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作者：Kaplan, Edward H.
作者单位：Yale University
摘要：This paper is the archival record of the INFORMS Philip McCord Morse Lecture delivered in 2010. It considers applications of operations research to intelligence problems in national security and counterterrorism. The phrase intelligence operations research can be interpreted in two different ways: as intelligence operations research, meaning studies to characterize and improve the operations of intelligence agencies themselves, and as intelligence operations research, meaning the application o...
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作者：Cai, Xiaoqiang; Vairaktarakis, George L.
作者单位：Chinese University of Hong Kong; University System of Ohio; Case Western Reserve University
摘要：We consider an outsourcing problem where a group of manufacturers outsource jobs to a single third party who owns a specialized facility needed to process these jobs. The third party announces the time slots available on her facility, and the associated prices. Manufacturers reserve, on a first-come-first-book basis, time slots that they desire to utilize. Booking of overtime is possible, at a higher cost. A job completed after its due date incurs a tardiness cost. Each manufacturer books chun...
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作者：Akan, Mustafa; Ata, Baris; Olsen, Tava
作者单位：Carnegie Mellon University; Northwestern University; University of Auckland
摘要：We consider a congestible system serving multiple classes of customers who differ in their delay sensitivity and valuation of service (or product). Customers are endowed with convex-concave delay cost functions. A system manager offers a menu of lead times and corresponding prices to arriving customers, who then choose the lead-time price pair that maximizes their net utility (value minus disutility of delay and price). We investigate how such menus should be chosen dynamically (depending on t...
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作者：Brekelmans, Ruud; den Hertog, Dick; Roos, Kees; Eijgenraam, Carel
作者单位：Tilburg University; Delft University of Technology; CPB Netherlands Bureau for Economic Policy
摘要：Dike height optimization is of major importance to the Netherlands because a large part of the country lies below sea level, and high water levels in rivers can cause floods. Recently impovements have been made on the cost-benefit model introduced by van Dantzig after the devastating flood in the Netherlands in 1953. We consider the extension of this model to nonhomogeneous dike rings, which may also be applicable to other deltas in the world. A nonhomogeneous dike ring consists of different s...
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作者：Dell'Amico, Mauro; Diaz, Jose Carlos Diaz; Iori, Manuel
作者单位：Universita di Modena e Reggio Emilia
摘要：Given a set of identical capacitated bins, a set of weighted items, and a set of precedences among such items, we are interested in determining the minimum number of bins that can accommodate all items and can be ordered in such a way that all precedences are satisfied. The problem, denoted as the bin packing problem with precedence constraints (BPP-P), has a very intriguing combinatorial structure and models many assembly and scheduling issues. According to our knowledge, the BPP-P has receiv...
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作者：Caro, Felipe; Gallien, Jeremie
作者单位：University of California System; University of California Los Angeles; University of London; London Business School
摘要：Fast-fashion retailers such as Zara offer continuously changing assortments and use minimal in-season promotions. Their clearance pricing problem is thus challenging because it involves comparatively more different articles of unsold inventory with less historical price data points. Until 2007, Zara used a manual and informal decision-making process for determining price markdowns. In collaboration with their pricing team, we since designed and implemented an alternative process relying on a f...
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作者：Sobel, Matthew J.; Babich, Volodymyr
作者单位：University System of Ohio; Case Western Reserve University; Georgetown University
摘要：We study lot-size policies in a serial, multistage manufacturing/inventory system with two key generalizations, namely (1) random yields at each production stage and (2) an autoregressive demand process. Previous research shows that the optimal policies in models with random yields (even in models with a single installation) lack the familiar order-up-to structure and are not myopic. Thus, dynamic programming algorithms are needed to compute optimal policies, and one encounters the curse of di...
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作者：Benth, Fred E.; Dahl, Geir; Mannino, Carlo
作者单位：University of Oslo; University of Oslo; Sapienza University Rome
摘要：The current financial crisis motivates the study of correlated defaults in financial systems. In this paper we focus on such a model, which is based on Markov random fields. This is a probabilistic model in which uncertainty in default probabilities incorporates experts' opinions on the default risk (based on various credit ratings). We consider a bilevel optimization model for finding an optimal recovery policy: which companies should be supported given a fixed budget. This is closely linked ...
