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作者：Jula, Payman; Leachman, Robert C.
作者单位：Simon Fraser University; University of California System; University of California Berkeley
摘要：Motivated by scheduling challenges of burn-in ovens in back-end semiconductor manufacturing, we propose a linear-programming-based algorithm, an integer-programming-based algorithm, and a heuristic-based algorithm to schedule non-homogenous parallel batch machines with nonidentical job sizes and incompatible job families. We consider the common scheduling of consecutive steps that are linked together through secondary scarce resources. Our approach addresses the availability and compatibility ...
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作者：Speight, Adam
作者单位：University of Chicago
摘要：I present a self-contained introduction to multigrid methods with an emphasis on techniques relevant to dynamic programming and related problems. A probabilistic interpretation of the numerical principles is highlighted. Multigrid solvers are shown to be naturally matched to the challenges posed by intractable structural dynamic models routinely encountered in applied economics. I argue that multigrid techniques have potential to substantially extend the scale and complexity of models under co...
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作者：Delage, Erick; Ye, Yinyu
作者单位：Universite de Montreal; HEC Montreal; Stanford University
摘要：Stochastic programming can effectively describe many decision-making problems in uncertain environments. Unfortunately, such programs are often computationally demanding to solve. In addition, their solution can be misleading when there is ambiguity in the choice of a distribution for the random parameters. In this paper, we propose a model that describes uncertainty in both the distribution form (discrete, Gaussian, exponential, etc.) and moments (mean and covariance matrix). We demonstrate t...
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作者：Kaplan, Edward H.; Kress, Moshe; Szechtman, Roberto
作者单位：Yale University; United States Department of Defense; United States Navy; Naval Postgraduate School
摘要：During counterinsurgency operations, government forces with superior firepower confront weaker low-signature insurgents. Under what conditions should government (Blue) forces attack insurgent (Red) strongholds? How should the government allocate its force across different strongholds when the insurgents' threat to the Blue civilian population must be taken into account? How should the government respond to smart insurgents who anticipate the government's optimal plan of attack and prepare acco...
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作者：Rauner, Marion S.; Gutjahr, Walter J.; Heidenberger, Kurt; Wagner, Joachim; Pasia, Joseph
作者单位：University of Vienna; University of Vienna; University of Vienna; University of Vienna
摘要：We present a risk-group oriented chronic disease progression model embedded within a metaheuristic-based optimization of the policy variables. Policy-makers are provided with Pareto-optimal screening schedules for risk groups by considering cost and effectiveness outcomes as well as budget constraints. The quality of the screening technology depends on risk group, disease stage, and time. As the metaheuristic solution technique, we use the Pareto ant colony optimization (P-ACO) algorithm for m...
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作者：Judd, Kenneth; van Ryzin, Garrett
作者单位：Columbia University
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作者：Fourer, Robert; Ma, Jun; Martin, Kipp
作者单位：Northwestern University; University of Chicago
摘要：We describe a research project to design a distributed optimization environment in which solvers, modeling languages, registries, analyzers, and simulation engines can be implemented as services and utilities under a unified framework. Our work, which we call optimization services or OS, defines standards for all activities necessary to support decentralized optimization on the Internet: representation of optimization instances, results, and solver options; communication between clients and so...
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作者：Shin, Hyoduk; Tunca, Tunay I.
作者单位：Northwestern University; Stanford University
摘要：We study the effect of downstream competition on incentives for demand forecast investments in supply chains. We show that with common pricing schemes, such as wholesale price or two-part tariffs, downstream firms under Cournot competition overinvest in demand forecasting. Analyzing the determinants of overinvestment, we demonstrate that under wholesale price contracts and two-part tariffs, total demand forecast investment can be very significant, and as a result, the supply chain can suffer s...
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作者：Belloni, Alexandre; Lopomo, Giuseppe; Wang, Shouqiang
作者单位：Duke University
摘要：Multidimensional mechanism design problems have proven difficult to solve by extending techniques from the one-dimensional case. This paper considers mechanism design problems with multidimensional types when the seller's cost function is not separable across buyers. By adapting results obtained by Border [Border, K. 1991. Implementation of reduced form auctions: A geometric approach. Econometrica 59 1175-1187], we transform the seller's problem into a representation that only involves interim...
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作者：Borkovsky, Ron N.; Doraszelski, Ulrich; Kryukov, Yaroslav
作者单位：University of Toronto; Harvard University; Carnegie Mellon University
摘要：This paper provides a step-by-step guide to solving dynamic stochastic games using the homotopy method. The homotopy method facilitates exploring the equilibrium correspondence in a systematic fashion; it is especially useful in games that have multiple equilibria. We discuss the theory of the homotopy method and its implementation and present two detailed examples of dynamic stochastic games that are solved using this method.
