-
作者：BAJGIER, SM; MARAGAH, HD; SACCUCCI, MS; VERZILLI, A; PRYBUTOK, VR
作者单位：University of North Texas System; University of North Texas Denton; University of North Texas System; University of North Texas Denton
摘要：This paper describes a course taught in the College of Business and Administration at Drexel University in which students undertake real-world projects in an inner-city neighborhood. The course is an elective for students who have been exposed to the traditional techniques for problem solving in such courses as management science, operational research, statistics, organizational behavior, marketing, and economics. They address such public sector problems as people moving, traffic flow, trash r...
-
作者：FOSSETT, CA; HARRISON, D; WEINTROB, H; GASS, SI
作者单位：University System of Maryland; University of Maryland College Park
摘要：The objective of this study was to develop and test a method for evaluating simulation models and to illustrate how it can provide insights into a simulation's strengths and weaknesses. especially in terms of identifying areas for improvements. To this end, our resulting evaluative methodology was systematically applied to three Army simulation models that were used in the acquisition of air defense systems. We describe the evaluative framework and the results of our analysis.
-
作者：GLASSERMAN, P
作者单位：Nokia Corporation; Nokia Bell Labs; AT&T
摘要：In recent years, there has been a surge of research into methods for estimating derivatives of performance measures from sample paths of stochastic systems. In the case of queueing systems, typical performance measures are mean queue lengths, throughputs, etc., and the derivatives estimated are with respect to system parameters, such as parameters of service and interarrival time distributions. Derivative estimates potentially offer a general means of optimizing performance, and are useful in ...
-
作者：KOLSTAD, CD; MATHIESEN, L
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Norwegian School of Economics (NHH); Norwegian School of Economics (NHH); Massachusetts Institute of Technology (MIT)
摘要：This paper examines convergence criteria of an algorithm for the computation of Cournot-Nash economic equilibria. The method is based on formulating the equilibrium problem as that of finding a solution to a nonlinear complementarity problem, solved by sequential linearization and Lemke's algorithm. Conditions for local and global convergence are developed and the technique is applied to homogeneous, segmented and differentiated product markets.
-
作者：LABBE, M; HAKIMI, SL
作者单位：University of California System; University of California Davis; Northwestern University
摘要：We consider a two-stage location and allocation game involving two competing firms. The firms first select the location of their facility on a network. Then the firms optimally select the quantities each wishes to supply to the markets, which are located at the vertices of the network. The criterion for optimality for each firm is maximizing its profit, which is the total revenue minus the production and transportation costs. Under reasonable assumptions regarding the revenue, the production c...
-
作者：LUSTIG, IJ; MULVEY, JM; CARPENTER, TJ
作者单位：Princeton University; Princeton University
摘要：This paper describes an approach for modeling two-stage stochastic programs that yields a form suitable for interior point algorithms. A staircase constraint structure is created by replacing first stage variables with sparse split variables in conjunction with side-constraints. Dense columns are thereby eliminated. The resulting model is larger than traditional stochastic programs, but computational savings are substantial-over a tenfold improvement for the problems tested. A series of experi...
-
作者：WOLFF, RW
摘要：We review the Kiefer-Wolfowitz conditions for finite delay moments at a GI/G/s queue, which are independent of moment conditions on the arrival process. Through examples, we show that for nonrenewal arrivals, some additional conditions on the arrival process are necessary. We discuss the question of whether some known sufficient conditions for finite delay moments at downstream stations in a tandem queue are really necessary. We then show how to decouple conditions on the arrival process from ...
-
作者：WEINTRAUB, A; VERA, J
摘要：One approach for solving linear programs with random coefficients is chance constrained programming. For the case where the technical coefficients are normally distributed, we present a convergent cutting plane algorithm to solve the equivalent nonlinear program, which takes advantage of the characteristics of the problem. The algorithm requires a moderate computational effort and compares favorably with a general nonlinear code and other approaches proposed for solving this problem.
-
作者：VANDEPANNE, C
摘要：The paper deals with the organization of decision making for multidivision enterprises. If decisions can be represented by linear programming models with divisions sharing resources, an organization is proposed with one division or a combination of these setting resource prices, while the remaining ones determine quantities. The role of each division is determined by the numerical coefficient values as well as the models' structure. This approach is related to, but quite different from, the Da...
-
作者：KWUN, YH; BAUGHMAN, ML
作者单位：University of Texas System; University of Texas Austin
摘要：This study presents a model that integrates the supply planning of potential cogenerating industries with that of the host electric utility suppliers. It provides a tool for electric utilities and potential cogenerators to analyze the effect of cogeneration on their energy supply plans. The model can analyze how much the potential benefits of cogeneration might be and how the benefits might be distributed among the participating industries.
