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作者：Chan, Timothy C. Y.; Craig, Tim; Lee, Taewoo; Sharpe, Michael B.
作者单位：University of Toronto; University of Toronto; University Health Network Toronto; Princess Margaret Cancer Centre
摘要：We generalize the standard method of solving inverse optimization problems to allow for the solution of inverse problems that would otherwise be ill posed or infeasible. In multiobjective linear optimization, given a solution that is not a weakly efficient solution to the forward problem, our method generates objective function weights that make the given solution a near-weakly efficient solution. Our generalized inverse optimization model specializes to the standard model when the given solut...
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作者：Graczova, Darina; Jacko, Peter
作者单位：Comenius University Bratislava; Lancaster University; Basque Center for Applied Mathematics (BCAM)
摘要：In this paper we introduce the knapsack problem for perishable inventories concerning the optimal dynamic allocation of a collection of products to a limited knapsack. The motivation for designing such a problem comes from retail revenue management, where different products often have an associated lifetime during which they can only be sold, and the managers can regularly select some products to be allocated to a limited promotion space that is expected to attract more customers than the stan...
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作者：Lu, Ye; Chen, Youhua (Frank); Song, Miao; Yan, Xiaoming
作者单位：City University of Hong Kong; University of Hong Kong; Dongguan University of Technology
摘要：A firm facing price dependent stochastic demand aims to maximize its total expected profit over a planning horizon. In addition to the regular unit selling price, the firm can utilize quantity discounts to increase sales. We refer to this dual-pricing strategy as quantity-based price differentiation. At the beginning of each period, the firm needs to make three decisions: replenish the inventory, set the unit selling price if the unit sales mode is deployed, and set the quantity-discount price...
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作者：Han, Qiaoming; Du, Donglei; Zuluaga, Luis F.
作者单位：Nanjing University; Zhejiang University of Finance & Economics; University of New Brunswick; Lehigh University
摘要：Scarf's max-min order formula for the risk-neutral and ambiguity-averse newsvendor problem is a classical result in the field of inventory management. In this article, we extend Scarf's formula by deriving an analogous closed-form order formula for the risk-and ambiguity-averse newsvendor problem. Specifically, we provide and analyze the newsvendor order quantity that maximizes the worst-case expected profit versus risk trade-off (risk-averse) when only the mean and standard deviation of the p...
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作者：Barnhart, Cynthia; Fearing, Douglas; Vaze, Vikrant
作者单位：Massachusetts Institute of Technology (MIT); University of Texas System; University of Texas Austin; Dartmouth College
摘要：Many of the existing methods for evaluating an airline's on-time performance are based on flight-centric measures of delay. However, recent research has demonstrated that passenger delays depend on many factors in addition to flight delays. For instance, significant passenger delays result from flight cancellations and missed connections, which themselves depend on a significant number of factors. Unfortunately, lack of publicly available passenger travel data has made it difficult for researc...
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作者：Care, Algo; Garatti, Simone; Campi, Marco C.
作者单位：University of Melbourne; Polytechnic University of Milan; University of Brescia
摘要：The scenario approach is a recently introduced method to obtain feasible solutions to chance-constrained optimization problems based on random sampling. It has been noted that the sample complexity of the scenario approach rapidly increases with the number of optimization variables and this may pose a hurdle to its applicability to medium-and large-scale problems. We here introduce the Fast Algorithm for the Scenario Technique, a variant of the scenario optimization algorithm with reduced samp...
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作者：Bagchi, Aniruddha; Paul, Jomon Aliyas
作者单位：University System of Georgia; Kennesaw State University
摘要：This model examines the role of intelligence gathering and screening in providing airport security. We analyze this problem using a game between the government and a terrorist. By investing in intelligence gathering, the government can improve the precision of its information. In contrast, screening can be used to search a passenger and thereby deter terrorist attacks. We determine the optimal allocation of resources between these two strategies wherein we model the role of intelligence using ...
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作者：Davis, James M.; Gallego, Guillermo; Topaloglu, Huseyin
作者单位：Cornell University; Columbia University
摘要：We study a class of assortment optimization problems where customers choose among the offered products according to the nested logit model. There is a fixed revenue associated with each product. The objective is to find an assortment of products to offer so as to maximize the expected revenue per customer. We show that the problem is polynomially solvable when the nest dissimilarity parameters of the choice model are less than one and the customers always make a purchase within the selected ne...
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作者：Caprara, Alberto; Galli, Laura; Stiller, Sebastian; Toth, Paolo
作者单位：University of Bologna; University of Pisa; Technical University of Berlin
摘要：Robust optimisation is a well-established concept to deal with uncertainty. In particular, recovery-robust models are suitable for real-world contexts, where a certain amount of recovery-although limited-is often available. In this paper we describe a general framework to optimise event-based problems against delay propagation. We also present a real-world application to train platforming in the Italian railways in order to show the practical effectiveness of our framework.
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作者：Chen, Xin; Pang, Zhan; Pan, Limeng
作者单位：Nanjing University; University of Illinois System; University of Illinois Urbana-Champaign; Lancaster University
摘要：We analyze a joint pricing and inventory control problem for a perishable product with a fixed lifetime over a finite horizon. In each period, demand depends on the price of the current period plus an additive random term. Inventories can be intentionally disposed of, and those that reach their lifetime have to be disposed of. The objective is to find a joint pricing, ordering, and disposal policy to maximize the total expected discounted profit over the planning horizon taking into account li...
