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作者：Ren, Z. Justin; Cohen, Morris A.; Ho, Teck H.; Terwiesch, Christian
作者单位：Boston University; University of Pennsylvania; University of California System; University of California Berkeley
摘要：In this paper, we study the practice of forecast sharing and supply chain coordination with a game-theoretical model. We find that in a one-shot version of the game, forecasts are not shared truthfully by the customer. The supplier will rationally discount the forecast information in her capacity allocation. This results in Pareto suboptimality for both supply chain parties. However, we show that a more efficient, truth-sharing outcome can emerge as an equilibrium from a long-term relationship...
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作者：Huh, Woonghee Tim; Nagarajan, Mahesh
作者单位：Columbia University; University of British Columbia
摘要：In this paper, we propose a simple heuristic approach for the inventory control problem with stochastic demand and multiplicative random yield. Our heuristic tries to find the best candidate within a class of policies that are referred to in the literature as the linear inflation rule (LIR) policies. Our approach is computationally fast, easy to implement, and intuitive to understand. Moreover, we find that in a significant number of instances our heuristic performs better than several other w...
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作者：Chou, Mabel C.; Chua, Geoffrey A.; Teo, Chung-Piaw; Zheng, Huan
作者单位：National University of Singapore; Nanyang Technological University; Shanghai Jiao Tong University
摘要：The concept of chaining, or in more general terms, sparse process structure, has been extremely influential in the process flexibility area, with many large automakers already making this the cornerstone of their business strategies to remain competitive in the industry. The effectiveness of the process strategy, using chains or other sparse structures, has been validated in numerous empirical studies. However, to the best of our knowledge, there have been relatively few concrete analytical re...
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作者：Ntaimo, Lewis
作者单位：Texas A&M University System; Texas A&M University College Station
摘要：This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting planes based on disjunctive programming to be generated for each scenario subproblem under a temporal decomposition setting of the SIP problem. A new class of valid inequalities for mixed 0-1 SIP with random recourse is presented. In particular, we derive valid inequalities that allow for scenario subproblems for SIP with ...
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作者：Delage, Erick; Mannor, Shie
作者单位：Universite de Montreal; HEC Montreal; McGill University
摘要：Markov decision processes are an effective tool in modeling decision making in uncertain dynamic environments. Because the parameters of these models typically are estimated from data or learned from experience, it is not surprising that the actual performance of a chosen strategy often differs significantly from the designer's initial expectations due to unavoidable modeling ambiguity. In this paper, we present a set of percentile criteria that are conceptually natural and representative of t...
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作者：Van den Heuvel, Wilco; Wagelmans, Albert P. M.
作者单位：Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC
摘要：In this paper, we analyze the worst-case performance of heuristics for the classical economic lot-sizing problem with time-invariant cost parameters. We consider a general class of online heuristics that is often applied in a rolling-horizon environment. We develop a procedure to systematically construct worst-case instances for a fixed time horizon and use it to derive worst-case problem instances for an infinite time horizon. Our analysis shows that any online heuristic has a worst-case rati...
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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：Kuosmanen, Timo; Johnson, Andrew L.
作者单位：Natural Resources Institute Finland (Luke); Aalto University; Texas A&M University System; Texas A&M University College Station
摘要：Data envelopment analysis (DEA) is known as a nonparametric mathematical programming approach to productive efficiency analysis. In this paper, we show that DEA can be alternatively interpreted as nonparametric least-squares regression subject to shape constraints on the frontier and sign constraints on residuals. This reinterpretation reveals the classic parametric programming model by Aigner and Chu [Aigner, D., S. Chu. 1968. On estimating the industry production function. Amer. Econom. Rev....
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作者：Shlakhter, Oleksandr; Lee, Chi-Guhn; Khmelev, Dmitry; Jaber, Nasser
