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作者：Zhang, Bo; van Leeuwaarden, Johan S. H.; Zwart, Bert
作者单位：International Business Machines (IBM); IBM USA; Eindhoven University of Technology; Centrum Wiskunde & Informatica (CWI)
摘要：In call centers it is crucial to staff the right number of agents so that the targeted service levels are met. These staffing problems typically lead to constraint satisfaction problems that are hard to solve. During the last decade, a beautiful many-server asymptotic theory has been developed to solve such problems for large call centers, and optimal staffing rules are known to obey the square-root staffing principle. This paper presents refinements to many-server asymptotics and this staffin...
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作者：Kluberg, Jonathan; Perakis, Georgia
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：We study a generalized model of quantity (Cournot) oligopolistic competition. The impact of competition on social surplus and firms' profit is analyzed. Firms produce multiple differentiated products and face production constraints. We compare the social surplus produced by competing firms and by colluding firms with the maximum achievable total surplus in the market. Similarly, we quantify the loss of profit that firms incur by competing instead of colluding. Our goal is to understand how the...
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作者：Zhang, Yue; Puterman, Martin L.; Nelson, Matthew; Atkins, Derek
作者单位：University System of Ohio; University of Toledo; University of British Columbia; University of Toronto
摘要：This paper describes a methodology for setting long-term care capacity levels over a multiyear planning horizon to achieve target wait time service levels. Our approach integrates demographic and survival analysis, discrete event simulation, and optimization. Based on this methodology, we developed a decision support system for use in practice. We illustrate this approach through two case studies; one for a regional health authority in British Columbia, Canada, and the other for a long-term ca...
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作者：Molyboha, Anton; Zabarankin, Michael
作者单位：Stevens Institute of Technology
摘要：A comprehensive framework for diver detection by a hydrophone network in an urban harbor is presented. It includes a signal processing algorithm and a diver detection test and formulates optimal hydrophone placement as a two-stage stochastic optimization problem with respect to different scenarios of underwater noise. The signal processing algorithm identifies sound intensity peaks associated with diver breathing and outputs a diver number measuring the likelihood of diver presence, whereas th...
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作者：Wang, Yongqiang; Fu, Michael C.; Marcus, Steven I.
作者单位：University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park
摘要：Motivated by infinitesimal perturbation analysis (IPA) and the likelihood ratio (LR) method, we derive a new unbiased stochastic derivative estimator for a class of discontinuous payoff functions that arise in many options pricing settings from finance. Our method includes IPA and the LR method as special cases and can be applied to functions of more general forms containing indicator functions. This new estimator can be computed from a single sample path or simulation, whereas existing estima...
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作者：Gamarnik, David; Shah, Devavrat; Wei, Yehua
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：Distributed, iterative algorithms operating with minimal data structure while performing little computation per iteration are popularly known as message passing in the recent literature. Belief propagation (BP), a prototypical message-passing algorithm, has gained a lot of attention across disciplines, including communications, statistics, signal, processing, and machine learning as an attractive, scalable, general-purpose heuristic for a wide class of optimization and statistical inference pr...
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作者：Atamtuerk, Alper; Berenguer, Gemma; Shen, Zuo-Jun (Max)
作者单位：University of California System; University of California Berkeley
摘要：We study several joint facility location and inventory management problems with stochastic retailer demand. In particular, we consider cases with uncapacitated facilities, capacitated facilities, correlated retailer demand, stochastic lead times, and multicommodities. We show how to formulate these problems as conic quadratic mixed-integer problems. Valid inequalities, including extended polymatroid and extended cover cuts, are added to strengthen the formulations and improve the computational...
