2期

最新文章

• Close the Gaps: A Learning-While-Doing Algorithm for Single-Product Revenue Management Problems AI翻译
  作者：Wang, Zizhuo; Deng, Shiming; Ye, Yinyu
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; Huazhong University of Science & Technology; Stanford University
  摘要：We consider a retailer selling a single product with limited on-hand inventory over a finite selling season. Customer demand arrives according to a Poisson process, the rate of which is influenced by a single action taken by the retailer (such as price adjustment, sales commission, advertisement intensity, etc.). The relationship between the action and the demand rate is not known in advance. However, the retailer is able to learn the optimal action on the fly as she maximizes her total expect...
• Multiproduct Price Optimization and Competition Under the Nested Logit Model with Product-Differentiated Price Sensitivities AI翻译
  作者：Gallego, Guillermo; Wang, Ruxian
  作者单位：Columbia University; Johns Hopkins University
  摘要：We study firms that sell multiple substitutable products and customers whose purchase behavior follows a nested logit model, of which the multinomial logit model is a special case. Customers make purchasing decisions sequentially under the nested logit model: they first select a nest of products and subsequently purchase one within the selected nest. We consider the multiproduct pricing problem under the general nested logit model with product-differentiated price sensitivities and arbitrary n...
• Sequential Resource Allocation for Nonprofit Operations AI翻译
  作者：Lien, Robert W.; Iravani, Seyed M. R.; Smilowitz, Karen R.
  作者单位：Northwestern University
  摘要：This paper studies a sequential resource allocation problem motivated by distribution operations of a nonprofit organization. The alternate objectives that arise in nonprofit (as opposed to commercial) operations lead to new variations on traditional problems in operations research and inventory management. Specifically, we consider the problem of distributing a scarce resource to meet customers' demands that are observed sequentially. An allocation policy that seeks to maximize profit may lea...
• Delay-Robust Event Scheduling AI翻译
  作者：Caprara, Alberto; Galli, Laura; Stiller, Sebastian; Toth, Paolo
  作者单位：University of Bologna; University of Pisa; Technical University of Berlin
  摘要：Robust optimisation is a well-established concept to deal with uncertainty. In particular, recovery-robust models are suitable for real-world contexts, where a certain amount of recovery-although limited-is often available. In this paper we describe a general framework to optimise event-based problems against delay propagation. We also present a real-world application to train platforming in the Italian railways in order to show the practical effectiveness of our framework.
• Market-Consistent Modeling for Cap-and-Trade Schemes and Application to Option Pricing AI翻译
  作者：Barrieu, Pauline; Fehr, Max
  作者单位：University of London; London School Economics & Political Science; University of London; London School Economics & Political Science
  摘要：In this paper we refer to the requirement for industrialized countries to reach a domestic target for greenhouse emissions, as ratified in the Kyoto Protocol, and propose a market-consistent model of futures price dynamics for cap-and-trade schemes designed in the spirit of the European Union Emissions Trading Scheme (EU ETS). Historical price dynamics for the EU ETS suggest that both European emission allowance (EUA) and certified emission reduction (CER) certificates, generated by a nondomes...
• One-Machine Sequencing to Minimize Total Tardiness: A Fourth Theorem for Emmons AI翻译
  作者：Kanet, John J.
  作者单位：University System of Ohio; University of Dayton
  摘要：In 1969 H. Emmons provided three theorems (Emmons 1-3) for determining precedence relations between pairs of jobs for the single-machine tardiness problem. We show here a fourth straightforward theorem that uses the information when the jobs in the pair are both known to precede a third job in an optimum sequence. The new theorem augments the three Emmons theorems and is shown to be a generalization of a theorem by Elmaghraby.
• When to Use Speedup: An Examination of Service Systems with Returns AI翻译
  作者：Chan, Carri W.; Yom-Tov, Galit; Escobar, Gabriel
  作者单位：Columbia University; Technion Israel Institute of Technology; Kaiser Permanente
  摘要：In a number of service systems, there can be substantial latitude to vary service rates. However, although speeding up service rate during periods of congestion may address a present congestion issue, it may actually exacerbate the problem by increasing the need for rework. We introduce a state-dependent queuing network where service times and return probabilities depend on the overloaded and underloaded state of the system. We use a fluid model to examine how different definitions of overload...
• Optimal Allocation of Resources in Airport Security: Profiling vs. Screening AI翻译
  作者：Bagchi, Aniruddha; Paul, Jomon Aliyas
  作者单位：University System of Georgia; Kennesaw State University
  摘要：This model examines the role of intelligence gathering and screening in providing airport security. We analyze this problem using a game between the government and a terrorist. By investing in intelligence gathering, the government can improve the precision of its information. In contrast, screening can be used to search a passenger and thereby deter terrorist attacks. We determine the optimal allocation of resources between these two strategies wherein we model the role of intelligence using ...
• On Markov Equilibria in Dynamic Inventory Competition AI翻译
  作者：Olsen, Tava Lennon; Parker, Rodney P.
  作者单位：University of Auckland; University of Chicago
  摘要：We provide a review of the types of equilibria typically found in operations management inventory papers and a discussion on when the commonly used stationary infinite-horizon (open-loop) equilibrium may be sufficient for study. We focus particularly on order-up-to and basestock equilibria in the context of inventory duopolies. We give conditions under which the stationary infinite-horizon equilibrium is also a Markov perfect (closed-loop) equilibrium. These conditions are then applied to thre...
• Fabrication-Adaptive Optimization with an Application to Photonic Crystal Design AI翻译
  作者：Men, Han; Freund, Robert M.; Nguyen, Ngoc C.; Saa-Seoane, Joel; Peraire, Jaime
  作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
  摘要：It is often the case that the computed optimal solution of an optimization problem cannot be implemented directly, irrespective of data accuracy, because of either (i) technological limitations (such as physical tolerances of machines or processes), (ii) the deliberate simplification of a model to keep it tractable (by ignoring certain types of constraints that pose computational difficulties), and/or (iii) human factors (getting people to do the optimal solution). Motivated by this observatio...