2010

最新文章

• No-Holdback Allocation Rules for Continuous-Time Assemble-to-Order Systems AI翻译
  作者：Lu, Yingdong; Song, Jing-Sheng; Zhao, Yao
  作者单位：International Business Machines (IBM); IBM USA; Duke University; Shanghai Jiao Tong University; Rutgers University System; Rutgers University New Brunswick; Rutgers University Newark
  摘要：This paper analyzes a class of common-component allocation rules, termed no-holdback (NHB) rules, in continuous-review assemble-to-order (ATO) systems with positive lead times. The inventory of each component is replenished following an independent base-stock policy. In contrast to the usually assumed first-come-first-served (FCFS) component allocation rule in the literature, an NHB rule allocates a component to a product demand only if it will yield immediate fulfillment of that demand. We id...
• Data Envelopment Analysis as Nonparametric Least-Squares Regression AI翻译
  作者：Kuosmanen, Timo; Johnson, Andrew L.
  作者单位：Natural Resources Institute Finland (Luke); Aalto University; Texas A&M University System; Texas A&M University College Station
  摘要：Data envelopment analysis (DEA) is known as a nonparametric mathematical programming approach to productive efficiency analysis. In this paper, we show that DEA can be alternatively interpreted as nonparametric least-squares regression subject to shape constraints on the frontier and sign constraints on residuals. This reinterpretation reveals the classic parametric programming model by Aigner and Chu [Aigner, D., S. Chu. 1968. On estimating the industry production function. Amer. Econom. Rev....
• The cμ/θ Rule for Many-Server Queues with Abandonment AI翻译
  作者：Atar, Rami; Giat, Chanit; Shimkin, Nahum
  作者单位：Technion Israel Institute of Technology
  摘要：We consider a multiclass queueing system with multiple homogeneous servers and customer abandonment. For each customer class i, the holding cost per unit time, the service rate, and the abandonment rate are denoted by c(i), mu(i), and theta(i), respectively. We prove that under a many-server fluid scaling and overload conditions, a server-scheduling policy that assigns priority to classes according to their index c(i)mu(i)/theta(i) is asymptotically optimal for minimizing the overall long-run ...
• Sharing Supermodular Costs AI翻译
  作者：Schulz, Andreas S.; Uhan, Nelson A.
  作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Purdue University System; Purdue University
  摘要：We study cooperative games with supermodular costs. We show that supermodular costs arise in a variety of situations; in particular, we show that the problem of minimizing a linear function over a supermodular polyhedron-a problem that often arises in combinatorial optimization-has supermodular optimal costs. In addition, we examine the computational complexity of the least core and least core value of supermodular cost cooperative games. We show that the problem of computing the least core va...
• Stochastic Kriging for Simulation Metamodeling AI翻译
  作者：Ankenman, Bruce; Nelson, Barry L.; Staum, Jeremy
  作者单位：Northwestern University
  摘要：We extend the basic theory of kriging, as applied to the design and analysis of deterministic computer experiments, to the stochastic simulation setting. Our goal is to provide flexible, interpolation-based metamodels of simulation output performance measures as functions of the controllable design or decision variables, or uncontrollable environmental variables. To accomplish this, we characterize both the intrinsic uncertainty inherent in a stochastic simulation and the extrinsic uncertainty...
• Lumpy Capacity Investment and Disinvestment Dynamics AI翻译
  作者：Besanko, David; Doraszelski, Ulrich; Lu, Lauren Xiaoyuan; Satterthwaite, Mark
  作者单位：Northwestern University; Harvard University; University of North Carolina; University of North Carolina Chapel Hill
  摘要：Capacity addition and withdrawal decisions are among the most important strategic decisions made by firms in oligopolistic industries. In this paper, we develop and analyze a fully dynamic model of an oligopolistic industry with lumpy capacity and lumpy investment/disinvestment. We use our model to suggest answers to two questions: First, what economic factors facilitate preemption races? Second, what economic factors facilitate capacity coordination? With a series of examples we show that low...
• Revenue Management with Partially Refundable Fares AI翻译
  作者：Gallego, Guillermo; Sahin, Oezge
  作者单位：Columbia University; University of Michigan System; University of Michigan
  摘要：We introduce and analyze an intertemporal choice model where customer valuations are uncertain and evolve over time. The model leads directly to the study of call options on capacity that are similar to partially refundable fares. We show that the capacity provider earns significantly higher revenues by selling real options on capacity than on low-to-high pricing. We also investigate the social implications and show that the use of options is both socially optimal and socially efficient.
• An Approximation Approach for the Deviation Matrix of Continuous-Time Markov Processes with Application to Markov Decision Theory AI翻译
  作者：Leder, Nicole; Heidergott, Bernd; Hordijk, Arie
  作者单位：University of Hamburg; Vrije Universiteit Amsterdam; Vrije Universiteit Amsterdam; Tinbergen Institute; Leiden University - Excl LUMC; Leiden University
  摘要：We present an update formula that allows the expression of the deviation matrix of a continuous-time Markov process with denumerable state space having generator matrix Q* through a continuous-time Markov process with generator matrix Q. We show that under suitable stability conditions the algorithm converges at a geometric rate. By applying the concept to three different examples, namely, the M/M/1 queue with vacations, the M/G/1 queue, and a tandem network, we illustrate the broad applicabil...
• On Choosing Parameters in Retrospective-Approximation Algorithms for Stochastic Root Finding and Simulation Optimization AI翻译
  作者：Pasupathy, Raghu
  作者单位：Virginia Polytechnic Institute & State University
  摘要：The stochastic root-finding problem is that of finding a zero of a vector-valued function known only through a stochastic simulation. The simulation-optimization problem is that of locating a real-valued function's minimum, again with only a stochastic simulation that generates function estimates. Retrospective approximation (RA) is a sample-path technique for solving such problems, where the solution to the underlying problem is approached via solutions to a sequence of approximate determinis...
• Cooperation in Service Systems AI翻译
  作者：Anily, Shoshana; Haviv, Moshe
  作者单位：Tel Aviv University; Hebrew University of Jerusalem
  摘要：We consider a number of servers that may improve the efficiency of the system by pooling their service capacities to serve the union of the individual streams of customers. This economies-of-scope phenomenon is due to the reduction in the steady-state mean total number of customers in the system. The question we pose is how the servers should split among themselves the cost of the pooled system. When the individual incoming streams of customers form Poisson processes and individual service tim...