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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：Reiman, Martin I.; Wang, Qiong
作者单位：Alcatel-Lucent; University of Illinois System; University of Illinois Urbana-Champaign
摘要：Optimizing multiproduct assemble-to-order (ATO) inventory systems is a long-standing difficult problem. We consider ATO systems with identical component lead times and a general bill of materials. We use a related two-stage stochastic program (SP) to set a lower bound on the average inventory cost and develop inventory control policies for the dynamic ATO system using this SP. We apply the first-stage SP optimal solution to specify a base-stock replenishment policy, and the second-stage SP re...
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作者：Federgruen, Awi; Hu, Ming
作者单位：Columbia University; University of Toronto
摘要：We address a generic price competition model in an industry with an arbitrary number of competitors, each offering all or a subset of a given line of N products. The products are substitutes in the sense that the demand volume of each product weakly increases whenever the price of another product increases. The cost structure is linear, with arbitrary cost rates. Our demand model is the unique regular extension of a set of demand functions that are affine in a limited polyhedral subset of the ...
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作者：Thanh Nguyen
作者单位：Purdue University System; Purdue University
摘要：We analyze a noncooperative bargaining game with a general coalition structure. In each period an opportunity for a feasible coalition to form arises according to a stochastic process, and a randomly selected agent in the coalition makes a take-it-or-leave-it offer to the other agents in the coalition. We develop a new technique based on convex programming to characterize the unique stationary equilibrium payoff of the game. We apply the framework to various settings including trading networks...
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作者：Chao, Xiuli; Gong, Xiting; Shi, Cong; Zhang, Huanan
作者单位：University of Michigan System; University of Michigan; Chinese University of Hong Kong
摘要：We develop the first approximation algorithms with worst-case performance guarantees for periodic-review perishable inventory systems with general product lifetime, for both backlogging and lost-sales models. The demand process can be nonstationary and correlated over time, capturing such features as demand seasonality and forecast updates. The optimal control policy for such systems is notoriously complicated, thus finding effective heuristic policies is of practical importance. In this paper...
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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.
