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最新文章

• Technical Note-Managing a Secret Project AI翻译
  作者：Pinker, Edieal; Szmerekovsky, Joseph; Tilson, Vera
  作者单位：University of Rochester; North Dakota State University Fargo; University of Rochester
  摘要：We study project scheduling in a competitive setting taking the perspective of a project manager with an adversary, using a Stackelberg game format. The project manager seeks to limit the adversary's opportunity to react to the project and therefore wants to manage the project in a way that keeps the adversary in the dark as long as possible while completing the project on time. We formulate and illustrate a new form of project management problem for secret projects where the project manager u...
• A Polynomial Time Algorithm for Rayleigh Ratio on Discrete Variables: Replacing Spectral Techniques for Expander Ratio, Normalized Cut, and Cheeger Constant AI翻译
  作者：Hochbaum, Dorit S.
  作者单位：University of California System; University of California Berkeley
  摘要：A general form of minimizing the Rayleigh ratio on discrete variables is shown here, for the first time, to be polynomial time solvable. This is significant because major problems in clustering, partitioning, and imaging can be presented as the Rayleigh ratio minimization on discrete variables and an orthogonality constraint. These challenging problems are modeled as the normalized cut problem, the graph expander ratio problem, the Cheeger constant problem, or the conductance problem, all of w...
• Risk Aversion, Indivisible Timing Options, and Gambling AI翻译
  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...
• Redundancy Optimization for Critical Components in High-Availability Technical Systems AI翻译
  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...
• Blind Fair Routing in Large-Scale Service Systems with Heterogeneous Customers and Servers AI翻译
  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...
• Rollout Policies for Dynamic Solutions to the Multivehicle Routing Problem with Stochastic Demand and Duration Limits AI翻译
  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...
• Computing the Nondominated Surface in Tri-Criterion Portfolio Selection AI翻译
  作者：Hirschberger, Markus; Steuer, Ralph E.; Utz, Sebastian; Wimmer, Maximilian; Qi, Yue
  作者单位：University System of Georgia; University of Georgia; University of Regensburg; Nankai University
  摘要：Computing the nondominated set of a multiple objective mathematical program has long been a topic in multiple criteria decision making. In this paper, motivated by the desire to extend Markowitz portfolio selection to an additional linear criterion (dividends, liquidity, sustainability, etc.), we demonstrate an exact method for computing the nondominated set of a tri-criterion program that is all linear except for the fact that one of its objectives is to minimize a convex quadratic function. ...
• Building Reliable Air-Travel Infrastructure Using Empirical Data and Stochastic Models of Airline Networks AI翻译
  作者：Arikan, Mazhar; Deshpande, Vinayak; Sohoni, Milind
  作者单位：University of Kansas; University of North Carolina; University of North Carolina Chapel Hill; Indian School of Business (ISB)
  摘要：Flight delays have been a growing issue and they have reached an all-time high in recent years, with the airlines' on-time performance at its worst level in 2007 since 1995. A recent report by the Joint Economic Committee of the U. S. Congress chaired by Senator Charles E. Schumer has estimated that the total cost to the U. S. economy because of flight delays was as much as $41 billion in 2007. The goal of this paper is to build stochastic models of airline networks and utilize publicly availa...