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作者:Garcia, Alfredo; Shen, Zhijiang
作者单位:University of Virginia
摘要:In critical energy infrastructure sectors (e.g., electric power generation, natural gas transportation, oil-refining capacity), maintaining a certain level of excess capacity is socially valuable (because it serves to protect against unexpected market conditions) but not necessarily compatible with the incentives for individual firms in the market. In this paper, we develop a dynamic oligopoly model with a stochastically growing demand to analyze the inherent tension in market-based incentives...
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作者:Desaulniers, Guy
作者单位:Universite de Montreal; Polytechnique Montreal; Universite de Montreal
摘要:This paper addresses the split-delivery vehicle routing problem with time windows (SDVRPTW) that consists of determining least-cost vehicle routes to service a set of customer demands while respecting vehicle capacity and customer time windows. The demand of each customer can be fulfilled by several vehicles. For solving this problem, we propose a new exact branch-and-price-and-cut method, where the column generation subproblem is a resource-constrained elementary shortest-path problem combine...
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作者:Shlakhter, Oleksandr; Lee, Chi-Guhn; Khmelev, Dmitry; Jaber, Nasser
作者单位:University of Toronto; University of Toronto
摘要:We study the general approach to accelerating the convergence of the most widely used solution method of Markov decision processes (MDPs) with the total expected discounted reward. Inspired by the monotone behavior of the contraction mappings in the feasible set of the linear programming problem equivalent to the MDP, we establish a class of operators that can be used in combination with a contraction mapping operator in the standard value iteration algorithm and its variants. We then propose ...
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作者:Tezcan, Tolga; Dai, J. G.
作者单位:University of Illinois System; University of Illinois Urbana-Champaign; University System of Georgia; Georgia Institute of Technology
摘要:We consider a class of parallel server systems that are known as N-systems. In an N-system, there are two customer classes that are catered by servers in two pools. Servers in one of the pools are cross-trained and can serve customers from both classes, whereas all of the servers in the other pool can serve only one of the customer classes. A customer reneges from his queue if his waiting time in the queue exceeds his patience. Our objective is to minimize the total cost that includes a linear...
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作者:Zhang, Hao
作者单位:University of Southern California
摘要:This paper presents a novel framework for studying partially observable Markov decision processes (POMDPs) with finite state, action, observation sets, and discounted rewards. The new framework is solely based on future-reward vectors associated with future policies, which is more parsimonious than the traditional framework based on belief vectors. It reveals the connection between the POMDP problem and two computational geometry problems, i.e., finding the vertices of a convex hull and findin...
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作者:Chen, Zhi-Long
作者单位:University System of Maryland; University of Maryland College Park
摘要:In many applications involving make-to-order or time-sensitive (e.g., perishable, seasonal) products, finished orders are often delivered to customers immediately or shortly after the production. Consequently, there is little or no finished product inventory in the supply chain such that production and outbound distribution are very intimately linked and must be scheduled jointly to achieve a desired on-time delivery performance at minimum total cost. Research on integrated scheduling models o...
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作者:Tardif, Valerie; Tayur, Sridhar; Reardon, James; Stines, Reid; Zimmerman, Pete
作者单位:Deere & Company
摘要:In 2004, Deere & Company's Commercial & Consumer Equipment Division (C&CE) engaged in a new logistics initiative to further enhance its outbound distribution network. The goal was to offer faster and more reliable replenishment to 2,500 North American independent dealers while keeping logistics costs in check by deploying different tactics during the peak (February-July) and offpeak (August-January) selling and shipping seasons. Deere and SmartOps worked together under a shared reward contract...
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作者:Farias, Vivek F.; Van Roy, Benjamin
作者单位:Massachusetts Institute of Technology (MIT); Stanford University
摘要:We study a problem of dynamic pricing faced by a vendor with limited inventory, uncertain about demand, and aiming to maximize expected discounted revenue over an infinite time horizon. The vendor learns from purchase data, so his strategy must take into account the impact of price on both revenue and future observations. We focus on a model in which customers arrive according to a Poisson process of uncertain rate, each with an independent, identically distributed reservation price. Upon arri...
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作者:Muharremoglu, Alp; Yang, Nan
作者单位:Columbia University; Cornell University
摘要:We study single and multistage inventory systems with stochastic lead times. We study a class of stochastic lead time processes, which we refer to as exogenous lead times. This class of lead time processes includes as special cases all lead time models from existing literature (such as Kaplan's lead times with no order crossing or independent and identically distributed lead times with order crossing, among others) but is a substantially broader class. For a system with an exogenous lead time ...