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作者：Erlebacher, SJ; Singh, MR
作者单位：Washington University (WUSTL); Dartmouth College
摘要：Contemporary management theories such as Just-in-Time and Total Quality Management emphasize variance reduction as a critical step in improving system performance. But little is said about how such efforts should be directed. Suppose a manager has only limited resources for variance reduction efforts. How should she allocate them among a set of competing activities? Which activity should receive the highest priority? We explore such questions in the context of a synchronous assembly line where...
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作者：Baccelli, F; Zuyev, S
作者单位：Inria; Universite PSL; Ecole Normale Superieure (ENS); University of Strathclyde
摘要：We define a family of random trees in the plane. Their nodes of level k, k = 0,..., m are the points of a homogeneous Poisson point process Pi(k), whereas their arcs connect nodes of level k and k + 1, according to the least distance principle: If V denotes the Voronoi cell w.r.t. Pi(k+1) with nucleus x, where x is a point of Pi(k+1), then there is an are connecting x to all the points of Pi(k) that belong to V. This creates a family of stationary random trees rooted in the points of Pi(m). Th...
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作者：Bassok, Y; Anupindi, R; Akella, R
作者单位：University of Washington; University of Washington Seattle; Northwestern University; Stanford University
摘要：We study a single period multiproduct inventory problem with substitution and proportional costs and revenues. We consider N products and N demand classes with full downward substitution, i.e., excess demand for class i can be satisfied using product j for i greater than or equal to j. We first discuss a two-stage pra fit maximization formulation for the multiproduct substitution problem. We show that a greedy allocation policy is optimal. We use this to write the expected profits and its firs...
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作者：Seshadri, S; Khanna, A; Harche, F; Wyle, R
作者单位：New York University
摘要：Strategic asset-liability management is a primary concern in today's banking environment. In this paper, we present a methodology to assist in the process of asset-liability selection in a stochastic interest rate environment. In our approach, a quadratic optimizer is embedded in a simulation model and used to generate patterns of dividends, market value and duration of capital, for randomly generated interest rate scenarios. This approach can be used to formulate, test, and refine asset-liabi...
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作者：Luss, H
作者单位：Ericsson; Telcordia Technologies; AT&T
摘要：In this expository paper, we review a variety of resource allocation problems in which it is desirable to allocate limited resources equitably among competing activities. Applications for such problems are found in diverse areas, including distribution planning, production planning and scheduling, and emergency services location. Each activity is associated with a performance function, representing for example, the weighted shortfall of the selected activity level from a specified target. A re...
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作者：Bertsimas, D; Chryssikou, T
作者单位：Massachusetts Institute of Technology (MIT)
摘要：We consider the problem of maximizing a weighted sum of expected rewards in steady-state in multiclass loss networks under dynamic routing and admission control, with Poisson arrivals and exponentially distributed holding times. By aggregating the underlying Markov decision process, we derive linear programming relaxations that contain the achievable performance region under all admissible policies and lead to a series of progressively tighter upper bounds. These relaxations allow stronger bou...
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作者：Balakrishnan, A; Vanderbeck, F
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; Universite de Bordeaux
摘要：This paper develops an optimization model and methodology to support tactical planning in a high mix, low volume electronics assembly environment. The model assigns product families to parallel surface mount assembly lines to minimize setup cost on the placement machines while ensuring that the facilities are not overloaded. To capture the impact of product assignment decisions on setup cost, we consider a partial setup policy of mounting some components permanently on each placement machine a...
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作者：Yao, DD; Zheng, SH
作者单位：Columbia University; Hong Kong University of Science & Technology
摘要：We study the inspection process in the context of multistage batch manufacturing, focusing on interstage coordination under capacity limits. The problem is formulated as a constrained Markov decision program. We establish the optimality of a sequential policy that is characterized by a sequence of thresholds, with certain randomization at the thresholds. We further show that such an optimal policy can be completely derived through solving a linear program, and that randomization is needed at n...
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作者：Cai, XQ; Zhou, S
作者单位：Chinese University of Hong Kong; Hong Kong Polytechnic University
摘要：This paper addresses a stochastic scheduling problem in which a set of independent jobs are to be processed by a number of identical parallel machines under a common deadline. Each job has a processing time, which is a random variable with an arbitrary distribution. Each machine is subject to stochastic breakdowns, which are characterized by a Poisson process. The deadline is an exponentially distributed random variable. The objective is to minimize the expected costs for earliness and tardine...
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作者：Frostig, E; Levikson, B
作者单位：University of Haifa
摘要：We consider here the optimal routing of customers, arriving to a system consisting of two heterogeneous parallel servers. The service times of the two servers have an increasing hazard rate. The arrival process is a general renewal process. The cost of holding x customers in the system per time unit is a nondecreasing and convex function. The objective is to minimize the expected discounted holding cost. We show some monotonicity properties of the optimal policy. Then we show that the optimal ...
