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作者：Wang, Jue; Lee, Chi-Guhn
作者单位：University of Toronto
摘要：We study a multistate partially observable process control model with a general state transition structure. The process is initially in control and subject to Markovian deterioration that can bring it to out-of-control states. The process may continue making transitions among the out-of-control states, or even back to the in-control state until it reaches an absorbing state. We assume that at least one out-of-control state is absorbing. The objective is to minimize the expected total cost over...
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作者：Chen, Lucy Gongtao; Long, Daniel Zhuoyu; Sim, Melvyn
作者单位：National University of Singapore; Chinese University of Hong Kong
摘要：We investigate a dynamic decision model that facilitates a target-oriented decision maker in regulating her risky consumption based on her desired target consumption level in every period in a finite planning horizon. We focus on dynamic operational decision problems of a firm where risky cash flows are being resolved over time. The firm can finance consumption by borrowing or saving to attain prescribed consumption targets over time. To evaluate the ability of the consumption in meeting respe...
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作者：Luo, Jun; Hong, L. Jeff; Nelson, Barry L.; Wu, Yang
作者单位：Shanghai Jiao Tong University; City University of Hong Kong; City University of Hong Kong; Northwestern University
摘要：Fully sequential ranking-and-selection (R&S) procedures to find the best from a finite set of simulated alternatives are often designed to be implemented on a single processor. However, parallel computing environments, such as multi-core personal computers and many-core servers, are becoming ubiquitous and easily accessible for ordinary users. In this paper, we propose two types of fully sequential procedures that can be used in parallel computing environments. We call them vector-filling proc...
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作者：Gallien, Jeremie; Mersereau, Adam J.; Garro, Andres; Dapena Mora, Alberte; Novoa Vidal, Martin
作者单位：University of London; London Business School; University of North Carolina; University of North Carolina Chapel Hill; Boston Consulting Group (BCG)
摘要：Given uncertain popularity of new products by location, fast fashion retailer Zara faces a trade-off. Large initial shipments to stores reduce lost sales in the critical first days of the product life cycle, but maintaining stock at the warehouse allows restocking flexibility once initial sales are observed. In collaboration with Zara, we develop and test a decision support system featuring a data-driven model of forecast updating and a dynamic optimization formulation for allocating limited s...
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作者：Kanet, John J.; Della Croce, Federico; Koulamas, Christos; T'kindt, Vincent
作者单位：University System of Ohio; University of Dayton; Polytechnic University of Turin; Consiglio Nazionale delle Ricerche (CNR); Istituto di Elettronica e di Ingegneria dell'Informazione e delle Telecomunicazioni (IEIIT-CNR); State University System of Florida; Florida International University; Universite de Tours
摘要：We clarify that Theorem 4 in Kanet (2014) [Kanet JJ (2014) One-machine sequencing to minimize total tardiness: A fourth theorem for Emmons. Oper. Res. 62(2): 345-347] is not incremental to Theorem 3 of Emmons (1969) [Emmons H (1969) One-machine sequencing to minimize certain functions of job tardiness. Oper. Res. 17(4): 701-715.] for the single-machine total tardiness problem.
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作者：Goh, Joel; Bjarnadottir, Margret V.; Bayati, Mohsen; Zenios, Stefanos A.
作者单位：Harvard University; University System of Maryland; University of Maryland College Park; Stanford University
摘要：Postmarketing drug surveillance is the process of monitoring the adverse events of pharmaceutical or medical devices after they are approved by the appropriate regulatory authorities. Historically, such surveillance was based on voluntary reports by medical practitioners, but with the widespread adoption of electronic medical records and comprehensive patient databases, surveillance systems that utilize such data are of considerable interest. Unfortunately, existing methods for analyzing the d...
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作者：Ben-Tal, Aharon; Hazan, Elad; Koren, Tomer; Mannor, Shie
作者单位：Technion Israel Institute of Technology; Tilburg University; Princeton University; Technion Israel Institute of Technology
摘要：Robust optimization is a common optimization framework under uncertainty when problem parameters are unknown, but it is known that they belong to some given uncertainty set. In the robust optimization framework, a min-max problem is solved wherein a solution is evaluated according to its performance on the worst possible realization of the parameters. In many cases, a straightforward solution to a robust optimization problem of a certain type requires solving an optimization problem of a more ...
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作者：Bandi, Chaithanya; Bertsimas, Dimitris; Youssef, Nataly
作者单位：Northwestern University; Massachusetts Institute of Technology (MIT)
摘要：We propose an alternative approach for studying queues based on robust optimization. We model the uncertainty in the arrivals and services via polyhedral uncertainty sets, which are inspired from the limit laws of probability. Using the generalized central limit theorem, this framework allows us to model heavy-tailed behavior characterized by bursts of rapidly occurring arrivals and long service times. We take a worst-case approach and obtain closed-form upper bounds on the system time in a mu...
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作者：Jiang, Guangxin; Fu, Michael C.
作者单位：Tongji University; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park
摘要：Hong (2009) [Hong LJ (2009) Estimating quantile sensitivities. Oper. Res. 57(1):118-130.] introduced a general framework based on probability sensitivities and a conditional expectation relationship for estimating quantile sensitivities by infinitesimal perturbation analysis (IPA). We present an alternative more direct derivation of the IPA estimators that leads to simplified proofs for strong consistency and convergence rate of the unbatched estimator, and strong consistency and a central lim...
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作者：Shechter, Steven M.; Ghassemi, Farhad; Gocgun, Yasin; Puterman, Martin L.
作者单位：University of British Columbia; Amazon.com; Altinbas University
摘要：We consider the search for a target whose precise location is uncertain. The search region is divided into grid cells, and the searcher decides which cell to visit next and whether to search it quickly or slowly. A quick search of a cell containing the target may damage it, resulting in a failed search, or it may locate the target safely. If the target is not in the cell, the search continues over the remaining cells. If a slow search is performed on a cell, then the search ends in failure wit...
