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作者：Ghate, Archis; Sharma, Dushyant; Smith, Robert L.
作者单位：University of Washington; University of Washington Seattle; University of Michigan System; University of Michigan
摘要：We present a simplex-type algorithm-that is, an algorithm that moves from one extreme point of the infinite-dimensional feasible region to another, not necessarily adjacent, extreme point-for solving a class of linear programs with countably infinite variables and constraints. Each iteration of this method can be implemented in finite time, whereas the solution values converge to the optimal value as the number of iterations increases. This simplex-type algorithm moves to an adjacent extreme p...
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作者：Bozkurt, Bilge; Fowler, John W.; Gel, Esma S.; Kim, Bosun; Koksalan, Murat; Wallenius, Jyrki
作者单位：Middle East Technical University; Arizona State University; Arizona State University-Tempe; Aalto University
摘要：We consider. the problem of evaluating the quality of solution sets generated by heuristics for multiple-objective combinatorial optimization problems. We extend previous research on the integrated preference functional (IPF), which assigns a scalar value to a given discrete set of nondominated points so that the weighted Tchebycheff function can be used as the underlying implicit value function. This extension is useful because modeling the decision maker's value function with the weighted Tc...
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作者：Papier, Felix; Thonemann, Ulrich W.
作者单位：University of Cologne
摘要：Many companies have started segmenting customers to better match their products and services to the needs of the customers. We support this development by presenting a stochastic model of a rental system with two customer classes that was motivated by the operations of one of Europe's leading logistics companies. At the company, customers can choose between premium and classic service. Under premium service, customers provide advance demand information (ADI) by reserving cars ahead of the time...
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作者：Bertsimas, Dimitris; Nohadani, Omid; Teo, Kwong Meng
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); National University of Singapore
摘要：In engineering design, an optimized solution often turns out to be suboptimal when errors are encountered. Although the theory of robust convex optimization has taken significant strides over the past decade, all approaches fail if the underlying cost function is not explicitly given; it is even worse if the cost function is nonconvex. In this work, we present a robust optimization method that is suited for unconstrained problems with a nonconvex cost function as well as for problems based on ...
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作者：Song, Jing-Sheng; Zhang, Hanqin; Hou, Yumei; Wang, Mingzheng
作者单位：Duke University; Shanghai Jiao Tong University; Chinese Academy of Sciences; National University of Singapore; Yanshan University; Dalian University of Technology
摘要：We study a single-item (r, q) inventory system, where r is the reorder point and q is the order quantity. The demand is a compound-Poisson process. We investigate the behavior of the optimal policy parameters and the long-run average cost of the system in response to stochastically shorter or less-variable lead times. We show that although some of the properties of the base-stock system can be extended to this more general model, some cannot. The same findings also apply when the comparison is...
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作者：Agarwal, Richa; Ergun, Oezlem
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：Many real-world systems operate in a decentralized manner, where individual operators interact with varying degrees of cooperation and self motive. In this paper, we study transportation networks that operate as an alliance among different carriers. In particular, we study alliance formation among carriers in liner shipping. We address tactical problems such as the design of large-scale networks (that result from integrating the service networks of different carriers in an alliance) and operat...
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作者：Podinovski, Victor V.; Forsund, Finn R.
作者单位：University of Warwick; University of Oslo
摘要：The implicit definition and nondifferentiability of efficient frontiers used in data envelopment analysis are two major obstacles to obtaining their differential characteristics, including various elasticity measures and marginal rates of substitution. In this paper we invoke the theorem of the directional derivative of the optimal value function and show how this can be used to define and calculate the required elasticities without any simplifying assumptions. This approach allows us to exten...
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作者：Savasaneril, Secil; Griffin, Paul M.; Keskinocak, Pinar
作者单位：Middle East Technical University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University System of Georgia; Georgia Institute of Technology
摘要：We study a dynamic lead-time quotation problem in a base-stock inventory system characterized by lead-time sensitive Poisson demand and exponentially distributed service times. We show that the optimal profit is unimodal in the base-stock level. We compare the base-stock system with a make-to-order (MTO) system and show that the lead-time quotes are lower in an MTO system and that increasing the base-stock level does not necessarily decrease the expected number of customers waiting. Numerical ...
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作者：Sobel, Matthew J.; Wei, Wei
作者单位：University System of Ohio; Case Western Reserve University
摘要：An optimum of a Markov decision process (MDP) is myopic if it can be obtained by solving a series of static problems. Myopic optima are desirable because they can be computed relatively easily. We identify new classes of MDPs with myopic optima and sequential games with myopic equilibrium points. In one of the classes, the single-period reward is homogeneous with respect to the state variable. We illustrate the results with models of revenue management and investment.
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作者：Heidergott, Bernd; Hordijk, Arie; Leder, Nicole
作者单位：Vrije Universiteit Amsterdam; Tinbergen Institute; Leiden University - Excl LUMC; Leiden University; University of Hamburg
摘要：We present update formulas that allow us to express the stationary distribution of a continuous-time Markov process with denumerable state space having generator matrix Q* through a continuous-time Markov process with generator matrix Q. Under suitable stability conditions, numerical approximations can be derived from the update formulas, and we show that the algorithms converge at a geometric rate. Applications to sensitivity analysis and bounds on perturbations are discussed as well. Numeric...
