; University of Texas System; University of Texas Austin
摘要:We consider the problem of searching m branches which, with the exception of a common source s, are disjoint (hereafter called concurrent branches). A searcher, starting at s, must find a given exit t whose location, unknown to the searcher, is on one of the m branches. The problem is to find a strategy that minimizes the worst-case ratio between the total distance traveled and the length of the shortest path from s to t. Additional information may be available to the searcher before he begins...
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作者:Helmes, K; Röhl, S
作者单位:Humboldt University of Berlin; Zuse Institute Berlin; University of Kentucky
摘要:We provide a new approach to the numerical computation of moments of the exit time distribution of Markov processes. The method relies on a linear programming formulation of a process exiting from a bounded domain. The LP formulation characterizes the evolution of the process through the moments of the induced occupation measure and naturally provides upper and lower bounds for the exact values of the moments. The conditions the moments have to satisfy are derived directly from the generator o...
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作者:Cordeau, JF; Soumis, F; Desrosiers, J
作者单位:Universite de Montreal; HEC Montreal; Universite de Montreal; Universite de Montreal; Polytechnique Montreal
摘要:The problem of assigning locomotives and cars to trains is a complex task for most railways. In this paper, we propose a multicommodity network flow-based model for assigning locomotives and cars to trains in the context of passenger transportation. The model has a convenient structure that facilitates the introduction of maintenance constraints, car switching penalties, and substitution possibilities. The large integer programming formulation is solved by a branch-and-bound method that relaxe...
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作者:Green, LV; Kolesar, PJ; Soares, J
作者单位:Columbia University; Universidade de Coimbra
摘要:This paper evaluates the practice of determining staffing requirements in service systems with random cyclic demands by using a series of stationary queueing models. We consider Markovian models with sinusoidal arrival rates and use numerical methods to show that the commonly used stationary independent period by period (SIPP) approach to setting staffing requirements is inaccurate for parameter values corresponding to many real situations. Specifically, using the SIPP approach can result in s...
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作者:Crès, H; Moulin, H
作者单位:Hautes Etudes Commerciales (HEC) Paris; Rice University
摘要:In a scheduling problem where agents can opt out, we show that the familiar random priority (RP) mechanism can be improved upon by another mechanism dubbed probabilistic serial (PS). Both mechanisms are nonmanipulable in a strong sense, but the latter is Pareto superior to the former and serves a larger (expected) number of agents. The PS equilibrium outcome is easier to compute than the RP outcome; on the other hand, RP is easier to implement than PS. We show that the improvement of PS over R...
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作者:Aviv, Y; Federgruen, A
作者单位:Washington University (WUSTL); Columbia University
摘要:Recent papers have developed analytical models to explain and quantify the benefits of delayed differentiation and quick response programs. These models assume that while demands in each period are random, they are independent across time and their distribution is perfectly known, i.e., sales forecasts do. not need to be updated as time progresses. In this paper, we characterize these benefits in more general settings, where parameters of the demand distributions fail to be known with accuracy...
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作者:Teo, CP; Bertsimas, D
作者单位:National University of Singapore; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要:We study the classical multistage lot sizing problem that arises in distribution and inventory systems. A celebrated result in this area is the 94% and 98% approximation guarantee provided by power-of-two policies. In this paper, we propose a simple randomized rounding algorithm to establish these performance bounds. We use this new technique to extend several results for the capacitated lot sizing problems to the case with submodular ordering cost. For the joint replenishment problem under a ...
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作者:Glazebrook, KD; Niño-Mora, J
作者单位:Newcastle University - UK; Pompeu Fabra University
摘要:We address the problem of scheduling a multiclass M/M/m queue with Bernoulli feedback on m parallel servers to minimize time-average linear holding costs. We analyze the performance of a heuristic priority-index rule, which extends Klimov's optimal solution to the single-server case: servers select preemptively customers with larger Klimov indices. We present closed-form suboptimality bounds (approximate optimality) for Klimov's rule, which imply that its suboptimality gap is uniformly bounded...
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作者:Meredith, JR
作者单位:Wake Forest University
摘要:Many in Operations Research/Management Science (OR/MS) have long predicted a major contraction in the field. Given the recent trends in OR/MS hiring. this contraction may have finally arrived, both in academia, as well as in industry. This study maintains that part of this contraction is because we drifted from the field's broad, real-world roots due to a limited philosophical foundation of the field, our realist view of reality. If our commonly held realist philosophy has, in the ironic fashi...
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作者:Mahajan, S; Van Ryzin, G
作者单位:Duke University; Columbia University
摘要:We analyze a single-period, stochastic inventory model (newsboy-like model) in which a sequence of heterogeneous customers dynamically substitute among product variants within a retail assortment when inventory is depleted. The customer choice decisions are based on a natural and classical utility maximization criterion. Faced with such substitution behavior. the retailer must choose initial inventory levels for the assortment to maximize expected profits. Using a sample path analysis, we anal...