2012

最新文章

• Strategies for a Centralized Single Product Multiclass M/G/1 Make-to-Stock Queue AI翻译
  作者：Abouee-Mehrizi, Hossein; Balcioglu, Baris; Baron, Opher
  作者单位：University of Waterloo; Sabanci University; University of Toronto
  摘要：Make-to-stock queues are typically investigated in the M/M/1 settings. For centralized single-item systems with backlogs, the multilevel rationing (MR) policy is established as optimal and the strict priority (SP) policy is a practical compromise, balancing cost and ease of implementation. However, the optimal policy is unknown when service time is general, i.e., for M/G/1 queues. Dynamic programming, the tool commonly used to investigate the MR policy in make-to-stock queues, is less practica...
• Optimization Under Probabilistic Envelope Constraints AI翻译
  作者：Xu, Huan; Caramanis, Constantine; Mannor, Shie
  作者单位：National University of Singapore; University of Texas System; University of Texas Austin; Technion Israel Institute of Technology
  摘要：Chance constraints are an important modeling tool in stochastic optimization, providing probabilistic guarantees that a solution succeeds in satisfying a given constraint. Although they control the probability of success, they provide no control whatsoever in the event of a failure. That is, they do not distinguish between a slight overshoot or undershoot of the bounds and more catastrophic violation. In short, they do not capture the magnitude of violation of the bounds. This paper addresses ...
• Pattern-Based Modeling and Solution of Probabilistically Constrained Optimization Problems AI翻译
  作者：Lejeune, Miguel A.
  作者单位：George Washington University
  摘要：We propose a new modeling and solution method for probabilistically constrained optimization problems. The methodology is based on the integration of-the stochastic programming and combinatorial pattern recognition fields. It permits the fast solution of stochastic optimization problems in which the random variables are represented by an extremely large number of scenarios. The method involves the binarization of the probability distribution and the generation of a consistent partially defined...
• Performance Guarantees for Empirical Markov Decision Processes with Applications to Multiperiod Inventory Models AI翻译
  作者：Cooper, William L.; Rangarajan, Bharath
  作者单位：University of Minnesota System; University of Minnesota Twin Cities; Target Corporation
  摘要：We consider Markov decision processes with unknown transition probabilities and unknown single-period expected cost functions, and we study a method for estimating these quantities from historical or simulated data. The method requires knowledge of the system equations that govern state transitions as well as the single-period cost functions (but not the single-period expected cost functions). The estimation procedure is based upon taking expectations with respect to the empirical distribution...
• Robust Assortment Optimization in Revenue Management Under the Multinomial Logit Choice Model AI翻译
  作者：Rusmevichientong, Paat; Topaloglu, Huseyin
  作者单位：University of Southern California; Cornell University
  摘要：We study robust formulations of assortment optimization problems under the multinomial logit choice model. The novel aspect of our formulations is that the true parameters of the logit model are assumed to be unknown, and we represent the set of likely parameter values by a compact uncertainty set. The objective is to find an assortment that maximizes the worst-case expected revenue over all parameter values in the uncertainty set. We consider both static and dynamic settings. The static setti...
• Blind Network Revenue Management AI翻译
  作者：Besbes, Omar; Zeevi, Assaf
  作者单位：Columbia University
  摘要：We consider a general class of network revenue management problems, where mean demand at each point in time is determined by a vector of prices, and the objective is to dynamically adjust these prices so as to maximize expected revenues over a finite sales horizon. A salient feature of our problem is that the decision maker can only observe realized demand over time but does not know the underlying demand function that maps prices into instantaneous demand rate. We introduce a family of blind ...
• First in Line Waiting Times as a Tool for Analysing Queueing Systems AI翻译
  作者：Koole, G. M.; Nielsen, B. F.; Nielsen, T. B.
  作者单位：Vrije Universiteit Amsterdam; Technical University of Denmark
  摘要：We introduce a new approach to modelling queueing systems where the priority or the routing of customers depends on the time the first customer has waited in the queue. This past waiting time of the first customer in line, W-FIL, is used as the primary variable for our approach. A Markov chain is used for modelling the system where the states represent both the number of free servers and a discrete approximation to W-FIL. This approach allows us to obtain waiting time distributions for complex...
• Network Optimization Models for Resource Allocation in Developing Military Countermeasures AI翻译
  作者：Golany, Boaz; Kress, Moshe; Penn, Michal; Rothblum, Uriel G.
  作者单位：Technion Israel Institute of Technology; United States Department of Defense; United States Navy; Naval Postgraduate School
  摘要：A military arms race is characterized by an iterative development of measures and countermeasures. An attacker attempts to introduce new weapons in order to gain some advantage, whereas a defender attempts to develop countermeasures that can mitigate or even eliminate the effects of the weapons. This paper addresses the defender's decision problem: given limited resources, which countermeasures should be developed and how much should be invested in their development to minimize the damage caus...
• Polymatroid Optimization, Submodularity, and Joint Replenishment Games AI翻译
  作者：He, Simai; Zhang, Jiawei; Zhang, Shuzhong
  作者单位：City University of Hong Kong; New York University; University of Minnesota System; University of Minnesota Twin Cities
  摘要：In this paper we consider the problem of maximizing a separable concave function over a polymatroid. More specifically, we study the submodularity of its optimal objective value in the parameters of the objective function. This question is interesting in its own right and is encountered in many applications. But our research has been motivated mainly by a cooperative game associated with the well-known joint replenishment model. By applying our general results on polymatroid optimization, we p...
• A Polyhedral Study of Multiechelon Lot Sizing with Intermediate Demands AI翻译
  作者：Zhang, Minjiao; Kuecuekyavuz, Simge; Yaman, Hande
  作者单位：University System of Ohio; Ohio State University; Ihsan Dogramaci Bilkent University
  摘要：In this paper, we study a multiechelon uncapacitated lot-sizing problem in series (m-ULS), where the output of the intermediate echelons has its own external demand and is also an input to the next echelon. We propose a polynomial-time dynamic programming algorithm, which gives a tight, compact extended formulation for the two-echelon case (2-ULS). Next, we present a family of valid inequalities for m-ULS, show its strength, and give a polynomial-time separation algorithm. We establish a hiera...