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作者：Kaplan, Edward H.
作者单位：Yale University
摘要：This article presents the first models developed specifically for understanding the infiltration and interdiction of ongoing terror plots by undercover intelligence agents, and does so via novel application of ideas from queueing theory and Markov population processes. The resulting terror queue models predict the number of undetected terror threats in an area from agent activity/utilization data, and also estimate the rate with which such threats can be detected and interdicted. The models tr...
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作者：Burke, E. K.; Hellier, R. S. R.; Kendall, G.; Whitwell, G.
作者单位：University of Nottingham
摘要：The no-fit polygon is a geometric construct that can offer faster and more efficient handling of geometry between pairs of shapes than traditional line-by-line intersection. The detection of intersections is a critical operation within the irregular two-dimensional stock-cutting problem (also known as nesting), which aims to place shapes onto sheets of material so that the material is utilised as efficiently as possible and the waste (or trim loss) is reduced. The problem forms an important pr...
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作者：Weintraub, Gabriel Y.; Benkard, C. Lanier; Van Roy, Benjamin
作者单位：Columbia University; Yale University; Stanford University
摘要：Oblivious equilibrium is a new solution concept for approximating Markov-perfect equilibrium in dynamic models of imperfect competition among heterogeneous firms. In this paper, we present algorithms for computing oblivious equilibrium and for bounding approximation error. We report results from computational case studies that serve to assess both efficiency of the algorithms and accuracy of oblivious equilibrium as an approximation to Markov-perfect equilibrium. We also extend the definition ...
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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：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：Schulz, Andreas S.; Uhan, Nelson A.
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Purdue University System; Purdue University
摘要：We study cooperative games with supermodular costs. We show that supermodular costs arise in a variety of situations; in particular, we show that the problem of minimizing a linear function over a supermodular polyhedron-a problem that often arises in combinatorial optimization-has supermodular optimal costs. In addition, we examine the computational complexity of the least core and least core value of supermodular cost cooperative games. We show that the problem of computing the least core va...
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作者：Besanko, David; Doraszelski, Ulrich; Lu, Lauren Xiaoyuan; Satterthwaite, Mark
作者单位：Northwestern University; Harvard University; University of North Carolina; University of North Carolina Chapel Hill
摘要：Capacity addition and withdrawal decisions are among the most important strategic decisions made by firms in oligopolistic industries. In this paper, we develop and analyze a fully dynamic model of an oligopolistic industry with lumpy capacity and lumpy investment/disinvestment. We use our model to suggest answers to two questions: First, what economic factors facilitate preemption races? Second, what economic factors facilitate capacity coordination? With a series of examples we show that low...
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作者：Gallego, Guillermo; Sahin, Oezge
作者单位：Columbia University; University of Michigan System; University of Michigan
摘要：We introduce and analyze an intertemporal choice model where customer valuations are uncertain and evolve over time. The model leads directly to the study of call options on capacity that are similar to partially refundable fares. We show that the capacity provider earns significantly higher revenues by selling real options on capacity than on low-to-high pricing. We also investigate the social implications and show that the use of options is both socially optimal and socially efficient.
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作者：Leder, Nicole; Heidergott, Bernd; Hordijk, Arie
作者单位：University of Hamburg; Vrije Universiteit Amsterdam; Vrije Universiteit Amsterdam; Tinbergen Institute; Leiden University - Excl LUMC; Leiden University
摘要：We present an update formula that allows the expression of the deviation matrix of a continuous-time Markov process with denumerable state space having generator matrix Q* through a continuous-time Markov process with generator matrix Q. We show that under suitable stability conditions the algorithm converges at a geometric rate. By applying the concept to three different examples, namely, the M/M/1 queue with vacations, the M/G/1 queue, and a tandem network, we illustrate the broad applicabil...
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作者：Pasupathy, Raghu
作者单位：Virginia Polytechnic Institute & State University
摘要：The stochastic root-finding problem is that of finding a zero of a vector-valued function known only through a stochastic simulation. The simulation-optimization problem is that of locating a real-valued function's minimum, again with only a stochastic simulation that generates function estimates. Retrospective approximation (RA) is a sample-path technique for solving such problems, where the solution to the underlying problem is approached via solutions to a sequence of approximate determinis...
