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作者：Shapiro, Alexander; Tekaya, Wajdi; Soares, Murilo Pereira; da Costa, Joari Paulo
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：In this paper we discuss multistage programming with the data process subject to uncertainty. We consider a situation where the data process can be naturally separated into two components: one can be modeled as a random process, with a specified probability distribution, and the other one can be treated from a robust (worst-case) point of view. We formulate this in a time consistent way and derive the corresponding dynamic programming equations. To solve the obtained multistage problem, we dev...
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作者：Nazerzadeh, Hamid; Saberi, Amin; Vohra, Rakesh
作者单位：University of Southern California; Stanford University; Northwestern University
摘要：We examine the problem of allocating an item repeatedly over time amongst a set of agents. The value that each agent derives from consumption of the item may vary over time. Furthermore, it is private information to the agent, and prior to consumption it may be unknown to that agent. We describe a mechanism based on a sampling-based learning algorithm that under suitable assumptions is asymptotically individually rational, asymptotically Bayesian incentive compatible, and asymptotically ex ant...
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作者：Osorio, Carolina; Bierlaire, Michel
作者单位：Massachusetts Institute of Technology (MIT); Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要：This paper proposes a simulation-based optimization (SO) method that enables the efficient use of complex stochastic urban traffic simulators to address various transportation problems. It presents a metamodel that integrates information from a simulator with an analytical queueing network model. The proposed metamodel combines a general-purpose component (a quadratic polynomial), which provides a detailed local approximation, with a physical component (the analytical queueing network model), ...
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作者：Agrawal, Paras M.; Sharda, Ramesh
作者单位：Oklahoma State University System; Oklahoma State University - Stillwater
摘要：In physics, at the beginning of the twentieth century it was recognized that some experiments could not be explained by the conventional classical mechanics, but the same could be explained by the newly discovered quantum theory. It resulted in a new mechanics called quantum mechanics that revolutionized scientific and technological developments. Again, at the beginning of the twenty-first century, it is being recognized that some experiments related to the human decision-making processes coul...
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作者：Cherchye, Laurens; De Rock, Bram; Dierynck, Bart; Roodhooft, Filip; Sabbe, Jeroen
作者单位：KU Leuven; Universite Libre de Bruxelles; Tilburg University; Vlerick Business School
摘要：We develop a new data envelopment analysis (DEA)-based methodology for measuring the efficiency of decision-making units (DMUs) characterized by multiple inputs and multiple outputs. The distinguishing feature of our method is that it explicitly includes information about output-specific inputs and joint inputs in the efficiency evaluation. This method contributes to.opening the black box of efficiency measurement in two different ways. First, including information on the input allocation subs...
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作者：Kim, Song-Hee; Whitt, Ward
作者单位：Columbia University
摘要：The theory supporting Little's Law (L = lambda W) is now well developed, applying to both limits of averages and expected values of stationary distributions, but applications of Little's Law with actual system data involve measurements over a finite-time interval, which are neither of these. We advocate taking a statistical approach with such measurements. We investigate how estimates of L and lambda can be used to estimate W when the waiting times are not observed. We advocate estimating conf...
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作者：Dai, Wanyang
作者单位：Nanjing University; Nanjing University
摘要：We design a dynamic rate scheduling policy of Markov type by using the solution (a social optimal Nash equilibrium point) to a utility-maximization problem over a randomly evolving capacity set for a stochastic system of generalized processor-sharing queues in a random environment whose job arrivals to each queue follow a doubly stochastic renewal process (DSRP). Both the random environment and the random arrival rate of each DSRP are driven by a finite state continuous time Markov chain. The ...
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作者：Levi, Retsef; Shi, Cong
作者单位：Massachusetts Institute of Technology (MIT); University of Michigan System; University of Michigan
摘要：We develop new algorithmic approaches to compute provably near-optimal policies for multiperiod stochastic lot-sizing inventory models with positive lead times, general demand distributions, and dynamic forecast updates. The policies that are developed have worst-case performance guarantees of 3 and typically perform very close to optimal in extensive computational experiments. The newly proposed algorithms employ a novel randomized decision rule. We believe that these new algorithmic and perf...
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作者：Ahn, Hyun-Soo; Lewis, Mark E.
作者单位：University of Michigan System; University of Michigan; Cornell University
摘要：We consider the question of how routing and allocation can be coordinated to meet the challenge of demand variability in a parallel queueing system serving two types of customers. A decision maker decides whether to keep customers at the station at which they arrived or to reroute them to the other station. At the same time, the decision maker has two servers and must decide where to allocate their effort. We analyze this joint decision-making scenario with both routing and station-dependent h...
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作者：Rustogi, Kabir; Strusevich, Vitaly A.
作者单位：University of Greenwich
摘要：We consider the classical scheduling problems of processing jobs on identical parallel machines to minimize (i) the makespan (the maximum completion time) or (ii) the total flow time (the sum of the completion times). The focus of this study is on the impact that additional machines may have, if added to the system. We measure such a machine impact by the ratio of the value of the objective function computed with the original number of machines to the one computed with extra machines. We give ...
