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作者：Cariño, DR; Ziemba, WT
作者单位：University of British Columbia
摘要：This paper describes the formulation of the Russell-Yasuda Kasai financial planning model, including the motivation for the model. The presentation complements the discussion of the technical details of the financial modeling process and the managerial impact of its use to help allocate the firm's assets over time discussed in Carino et al. (1994, 1998, respectively). The multistage stochastic linear program incorporates Yasuda Kasai's asset and liability mix over a five-year horizon followed ...
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作者：Cariño, DR; Myers, DH; Ziemba, WT
作者单位：University of Washington; University of Washington Seattle; University of British Columbia
摘要：This paper discusses technical aspects of the Russell-Yasuda Kasai financial planning model. These include the models for the discrete distribution scenario generation processes for the uncertain parameters of the model, the mathematical approach used to develop the infinite-horizon end-effects part of the model, a comparison of algorithms used in the model's solution, and a comparison of the multistage stochastic linear programming model with the previous technology, static mean-variance anal...
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作者：Tucciarelli, T; Karatzas, GP; Pinder, GF
作者单位：University of Palermo; University of Vermont
摘要：A new algorithm for the solution of the groundwater quality management problem is presented. The method assumes that most of the computational effort in such problems involves evaluation of the concentrations and their derivatives with respect to the pumping rates at the control points. The methodology proposed herein is a combination of the cutting plane method and the primal method. In this approach each line search moves from a feasible point towards the solution of a subproblem with linear...
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作者：Savelsbergh, M; Sol, M
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：We present DRIVE (Dynamic Routing of Independent VEhicles), a planning module to be incorporated in a decision support system for the direct transportation at Van Gend and Loos BV. Van Gend and Loos BV is the largest company providing road transportation in the Benelux, with about 1400 vehicles transporting 160,000 packages from thousands of senders to tens of thousands of addressees per day. The heart of DRIVE is a branch-and-price algorithm. Approximation and incomplete optimization techniqu...
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作者：Saaty, TL; Vargas, LG
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：Judgments are needed in medical diagnosis to determine what tests to perform given certain symptoms. For many diseases, what information to gather on symptoms and what combination of symptoms lead to a given disease are not well known. Even when the number of symptoms is small, the required number of experiments to generate adequate statistical data can be unmanageably large. There is need in diagnosis for an integrative model that incorporates both statistical data and expert judgment. When s...
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作者：Bertsimas, D; Teo, CP
作者单位：Massachusetts Institute of Technology (MIT)
摘要：In recent years approximation algorithms based on primal-dual methods have been successfully applied to a broad class of discrete optimization problems. In this paper, we propose a generic primal-dual framework to design and analyze approximation algorithms for integer programming problems of the covering type that uses valid inequalities in its design. The worst-case bound of the proposed algorithm is related to a fundamental relationship (called strength) between the set of valid inequalitie...
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作者：Lee, TYS
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要：The evolution of communication technology and the competitive software design environment dictates that performance characterization involves iterations between real-world design and its representation for modeling purposes. In this paper, models and analytical techniques are developed to evaluate the performance of single-server polling computer and communication systems, e.g., multiplexers or local area networks with a single token passing medium access protocol. We present a novel methodolo...
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作者：Reiman, MI; Wein, LM
作者单位：Alcatel-Lucent; Lucent Technologies; AT&T; Nokia Corporation; Nokia Bell Labs; Massachusetts Institute of Technology (MIT)
摘要：We analyze two scheduling problems for a queueing system with a single server and two customer classes, Each class has its own renewal arrival process, general service time distribution, and holding cost rate. In the first problem, a setup cost is incurred when the server switches from one class to the other, and the objective is to minimize the long-run expected average cost of holding customers and incurring setups. The setup cost is replaced by a setup time in the second problem, where the ...
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作者：Chen, PC; Hansen, P; Jaumard, B; Tuy, H
作者单位：Universite de Montreal; Universite de Montreal; HEC Montreal
摘要：D.-c. programming is a recent technique of global optimization that allows the solution of problems whose objective function and constraints can be expressed as differences of convex (i.e., d.-c.) functions. Many such problems arise in continuous location theory. The problem first considered is to locate a known number of source facilities to minimize the sum of weighted Euclidean distances between a user's fixed location and the source facility closest to the location of each user. We also ap...
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作者：Liu, Z; Righter, R
作者单位：Universite Cote d'Azur; Inria; Santa Clara University
摘要：We consider optimal load balancing in a distributed computing environment consisting of homogeneous unreliable processors. Each processor receives its own sequence of tasks from outside users, some of which can be redirected to the other processors. Processing times are independent and identically distributed with an arbitrary distribution. The arrival sequence of outside tasks to each processor may be arbitrary as long as it is independent of the state of the system. Processors may fail, with...
