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作者：Federgruen, A; Katalan, Z
作者单位：Columbia University; University of Pennsylvania
摘要：In this paper we address periodic base-stock policies for stochastic economic lot scheduling problems. These represent manufacturing settings in which multiple items compete for the availability of a common capacity source, in the presence of setup times and/or costs, incurred when switching between items, and in the presence of uncertainty regarding demand patterns, production, and setup times. Under periodic base-stock policies, items are produced according to a given periodic item-sequence....
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作者：Kapuscinski, R; Tayur, S
作者单位：Carnegie Mellon University
摘要：For a single product, single-stage capacitated production-inventory model with stochastic, periodic (cyclic) demand, we find the optimal policy and characterize some of its properties. We study the finite-horizon, the discounted infinite-horizon and the infinite-horizon average cases; A simulation based optimization method is provided to compute the optimal parameters. Based on a numerical study, several insights into the model are also provided.
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作者：Hahn, P; Grant, T
作者单位：University of Pennsylvania
摘要：A new bounding procedure for the Quadratic Assignment Problem (QAP) is described which extends the Hungarian method for the Linear Assignment Problem (LAP) to QAPs, operating on the four dimensional cost array of the QAP objective function. The QAP is iteratively transformed in a series of equivalent QAPs leading to an increasing sequence of lower bounds for the original problem. To this end, two classes of operations which transform the four dimensional cost array are defined. These have the ...
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作者：Bordley, RF
作者单位：General Motors
摘要：A key central tenet of decision theory is that decomposing an uncertain event into sub-events should not change the overall probability assigned to that uncertain event. As we show, both quantum physics and behavioral decision theory appear to systematically violate this principle in very similar ways. These results suggest that the structuring phase of decision analysis-which specifies how various events are decomposed-helps shape the subjective probabilities which will ultimately be assigned...
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作者：Chao, XL; Miyazawa, M
作者单位：New Jersey Institute of Technology; Tokyo University of Science
摘要：We are concerned with a queueing network, described by a continuous-time Markov chain, in which each node is quasi-reversible. A new class of local balance equations is derived for the Markov chain with respect to a product-form distribution, which simultaneously provides an alternative and short proof for product form results of queueing networks with customers and signals. Furthermore, if each node is internally balanced, i.e., the total arrival rate equals the total departure rate for each ...
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作者：Ridder, A; Van der Laan, E; Salomon, M
作者单位：Vrije Universiteit Amsterdam; Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; Tilburg University
摘要：In this paper we consider the Newsvendor Problem. Intuition may lead to the hypothesis that in this stochastic inventory problem a higher demand variability results in larger variances and in higher costs. In a recent paper, Song (1994a) has proved that the intuition is correct far many demand distributions that are commonly used in practice, such as for the normal distribution function. However, this paper shows that there exist demand distributions for which the intuition is misleading, i.e....
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作者：Bitran, G; Caldentey, R; Mondschein, S
作者单位：Massachusetts Institute of Technology (MIT); Universidad de Chile
摘要：In this paper we propose a methodology to set prices of perishable items in the context of a retail chain with coordinated prices among its stores and compare its performance with actual practice in a real case study. We formulate a stochastic dynamic programming problem and develop heuristic solutions that approximate optimal solutions satisfactorily. To compare this methodology with current practices in the industry, we conducted two sets of experiments using the expertise of a product manag...
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作者：Erkut, E; Verter, V
作者单位：University of Alberta; McGill University
摘要：The transport of hazardous materials is an important strategic and tactical decision problem. Risks associated with this activity make transport planning difficult. Although most existing analytical approaches for hazardous materials transport account for risk, there is no agreement among researchers on how to model the associated risks. This paper provides an overview of the prevailing models, and addresses the question Does it matter how we quantify transport risk? Our empirical analysis on ...
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作者：Degraeve, Z; Koopman, GJ
作者单位：KU Leuven
摘要：This paper develops a methodology to select a least cost mix of transport policy measures in different regions of the European Union to attain air quality standards by the year 2010. Two fundamental characteristics of air quality problems are addressed: their variation across regions and the interregional linkages resulting from ozone pollution. We propose a column generation approach to answer the question of which policies should be introduced where to arrive at a least cost solution for the...
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作者：Lee, J
作者单位：University of Kentucky
摘要：A fundamental experimental design problem is to select a most informative subset, having prespecified size, from a set of correlated random variables. Instances of this problem arise in many applied domains such as meteorology, environmental statistics, and statistical geology. In these applications, observations can be collected at different locations and, possibly, at different times. Information is measured by entropy. Practical situations have further restrictions on the design space. For ...
