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作者：Chen, Xi; Zhang, Jiawei; Zhou, Yuan
作者单位：New York University; New York University; New York University; NYU Shanghai; Massachusetts Institute of Technology (MIT)
摘要：We study the problem of how to design a sparse flexible process structure in a balanced and symmetrical production system to match supply with random demand more effectively. Our goal is to provide a sparsest design to achieve (1 - epsilon)-optimality relative to the fully flexible system. In a balanced system with n plants and n products, Chou et al. (2011) proved that there exists a graph expander with Omicron(n/epsilon) arcs to achieve (1 - epsilon)-optimality for every demand realization. ...
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作者：Bertsimas, Dimitris; Georghiou, Angelos
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Swiss Federal Institutes of Technology Domain; ETH Zurich
摘要：In recent years, decision rules have been established as the preferred solution method for addressing computationally demanding, multistage adaptive optimization problems. Despite their success, existing decision rules (a) are typically constrained by their a priori design and (b) do not incorporate in their modeling adaptive binary decisions. To address these problems, we first derive the structure for optimal decision rules involving continuous and binary variables as piecewise linear and pi...
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作者：Qi, Wei; Liang, Yong; Shen, Zuo-Jun Max
作者单位：Tsinghua University; Tsinghua University; University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要：Regions with abundant wind resources usually have no ready access to the existing electric grid. However, building transmission lines that instantaneously deliver all geographically distributed wind energy can be costly. Energy storage (ES) systems can help reduce the cost of bridging wind farms and grids and mitigate the intermittency of wind outputs. In this paper, we propose models of transmission network planning with colocation of ES systems. Our models determine the sizes and sites of ES...
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作者：Xu, Ying; Scheller-Wolf, Alan; Sycara, Katia
作者单位：Carnegie Mellon University; Carnegie Mellon University
摘要：We propose a static service differentiation policy for a single-server queueing system serving homogeneous customers. We show that by randomly assigning customers different service grades with different service rates, the average waiting time can be reduced without affecting the mean service time. Such differentiation introduces more service time variability, but it also creates information that enables the implementation of service rate-based scheduling, which mitigates the increased variance...
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作者：Kim, Kibaek; Mehrotra, Sanjay
作者单位：Northwestern University
摘要：We study the problem of integrated staffing and scheduling under demand uncertainty. This problem is formulated as a two-stage stochastic integer program with mixed-integer recourse. The here-and-now decision is to find initial staffing levels and schedules. The wait-and-see decision is to adjust these schedules at a time closer to the actual date of demand realization. We show that the mixed-integer rounding inequalities for the second-stage problem convexify the recourse function. As a resul...
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作者：Demirel, Sueleyman; Duenyas, Izak; Kapuscinski, Roman
作者单位：Amazon.com; University of Michigan System; University of Michigan
摘要：Consider a firm that produces multiple products on dedicated production lines (stage 1), which are further customized/calibrated on a shared resource (stage 2), common to all products. The dedicated production lines and the shared resource for calibration face capacity uncertainties. The firm holds inventory of products that are not yet calibrated and carries out calibration when an order is received. We analyze a multiperiod inventory model for two products and derive the optimal production p...
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作者：Dey, Santanu S.; Gupte, Akshay
作者单位：University System of Georgia; Georgia Institute of Technology; Clemson University
摘要：The pq-relaxation for the pooling problem can be constructed by applying McCormick envelopes for each of the bilinear terms appearing in the so-called pq-formulation of the pooling problem. This relaxation can be strengthened by using piecewise-linear functions that over-and under-estimate each bilinear term. Although there is a significant amount of empirical evidence to show that such piecewise-linear relaxations, which can be written as mixed-integer linear programs (MILPs), yield good boun...
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作者：Kim, Sang-Hyun
作者单位：Yale University
摘要：We examine the interplay between two important decisions that impact environmental performance in a production setting: inspections performed by a regulator and noncompliance disclosure by a production firm. To preempt the penalty that will be levied once a compliance violation is discovered in an inspection, the firm dynamically decides whether it should disclose a random occurrence of noncompliance. Anticipating this, the regulator determines inspection frequency and penalty amounts to minim...
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作者：Helm, Jonathan E.; Lavieri, Mariel S.; Van Oyen, Mark P.; Stein, Joshua D.; Musch, David C.
作者单位：Indiana University System; Indiana University Bloomington; IU Kelley School of Business; University of Michigan System; University of Michigan; University of Michigan System; University of Michigan
摘要：In managing chronic diseases such as glaucoma, the timing of periodic examinations is crucial, as it may significantly impact patients' outcomes. We address the question of when to monitor a glaucoma patient by integrating a dynamic, stochastic state space system model of disease evolution with novel optimization approaches to predict the likelihood of progression at any future time. Information about each patient's disease state is learned sequentially through a series of noisy medical tests....
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作者：den Boer, Arnoud V.; Zwart, Bert
作者单位：University of Twente; Centrum Wiskunde & Informatica (CWI); Vrije Universiteit Amsterdam
摘要：We study a dynamic pricing problem with finite inventory and parametric uncertainty on the demand distribution. Products are sold during selling seasons of finite length, and inventory that is unsold at the end of a selling season perishes. The goal of the seller is to determine a pricing strategy that maximizes the expected revenue. Inference on the unknown parameters is made by maximum-likelihood estimation. We show that this problem satisfies an endogenous learning property, which means tha...
