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作者：Coates, JF
作者单位：George Washington University
摘要：Based on an address given at the April 1995 INFORMS meeting in Los Angeles, this paper's purpose is to suggest the opportunities that the Pacific Rim will bring to OR/MS and INFORMS. It first looks at the two important needs in the profession: to improve the scope of its communications with the public and to expand the context in which OR/MS work is done. After describing some of the radically unfamiliar and different conditions affecting enterprises on the Pacific Rim and suggesting their imp...
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作者：Willemain, TR
摘要：Model formulation is a critical craft skill that deserves more attention from OR practitioners and educators. As a step toward understanding how experts formulate OR models, I conducted an experiment in which twelve skilled analysts generated think-aloud protocols while working model formulation exercises 60 minutes long. The coded transcripts tracked the modelers' attention to five topics corresponding to stages in the usual OR paradigm: problem context and model structure, realization, asses...
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作者：Keeney, RL; McDaniels, TL; Swoveland, C
作者单位：University of British Columbia
摘要：This paper employs multiattribute value assessment and risk analysis to evaluate the benefits of four alternatives to improve electrical system reliability in British Columbia. A multiattribute value model is constructed as a cost-equivalent function, based on value judgments provided by a group of senior system planners and two senior vice presidents from BC Hydro. Using data drawn from the utility's service records and probabilities elicited from the utility's technical specialists, a risk a...
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作者：Wagner, HM
摘要：In applications of operations research models, decision makers must assess the sensitivity of outputs to imprecise values for some of the model's parameters. Existing analytic approaches for classic optimization models rely heavily on duality properties for assessing the impact of local parameter variations, parametric programming for examining systematic variations in model coefficients, or stochastic programming for ascertaining a robust solution. This paper accommodates extensive simultaneo...
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作者：Holmer, MR; Zenios, SA
作者单位：University of Cyprus
摘要：Financial intermediaries-banks thrifts, and life insurance companies-have experienced low productivity over the last decade or two. Low productivity has manifested itself as a declining market share of their products relative to capital market assets. In some cases, low productivity caused a failure to meet contractual obligations embodied in their financial products. These failures resulted in customer losses, and/or taxpayer losses when failed intermediaries were guaranteed by government age...
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作者：Harstad, RM; Rothkopf, MH
作者单位：Rutgers University System; Rutgers University New Brunswick; Rutgers University System; Rutgers University New Brunswick
摘要：When bidders have a common value or strongly affiliated values for an object or contract being auctioned by sealed bids, it is possible that the maker of a rational and apparently winning bid would, upon learning the competing bids, prefer losing the auction to honoring his bid. The ability to withdraw a bid, perhaps at a cost, in such circumstances provides a form of ''winner's curse insurance.'' Bidding with such insurance is analyzed, obtaining the general condition for rational bid withdra...
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作者：Peterson, MD; Bertsimas, DJ; Odoni, AR
作者单位：Massachusetts Institute of Technology (MIT); McKinsey & Company
摘要：A previous paper (1992) by the same authors studied the phenomenon of transient congestion in landings at an airport and developed a recursive approach for computing moments of queue lengths and waiting times. This paper extends our approach to a network, developing two approximations based on the prior method. Both approaches work by using delay information estimated at one location to update arrival schedules at other points in the network. We present computational results for a simple 2-nod...
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作者：Grotschel, M; Monma, CL; Stoer, M
作者单位：Telcordia Technologies; Zuse Institute Berlin
摘要：We consider the important practical and theoretical problem of designing a low-cost communications network which can survive failures of certain network components. Our initial interest in this area was motivated by the need to design certain ''two-connected'' survivable topologies for fiber optic communication networks of interest to the regional telephone companies. In this paper, we describe some polyhedral results for network design problems with higher connectivity requirements. We also r...
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作者：Lee, YJ; Zipkin, P
作者单位：Duke University
摘要：This paper investigates a model representing a make-to-stock production system, where intermediate and finished goods are produced and stored in advance of demand. In other respects the system operates much like a network of queues. There are several nodes and items. Each item is produced at one of the nodes using another item as input. Customer demands for the items and the unit-processing times at the nodes obey simple Markovian laws. We develop a tractable approximation scheme for estimatin...
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作者：Andradottir, S
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：Many optimization problems that are intractable with conventional approaches will yield to stochastic approximation algorithms. This is because these algorithms can be used to optimize functions that cannot be evaluated analytically, but have to be estimated (for instance, through simulation) or measured. Thus, stochastic approximation algorithms can be used for optimization in simulation. Unfortunately, the classical stochastic approximation algorithm sometimes diverges because of unboundedne...
