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作者：GEOFFRION, AM
摘要：The purposes of this paper-a revised and extended version of the Omega Rho Lecture given at the November 1991 ORSA/TIMS Joint National Meeting-are to assess some important aspects of the current MS/OR situation and to draw some conclusions about desirable future emphases. To these ends, it identifies and discusses four forces of historic importance (the microcomputer and communications revolutions, the dispersion of MS/OR in industry, and academia's unbalanced reward structure), three major tr...
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作者：AVERY, W; BROWN, GG; ROSENKRANZ, JA; WOOD, RK
作者单位：United States Department of Defense; United States Navy; Naval Postgraduate School
摘要：Natural gas utilities supply about a quarter of the energy needs of the United States. From wellhead to consumer, operations are governed by an astounding diversity of purchase, transport, and storage contract agreements which prepare a complex physical distribution system to meet future demands no more predictable than next year's weather. We present a decision support system based on a highly detailed optimization model used by utilities to plan operations which minimize cost while satisfyin...
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作者：SHENOY, PP
摘要：This paper proposes a new method for representing and solving Bayesian decision problems. The representation is called a valuation-based system and has some similarities to influence diagrams. However, unlike influence diagrams which emphasize conditional independence among random variables, valuation-based systems emphasize factorizations of joint probability distributions. Also, whereas influence diagram representation allows only conditional probabilities, valuation-based system representat...
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作者：ELLERMANN, R; SULLO, P; TIEN, JM
作者单位：Rensselaer Polytechnic Institute
摘要：Empirical estimates of quantile residual life functions can be employed effectively to obtain properties of recidivism and to help screen parametric mixture models. In this manner, the Burr model is demonstrated to be an appropriate model for characterizing recidivism. When applied to certain data, the model suggests that while the observed declining recidivism rate can be explained by population heterogeneity, individual recidivism rates may in fact be increasing. The quantile residual life f...
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作者：GLYNN, PW; WHITT, W
作者单位：AT&T; Nokia Corporation; Nokia Bell Labs
摘要：A decision-theoretic framework is proposed for evaluating the efficiency of simulation estimators. The framework includes the cost of obtaining the estimate as well as the cost of acting based on the estimate. The cost of obtaining the estimate and the estimate itself are represented as realizations of jointly distributed stochastic processes. In this context, the efficiency of a simulation estimator based on a given computational budget is defined as the reciprocal of the risk (the overall ex...
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作者：SPEARMAN, ML; ZAZANIS, MA
摘要：Concerns about American manufacturing competitiveness compel new interest in alternative production control strategies. In this paper, we examine the behavior of push and pull production systems in an attempt to explain the apparent superior performance of pull systems. We consider three conjectures: that pull systems have less congestion; that pull systems are inherently easier to control; and that the benefits of a pull environment owe more to the fact that WIP is bounded than to the practic...
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作者：KOUVELIS, P; KIM, MW
作者单位：University of California System; University of California Riverside
摘要：In this paper, we address the design of unidirectional loop network layouts for automated manufacturing environments. We show that the problem is NP-complete. Using a workstation interchange argument, we develop dominance relationships for easy identification of local optimal solutions. Our results suggest the need for simple heuristics to solve the problem. We identify cases in which the heuristics perform optimally, and we analyze the worst case behavior of the heuristics. We develop an opti...
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作者：WEIN, AS
摘要：This study is motivated by a make-to-order marketing environment where an order is met from a single production lot size. The objective of the study is to endogenize rework and scrap decisions in a multistage production process. A Markov decision process model is developed and solved using dynamic programming techniques. The model assumes that demand is given, and material, processing and rework costs are linear in the production lot size. Modeling random yield at each stage of the production ...
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作者：LOUVEAUX, FV; PEETERS, D
作者单位：Universite Catholique Louvain
摘要：In this paper, we study how the uncapacitated facility location problem is transformed into a two-stage stochastic program with recourse when uncertainty on demand, selling prices, production and transportation costs are introduced. We then present a dual-based procedure and indicate how the dual-descent and primal-dual adjustment procedures proposed by D. Erlenkotter (1978) in the static case can be made monotonically improving in the stochastic case. Results of computer experiments are repor...
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作者：BERTSIMAS, DJ
摘要：We consider a natural probabilistic variation of the classical vehicle routing problem (VRP), in which demands are stochastic. Given only a probabilistic description of the demand we need to design routes for the VRP. Motivated by applications in strategic planning and distribution systems, rather than resolving the problem when the demand becomes known, we propose to construct an a priori sequence among all customers of minimal expected total length. We analyze the problem using a variety of ...
