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作者：Steiner, George; Zhang, Rui
作者单位：McMaster University
摘要：There are many situations in supply chain scheduling when the supplier finds it impossible to meet the promised due dates for some orders. We present a model for the rescheduling of orders with simultaneous assignment of attainable revised due dates to minimize due date escalation and tardiness penalties for the supplier. We show that the problem is equivalent to minimizing the total tardiness with rejection with respect to the original due dates. We prove that the problem is NP-hard and prese...
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作者：Yan, Xinghao; Zhao, Hui
作者单位：Western University (University of Western Ontario); University Western Ontario Hospital; Purdue University System; Purdue University
摘要：We study the information asymmetry issues in a decentralized inventory-sharing system consisting of a manufacturer and two independent retailers, who privately hold demand information, noncooperatively place their orders, but cooperatively share inventories with each other. We find that although the manufacturer needs retailers' mean demand and standard deviation for her wholesale price decision, each retailer only needs to know the other retailer's demand standard deviation for his order quan...
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作者：Ehrenmann, Andreas; Smeers, Yves
作者单位：Engie; Universite Catholique Louvain; Universite Catholique Louvain
摘要：We cast models of the generation capacity expansion type formally developed for the monopoly regime into equilibrium models better adapted for a competitive environment. We focus on some of the risks faced today by investors in generation capacity and thus pose the problem as a stochastic equilibrium model. We illustrate the approach on the problem of the incentive to invest. Agents can be risk neutral or risk averse. We model risk aversion through the CVaR of plants' profit. The CVaR induces ...
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作者：Borgonovo, E.; Smith, C. L.
作者单位：Bocconi University; Bocconi University; United States Department of Energy (DOE); Idaho National Laboratory
摘要：Risk managers are often confronted with the evaluation of operational policies in which two or more system components are simultaneously affected by a change. In these instances, the decision-making process should be informed by the relevance of interactions. However, because of system and model complexity, a rigorous study for determining whether and how interactions quantitatively impact operational choices has not been developed yet. In light of the central role played by the multilinearity...
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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：Janssen, A. J. E. M.; van Leeuwaarden, J. S. H.; Zwart, Bert
作者单位：Eindhoven University of Technology; University System of Georgia; Georgia Institute of Technology
摘要：We apply a new corrected diffusion approximation for the Erlang C formula to determine staffing levels in cost minimization and constraint satisfaction problems. These problems are motivated by large customer contact centers that are modeled as an M/M/s queue with s the number of servers or agents. The proposed staffing levels are refinements of the celebrated square-root safety-staffing rule and have the appealing property that they are as simple as the conventional square-root safety-staffin...
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作者：Simchi-Levi, David
作者单位：Massachusetts Institute of Technology (MIT)
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作者：Devalkar, Sripad K.; Anupindi, Ravi; Sinha, Amitabh
作者单位：Indian School of Business (ISB); University of Michigan System; University of Michigan
摘要：We consider the integrated optimization problem of procurement, processing, and trade of commodities in a multiperiod setting. Motivated by the operations of a prominent commodity processing firm, we model a firm that procures an input commodity and has processing capacity to convert the input into a processed commodity. The processed commodity is sold using forward contracts, while the input itself can be traded at the end of the horizon. We solve this problem optimally and derive closed-form...
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作者：Stolyar, Alexander L.; Tezcan, Tolga
作者单位：AT&T; University of Rochester
摘要：We consider a general parallel server system model with multiple customer classes and several flexible multiserver pools, in the many-server asymptotic regime where the input rates and server pool sizes are scaled up linearly to infinity. Service of a customer brings a constant reward, which depends on its class. The objective is to maximize the long-run reward rate. Our primary focus is on overloaded systems. Unlike in the case when the system is not overloaded, where the main decision is how...
