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作者：Kohli, Rajeev; Jedidi, Kamel
作者单位：Columbia University
摘要：Elimination by aspects (EBA) is a random utility model that is considered to represent the choice process used by consumers more faithfully than logit and probit models. One limitation of the model is that it does not have a known error theory. We show that EBA can be derived by assuming that aspects have random utilities with independent, extreme value distributions. Multinomial logit and rank-ordered logit models are special cases of EBA.
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作者：Pinker, Edieal J.
作者单位：Yale University
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作者：Shang, Kevin H.; Tao, Zhijie; Zhou, Sean X.
作者单位：Duke University; Shanghai University of Finance & Economics; Chinese University of Hong Kong
摘要：We consider a periodic-review inventory system in which N non-identical retailers replenish from a warehouse, which further replenishes from an outside vendor with ample supply. Each facility faces Poisson demand and replenishes according to a base-stock policy in a fixed time interval. Fixed costs are incurred for placing an order. The warehouse fills the retailers' orders in the same sequence as the occurrence of the demand at the retailers. The objective is to minimize the average system co...
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作者：Tsetlin, Ilia; Winkler, Robert L.; Huang, Rachel J.; Tzeng, Larry Y.
作者单位：INSEAD Business School; Duke University; National Central University; National Taiwan University
摘要：Almost stochastic dominance allows small violations of stochastic dominance rules to avoid situations where most decision makers prefer one alternative to another but stochastic dominance cannot rank them. While the idea behind almost stochastic dominance is quite promising, it has not caught on in practice. Implementation issues and inconsistencies between integral conditions and their associated utility classes contribute to this situation. We develop generalized almost second-degree stochas...
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作者：Abbas, Ali E.; Bell, David E.
作者单位：University of Southern California; University of Southern California; Harvard University
摘要：We study the problem of finding ordinal utility functions to rank the outcomes of a decision when preference independence between the attributes is not present. We propose that the next level of complexity is to assume that preferences over one attribute can switch at most once as another attribute varies from low to high. We refer to this property as ordinal one-switch independence. We present both necessary and sufficient conditions for this ordinal property to hold and provide families of f...
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作者：Izady, Navid
作者单位：Solent University; University of Southampton
摘要：Specialty clinics provide specialized care for patients referred by primary care physicians, emergency departments, or other specialists. Urgent patients must often be seen on the referral day, whereas nonurgent referrals are typically booked an appointment for the future. To deliver a balanced performance, the clinics must know how much appointment capacity is needed for achieving a reasonably quick access for nonurgent patients. To help identify the capacity that leads to the desired perform...
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作者：Deo, Sarang; Rajaram, Kumar; Rath, Sandeep; Karmarkar, Uday S.; Goetz, Matthew B.
作者单位：Indian School of Business (ISB); University of California System; University of California Los Angeles; US Department of Veterans Affairs; Veterans Health Administration (VHA)
摘要：We analyzed the planning problem for HIV screening, testing, and care. This problem consists of determining the optimal fraction of patients to be screened in every period as well as the optimum staffing level at each part of the healthcare system to maximize the total health benefits to the patients measured by quality-adjusted life-years (QALYs) gained. We modeled this problem as a nonlinear mixed integer programming program comprising disease progression (the transition of the patients acro...
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作者：Li, Guang; Rusmevichientong, Paat; Topaloglu, Huseyin
作者单位：University of Southern California; Cornell University
摘要：We consider assortment and price optimization problems under the d-level nested logit model. In the assortment optimization problem, the goal is to find the revenue-maximizing assortment of products to offer, when the prices of the products are fixed. Using a novel formulation of the d-level nested logit model as a tree of depth d, we provide an efficient algorithm to find the optimal assortment. For a d-level nested logit model with n products, the algorithm runs in O(dn log n) time. In the p...
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作者：Liu, Guangwu
作者单位：City University of Hong Kong
摘要：The 2007-2009 financial turmoil highlighted the need for more active management of credit portfolios. After measuring portfolio credit risk, an important step toward active risk management is to measure risk contributions of individual obligors to the overall risk of the portfolio. In practice, value-at-risk is often used as a risk measure for credit portfolios, and it can be decomposed into a sum of the risk contributions of individual obligors. Estimation of these risk contributions is compu...
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作者：Xu, Kuang
作者单位：Stanford University
摘要：We study the necessity of predictive information in a class of queueing admission control problems, where a system manager is allowed to divert incoming jobs up to a fixed rate, in order to minimize the queueing delay experienced by the admitted jobs. Spencer et al. (2014) [Spencer J, Sudan M, Xu K (2014) Queuing with future information. Ann. Appl. Probab. 24(5): 2091-2142.] show that the system's delay performance can be significantly improved by having access to future information in the for...
