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作者：Scarsini, Marco; Schroder, Marc; Tomala, Tristan
作者单位：Luiss Guido Carli University; RWTH Aachen University; Hautes Etudes Commerciales (HEC) Paris
摘要：We propose a model of discrete time dynamic congestion games with atomic players and a single source-destination pair. The latencies of edges are composed of free-flow transit times and possible queuing time due to capacity constraints. We give a precise description of the dynamics induced by the individual strategies of players and of the corresponding costs, either when the traffic is controlled by a planner, or when players act selfishly. In parallel networks, optimal and equilibrium behavi...
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作者：Vihola, Matti
作者单位：University of Jyvaskyla
摘要：Multilevel Monte Carlo (MLMC) and recently proposed unbiased estimators are closely related. This connection is elaborated by presenting a new general class of unbiased estimators, which admits previous debiasing schemes as special cases. New lower variance estimators are proposed, which are stratified versions of earlier unbiased schemes. Under general conditions, essentially when MLMC admits the canonical square root Monte Carlo error rate, the proposed new schemes are shown to be asymptotic...
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作者：Ahn, Hyun-Soo; Jasin, Stefanus; Kaminsky, Philip; Wang, Yang
作者单位：University of Michigan System; University of Michigan; University of California System; University of California Berkeley
摘要：We consider a multiperiod planning problem faced by a biopharmaceutical firm that must coordinate the production and allocation of batches of intermediate products to end products for multiple markets. This is a challenging problem to solve optimally, so we derive a theoretical bound on the performance of a deterministic control (DC) in which all random variables are replaced by their expected values and the corresponding deterministic optimization problem is solved. This is a variant of an ap...
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作者：Whitt, Ward; You, Wei
作者单位：Columbia University
摘要：Queueing applications are often complicated by dependence among interarrival times and service times. Such dependence is common in networks of queues, where arrivals are departures from other queues or superpositions of such complicated processes, especially when there are multiple customer classes with class-dependent service-time distributions. We show that the robust queueing approach for single-server queues proposed in the literature can be extended to yield improved steady-state performa...
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作者：Legros, Benjamin; Jouini, Oualid; Koole, Ger
作者单位：Universite Paris Saclay; Vrije Universiteit Amsterdam
摘要：We consider queueing systems with general abandonment. Abandonment times are approximated by a particular Cox distribution with all phase exponential rates being the same. We prove that this distribution arbitrarily closely approximates any nonnegative distribution. By explicitly modeling the waiting time of the first customer in line, we obtain a natural bounded jump Markov process allowing for uniformization. This approach is useful to solve, via dynamic programming, various optimization pro...
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作者：El-Amine, Hadi; Bish, Ebru K.; Bish, Douglas R.
作者单位：George Mason University; Virginia Polytechnic Institute & State University
摘要：Blood products are essential components of any healthcare system, and their safety, in terms of being free of transfusion-transmittable infections, is crucial. While the Food and Drug Administration (FDA) in the United States requires all blood donations to be tested for certain infection types, it does not dictate which particular tests should be used by blood centers. Multiple FDA-licensed blood screening tests are available for each infection type, and screening tests are imperfectly reliab...
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作者：Martagan, Tugce; Krishnamurthy, Ananth; Leland, Peter A.; Maravelias, Christos T.
作者单位：Eindhoven University of Technology; University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison
摘要：We investigate protein purification operations conducted by biomanufacturers and pharmaceutical companies as part of their research and development efforts. Purification of these proteins involves unique challenges such as balancing the yield and purity trade-offs, dealing with uncertainty in the starting material, and estimating the impact of several interlinked decisions. We develop a Markov decision model and partition the state space into decision zones that provide managerial insights to ...
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作者：Sun, Longsheng; Karwan, Mark H.; Kwon, Changhyun
作者单位：State University of New York (SUNY) System; University at Buffalo, SUNY; State University System of Florida; University of South Florida
摘要：Often, network users are not perfectly rational, especially when they are satisficing-rather than optimizing-decision makers and each individual's perception of the decision environment reflects personal preferences or perception errors due to lack of information. While the assumption of satisficing drivers has been used in modeling route choice behavior, this research uses a link-based perception error model to describe driver's uncertain behavior, without assuming stochasticity. In congestio...
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作者：Feng, Qi; Shanthikumar, J. George
作者单位：Purdue University System; Purdue University
摘要：The central issue in supply chain management is to match supply with demand, and the heart of a planning model is the modeling of supply and demand functions. To allow for analytical tractability, the existing literature often assumes almost surely linear supply and demand functions, which greatly limits the applicability of the models. The goal of this paper is to provide a unified approach to analyze general random supply and demand functions. By transforming the problem into one defined on ...
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作者：Feng, Qi; Shanthikumar, J. George
作者单位：Purdue University System; Purdue University
摘要：We study the role of bargaining in a firm's sequential selling process. The seller firm under consideration sequentially sells a fixed amount of stock to a random arrival stream of potential buyers who are heterogeneous in product valuation. Based on the stock level and the time to the end of the selling season, the seller may dynamically choose either to post a take-it-or-leave-it price or to engage in bargaining with an arriving buyer. We introduce a stochastic order, called the scaled prici...
