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作者：Chen, Li
作者单位：Duke University
摘要：In most retail environments, when inventory runs out, the unmet demand is lost and not observed. The sales data are effectively censored by the inventory level. Factoring this censored data effect into demand estimation and inventory control decision makes the problem difficult to solve. In this paper, we focus on developing bounds and heuristics for this problem. Specifically, we consider a finite-horizon inventory control problem for a nonperishable product with unobserved lost sales and a d...
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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：Li, Shanlin; Chen, Zhi-Long; Tang, Guochun
作者单位：Taizhou University; University System of Maryland; University of Maryland College Park; Shanghai Polytechnic University
摘要：We give a counterexample to show that the optimality proof by Kise et al. (1978) for an algorithm for a scheduling problem is incorrect.
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作者：Hong, L. Jeff; Liu, Guangwu
作者单位：Hong Kong University of Science & Technology; City University of Hong Kong
摘要：A probability is the expectation of an indicator function. However, the standard pathwise sensitivity estimation approach, which interchanges the differentiation and expectation, cannot be directly applied because the indicator function is discontinuous. In this paper, we design a pathwise sensitivity estimator for probability functions based on a result of Hong [Hong, L. J. 2009. Estimating quantile sensitivities. Oper. Res. 57(1) 118-130]. We show that the estimator is consistent and follows...
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作者：Vielma, Juan Pablo; Ahmed, Shabbir; Nemhauser, George
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：We study the modeling of nonconvex piecewise-linear functions as mixed-integer programming (MIP) problems. We review several new and existing MIP formulations for continuous piecewise-linear functions with special attention paid to multivariate nonseparable functions. We compare these formulations with respect to their theoretical properties and their relative computational performance. In addition, we study the extension of these formulations to lower semicontinuous piecewise-linear functions.
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作者：Shang, Kevin H.; Zhou, Sean X.
作者单位：Duke University; Chinese University of Hong Kong
摘要：This paper studies a periodic-review, serial inventory system in which echelon (r, nQ,T) policies are implemented. Under such a policy, each stage reviews its inventory in every T period and orders according to an echelon (r,nQ) policy. Two types of fixed costs are considered: one is associated with each order batch Q, and the other is incurred for each inventory review. The objective is to find the policy parameters such that the average total cost per period is minimized. This paper provides...
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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：Chu, Leon Yang; Shen, Zuo-Jun Max
作者单位：University of Southern California; University of California System; University of California Berkeley
摘要：We study a two-echelon supply chain with one warehouse and N (nonidentical) retailers facing stochastic demand. An easy-to-implement inventory policy, the so-called power-of-two (POT) policy, is proposed to manage inventory for the system. To maintain a certain service level, safety stocks are kept at the warehouse and each retailer outlet to buffer random demand. Our analysis highlights the important role of the warehouse safety stock level, which, in addition to the length of the warehouse o...
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作者：Huh, Woonghee Tim; Janakiraman, Ganesh
作者单位：Columbia University; New York University
摘要：We study a periodically reviewed, serial inventory system in which excess demand from external customers is lost. We derive elementary properties of the vector of optimal order quantities in this system. In particular, we derive bounds on the sensitivity (or, more mathematically, the derivative) of the optimal order quantity at each stage to the vector of the current inventory levels. Our analysis uses the concept of L-natural-convexity, which was studied in discrete convex analysis and recent...
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作者：Hwang, Hark-Chin
作者单位：Chosun University
摘要：In this study, improved and new algorithms are developed for economic lot-sizing problems with integrated production and transportation operations. To model the economies of scale in production with the effect of shipment consolidation in transportation, we assume concave production costs and stepwise transportation costs. More specifically, we consider concave/fixed-charge/nonspeculative cost functions in production, and nonstationary/stationary delivery cost functions in transportation. The ...
