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作者：Liu, Yunan; Whitt, Ward
作者单位：Columbia University
摘要：To describe the congestion in large-scale service systems, we introduce and analyze a non-Markovian open network of many-server fluid queues with customer abandonment, proportional routing, and time-varying model elements. Proportions of the fluid completing service from each queue are immediately routed to the other queues, with the fluid not routed to one of the queues being immediately routed out of the network. The fluid queue network serves as an approximation for the corresponding non-Ma...
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作者：Kocabiyikoglu, Ayse; Popescu, Ioana
作者单位：Ihsan Dogramaci Bilkent University; INSEAD Business School
摘要：We introduce a measure of elasticity of stochastic demand, called the elasticity of the lost-sales rate, which offers a unifying perspective on the well-known newsvendor with pricing problem. This new concept provides a framework to characterize structural results for coordinated and uncoordinated pricing and inventory strategies. Concavity and submodularity of the profit function, as well as sensitivity properties of the optimal inventory and price policies, are characterized by monotonicity ...
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作者：Truong, Van-Anh; Roundy, Robin O.
作者单位：Columbia University; Cornell University
摘要：We develop multidimensional balancing algorithms to compute provably near-optimal capacity-expansion policies. Our approach is computationally efficient and guaranteed to produce a policy with total expected cost of no more than twice that of an optimal policy. We overcome the curse of dimensionality by introducing novel cost-separation schemes to separate the lost-sales cost of the system into exact monotonic subparts. This is the first approximation technique for multimachine, multiproduct s...
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作者：Allon, Gad; Bassamboo, Achal; Gurvich, Itai
作者单位：Northwestern University
摘要：Delay announcements informing customers about anticipated service delays are prevalent in service-oriented systems. How delay announcements can influence customers in service systems is a complex problem that depends on both the dynamics of the underlying queueing system and on the customers' strategic behavior. We examine this problem of information communication by considering a model in which both the firm and the customers act strategically: the firm in choosing its delay announcement whil...
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作者：Fuh, Cheng-Der; Hu, Inchi; Hsu, Ya-Hui; Wang, Ren-Her
作者单位：National Central University; Hong Kong University of Science & Technology; Abbott Laboratories; Tamkang University
摘要：Simulation of small probabilities has important applications in many disciplines. The probabilities considered in value-at-risk (VaR) are moderately small. However, the variance reduction techniques developed in the literature for VaR computation are based on large-deviations methods, which are good for very small probabilities. Modeling heavy-tailed risk factors using multivariate t distributions, we develop a new method for VaR computation. We show that the proposed method minimizes the vari...
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作者：Allon, Gad; Bassamboo, Achal
作者单位：Northwestern University
摘要：Many service providers use delay announcements to inform customers of anticipated delays. However, this information is usually not provided immediately but after a short period of time (spent either waiting or occupied by the system). The focus of this paper is on the impact of this postponement on the ability of the firm to influence customer behavior by communicating nonverifiable congestion information to its customers, as well as on the profits and utilities for the firm and the customers,...
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作者：Levina, Tatsiana; Levin, Yuri; McGill, Jeff; Nediak, Mikhail
作者单位：Queens University - Canada
摘要：We consider the problem faced by an airline that is flying both passengers and cargo over a network of locations on a fixed periodic schedule. Bookings for many classes of cargo shipments between origin-destination pairs in this network are made in advance, but the weight and volume of aircraft capacity available for cargo as well as the exact weight and volume of each shipment are not known at the time of booking. The problem is to control cargo accept/reject decisions to maximize expected pr...
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作者：Parker, Rodney P.; Kapuscinski, Roman
作者单位：University of Chicago; University of Michigan System; University of Michigan
摘要：We consider a two-stage serial supply chain with capacity limits, where each installation is operated by managers attempting to minimize their own costs. A multiple-period model is necessitated by the multiple stages, capacity limits, stochastic demand, and the explicit consideration of inventories. With appropriate salvage value functions, a Markov equilibrium policy is found. Intuitive profit dominance allows for existence of a unique equilibrium solution, which is shown to be a modified ech...
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作者：Sun, Yunpeng; Apley, Daniel W.; Staum, Jeremy
作者单位：Northwestern University
摘要：In a two-level nested simulation, an outer level of simulation samples scenarios, while the inner level uses simulation to estimate a conditional expectation given the scenario. Applications include financial risk management, assessing the effects of simulation input uncertainty, and computing the expected value of gathering more information in decision theory. We show that an ANOVA-like estimator of the variance of the conditional expectation is unbiased under mild conditions, and we discuss ...
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作者：Yankovic, Natalia; Green, Linda V.
作者单位：Columbia University
摘要：Nursing care is arguably the single biggest factor in both the cost of hospital care and patient satisfaction. Inadequate inpatient nursing levels have also been cited as a significant factor in medical errors and emergency room overcrowding. Yet, there is widespread dissatisfaction with the current methods of determining nurse staffing levels, including the most common one of using minimum nurse-to-patient ratios. In this paper, we represent the nursing system as a variable finite-source queu...
