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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:Bertsimas, Dimitris; Frankovich, Michael; Odoni, Amedeo
作者单位:Massachusetts Institute of Technology (MIT)
摘要:We present a mixed integer programming (MIP) model to solve the problems of (i) selecting an airport's optimal sequence of runway configurations and (ii) determining the optimal balance of arrivals and departures to be served at any moment. These problems, the runway configuration management (RCM) problem and the arrival/departure runway balancing (ADRB) problem, respectively, are of critical importance in minimizing the delay of both in-flight and on-the-ground aircraft along with their assoc...
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作者:Harks, Tobias; Miller, Konstantin
作者单位:Maastricht University; Technical University of Berlin
摘要:Resource allocation problems play a key role in many applications, including traffic networks, telecommunication networks, and economics. In most applications, the allocation of resources is determined by a finite number of independent players, each optimizing an individual objective function. An important question in all these applications is the degree of suboptimality caused by selfish resource allocation. We consider the worst-case efficiency of cost sharing methods in resource allocation ...
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作者:Lim, Yun Fong
作者单位:Singapore Management University
摘要:Workers in a bucket brigade production system perform unproductive travel when they walk to get more work from their colleagues. We introduce a new design of bucket brigades to reduce unproductive travel. Under the new design, each worker works on one side of an aisle when he proceeds in one direction and works on the other side when he proceeds in the reverse direction. We propose simple rules for workers to share work under the new design and find a sufficient condition for the system to sel...
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作者:Contreras, Ivan; Cordeau, Jean-Francois; Laporte, Gilbert
作者单位:Concordia University - Canada; Universite de Montreal; Universite de Montreal; HEC Montreal; Universite de Montreal
摘要:This paper describes an exact algorithm capable of solving large-scale instances of the well-known uncapacitated hub location problem with multiple assignments. The algorithm applies Benders decomposition to a strong path-based formulation of the problem. The standard decomposition algorithm is enhanced through the inclusion of several features such as the use of a multicut reformulation, the generation of strong optimality cuts, the integration of reduction tests, and the execution of a heuri...
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作者:Nasiry, Javad; Popescu, Ioana
作者单位:Hong Kong University of Science & Technology; INSEAD Business School
摘要:We study the dynamic pricing implications of a new, behaviorally motivated reference price mechanism based on the peak-end memory mode. This model suggests that consumers anchor on a reference price that is a weighted average of the lowest and most recent prices. Loss-averse consumers are more sensitive to perceived losses than gains relative to this reference price. We find that a range of constant pricing policies is optimal for the corresponding dynamic pricing problem. This range is wider ...
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作者:Harel, Arie
作者单位:City University of New York (CUNY) System; Baruch College (CUNY)
摘要:This paper proves a long-standing conjecture regarding the optimal design of the M/M/s queue. The classical Erlang delay formula is shown to be a convex function of the number of servers when the server utilization is held constant. This means that when the server utilization is held constant, the marginal decrease in the probability that all servers are busy in the M/M/s queue brought about by the addition of two extra servers is always less than twice the decrease brought about by the additi...
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作者:de Vericourt, Francis; Jennings, Otis B.
作者单位:INSEAD Business School; Duke University
摘要:In this paper, we present a closed queueing model to determine efficient nurse staffing policies. We explicitly model the workload experienced by s nurses within a single medical unit with n homogeneous patients as a closed M / M / s / / n queueing system, where each patient alternates between requiring assistance and not. The performance of the medical unit is based on the probability of excessive delay, the relative frequency with which the delay between the onset of patient neediness and th...
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作者:Feng, Jiejian; Liu, Liming; Liu, Xiaoming
作者单位:Saint Marys University - Canada; Lingnan University; University of Macau
摘要:For a dynamic joint price and lead-time quotation problem with a fairly general demand function, we show that the policy consisting of a threshold and a reward-maximizing lead-time is optimal. This policy offers some interesting managerial insights. Under this policy, finding the exact optimal quotation can be accomplished by single-variable policy iterations of unimodal value functions.
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作者:Kim, Jae Ho; Powell, Warren B.
作者单位:Princeton University; Princeton University
摘要:We formulate and solve the problem of making advance energy commitments for wind farms in the presence of a storage device with conversion losses, mean-reverting price process, and an autoregressive energy generation process from wind. We derive an optimal commitment policy under the assumption that wind energy is uniformly distributed. Then, the stationary distribution of the storage level corresponding to the optimal policy is obtained, from which the economic value of the storage as the rel...