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作者：Chen, Li; Mersereau, Adam J.; Wang, Zhe (Frank)
作者单位：Cornell University; University of North Carolina; University of North Carolina Chapel Hill
摘要：We consider the allocation of inventory to stores in a merchandise test, whereby a fashion retailer deploys a new product to stores in limited quantities in order to learn about demand prior to the main selling season. Our problem formulation includes practical considerations like fixed costs and multiperiod inventory considerations but is challenging to analyze directly. Instead, we take a bounding approach that isolates the novel aspect of our problem: the impact of test inventory allocation...
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作者：Rosenbaum, Imry; Staum, Jeremy
作者单位：Northwestern University
摘要：Approximating the function that maps the input parameters of the simulation model to the expectation of the simulation output is an important and challenging problem in stochastic simulation metamodeling. Because an expectation is an integral, this function approximation problem can be seen as parametric integration-approximating the function that maps a parameter vector to the integral of an integrand that depends on the parameter vector. S. Heinrich and coauthors have proved that the multile...
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作者：Hanasusanto, Grani A.; Roitch, Vladimir; Kuhn, Daniel; Wiesemann, Wolfram
作者单位：University of Texas System; University of Texas Austin; University of Texas System; University of Texas Austin; Imperial College London; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; Imperial College London
摘要：We study joint chance constraints where the distribution of the uncertain parameters is only known to belong to an ambiguity set characterized by the mean and support of the uncertainties and by an upper bound on their dispersion. This setting gives rise to pessimistic (optimistic) ambiguous chance constraints, which require the corresponding classical chance constraints to be satisfied for every (for at least one) distribution in the ambiguity set. We demonstrate that the pessimistic joint ch...
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作者：Jiang, Ruiwei; Shen, Siqian; Zhang, Yiling
作者单位：University of Michigan System; University of Michigan
摘要：We consider a single-server scheduling problem given a fixed sequence of appointment arrivals with random no-shows and service durations. The probability distribution of the uncertain parameters is assumed to be ambiguous, and only the support and first moments are known. We formulate a class of distributionally robust (DR) optimization models that incorporate the worst-case expectation/conditional value-at-risk penalty cost of appointment waiting, server idleness, and overtime into the object...
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作者：Sabouri, Alireza; Huh, Woonghee Tim; Shechter, Steven M. .
作者单位：University of Calgary; University of British Columbia
摘要：Transplant centers screen patients on the kidney transplant waiting list to identify patients with severe conditions such as cardiovascular disease (CVD), which makes them ineligible for a transplant. We propose a model for finding screening strategies, with the objective of minimizing the sum of the expected screening cost and the expected penalty cost associated with transplanting an organ to an ineligible patient. Our results suggest that current screening guidelines, which are based only o...
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作者：Chen, Ying-Ju
作者单位：Hong Kong University of Science & Technology; Hong Kong University of Science & Technology
摘要：In this paper, we investigate the optimal dynamic auction design for the display advertising industry. Currently, display advertising is sold through two markets side by side. In the traditional guaranteed market, the publisher commits to deliver a prespecified number of impressions within a fixed time frame through a guaranteed contract. In the spot market, the publisher runs an auction to allocate the impressions every period, and the supply of heterogeneous impressions is highly uncertain a...
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作者：Samiedaluie, Saied; Kucukyazici, Beste; Verter, Vedat; Zhang, Dan
作者单位：University of Alberta; McGill University; University of Colorado System; University of Colorado Boulder
摘要：We study patient admission policies in a neurology ward where there are multiple types of patients with different medical characteristics. Patients receive specialized care inside the neurology ward and delays in admission to the ward will have negative impact on their health status. The level of this impact varies among patient types and depends on the severity of patients. Patients are also different in terms of arrival rate and length of stay at the ward. The patients normally wait in the e...
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作者：Abad, Ibrahim; Ehrenman, Andreas; Smeers, Yves
作者单位：Engie
摘要：Since its initial development, long-term contracts have been associated with the gas industry in all regions of the world. This was also the case in Europe where natural gas trade was, for a long time, dominated by bilateral long-term agreements between producers and midstreamers. These contracts fixed a minimum volume to be exchanged (take or pay) and indexed the gas price using a price formula that usually referred to oil product prices. These arrangements allowed market risk sharing between...
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作者：Balakrishnan, Anantaram; Li, Gang; Mirchandani, Prakash
作者单位：University of Texas System; University of Texas Austin; Bentley University; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：Long-term planning for transportation, telecommunications, and other service operations entails designing networks that are both cost effective and responsive. Because infrastructure networks are expensive and the network's design determines its service capabilities, planners must address complex trade-offs between minimizing the total cost of the network while meeting end-to-end service requirements such as limits on transit time, latency, and transshipments. To address this problem, we study...
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作者：L'Ecuyer, Pierre; Maille, Patrick; Stier-Moses, Nicolas E.; Tuffin, Bruno
作者单位：Universite de Montreal; Universite de Rennes; IMT - Institut Mines-Telecom; IMT Atlantique; Universidad Torcuato Di Tella; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET)
摘要：When a keyword-based search query is received by a search engine, a classified ads website, or an online retailer site, the platform has exponentially many choices in how to sort the search results. Two extreme rules are (a) to use a ranking based on estimated relevance only, which improves customer experience in the long run because of perceived quality and (b) to use a ranking based only on the expected revenue to be generated immediately, which maximizes short-term revenue. Typically, these...
