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作者：DE, P; GHOSH, JB; WELLS, CE
摘要：We discuss a single-machine scheduling problem where the objective is to minimize the variance of job completion times. To date, the problem has not been solved in polynomial time. This paper presents a dynamic programming algorithm that is pseudopolynomial in complexity. We also propose a fully polynomial approximation scheme and derive a lower bound that is useful in its implementation. Furthermore, we show that the dynamic programming solution is easy to extend to a bicriteria version of th...
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作者：PHILIPPE, B; SAAD, Y; STEWART, WJ
作者单位：University of Minnesota System; University of Minnesota Twin Cities; North Carolina State University
摘要：This paper describes and compares several methods for computing stationary probability distributions of Markov chains. The main linear algebra problem consists of computing an eigenvector of a sparse, nonsymmetric matrix associated with a known eigenvalue. It can also be cast as a problem of solving a homogeneous, singular linear system. We present several methods based on combinations of Krylov subspace techniques, single vector power iteration/relaxation procedures and acceleration technique...
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作者：KRASS, D; FILAR, JA; SINHA, SS
作者单位：University System of Maryland; University of Maryland Baltimore County; Indian Statistical Institute; Indian Statistical Institute Delhi
摘要：The two most commonly considered reward criteria for Markov decision processes are the discounted reward and the long-term average reward. The first tends to neglect the future, concentrating on the short-term rewards, while the second one tends to do the opposite. We consider a new reward criterion consisting of the weighted combination of these two criteria, thereby allowing the decision maker to place more or less emphasis on the short-term versus the long-term rewards by varying their weig...
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作者：BEAN, JC; HOPP, WJ; DUENYAS, I
作者单位：Northwestern University
摘要：We formulate a mixed integer program to determine whether a finite time horizon is a forecast horizon in a nonhomogeneous Markov decision process. We give a Bender's decomposition approach to solving this problem that evaluates the stopping rule, eliminates some suboptimal combinations of actions, and yields bounds on the maximum error that could result from the selection of a candidate action in the initial stage. The integer program arising from the decomposition has special properties that ...
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作者：NG, KYK
作者单位：University of Ottawa
摘要：This note reports a multicriteria optimization approach to aircraft loading. Only cargo manifests or standard loads provided (or approved) by experienced loadmasters are employed in the optimization procedure. The familiarity of the load manifests that comprise the solution makes the model truly operable. In testing with actual data, the model reduced the number of aircraft loads required to complete an airlift by 9%, as compared to the traditional, manual method presently used. More important...
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作者：WEATHERFORD, LR; BODILY, SE
作者单位：University of Virginia
摘要：This paper proposes the term perishable-asset revenue management to denote the field that combines the areas of yield management, overbooking, and pricing for perishable assets. After summarizing the characteristics common to problems in this field, the paper discusses the objectives and constraints faced by decision makers. Then it offers a comprehensive taxonomy with 14 different elements and reviews the research that has been done related to each element. Finally, it suggests some important...
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作者：KLIMBERG, R; REVELLE, C; COHON, J
作者单位：Johns Hopkins University
摘要：The evaluation and the allocation of inspection resources is a-problem faced by private sector firms as well as by several government agencies. This paper reports the development and the use by the Food and Drug Administration (FDA) of decision making tools for measuring the performance of their drug inspection activities in which data are collected only intermittently, and a multiobjective integer program to assist FDA decision makers in planning and evaluating the effectiveness of their drug...
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作者：BARNETT, A; STANLEY, T; SHORE, M
摘要：Analysis of data about the 58,000 Americans killed in Vietnam implies that affluent U.S. communities had only marginally lower casualty rates than the nation as a whole. Poor communities had only marginally higher rates. Data about the residential addresses of war casualties suggest that, within both large heterogeneous cities and wealthy suburbs, there was little relationship between neighborhood incomes and per capita Vietnam death rates. Such outcomes call into question a widespread belief ...
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作者：YAKOWITZ, S; HAYES, R; GANI, J
作者单位：Sun Microsystems, Inc.; Sun Microsystems, Inc.; University of California System; University of California Santa Barbara
摘要：Following an outline of dynamic Markov fields, we briefly describe some spatial models for contagious diseases and pose a prototype epidemic control problem. The notion of automatic learning is then introduced, and its relevance to epidemic control is described. In essence, once a contagion model is adopted and a domain of controls has been selected, learning can be used to obtain asymptotically optimal performance. (The learning algorithm is a synthesis of simulation and optimization, and is ...
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作者：RUCKLE, WH
摘要：An inspection agreement, contained within a treaty proposal, determines a two-person, zero sum game which we call the implicit game. The value of the implicit game, called the upper risk, is an important parameter of the agreement. The upper risk and other parameters in the solution of the implicit game are useful for evaluating the proposal and comparing it to other proposals. The purpose of this paper is to define the implicit game which arises from an inspection arrangement, define the uppe...
