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作者:Thonemann, UW; Brandeau, ML
作者单位:Stanford University
摘要:Increased competition and more demanding customers have forced companies to offer a wide variety of products. Component commonality can help companies reduce the cost of providing product variety to their customers. However, determining the extent to which component commonality should be used is difficult. In this paper we present an approach to determine the optimal level of component commonality for end-product components that do not differentiate models from the customer's perspective. The ...
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作者:Wallace, SW
作者单位:Norwegian University of Science & Technology (NTNU)
摘要:Sensitivity analysis, combined with parametric optimization, is often presented as a way of checking if the solution of a deterministic linear program is reliable-even if some of the parameters are not fully known bur are instead replaced by a best guess, often a sample mean. It is customary to claim that if the region over which a certain basis is optimal is large, one is fairly safe by using the solution of the linear program. If not, the parametric analysis will provide us with alternative ...
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作者:Chen, H; Zhang, HQ
作者单位:University of British Columbia; Chinese Academy of Sciences
摘要:In this paper, we establish a sufficient condition for the stability of a multiclass fluid network and queueing network under priority sen;ice disciplines. The sufficient condition is based on the existence of a linear Lyapunov function, and it is stated in terms of the feasibility of a set of linear inequalities that are defined by network parameters. In an the networks we have tested, this sufficient condition actually gives a necessary and sufficient condition for their stability.
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作者:Boucherie, RJ; van Dijk, NM
作者单位:University of Amsterdam
摘要:This paper presents a queueing network description of a cellular mobile communications network. These cellular networks an characterised by the call lengths, the fresh call arrival rate, and the handover rates, as well as the capacity restrictions on the number of calls because of limited bandwidth. In the resulting queueing network the routing probabilities depend on the age of the customers. This queueing network is amenable to analysis via known methods. Tn particular, insensitivity results...
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作者:Smith, SA; Agrawal, N
作者单位:Santa Clara University
摘要:Customers for retail merchandise can often be satisfied with one of several items. Accounting for demand substitution in defining customer service influences the choice of items to stock and the optimal inventory level fur each item stocked. Further, when certain items are not stocked, the resulting substitutions increase the demand for other items, which also affects the optimal stock levels. In this paper, we develop a probabilistic demand model for items in an assortment that captures the e...
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作者:Sayin, S
作者单位:Koc University
摘要:The problem of optimizing a linear function over the efficient set of a multiple objective linear programming problem is studied. The decomposition of the efficient set into efficient faces is used as the basis of a search-based algorithm to solve this problem. The faces of the feasible region are characterized by the set of constraints that hold as equality in that face. The search is conducted over the indices of the constraints in a way that explores faces of possibly higher dimension first...
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作者:Cheung, RKM; Powell, WB
作者单位:Hong Kong University of Science & Technology; Princeton University
摘要:We consider the problem of approximating the expected recourse function for two-stage stochastic programs. Our problem is motivated by applications that have special structure, such as an underlying network that allows reasonable approximations to the expected recourse function to be developed. In this paper, we show how these approximations can be improved by combining them with sample gradient information from the hue recourse function. For the case of strictly convex nonlinear approximation...
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作者:Bertsimas, D; Niño-Mora, J
作者单位:Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Pompeu Fabra University
摘要:We develop a mathematical programming approach for the classical PSPACE-hard restless bandit problem in stochastic optimization. We introduce a hierarchy of N (where N is the number of bandits) increasingly stronger linear programming relaxations, the last of which is exact and corresponds to the (exponential size) formulation of the problem as a Markov decision chain, while the other relaxations provide bounds and are efficiently computed. We also propose a priority-index heuristic scheduling...
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作者:Takriti, S; Birge, JR
作者单位:International Business Machines (IBM); IBM USA; University of Michigan System; University of Michigan
摘要:Many production problems involve facility setups that lead to integer variables, production decisions that are continuous, and demands that are likely to be random. While these problems can be quite difficult to solve, we propose a model and an efficient solution technique for this basic class of stochastic mixed-integer programs. We use a set of scenarios to reflect uncertainty. The resulting mathematical model is solved using Lagrangian relaxation. We show that the duality gap of our relaxat...
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作者:Kanet, JJ; Sridharan, V
作者单位:Clemson University
摘要:In the context of production scheduling, inserted idle time (IIT) occurs whenever a resource is deliberately kept idle in the face of waiting jobs. IIT schedules are particularly relevant in multimachine industrial situations where earliness costs and/or dynamically arriving jobs with due dates come into play. We provide a taxonomy of environments in which IIT scheduling is relevant, review the errant literature on IIT scheduling, and identify areas of opportunity for future research.