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作者：Papier, Felix
作者单位：ESSEC Business School
摘要：We study the problem of allocating supply under advance demand information. We consider a company that must allocate limited inventory to different markets that open sequentially. To reduce uncertainty, the company receives advance demand information and updates forecasts about its markets each time it makes an allocation decision. We study the value and optimal use of this information. This research is motivated by an agrifood manufacturer that operates in several European countries. We devel...
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作者：Du, Chenhao; Cooper, William L.; Wang, Zizhuo
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：We consider a seller's problem of determining revenue-maximizing prices for an assortment of products that exhibit network effects. Customers make purchase decisions according to a multinomial logit choice model, modified-to incorporate network effects-so that the utility each individual customer gains from purchasing a particular product depends on the market's total consumption of that product. In the setting of homogeneous products, we show that if the network effect is comparatively weak, ...
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作者：Oreshkin, Boris N.; Regnard, Nazim; L'Ecuyer, Pierre
作者单位：Universite de Montreal
摘要：We propose, develop, and compare new stochastic models for the daily arrival rate in a call center. Following standard practice, the day is divided into time periods of equal length (e.g., 15 or 30 minutes), the arrival rate is assumed random but constant in time in each period, and the arrivals are from a Poisson process, conditional on the rate. The random rate for each period is taken as a deterministic base rate (or expected rate) multiplied by a random busyness factor having mean 1. Model...
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作者：Wang, Zizhuo
作者单位：University of Minnesota System; University of Minnesota Twin Cities
摘要：We consider the dynamic pricing problem a monopolistic seller faces when customers arrive in heterogeneous time periods and their purchase decisions are affected by reference prices formed from their past observations of prices. We illustrate that a new form of price discrimination opportunity exists in such situations, where the seller's optimal pricing strategy is a cyclic one, even when the customers are loss-neutral and their demand functions are identical. This result differs from those o...
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作者：Xie, Jing; Frazier, Peter I.; Chick, Stephen E.
作者单位：Cornell University; INSEAD Business School
摘要：This paper addresses discrete optimization via simulation. We show that allowing for both a correlated prior distribution on the means (e.g., with discrete Kriging models) and sampling correlation (e.g., with common random numbers, or CRN) can significantly improve the ability to quickly identify the best alternative. These two correlations are brought together for the first time in a highly sequential knowledge-gradient sampling algorithm, which chooses points to sample using a Bayesian value...
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作者：Pioro, Michal; Fouquet, Yoann; Nace, Dritan; Poss, Michael
作者单位：Warsaw University of Technology; Lund University; Sorbonne Universite; Universite de Technologie de Compiegne; Universite de Montpellier
摘要：Flow thinning (FT) is a concept of a traffic routing and protection strategy applicable to communication networks with variable capacity of links. In such networks, the links do not attain their nominal (maximum) capacity simultaneously, so in a typical network state only some links are fully available whereas on each of the remaining links only a fraction of its maximum capacity is usable. Every end-to-end traffic demand is assigned a set of logical tunnels whose total capacity is dedicated t...
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作者：Desir, Antoine; Goyal, Vineet; Wei, Yehua; Zhang, Jiawei
作者单位：Columbia University; Duke University; New York University; New York University; NYU Shanghai
摘要：Sparse process flexibility and the long chain have become important concepts in design flexible manufacturing systems. In this paper, we study the performance of the long chain in comparison to all designs with at most 2 n edges over n supply and n demand nodes. We show that, surprisingly, long chain is not always optimal in this class of networks even for i.i.d. demand distributions. In particular, we present a family of instances where a disconnected network with 2 n edges has a strictly bet...
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作者：Atkinson, Michael; Kress, Moshe; Lange, Rutger-Jan
作者单位：United States Department of Defense; United States Navy; Naval Postgraduate School; Vrije Universiteit Amsterdam; Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC
摘要：We analyze a variant of the whereabouts search problem, in which a searcher looks for a target hiding in one of n possible locations. Unlike in the classic version, our searcher does not pursue the target by actively moving from one location to the next. Instead, the searcher receives a stream of intelligence about the location of the target. At any time, the searcher can engage the location he thinks contains the target or wait for more intelligence. The searcher incurs costs when he engages ...
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作者：Nazerzadeh, Hamid; Perakis, Georgia
作者单位：University of Southern California; Massachusetts Institute of Technology (MIT)
摘要：We analyze the equilibrium of an incomplete information game consisting of two capacity-constrained suppliers and a single retailer. The capacity of each supplier is her private information. Conditioned on their capacities, the suppliers simultaneously and noncooperatively offer quantity-price schedules to the retailer. Then, the retailer decides on the quantities to purchase from each supplier to maximize his own utility. We prove the existence of a (pure strategy) Nash equilibrium for this g...
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作者：Elmachtoub, Adam N.; Levi, Retsef
作者单位：Columbia University; Massachusetts Institute of Technology (MIT)
摘要：We consider new online variants of supply chain management models, where in addition to production decisions, one also has to actively decide on which customers to serve. Specifically, customers arrive sequentially during a selection phase, and one has to decide whether to accept or reject each customer upon arrival. If a customer is rejected, then a lost-sales cost is incurred. Once the selection decisions are all made, one has to satisfy all the accepted customers with minimum possible produ...
