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作者：Alpern, Steve; Morton, Alec; Papadaki, Katerina
作者单位：University of London; London School Economics & Political Science; University of London; London School Economics & Political Science
摘要：A key operational problem for those charged with the security of vulnerable facilities (such as airports or art galleries) is the scheduling and deployment of patrols. Motivated by the problem of optimizing randomized, and thus unpredictable, patrols, we present a class of patrolling games. The facility to be patrolled can be thought of as a network or graph Q of interconnected nodes (e. g., rooms, terminals), and the Attacker can choose to attack any node of Q within a given time T. He requir...
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作者：Baldacci, Roberto; Mingozzi, Aristide; Roberti, Roberto
作者单位：University of Bologna; University of Bologna; University of Bologna
摘要：In this paper, we describe an effective exact method for solving both the capacitated vehicle routing problem (CVRP) and the vehicle routing problem with time windows (VRPTW) that improves the method proposed by Baldacci et al. [Baldacci, R., N. Christofides, A. Mingozzi. 2008. An exact algorithm for the vehicle routing problem based on the set partitioning formulation with additional cuts. Math. Programming 115(2) 351-385] for the CVRP. The proposed algorithm is based on the set partitioning ...
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作者：Goh, Joel; Sim, Melvyn
作者单位：National University of Singapore; National University of Singapore
摘要：We introduce ROME, an algebraic modeling toolbox for a class of robust optimization problems. ROME serves as an intermediate layer between the modeler and optimization solver engines, allowing modelers to express robust optimization problems in a mathematically meaningful way. In this paper, we discuss how ROME can be used to model (1) a service-constrained robust inventory management problem, (2) a project-crashing problem, and (3) a robust portfolio optimization problem. Through these modeli...
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作者：Farahat, Amr; Perakis, Georgia
作者单位：Cornell University; Massachusetts Institute of Technology (MIT)
摘要：We compare equilibrium profits of Bertrand (price) and Cournot (quantity) competition in oligopolies with an arbitrary number of nonsymmetric firms offering differentiated substitutable products under an affine demand function. We provide a precise characterization of the profit relationship in terms of (1) the number of firms, (2) their relative quality and cost differences, and (3) the competition intensity, defined as the maxiumum absolute value of total change in competitors' demand over c...
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作者：Baldacci, Roberto; Bartolini, Enrico; Mingozzi, Aristide; Valletta, Andrea
作者单位：University of Bologna; University of Bologna; University of Bologna
摘要：This paper presents an exact algorithm for solving strategic and tactical multiperiod vehicle routing problems that can be modeled as period vehicle routing problems (PVRPs). The PVRP is defined on a time horizon of several days and consists of assigning appropriate combinations of delivery to customers and designing a set of delivery routes for every day of the planning period. The objective is to service all customers assigned to each day minimizing the overall routing cost. This paper descr...
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作者：Jiang, Houyuan; Netessine, Serguei; Savin, Sergei
作者单位：University of Cambridge; INSEAD Business School; University of Pennsylvania
摘要：We generalize analysis of competition among newsvendors to a setting in which competitors possess asymmetric information about future demand realizations, and this information is limited to knowledge of the support of demand distribution. In such a setting, traditional expectation-based optimization criteria are not adequate, and therefore we focus on the alternative criterion used in the robust optimization literature: the absolute regret minimization. We show existence and derive closed-form...
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作者：Koeppe, Matthias; Ryan, Christopher Thomas; Queyranne, Maurice
作者单位：University of California System; University of California Davis; University of Chicago; University of British Columbia
摘要：We explore the computational complexity of computing pure Nash equilibria for a new class of strategic games called integer programming games, with differences of piecewise-linear convex functions as payoffs. Integer programming games are games where players' action sets are integer points inside of polytopes. Using recent results from the study of short rational generating functions for encoding sets of integer points pioneered by Alexander Barvinok, we present efficient algorithms for enumer...
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作者：Koole, Ger; Pot, Auke
作者单位：Vrije Universiteit Amsterdam
摘要：We consider an inbound call center with a fixed reward per call and communication and agent costs. By controlling the number of lines and the number of agents, we can maximize the profit. Abandonments are included in our performance model. Monotonicity results for the maximization problem are obtained, which lead to an efficient optimization procedure. We give a counterexample to the concavity in the number of agents, which is equivalent to saying that the law of diminishing returns does not h...
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作者：Perry, Ohad; Whitt, Ward
作者单位：Northwestern University; Columbia University
摘要：In a recent paper we considered two networked service systems, each having its own customers and designated service pool with many agents, where all agents are able to serve the other customers, although they may do so inefficiently. Usually the agents should serve only their own customers, but we want an automatic control that activates serving some of the other customers when an unexpected overload occurs. Assuming that the identity of the class that will experience the overload or the timin...
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作者：Farias, Vivek F.; Madan, Ritesh
作者单位：Massachusetts Institute of Technology (MIT); Qualcomm
摘要：This paper considers the multiarmed bandit problem with multiple simultaneous arm pulls and the additional restriction that we do not allow recourse to arms that were pulled at some point in the past but then discarded. This additional restriction is highly desirable from an operational perspective, and we refer to this problem as the irrevocable multiarmed bandit problem. We observe that natural modifications to well-known heuristics for multiarmed bandit problems that satisfy this irrevocabi...
