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作者：Brown, David B.; Haugh, Martin B.
作者单位：Duke University; Columbia University
摘要：We consider the information relaxation approach for calculating performance bounds for stochastic dynamic programs (DPs), following Brown et al. [Brown DB, Smith JE, Sun P (2010) Information relaxations and duality In stochastic dynamic programs. Oper. Res. 58(4, Part 1):785-801]. This approach generates performance bounds by solving problems with relaxed nonanticipativity constraints and a penalty that punishes violations of these constraints. In this paper, we study infinite horizon DPs with...
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作者：Huang, Junfei; Mandelbaum, Avishai; Zhang, Hanqin; Zhang, Jiheng
作者单位：Chinese University of Hong Kong; Technion Israel Institute of Technology; National University of Singapore; Hong Kong University of Science & Technology
摘要：Data has revealed a noticeable Impact of delay-time-related information on phone-customers; for example and somewhat surprisingly, delay announcements can abruptly increase the likelihood to abandon (hang up). Our starting point is that the latter phenomena can be used to support the control of queue lengths and delays. We do so by timing the announcements appropriately and determining the staffing levels accordingly. To this end, we model a service system as an overloaded GI/M/s+GI queue, in ...
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作者：Zhang, Liqing; Cetinkaya, Sila
作者单位：Southern Methodist University; Southern Methodist University
摘要：We study a practical generalization of the classical stochastic dynamic inventory problem where privately owned trucks with limited cargo capacity are used to transport the replenishment quantity. The resulting replenishment cost function also includes the traditional fixed setup cost, and it is known as a multiple setup cost structure, which leads to complicated cost-to-go functions in the problem of interest. We introduce the concepts of non-(Delta,C)-decreasing and non-(Delta,C)(NK)-decreas...
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作者：Alpern, Steve; Howard, J. V.
作者单位：University of Warwick; University of London; London School Economics & Political Science
摘要：In many competitive situations (including nearly all sports) a player's aim is not simply to maximise his score but to maximise its rank among all scores. Examples include sales contests (where the salesman with the highest monthly sales gets a bonus) and patent races (where lowest time is best). We assume the score X-i of player i is obtained costlessly, so that his utility is the probability of having the best score. This gives a constant-sum game. All that matters for player i is the distri...
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作者：Li, Hongmin; Webster, Scott
作者单位：Arizona State University; Arizona State University-Tempe
摘要：In this paper, we study price optimization with price-demand relationships captured by the paired combinatorial logit (PCL) model, which overcomes restrictions of the well-studied multinomial logit (MNL) and nested logit (NL) models. The PCL model allows for choice-correlation and, like the NL model, includes the MNL model as a special case. Compared to the NL models, the PCL model does not restrict the sequence of the choice structure and allows for different covariances among all pairs of ch...
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作者：Tsitsiklis, John N.; Xu, Kuang
作者单位：Massachusetts Institute of Technology (MIT); Stanford University
摘要：We study a multiserver model with n flexible servers and n queues, connected through a bipartite graph, where the level of flexibility is captured by an upper bound on the graph's average degree, d(n). Applications in content replication in data centers, skill-based routing in call centers, and flexible supply chains are among our main motivations. We focus on the scaling regime where the system size n tends to infinity, while the overall traffic intensity stays fixed. We show that a large cap...
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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：Lobel, Ilan; Xiao, Wenqiang
作者单位：New York University
摘要：We consider a manufacturer selling to a retailer with private demand information arising dynamically over an infinite time horizon. Under a backlogging model, we show that the manufacturer's optimal dynamic long-term contract takes a simple form: in the first period, based on her private demand forecast, the retailer selects a wholesale price and pays an associated upfront fee, and, from then on, the two parties stick to a simple wholesale price contract with the retailer's chosen price. Under...
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作者：Ang, Marcus; Sigman, Karl; Song, Jing-Sheng; Zhang, Hanqin
作者单位：Singapore Management University; Columbia University; Duke University; National University of Singapore
摘要：We consider a single-item continuous-review (r, q) inventory system with a renewal demand process and Independent, identically distributed stochastic lead times. Using a stationary marked-point process technique and a heavy-traffic limit, we prove a previous conjecture that inventory position and inventory on-order are asymptotically independent. We also establish closed-form expressions for the optimal policy parameters and system cost in heavy-traffic limit, the first of their kind, to our k...
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作者：Boland, Natashia; Hewitt, Mike; Marshall, Luke; Savelsbergh, Martin
作者单位：University System of Georgia; Georgia Institute of Technology; Loyola University Chicago
摘要：Consolidation carriers transport shipments that are small relative to trailer capacity. To be cost effective, the carrier must consolidate shipments, which requires coordinating their paths in both space and time; i.e., the carrier must solve a service network design problem. Most service network design models rely on discretization of time-i.e., instead of determining the exact time at which a dispatch should occur, the model determines a time interval during which a dispatch should occur. Wh...
