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作者：Shlakhter, Oleksandr; Lee, Chi-Guhn; Khmelev, Dmitry; Jaber, Nasser
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作者：Heydenreich, Birgit; Muller, Rudolf; Uetz, Marc
作者单位：Maastricht University; University of Twente
摘要：Traditional optimization models assume a central decision maker who optimizes a global system performance measure. However, problem data is often distributed among several agents, and agents make autonomous decisions. This gives incentives for strategic behavior of agents, possibly leading to suboptimal system performance. Furthermore, in dynamic environments, machines are locally dispersed and administratively independent. Examples are found both in business and engineering applications. We i...
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作者：Garcia, Alfredo; Shen, Zhijiang
作者单位：University of Virginia
摘要：In critical energy infrastructure sectors (e.g., electric power generation, natural gas transportation, oil-refining capacity), maintaining a certain level of excess capacity is socially valuable (because it serves to protect against unexpected market conditions) but not necessarily compatible with the incentives for individual firms in the market. In this paper, we develop a dynamic oligopoly model with a stochastically growing demand to analyze the inherent tension in market-based incentives...
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作者：Hall, Nicholas G.; Liu, Zhixin
作者单位：University System of Ohio; Ohio State University; University of Michigan System; University of Michigan
摘要：We consider a multiple product supply chain where a manufacturer receives orders from several distributors. If the orders cannot all be met from available production capacity, then the manufacturer allocates that capacity and a set of resubmittable orders among the distributors. The distributors may share their allocated capacity among themselves before submitting revised orders. Finally, the manufacturer schedules the revised orders to minimize its cost. We consider three practical coordinati...
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作者：Downward, A.; Zakeri, G.; Philpottt, A. B.
作者单位：University of Auckland
摘要：We consider electricity pool markets in radial transmission networks in which the lines have capacities. At each node there is a strategic generator injecting generation quantities into the pool. Prices are determined by a linear competitive fringe at each node (or equivalently a linear demand function) through a convex dispatch optimization. We derive a set of linear inequalities satisfied by the line capacities that gives necessary and sufficient conditions for the unconstrained one-shot Cou...
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作者：Horner, Johannes; Rosenberg, Dinah; Solan, Eilon; Vieille, Nicolas
作者单位：Yale University; Hautes Etudes Commerciales (HEC) Paris; Tel Aviv University
摘要：We apply the average cost optimality equation to zero-sum Markov games by considering a simple game with one-sided incomplete information that generalizes an example of Aumann and Maschler [Aumann, R. J., M. B. Maschler. 1995. Repeated Games with Incomplete Information. MIT Press, Cambridge, MA]. We determine the value and identify the optimal strategies for a range of parameters.
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作者：Desaulniers, Guy
作者单位：Universite de Montreal; Polytechnique Montreal; Universite de Montreal
摘要：This paper addresses the split-delivery vehicle routing problem with time windows (SDVRPTW) that consists of determining least-cost vehicle routes to service a set of customer demands while respecting vehicle capacity and customer time windows. The demand of each customer can be fulfilled by several vehicles. For solving this problem, we propose a new exact branch-and-price-and-cut method, where the column generation subproblem is a resource-constrained elementary shortest-path problem combine...
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作者：Shlakhter, Oleksandr; Lee, Chi-Guhn; Khmelev, Dmitry; Jaber, Nasser
作者单位：University of Toronto; University of Toronto
摘要：We study the general approach to accelerating the convergence of the most widely used solution method of Markov decision processes (MDPs) with the total expected discounted reward. Inspired by the monotone behavior of the contraction mappings in the feasible set of the linear programming problem equivalent to the MDP, we establish a class of operators that can be used in combination with a contraction mapping operator in the standard value iteration algorithm and its variants. We then propose ...
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作者：Tezcan, Tolga; Dai, J. G.
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; University System of Georgia; Georgia Institute of Technology
摘要：We consider a class of parallel server systems that are known as N-systems. In an N-system, there are two customer classes that are catered by servers in two pools. Servers in one of the pools are cross-trained and can serve customers from both classes, whereas all of the servers in the other pool can serve only one of the customer classes. A customer reneges from his queue if his waiting time in the queue exceeds his patience. Our objective is to minimize the total cost that includes a linear...
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作者：Zhang, Hao
作者单位：University of Southern California
摘要：This paper presents a novel framework for studying partially observable Markov decision processes (POMDPs) with finite state, action, observation sets, and discounted rewards. The new framework is solely based on future-reward vectors associated with future policies, which is more parsimonious than the traditional framework based on belief vectors. It reveals the connection between the POMDP problem and two computational geometry problems, i.e., finding the vertices of a convex hull and findin...
