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作者：Kong, Qingxia; Lee, Chung-Yee; Teo, Chung-Piaw; Zheng, Zhichao
作者单位：Universidad Adolfo Ibanez; Hong Kong University of Science & Technology; National University of Singapore
摘要：In this paper we investigate a stochastic appointment-scheduling problem in an outpatient clinic with a single doctor. The number of patients and their sequence of arrivals are fixed, and the scheduling problem is to determine an appointment time for each patient. The service durations of the patients are stochastic, and only the mean and covariance estimates are known. We do not assume any exact distributional form of the service durations, and we solve for distributionally robust schedules t...
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作者：Henderson, Vicky; Hobson, David
作者单位：University of Oxford; University of Warwick
摘要：In this paper we model the behavior of a risk-averse agent who seeks to maximize expected utility and who has an indivisible asset and a timing option over when to sell this asset. Our main contribution is to show that, contrary to intuition, optimal behavior for such a risk-averse agent can include risk-increasing gambles. For example, a manager with a choice over when to disinvest from a project, a private homeowner with a property to sell, or an employee with a grant of American-style stock...
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作者：Oener, Kurtulus Baris; Scheller-Wolf, Alan; van Houtum, Geert-Jan
作者单位：Carnegie Mellon University; Eindhoven University of Technology
摘要：We consider a user who buys a number of identical technical systems (e. g., medical, manufacturing, or communication systems) for which she must have very high availability. In such a situation, there are typically several options that the user can choose to facilitate this availability: cold standby redundancy for critical components, buying spare parts with the systems so failed parts can be replaced quickly, and/or application of an emergency procedure to expedite repairs when there is a st...
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作者：Ward, Amy R.; Armony, Mor
作者单位：University of Southern California; New York University
摘要：In a call center, arriving customers must be routed to available servers, and servers that have just become available must be scheduled to help waiting customers. These dynamic routing and scheduling decisions are very difficult, because customers have different needs and servers have different skill levels. A further complication is that it is preferable that these decisions are made blindly; that is, they depend only on the system state and not on system parameter information such as call ar...
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作者：Chen, Xi; Ankenman, Bruce E.; Nelson, Barry L.
作者单位：Virginia Commonwealth University; Northwestern University
摘要：Stochastic kriging is a new metamodeling technique for effectively representing the mean response surface implied by a stochastic simulation; it takes into account both stochastic simulation noise and uncertainty about the underlying response surface of interest. We show theoretically, through some simplified models, that incorporating gradient estimators into stochastic kriging tends to significantly improve surface prediction. To address the issue of which type of gradient estimator to use, ...
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作者：Nikolaev, Alexander G.; Jacobson, Sheldon H.; Cho, Wendy K. Tam; Sauppe, Jason J.; Sewell, Edward C.
作者单位：State University of New York (SUNY) System; University at Buffalo, SUNY; University of Illinois System; University of Illinois Urbana-Champaign; University of Illinois System; University of Illinois Urbana-Champaign; University of Illinois System; University of Illinois Urbana-Champaign; University of Illinois System; University of Illinois Urbana-Champaign; Southern Illinois University System; Southern Illinois University Edwardsville
摘要：Scientists in all disciplines attempt to identify and document causal relationships. Those not fortunate enough to be able to design and implement randomized control trials must resort to observational studies. To make causal inferences outside the experimental realm, researchers attempt to control for bias sources by postprocessing observational data. Finding the subset of data most conducive to unbiased or least biased treatment effect estimation is a challenging, complex problem. However, t...
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作者：Goodson, Justin C.; Ohlmann, Jeffrey W.; Thomas, Barrett W.
作者单位：Saint Louis University; University of Iowa
摘要：We develop a family of rollout policies based on fixed routes to obtain dynamic solutions to the vehicle routing problem with stochastic demand and duration limits (VRPSDL). In addition to a traditional one-step rollout policy, we leverage the notions of the pre- and post-decision state to distinguish two additional rollout variants. We tailor our rollout policies by developing a dynamic decomposition scheme that achieves high quality solutions to large problem instances with reasonable comput...
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作者：Bertsimas, Dimitris; Nasrabadi, Ebrahim; Stiller, Sebastian
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Technical University of Berlin
摘要：We study network flow problems in an uncertain environment from the viewpoint of robust optimization. In contrast to previous work, we consider the case that the network parameters (e.g., capacities) are known and deterministic, but the network structure (e.g., nodes and arcs) is subject to uncertainty. In this paper, we study the robust and adaptive versions of the maximum flow problem and minimum cut problems in networks with node and arc failures, and establish structural and computational ...
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作者：Saaty, Thomas L.
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：This paper presents a summary of the discrete mathematical part of my work, the Analytic Hierarchy Process (AHP) and its generalization to dependence and feedback, the Analytic Network Process (ANP), for measuring tangible and intangible factors, particularly as applied to decision making. The factors of the decision are arranged in hierarchical or network structures and judgments are then made by the decision maker, or by an expert, about the dominant element for each pair with respect to a c...
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作者：Lin, Kyle Y.; Atkinson, Michael R.; Chung, Timothy H.; Glazebrook, Kevin D.
作者单位：United States Department of Defense; United States Navy; Naval Postgraduate School; United States Department of Defense; United States Navy; Naval Postgraduate School; Lancaster University
摘要：This paper presents a patrol problem, where a patroller traverses a graph through edges to detect potential attacks at nodes. To design a patrol policy, the patroller needs to take into account not only the graph structure, but also the different attack time distributions, as well as different costs incurred due to successful attacks, at different nodes. We consider both random attackers and strategic attackers. A random attacker chooses which node to attack according to a probability distribu...
