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作者：Tragler, G; Caulkins, JP; Feichtinger, G
作者单位：Technische Universitat Wien; Carnegie Mellon University; RAND Corporation
摘要：There has been considerable debate about what share of drug control resources should be allocated to treatment vs. enforcement. Most of the debate has presumed that there is one answer to that question, bur it seems plausible that the mix of interventions should vary as the size of the problem changes. We formulate the choice between treatment and enforcement as an optimal control problem and reach the following conclusions. If initiation into drug use is an increasing function of the current ...
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作者：Marchand, H; Wolsey, LA
作者单位：University of London; London School Economics & Political Science; Universite Catholique Louvain
摘要：In this paper, we discuss the use of mixed integer rounding (MIR) inequalities to solve mixed integer programs. MIR inequalities are essentially Gomory mixed integer cuts. However, as we wish to use problem structure, we insist that MIR inequalities be generated from constraints or simple aggregations of constraints of the original problem. This idea is motivated by the observation that several strong valid inequalities based on specific problem structure can be derived as MIR inequalities. He...
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作者：Bertsimas, D; Kogan, L; Lo, AW
作者单位：Massachusetts Institute of Technology (MIT); University of Pennsylvania
摘要：Given a European derivative security with an arbitrary payoff function and a corresponding set of underlying securities on which the derivative security is based. we solve the optimal-replication problem: Find a self-financing dynamic portfolio strategy-involving only the underlying securities-that most closely approximates the payoff function at maturity. By applying stochastic dynamic programming to the minimization of a mean-squared error loss function under Markov-state dynamics. we derive...
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作者：Philbrick, CR Jr; Kitanidis, PK
作者单位：Alstom; Stanford University
摘要：New dynamic programming methods are developed to solve stochastic control problems with a larger number of state variables than previously possible. These methods apply accurate interpolation to numerical approximation of continuous cost-to-go functions, greatly reducing the number of discrete states that must be evaluated. By efficiently incorporating information on first and second derivatives, the approximation reduces computational effort by several orders of magnitude over traditional met...
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作者：Muñoz, DF; Glynn, PW
作者单位：Instituto Tecnologico Autonomo de Mexico; Stanford University
摘要：The theory of standardized time series. initially proposed to estimate a single steady-state mean from the output of a simulation, is extended to the case where: more than one steady-state mean is to be estimated simultaneously. Under mild assumptions on the stochastic process representing the output of the simulation, namely a functional central limit theorem. we obtain asymptotically valid confidence regions for a (multivariate) steady-state mean based on multivariate standardized lime serie...
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作者：Guerriero, F; Musmanno, R; Lacagnina, V; Pecorella, A
作者单位：University of Calabria; University of Salento; University of Palermo
摘要：In this paper we deal with the problem of finding the first K shortest paths from a single origin node to all other nodes of a directed graph. In particular, we define the necessary and sufficient conditions for a set of distance label vectors, on the basis of which we propose a class of methods which can be viewed as an extension of the generic label-correcting method for solving the classical single-origin all-destinations shortest path problem. The data structure used is characterized by a ...
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作者：Chen, JF; Yao, DD; Zheng, SH
作者单位：Columbia University; Hong Kong University of Science & Technology
摘要：We study a production-inventory system with multiple unreliable supply sources. Through inspection and rework, the system can improve the quality of the units received from the supply sources. There are two interleaved decisions: the replenishment quantities from the sources and the inspection-rework quantities among the units received. We show the optimal solution to the replenishment decision can be efficiently derived from a greedy algorithm, and inspection-rework is optimally applied to a ...
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作者：Lahdelma, R; Salminen, P
作者单位：University of Turku; University of Eastern Finland
摘要：Stochastic multicriteria acceptability analysis (SMAA) is a multicriteria decision support method for multiple decision makers in discrete problems. In SMAA. the decision makers need not express their preferences explicitly or implicitly. Instead. the method is based on exploring the weight space in order to describe the valuations that would make each alternative the preferred one, inaccurate or uncertain criteria values are represented by probability distributions from which the method compu...
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作者：Cooper, WL
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：We study a perishable inventory system under a fixed-critical number order policy. By using an appropriate transformation of the state vector, we derive several key sample-path relations. We obtain bounds on the limiting distribution of the number of outdates in a period. and we derive families of upper and lower hounds for the long-run number of outdates per unit time. Analysis of the bounds on the expected number of outdates shows that at least one of the new lower bounds is always greater t...
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作者：Barnett, A; Shumsky, R; Hansen, M; Odoni, A; Gosling, G
作者单位：Massachusetts Institute of Technology (MIT); University of Rochester; University of California System; University of California Berkeley; Massachusetts Institute of Technology (MIT)
摘要：The paper describes a scientific experiment about a contentious policy issue: What costs and disruptions might arise if U.S. domestic airlines adopted positive passenger bag-match (PPBM) an antiterrorist measure aimed at preventing baggage unaccompanied by passengers from traveling in aircraft luggage compartments? The heart of the effort was a two-week live test of domestic bag-match that involved I I airlines, 8,000 Eights, and nearly 750,000 passengers. working with the Federal Aviation Adm...
