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作者：Miller, Naomi; Ruszczynski, Andrzej
作者单位：Rutgers University System; Rutgers University New Brunswick; Rutgers University System; Rutgers University New Brunswick
摘要：We formulate a risk-averse two-stage stochastic linear programming problem in which unresolved uncertainty remains after the second stage. The objective function is formulated as a composition of conditional risk measures. We analyze properties of the problem and derive necessary and sufficient optimality conditions. Next, we construct a new decomposition method for solving the problem that exploits the composite structure of the objective function. We illustrate its performance on a portfolio...
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作者：Baldacci, Roberto; Mingozzi, Aristide; Calvo, Roberto Wolfler
作者单位：University of Bologna; University of Bologna; Centre National de la Recherche Scientifique (CNRS); CNRS - Institute for Information Sciences & Technologies (INS2I)
摘要：The capacitated location-routing problem (LRP) consists of opening one or more depots on a given set of a-priori defined depot locations, and designing, for each opened depot, a number of routes in order to supply the demands of a given set of customers. With each depot are associated a fixed cost for opening it and a capacity that limits the quantity that can be delivered to the customers. The objective is to minimize the sum of the fixed costs for opening the depots and the costs of the rout...
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作者：Chou, Mabel C.; Chua, Geoffrey A.; Teo, Chung-Piaw; Zheng, Huan
作者单位：National University of Singapore; Nanyang Technological University; Shanghai Jiao Tong University
摘要：We examine how to design a flexible process structure for a production system to match supply with demand more effectively. We argue that good flexible process structures are essentially highly connected graphs, and we use the concept of graph expansion (a measure of graph connectivity) to achieve various insights into this design problem. Whereas existing literature on process flexibility has focused on the expected performance of process structure, we analyze in this paper the worst-case per...
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作者：Hochbaum, Dorit S.; Moreno-Centeno, Erick; Yelland, Phillip; Catena, Rodolfo A.
作者单位：University of California System; University of California Berkeley; Texas A&M University System; Texas A&M University College Station; Alphabet Inc.; Google Incorporated
摘要：Databases are a significant source of information in organizations and play a major role in managerial decision-making. This study considers how to process commercial data on customer purchasing timing to provide insights on the rate of new product adoption by the company's consumers. Specifically, we show how to use the separation-deviation model (SD-model) to rate customers according to their proclivity for adopting products for a given line of high-tech products. We provide a novel interpre...
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作者：Federgruen, Awi; Yang, Nan
作者单位：Columbia University; Washington University (WUSTL)
摘要：We propose and analyze a general periodic-review model in which the firm has access to a set of potential suppliers, each with specific yield and price characteristics. Assuming that unsatisfied demand is backlogged, the firm incurs three types of costs: (i) procurement costs, (ii) inventory-carrying costs for units carried over from one period to the next, and (iii) backlogging costs. A procurement strategy requires the specification, in each period, of (i) the set of suppliers to be retained...
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作者：Huh, Woonghee Tim; Janakiraman, Ganesh; Muharremoglu, Alp; Sheopuri, Anshul
作者单位：University of British Columbia; University of Texas System; University of Texas Dallas; Columbia University; International Business Machines (IBM); IBM USA
摘要：We study a single-stage inventory system with a generalized shortage penalty cost that includes the following three components: (i) a cost that is an increasing function of the number of backordered units in a period, (ii) a fixed cost incurred for each period in which there is a backorder irrespective of how many units are backordered, and finally (iii) a cost that is an increasing function of the number of periods a customer is backordered. We show the problem can be transformed into one in ...
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作者：Sherali, Hanif D.; Dalkiran, Evrim; Glickman, Theodore S.
作者单位：Virginia Polytechnic Institute & State University; George Washington University
摘要：In this paper we conduct a quantitative analysis for a strategic risk management problem that involves allocating certain available failure-mitigating and consequence-alleviating resources to reduce the failure probabilities of system safety components and subsequent losses, respectively, together with selecting optimal strategic decision alternatives, to minimize the risk or expected loss in the event of a hazardous occurrence. Using a novel decision tree optimization approach to represent th...
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作者：Adida, Elodie; DeMiguel, Victor
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital; University of London; London Business School
摘要：We study competition in a supply chain where multiple manufacturers compete in quantities to supply a set of products to multiple risk-averse retailers who compete in quantities to satisfy the uncertain consumer demand. For the symmetric supply chain, we give closed-form expressions for the unique equilibrium. We find that, provided there is a sufficiently large number of manufacturers and retailers, the supply chain efficiency (the ratio of the aggregate utility in the decentralized and centr...
