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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：Mittal, Shashi; Schulz, Andreas S.
作者单位：Amazon.com; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：In this paper, we present a general framework for designing approximation schemes for combinatorial optimization problems in which the objective function is a combination of more than one function. Examples of such problems include those in which the objective function is a product or ratio of two linear functions, parallel machine scheduling problems with the makespan objective, robust versions of weighted multiobjective optimization problems, and assortment optimization problems with logit c...
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作者：Ahmed, Shabbir; Papageorgiou, Dimitri J.
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：We consider two variants of a probabilistic set covering (PSC) problem. The first variant assumes that there is uncertainty regarding whether a selected set can cover an item, and the objective is to determine a minimum-cost combination of sets so that each item is covered with a prespecified probability. The second variant seeks to maximize the minimum probability that a selected set can cover all items. To date, literature on this problem has focused on the special case in which uncertaintie...
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作者：Luo, Jun; Zhang, Jiheng
作者单位：Hong Kong University of Science & Technology
摘要：In addition to traditional call centers, many companies have started building a new kind of customer contact center, in which agents communicate with customers via instant messaging (IM) over the Internet rather than phone calls. A distinctive feature of the service centers based on IM is that one agent can serve multiple customers in parallel. We choose to model such a center as a server pool consisting of many limited processor-sharing servers. We characterize the underlying stochastic proce...
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作者：Abbas, Ali E.
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：The construction of a multiattribute utility function is an important step in decision analysis and can be a challenging task unless some decomposition of the utility function is performed. When every attribute is utility independent of its complement, the utility elicitation task is significantly simplified because the functional form of the utility function requires only one conditional utility function for each attribute, and some normalizing constants. When utility independence conditions ...
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作者：Hwang, Hark-Chin; Ahn, Hyun-Soo; Kaminsky, Philip
作者单位：Kyung Hee University; University of Michigan System; University of Michigan; University of California System; University of California Berkeley
摘要：We consider the multilevel lot-sizing problem with production capacities (MLSP-PC), in which production and transportation decisions are made for a serial supply chain with capacitated production and concave cost functions. Existing approaches to the multistage version of this problem are limited to nonspeculative cost functions-up to now, no algorithm for the multistage version of this model with general concave cost functions has been developed. In this paper, we develop the first polynomial...
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作者：Podinovski, Victor V.; Bouzdine-Chameeva, Tatiana
作者单位：University of Warwick
摘要：It is known that the incorporation of weight restrictions in models of data envelopment analysis may result in their infeasibility. In our paper we investigate this effect in detail. We show that the infeasibility is only one of several possible outcomes that point to a particular problem with weight restrictions. For example, the use of weight restrictions may also lead to zero or negative efficiency scores of some units. Removing problematic units from the data set does not necessarily remov...
