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作者：Bassamboo, Achal; Randhawa, Ramandeep S.
作者单位：Northwestern University; University of Southern California
摘要：We consider queueing systems in which customers arrive according to a Poisson process and have exponentially distributed service requirements. The customers are impatient and may abandon the system while waiting for service after a generally distributed amount of time. The system incurs customer-related costs that consist of waiting and abandonment penalty costs. We study capacity sizing in such systems to minimize the sum of the long-term average customer-related costs and capacity costs. We ...
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作者：Guseo, Renato; Mortarino, Cinzia
作者单位：University of Padua
摘要：The aim of this note is to correct an error in the formulation of Theorem 1 by Savin and Terwiesch [Savin, S., C. Terwiesch. 2005. Optimal product launch times in a duopoly: Balancing life-cycle revenues with product cost. Oper. Res. 53(1) 26-47].
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作者：Park, Chiwoo; Huang, Jianhua Z.; Ding, Yu
作者单位：Texas A&M University System; Texas A&M University College Station; Texas A&M University System; Texas A&M University College Station
摘要：A minimum volume set of a probability density is a region of minimum size among the regions covering a given probability mass of the density. Effective methods for finding the minimum volume sets are very useful for detecting failures or anomalies in commercial and security applications-a problem known as novelty detection. One theoretical approach of estimating the minimum volume set is to use a density level set where a kernel density estimator is plugged into the optimization problem that y...
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作者：Honhon, Dorothee; Gaur, Vishal; Seshadri, Sridhar
作者单位：University of Texas System; University of Texas Austin; Cornell University
摘要：We present an efficient dynamic programming algorithm to determine the optimal assortment and inventory levels in a single-period problem with stockout-based substitution. In our model, total customer demand is random and comprises fixed proportion of customers of different types. Customer preferences are modeled through the definition of these types. Each customer type corresponds to a specific preference ordering among products. A customer purchases the highest-ranked product, according to h...
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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 ...
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作者：Fibich, Gadi; Gibori, Ro'i
作者单位：Tel Aviv University
摘要：We explicitly calculate the aggregate diffusion dynamics in one-dimensional agent-based models of adoption of new products, without using the mean-field approximation. We then introduce a clusters-dynamics approach, and use it to derive an analytic approximation of the aggregate diffusion dynamics in multidimensional agent-based models. The clusters-dynamics approximation shows that the aggregate diffusion dynamics does not depend on the average distance between individuals, but rather on the ...
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作者：Hora, Stephen C.
作者单位：University of Southern California; University of Southern California
摘要：It is shown how infinite sequences of densities with defined properties can be used to evaluate the expected performance of mathematical aggregation rules for elicited densities. The performance of these rules is measured through the average variance, calibration, and average Brier score of the aggregates. A general result for the calibration of the arithmetic average of densities from well-calibrated independent experts is given. Arithmetic and geometric aggregation rules are compared using s...
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作者：Iida, Tetsuo; Zipkin, Paul
作者单位：Komazawa University; Duke University
摘要：We consider a serial supply chain with one supplier and one retailer. Each obtains some demand forecast information, which may be shared or not. We investigate the members' benefits from sharing information. The forecasts follow a variant of the Martingale model of forecast evolution (MMFE). We construct a simple transfer-payment scheme to align the players' incentives with that of the overall system. The main finding is that, unless the players' incentives are aligned in this way, sharing inf...
