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作者：Chen, Xin; Pang, Zhan; Pan, Limeng
作者单位：Nanjing University; University of Illinois System; University of Illinois Urbana-Champaign; Lancaster University
摘要：We analyze a joint pricing and inventory control problem for a perishable product with a fixed lifetime over a finite horizon. In each period, demand depends on the price of the current period plus an additive random term. Inventories can be intentionally disposed of, and those that reach their lifetime have to be disposed of. The objective is to find a joint pricing, ordering, and disposal policy to maximize the total expected discounted profit over the planning horizon taking into account li...
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作者：Nikolova, E.; Stier-Moses, N. E.
作者单位：University of Texas System; University of Texas Austin; Texas A&M University System; Texas A&M University College Station; Columbia University; Universidad Torcuato Di Tella; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET)
摘要：Heavy and uncertain traffic conditions exacerbate the commuting experience of millions of people across the globe. When planning important trips, commuters typically add an extra buffer to the expected trip duration to ensure on-time arrival. Motivated by this, we propose a new traffic assignment model that takes into account the stochastic nature of travel times. Our model extends the traditional model of Wardrop competition when uncertainty is present in the network. The focus is on strategi...
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作者：Helm, Jonathan E.; Van Oyen, Mark P.
作者单位：Indiana University System; IU Kelley School of Business; Indiana University Bloomington; University of Michigan System; University of Michigan
摘要：Hospitals typically lack effective enterprise level strategic planning of bed and care resources, contributing to bed census levels that are statistically out of control. This system dysfunction manifests itself in bed block, surgical cancelation, ambulance diversions, and operational chaos. This is the classic hospital admission scheduling and control (HASC) problem, which has been addressed in its entirety only through inexact simulation-based search heuristics. This paper develops new analy...
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作者：Hernandez, Penelope; von Stengel, Bernhard
作者单位：University of Valencia; University of Valencia; University of London; London School Economics & Political Science
摘要：This paper studies the stability of communication protocols that deal with transmission errors. We consider a coordination game between an informed sender and an uninformed receiver, who communicate over a noisy channel. The sender's strategy, called a code, maps states of nature to signals. The receiver's best response is to decode the received channel output as the state with highest expected receiver payoff. Given this decoding, an equilibrium or Nash code results if the sender encodes ever...
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作者：Toriello, Alejandro; Haskell, William B.; Poremba, Michael
作者单位：University System of Georgia; Georgia Institute of Technology; University of Southern California
摘要：We propose a dynamic traveling salesman problem (TSP) with stochastic arc costs motivated by applications, such as dynamic vehicle routing, in which the cost of a decision is known only probabilistically beforehand but is revealed dynamically before the decision is executed. We formulate this as a dynamic program (DP) and compare it to static counterparts to demonstrate the advantage of the dynamic paradigm over an a priori approach. We then apply approximate linear programming (ALP) to overco...
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作者：Levin, Yuri; Nediak, Mikhail; Bazhanov, Andrei
作者单位：Queens University - Canada
摘要：We consider a dynamic pricing problem for a monopolistic company selling a perishable product when customer demand is both uncertain and occurs in batches that must be fulfilled as a whole. The seller can price-discriminate between different sized batches by setting different unit prices. The problem is modeled as a stochastic optimal control problem to find an inventory-contingent dynamic pricing policy that maximizes the expected total revenues. We find the optimal pricing policy and prove s...
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作者：Hu, Ming; Yang, Yi
作者单位：University of Toronto; Zhejiang University
摘要：We consider the classic continuous-review N stage serial inventory system with a homogeneous Poisson demand arrival process at the most downstream stage (Stage 1). Any shipment to each stage, regardless of its size, incurs a positive fixed setup cost and takes a positive constant lead time. The optimal policy for this system under the long-run average cost criterion is unknown. Finding a good worst-case performance guarantee remains an open problem. We tackle this problem by introducing a clas...
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作者：Contreras, Ivan; Fernandez, Elena
作者单位：Concordia University - Canada; Universite de Montreal; Universitat Politecnica de Catalunya
摘要：This paper highlights how a general class of hub location problems can be modeled as the minimization of a real-valued supermodular set function. Well-known problems such as uncapacitated hub location, p-hub median, and hub arc location, among others, are shown to be particular cases of this class. Two integer programming formulations are introduced and compared. One uses path-based variables, frequently employed in hub location, whereas the other exploits properties of supermodular functions....
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作者：Cote, Jean-Francois; Dell'Amico, Mauro; Iori, Manuel
作者单位：Laval University; Universita di Modena e Reggio Emilia
摘要：We study the strip packing problem, in which a set of two-dimensional rectangular items has to be packed in a rectangular strip of fixed width and infinite height, with the aim of minimizing the height used. The problem is important because it models a large number of real-world applications, including cutting operations where stocks of materials such as paper or wood come in large rolls and have to be cut with minimum waste, scheduling problems in which tasks require a contiguous subset of id...
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作者：Chen, Wei; Dawande, Milind; Janakiraman, Ganesh
作者单位：University of Texas System; University of Texas Dallas
摘要：We study fixed-dimensional stochastic dynamic programs in a discrete setting over a finite horizon. Under the primary assumption that the cost-to-go functions are discrete L-\tau-convex, we propose a pseudo-polynomial time approximation scheme that solves this problem to within an arbitrary prespecified additive error of epsilon > 0. The proposed approximation algorithm is a generalization of the explicit-enumeration algorithm and offers us full control in the trade-off between accuracy and ru...
