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作者：Vercraene, Samuel; Gayon, Jean-Philippe; Karaesmen, Fikri
作者单位：Institut National des Sciences Appliquees de Lyon - INSA Lyon; Communaute Universite Grenoble Alpes; Institut National Polytechnique de Grenoble; Universite Grenoble Alpes (UGA); Centre National de la Recherche Scientifique (CNRS)
摘要：We consider a class of Markov Decision Processes frequently employed to model queueing and inventory control problems. For these problems, we explore how changes in different system input parameters (transition rates, costs, discount rates etc.) affect the optimal cost and the optimal policy when the state space of the problem is multidimensional. To address a large class of problems, we introduce two generic dynamic programming operators to model different types of controlled events. For thes...
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作者：St John, Rachel; Toth, Sandor F.; Zabinsky, Zelda B.
作者单位：University of Washington; University of Washington Seattle; University of Washington; University of Washington Seattle
摘要：Wildlife corridors are often used to connect critical habitat for species protection. Mixed integer programming models have been used in the past to create wildlife corridors, but they lack the capacity to control corridor geometry. We propose an approach that employs path planning techniques from artificial intelligence to account for and control corridor geometry, such as width and length. By combining path planning with network optimization, our approach allows the user to control and optim...
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作者：Sen, Alper; Atamturk, Alper; Kaminsky, Philip
作者单位：Ihsan Dogramaci Bilkent University; University of California System; University of California Berkeley
摘要：We consider the constrained assortment optimization problem under the mixed multinomial logit model. Even moderately sized instances of this problem are challenging to solve directly using standard mixed-integer linear optimization formulations. This has motivated recent research exploring customized optimization strategies and approximation techniques. In contrast, we develop a novel conic quadratic mixed-integer formulation. This new formulation, together with McCormick inequalities exploiti...
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作者：Aswani, Anil; Shen, Zuo-Jun (Max); Siddiq, Auyon
作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley; University of California System; University of California Berkeley; University of California System; University of California Los Angeles
摘要：Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions of a convex optimization problem are corrupted by noise. We first provide a formulation for inverse optimization and prove it to be NP-hard. In contrast to existing methods, we show that the parameter estimates produced by our formulation are statistically c...
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作者：Simsek, A. Serdar; Topaloglu, Huseyin
作者单位：University of Texas System; University of Texas Dallas
摘要：We develop an expectation-maximization algorithm to estimate the parameters of the Markov chain choice model. In this choice model, a customer arrives into the system to purchase a certain product. If this product is available for purchase, then the customer purchases it. Otherwise, the customer transitions between the products according to a transition probability matrix until she reaches an available one and purchases this product. The parameters of the Markov chain choice model are the prob...
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作者：Whitt, Ward; You, Wei
作者单位：Columbia University
摘要：Queueing applications are often complicated by dependence among interarrival times and service times. Such dependence is common in networks of queues, where arrivals are departures from other queues or superpositions of such complicated processes, especially when there are multiple customer classes with class-dependent service-time distributions. We show that the robust queueing approach for single-server queues proposed in the literature can be extended to yield improved steady-state performa...
