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作者：Fang, Ya Ping; Meng, Kaiwen; Yang, Xiao Qi
作者单位：Sichuan University; Southwest Jiaotong University; Hong Kong Polytechnic University
摘要：In this paper we study piecewise linear multicriteria programs, that is, multicriteria programs with either a continuous or discontinuous piecewise linear objective function and a polyhedron set constraint. We obtain an algebraic representation of a semi-closed polyhedron and apply it to show that the image of a semi-closed polyhedron under a continuous linear function is always one semi-closed polyhedron. We establish that the (weak) Pareto solution/point set of a piecewise linear multicriter...
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作者：Phan, Dzung T.
作者单位：International Business Machines (IBM); IBM USA
摘要：This paper investigates a Lagrangian dual problem for solving the optimal power flow problem in rectangular form that arises from power system analysis. If strong duality does not hold for the dual, we propose two classes of branch-and-bound algorithms that guarantee to solve the problem to optimality. The lower bound for the objective function is obtained by the Lagrangian duality, whereas the feasible set subdivision is based on the rectangular or ellipsoidal bisection. The numerical experim...
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作者：Michel, S.; Vanderbeck, F.
作者单位：Universite de Bordeaux
摘要：Inventory routing problems combine the optimization of product deliveries (or pickups) with inventory control at customer sites. The application that motivates this paper concerns the planning of single-product pickups over time; each site accumulates stock at a deterministic rate; the stock is emptied on each visit. At the tactical planning stage considered here, the objective is to minimize a surrogate measure of routing cost while achieving some form of regional clustering by partitioning t...
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作者：Halman, Nir; Orlin, James B.; Simchi-Levi, David
作者单位：Hebrew University of Jerusalem; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：The single-item stochastic lot-sizing problem is to find an inventory replenishment policy in the presence of discrete stochastic demands under periodic review and finite time horizon. A closely related problem is the single-period newsvendor model. It is well known that the newsvendor problem admits a closed formula for the optimal order quantity whenever the revenue and salvage values are linear increasing functions and the procurement (ordering) cost is fixed plus linear. The optimal policy...
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作者：Atar, Rami
作者单位：Technion Israel Institute of Technology
摘要：We study a diffusion regime-earlier considered by Gurvich, Mandelbaum, Shaikhet, and Whitt in the case of the M/M/N queue which may be regarded in a sense that we make precise, as a midpoint between two well-known heavy traffic diffusion regimes, the conventional and the quality and efficiency driven regimes. Unlike the other two, this regime, which we call the nondegenerate slowdown regime, enjoys the property that delay and service time are of the same order of magnitude, a property that is ...
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作者：Vulcano, Gustavo; van Ryzin, Garrett; Ratliff, Richard
作者单位：New York University; Columbia University
摘要：We propose a method for estimating substitute and lost demand when only sales and product availability data are observable, not all products are displayed in all periods (e.g., due to stockouts or availability controls), and the seller knows its aggregate market share. The model combines a multinomial logit (MNL) choice model with a nonhomogeneous Poisson model of arrivals over multiple periods. Our key idea is to view the problem in terms of primary (or first-choice) demand; that is, the dema...
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作者：Levin, Yuri; Nediak, Mikhail; Topaloglu, Huseyin
作者单位：Queens University - Canada; Cornell University
摘要：We consider a problem faced by an airline that operates a number of parallel flights to transport cargo between a particular origin to destination pair. The airline can sell its cargo capacity either through allotment contracts or on the spot market, where customers exhibit choice behavior between different flights. The goal is to simultaneously select allotment contracts among available bids and find a booking control policy for the spot market to maximize the sum of the profit from the allot...
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作者：Smith, James E.; Ulu, Canan
作者单位：Duke University; University of Texas System; University of Texas Austin
摘要：In this paper we study the impact of uncertainty about future innovations in quality and costs on consumers' technology adoption decisions. We model the uncertainty in the technology's quality and costs as a Markov process and consider three models of the adoption decision. The first model assumes that consumers do a simple net present value (NPV) analysis that compares the NPV of adopting to that of not adopting, without considering the possibility of waiting. The second model is a stochastic...
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作者：Li, Qing; Yu, Peiwen
作者单位：Hong Kong University of Science & Technology
摘要：We show that under a set of conditions, both the maximal profit function and the objective function in several lost-sales inventory models with fixed costs are quasiconcave. Not only is the quasiconcavity property useful computationally, it also leads to a sharper characterization of the optimal policies. Neither the proof of the quasiconcavity property itself nor the proof of the optimal policies by using the property requires the machinery of K-concavity or any of its K-related extensions, a...
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作者：Adan, Ivo; Weiss, Gideon
作者单位：Eindhoven University of Technology; University of Haifa
摘要：Motivated by queues with multitype servers and multitype customers, we consider an infinite sequence of items of types C = {c(1),... c(I)}, and another infinite sequence of items of types J = {s(I),... s(J)}, and a bipartite graph G of allowable matches between the types. We assume that the types of items in the two sequences are independent and identically distributed (i.i.d.) with given probability vectors alpha, beta. Matching the two sequences on a first-come, first-served basis defines a ...
