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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：Bertsimas, Dimitris; Farias, Vivek F.; Trichakis, Nikolaos
作者单位：Massachusetts Institute of Technology (MIT)
摘要：In this paper we study resource allocation problems that involve multiple self-interested parties or players and a central decision maker. We introduce and study the price of fairness, which is the relative system efficiency loss under a fair allocation assuming that a fully efficient allocation is one that maximizes the sum of player utilities. We focus on two well-accepted, axiomatically justified notions of fairness, viz., proportional fairness and max-min fairness. For these notions we pro...
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作者：Chen, Jie; Jackson, Peter L.; Muckstadt, John A.
作者单位：Cornell University
摘要：We investigate the (S - 1, S) inventory policy under stuttering Poisson demand and generally distributed lead time when the excess demand is lost. We correct results presented in Feeney and Sherbrooke's seminal paper [Feeney, G. J., C. C. Sherbrooke. 1966. The (S - 1, S) inventory policy under compound Poisson demand. Management Sci. 12(5) 391-411] and note that the stationary distribution of units on order for the general compound Poisson demand case is still an open question.
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作者：Huh, Woonghee Tim; Janakiraman, Ganesh; Nagarajan, Mahesh
作者单位：University of British Columbia; University of Texas System; University of Texas Dallas
摘要：An important problem in the theory of dynamic programming is that of characterizing sufficient conditions under which the optimal policies for Markov decision processes (MDPs) under the infinite-horizon discounted cost criterion converge to an optimal policy under the average cost criterion as the discount factor approaches 1. In this paper, we provide, for stochastic inventory models, a set of such sufficient conditions. These conditions, unlike many others in the dynamic programming literatu...
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作者：Besbes, Omar; Zeevi, Assaf
作者单位：Columbia University
摘要：We consider a pricing problem in an environment where the customers' willingness-to-pay (WtP) distribution may change at some point over the selling horizon. Customers arrive sequentially and make purchase decisions based on a quoted price and their private reservation price. The seller knows the WtP distribution pre- and postchange but does not know the time at which this change occurs. The performance of a pricing policy is measured in terms of regret: the loss in revenues relative to an ora...
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作者：Turner, John; Scheller-Wolf, Alan; Tayur, Sridhar
作者单位：University of California System; University of California Irvine; Carnegie Mellon University
摘要：Dynamic in-game advertising is a new form of advertising in which ads are served to video game consoles in real time over the Internet. We present a model for the in-game ad-scheduling problem faced by Massive Inc., a wholly owned subsidiary of Microsoft, and a leading global network provider of in-game ad space. Our model has two components: (1) a linear program (solved periodically) establishes target service rates, and (2) a real-time packing heuristic (run whenever a player enters a new le...
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作者：Ilhan, Taylan; Iravani, Seyed M. R.; Daskin, Mark S.
作者单位：Northwestern University; University of Michigan System; University of Michigan
摘要：Given a set of items with associated deterministic weights and random rewards, the adaptive stochastic knapsack problem (adaptive SKP) maximizes the probability of reaching a predetermined target reward level when items are inserted sequentially into a capacitated knapsack before the reward of each item is realized. This model arises in resource allocation problems that permit or require sequential allocation decisions in a probabilistic setting. One particular application is in obsolescence i...
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作者：Chen, Binyuan; Kuecuekyavuz, Simge; Sen, Suvrajeet
作者单位：University of Arizona; University System of Ohio; Ohio State University
摘要：In this paper, we give a finite disjunctive programming procedure to obtain the convex hull of general mixed-integer linear programs (MILP) with bounded integer variables. We propose a finitely convergent convex hull tree algorithm that constructs a linear program that has the same optimal solution as the associated MILP. In addition, we combine the standard notion of sequential cutting planes with ideas underlying the convex hull tree algorithm to help guide the choice of disjunctions to use ...
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作者：Wang, Xiaoqun; Sloan, Ian H.
作者单位：Tsinghua University; University of New South Wales Sydney; Hong Kong Polytechnic University
摘要：Quasi-Monte Carlo (QMC) methods are playing an increasingly important role in the pricing of complex financial derivatives. For models in which the prices of the underlying assets are driven by Brownian motions, the performance of QMC methods is known to depend crucially on the construction of Brownian motions. This paper focuses on the impact of various constructions. Although the Brownian bridge (BB) construction often yields very good results, as Papageorgiou pointed out, there are financia...
