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作者：Bikhchandani, Sushil; de Vries, Sven; Schummer, James; Vohra, Rakesh V.
作者单位：University of California System; University of California Los Angeles; Universitat Trier; Northwestern University
摘要：Consider selling bundles of indivisible goods to buyers with concave utilities that are additively separable in money and goods. We propose an ascending auction for the case when the seller is constrained to sell bundles whose elements form a basis of a matroid. It extends easily to polymatroids. Applications include scheduling, allocation of homogeneous goods, and spatially distributed markets, among others. Our ascending auction induces buyers to bid truthfully and returns the economically e...
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作者：Baldacci, Roberto; Bartolini, Enrico; Mingozzi, Aristide
作者单位：University of Bologna; University of Bologna; University of Bologna
摘要：The pickup and delivery problem with time windows (PDPTW) is a generalization of the vehicle routing problem with time windows. In the PDPTW, a set of identical vehicles located at a central depot must be optimally routed to service a set of transportation requests subject to capacity, time window, pairing, and precedence constraints. In this paper, we present a new exact algorithm for the PDPTW based on a set-partitioning-like integer formulation, and we describe a bounding procedure that fin...
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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：Zhou, Sean X.; Yu, Yikun
作者单位：Chinese University of Hong Kong
摘要：Acquisition of used products ( cores) is central to the success of remanufacturing programs for companies. At the same time, dynamic pricing strategies have been adopted in various industries to better balance supply and customer demand. In this paper, we study the integration of these two aspects of operations together with inventory management for a production/remanufacturing firm. We develop a periodic-review single-product inventory system with price-dependent customer demand. The product ...
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作者：Matoglu, Melda Ormeci; Vande Vate, John
作者单位：Ozyegin University; University System of Georgia; Georgia Institute of Technology
摘要：We model the problem of managing capacity in a build-to-order environment as a Brownian drift control problem and seek a policy that minimizes the long-term average cost. We assume the controller can, at some cost, shift the processing rate among a finite set of alternatives, for example by adding or removing staff, increasing or reducing the number of shifts, or opening or closing production lines. The controller incurs a cost for capacity per unit time and a delay cost that reflects the oppo...
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作者：Brooks, J. Paul
作者单位：Virginia Commonwealth University
摘要：In the interest of deriving classifiers that are robust to outlier observations, we present integer programming formulations of Vapnik's support vector machine (SVM) with the ramp loss and hard margin loss. The ramp loss allows a maximum error of 2 for each training observation, while the hard margin loss calculates error by counting the number of training observations that are in the margin or misclassified outside of the margin. SVM with these loss functions is shown to be a consistent estim...
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作者：Giesecke, Kay; Goldberg, Lisa R.; Ding, Xiaowei
作者单位：Stanford University; MSCI Inc.; Morgan Stanley
摘要：A multiname credit derivative is a security that is tied to an underlying portfolio of corporate bonds and has payoffs that depend on the loss due to default in the portfolio. The value of a multiname derivative depends on the distribution of portfolio loss at multiple horizons. Intensity-based models of the loss point process that are specified without reference to the portfolio constituents determine this distribution in terms of few economically meaningful parameters and lead to computation...
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作者：Mehrotra, Mili; Dawande, Milind; Gavirneni, Srinagesh; Demirci, Mehmet; Tayur, Sridhar
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of Texas System; University of Texas Dallas; Cornell University; Carnegie Mellon University
摘要：Based on our work with ConAgra Foods (http://www.conagrafoods.com), a leading U. S. food manufacturer, we study a large-scale production-planning problem. The problem incorporates several distinguishing characteristics of production in the processed-food industry, including (i) production patterns that define specific combinations of weeks in which products can be produced, (ii) food groups that classify products based on the allergens they contain, (iii) sequence-dependent setup times, and (i...
