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作者：Sheopuri, Anshul; Janakiraman, Ganesh; Seshadri, Sridhar
作者单位：International Business Machines (IBM); IBM USA; University of Texas System; University of Texas Dallas; University of Texas System; University of Texas Austin
摘要：We study an inventory system under periodic review in the presence of two suppliers (or delivery modes). The emergency supplier has a shorter lead-time than the regular supplier, but the unit price he offers is higher. Excess demand is backlogged. We generalize the recently studied class of dual index policies [Veeraraghavan, S., A. Scheller-Wolf. 2008. Now or later: Dual index policies for capacitated dual sourcing systems. Oper Res. 56(4) 850-864] by proposing two classes of policies. The fi...
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作者：Yunes, Tallys; Aron, Ionut D.; Hooker, J. N.
作者单位：University of Miami; Carnegie Mellon University
摘要：One of the central trends in the optimization community over the past several years has been the steady improvement of general-purpose solvers. A logical next step in this evolution is to combine mixed-integer linear programming, constraint programming, and global optimization in a single system. Recent research in the area of integrated problem solving suggests that the right combination of different technologies can simplify modeling and speed up computation substantially. Nevertheless, inte...
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作者：Lane, David C.
作者单位：University of London; London School Economics & Political Science
摘要：This paper has two aims. First, to present cases in which scientists developed a defensive system for their homeland: Blackett and the air defense of Britain in WWII, Forrester and the SAGE system for North America in the Cold War, and Archimedes' work defending Syracuse during the Second Punic War. In each case the historical context and the individual's other achievements are outlined, and a description of the contribution's relationship to OR/MS is given. The second aim is to consider some ...
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作者：Cavusoglu, Huseyin; Koh, Byungwan; Raghunathan, Srinivasan
作者单位：University of Texas System; University of Texas Dallas
摘要：The proponents of airline passenger profiling claim that profiling will reduce the cost of security, improve the detection of attackers, increase the reliability of signals from screening devices, and reduce the inconvenience to normal passengers. In this paper we show that if the Transportation Security Administration (TSA) manually inspects all those passengers classified as likely attackers and sends others through a screening system, as it did when it deployed the Computer Assisted Passeng...
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作者：Chod, Jiri; Pyke, David; Rudi, Nils
作者单位：Boston College; University of San Diego; INSEAD Business School
摘要：We consider a manufacturer of mass-customized modular products who orders components under demand uncertainty, and sets prices, produces to order, and trades excess components in a secondary market after this uncertainty is resolved. The sequence of events reflects, in a parsimonious fashion, the considerable reduction in demand uncertainty between the procurement stage and the selling season, typical of industries with long supply lead times and short product life cycles. We prove that, in co...
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作者：Cominetti, Roberto; Correa, Jose R.; Rothvoss, Thomas; San Martin, Jaime
作者单位：Universidad de Chile; Universidad de Chile; Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne; Universidad de Chile
摘要：We analyze a short-term revenue optimization problem involving the targeting of customers for a promotion in which a finite number of perishable items are sold on a last-minute offer. The goal is to select the subset of customers to whom the offer will be made available in order to maximize the expected return. Each client replies with a certain probability and reports a specific value that might depend on the customer type, so that the selected subset has to balance the risk of not selling al...
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作者：Ye, Heng-Qing; Yao, David D.
作者单位：Hong Kong Polytechnic University; Columbia University
摘要：We study a stochastic network that consists of two servers shared by two classes of jobs. Class 1 jobs require a concurrent. occupancy of both servers while class 2 jobs use only one server. The traffic intensity is such that both servers are bottlenecks, meaning the service capacity is equal to the offered workload. The real-time allocation of the service capacity among the job classes takes the form of a solution to an optimization problem that maximizes a utility function. We derive the dif...
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作者：Altuzarra, Alfredo; Maria Moreno-Jimenez, Jose; Salvador, Manuel
作者单位：University of Zaragoza
摘要：This paper examines consensus building in AHP-group decision making from a Bayesian perspective. In accordance with the multicriteria procedural rationality paradigm, the methodology employed in this study permits the automatic identification, in a local context, of agreement and disagreement zones among the actors involved. This approach is based on the analysis of the pairwise comparison matrices provided by the actors themselves. In addition, the study integrates the attitudes of the actors...
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作者：Glasserman, Paul; Liu, Zongjian
作者单位：Columbia University; Columbia University
摘要：The likelihood ratio method (LRM) is a technique for estimating derivatives of expectations through simulation. LRM estimators are constructed from the derivatives of probability densities of inputs to a simulation. We investigate the application of the likelihood ratio method for sensitivity estimation when the relevant densities for the underlying model are known only through their characteristic functions or Laplace transforms. This problem arises in financial applications, where sensitivit...
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作者：Zhang, Hao; Nagarajan, Mahesh; Sosic, Greys
作者单位：University of Southern California; University of British Columbia
摘要：In this paper, we examine a supply chain in which a single supplier sells to a downstream retailer. We consider a multiperiod model with the following sequence of events. In period t the supplier offers a contract to the retailer, and the retailer makes her purchasing decision in anticipation of the random demand. The demand then unravels, and the retailer carries over any excess inventory to the next period (unmet demand is lost). In period t + 1 the supplier designs a new contract based on h...
