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作者：Drozdowski, Maciej; Jaehn, Florian; Paszkowski, Radoslaw
作者单位：Poznan University of Technology; Helmut Schmidt University
摘要：This paper addresses one-machine scheduling with maintenance restrictions. A maintenance operation is position dependent in a sequence of normal jobs if the maintenance has to be performed after at most some defined number of job changes on the machine. We show that several problems with objective functions C-max and L-max are still solvable in polynomial time if position-dependent maintenance is considered. We then consider the problem of preemptive scheduling with ready times and due dates o...
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作者：Jonasson, Jonas Oddur; Deo, Sarang; Gallien, Jeremie
作者单位：Massachusetts Institute of Technology (MIT); Indian School of Business (ISB); University of London; London Business School
摘要：Early diagnosis of the human immunodeficiency virus (HIV) among infants born to HIV-infected mothers is critical because roughly 50% of untreated infected infants die before the age of two years. Yet most countries in sub-Saharan Africa experience significant delays in diagnosis because of operational inefficiencies in early infant diagnosis (EID) networks. We develop a two-part modeling framework relying on optimization and simulation to generate operational improvements in the assignment of ...
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作者：Khazaei, Javad; Coulon, Michael; Powell, Warren B.
作者单位：Princeton University; University of Sussex
摘要：Currently, most Renewable Energy Certificate (REC) markets are defined based on targets that create an artificial step demand function resembling a cliff. This target policy produces volatile prices that can make investing in renewables a risky proposition. In this paper, we propose an alternative policy called Adjustable Dynamic Assignment of Penalties and Targets (ADAPT) that uses a sloped compliance penalty and a self-regulating requirement schedule, both designed to stabilize REC prices, h...
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作者：Lam, Henry; Mottet, Clementine
作者单位：Columbia University; Boston University
摘要：A common bottleneck in evaluating extremal performance measures is that, because of their very nature, tail data are often very limited. The conventional approach selects the best probability distribution from tail data using parametric fitting, but the validity of the parametric choice can be difficult to verify. This paper describes an alternative based on the computation of worst-case bounds under the geometric premise of tail convexity, a feature shared by all common parametric tail distri...
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作者：Cheung, Wang Chi; Simchi-Levi, David; Wang, He
作者单位：Agency for Science Technology & Research (A*STAR); A*STAR - Institute of High Performance Computing (IHPC); Massachusetts Institute of Technology (MIT); University System of Georgia; Georgia Institute of Technology
摘要：In a dynamic pricing problem where the demand function is not known a priori, price experimentation can be used as a demand learning tool. Existing literature usually assumes no constraint on price changes, but in practice, sellers often face business constraints that prevent them from conducting extensive experimentation. We consider a dynamic pricing model where the demand function is unknown but belongs to a known finite set. The seller is allowed to make at most m price changes during T pe...
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作者：Fischetti, Matteo; Ljubic, Ivana; Monaci, Michele; Sinnl, Markus
作者单位：University of Padua; ESSEC Business School; University of Bologna; University of Vienna
摘要：Bilevel optimization problems are very challenging optimization models arising in many important practical contexts, including pricing mechanisms in the energy sector, airline and telecommunication industry, transportation networks, critical infrastructure defense, and machine learning. In this paper, we consider bilevel programs with continuous and discrete variables at both levels, with linear objectives and constraints (continuous upper level variables, if any, must not appear in the lower ...
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作者：Hu, Shanshan; Hu, Xing; Ye, Qing
作者单位：Shanghai University of Finance & Economics; University of Oregon; Tsinghua University
摘要：Instant discounts and mail-in rebates are two common pricing tools In retail, but they are not simple substitutes. On the one hand, consumers discount the face value of a mail-in rebate, making it less effective than an instant discount in inducing consumers' purchase. On the other hand, a portion of consumers with mail-in rebates fail to redeem them, resulting in savings for the retailer. We study how retailers, under pressure to move inventory, should use these two pricing tools to maximize ...
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作者：Dong, Hui; Nakayama, Marvin K.
作者单位：Rutgers University System; Rutgers University New Brunswick; Rutgers University Newark; New Jersey Institute of Technology
摘要：Quantiles are often used to measure risk of stochastic systems. We examine quantile estimators obtained using simulation with Latin hypercube sampling (LHS), a variance-reduction technique that efficiently extends stratified sampling to higher dimensions and produces negatively correlated outputs. We consider single-sample LHS (ssLHS), which minimizes the variance that can be obtained from LHS, and also replicated LHS (rLHS). We develop a consistent estimator of the asymptotic variance of the ...
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作者：Feng, Guiyun; Li, Xiaobo; Wang, Zizhuo
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：In this paper, we study the relationship between several well known classes of discrete choice models, i.e., the random utility model (RUM), the representative agent model (RAM), and the semiparametric choice model (SCM). Using a welfare-based model as an intermediate, we show that the RAM and the SCM are equivalent. Furthermore, we show that both models as well as the welfare-based model strictly subsume the RUM when there are three or more alternatives, while the four are equivalent when the...
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作者：He, Simai; Sethuraman, Jay; Wang, Xuan; Zhang, Jiawei
作者单位：Shanghai University of Finance & Economics; Columbia University; Hong Kong University of Science & Technology; New York University; New York University; NYU Shanghai
摘要：We consider the infinite-horizon multiple retailer joint replenishment problem with first-order interaction. In this model, the joint setup cost incurred by a group of retailers placing an order simultaneously consists of a group-independent major setup cost and retailer-specific minor setup costs. The goal is to determine an inventory replenishment policy that minimizes the long-run average system-wide cost. In this paper, we adopt a noncooperative approach to study the joint replenishment ga...
