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作者：Pinker, Edieal; Szmerekovsky, Joseph; Tilson, Vera
作者单位：University of Rochester; North Dakota State University Fargo; University of Rochester
摘要：We study project scheduling in a competitive setting taking the perspective of a project manager with an adversary, using a Stackelberg game format. The project manager seeks to limit the adversary's opportunity to react to the project and therefore wants to manage the project in a way that keeps the adversary in the dark as long as possible while completing the project on time. We formulate and illustrate a new form of project management problem for secret projects where the project manager u...
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作者：Chen, Youhua (Frank); Xue, Weili; Yang, Jian
作者单位：City University of Hong Kong; Nanjing University; Rutgers University System; Rutgers University New Brunswick; Rutgers University Newark
摘要：We consider a stochastic inventory control problem in which a buyer makes procurement decisions while facing periodic random demand and two supply sources, namely, a long-term contract supplier and a spot market. The contract between the buyer and the supplier partially shields the latter from the vicissitudes of the spot market, in that the price paid by the buyer to the supplier is only partially linked to the spot price at the moment. After fulfilling the minimum-order commitment with the s...
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作者：Henderson, Vicky; Hobson, David
作者单位：University of Oxford; University of Warwick
摘要：In this paper we model the behavior of a risk-averse agent who seeks to maximize expected utility and who has an indivisible asset and a timing option over when to sell this asset. Our main contribution is to show that, contrary to intuition, optimal behavior for such a risk-averse agent can include risk-increasing gambles. For example, a manager with a choice over when to disinvest from a project, a private homeowner with a property to sell, or an employee with a grant of American-style stock...
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作者：Goodson, Justin C.; Ohlmann, Jeffrey W.; Thomas, Barrett W.
作者单位：Saint Louis University; University of Iowa
摘要：We develop a family of rollout policies based on fixed routes to obtain dynamic solutions to the vehicle routing problem with stochastic demand and duration limits (VRPSDL). In addition to a traditional one-step rollout policy, we leverage the notions of the pre- and post-decision state to distinguish two additional rollout variants. We tailor our rollout policies by developing a dynamic decomposition scheme that achieves high quality solutions to large problem instances with reasonable comput...
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作者：Hirschberger, Markus; Steuer, Ralph E.; Utz, Sebastian; Wimmer, Maximilian; Qi, Yue
作者单位：University System of Georgia; University of Georgia; University of Regensburg; Nankai University
摘要：Computing the nondominated set of a multiple objective mathematical program has long been a topic in multiple criteria decision making. In this paper, motivated by the desire to extend Markowitz portfolio selection to an additional linear criterion (dividends, liquidity, sustainability, etc.), we demonstrate an exact method for computing the nondominated set of a tri-criterion program that is all linear except for the fact that one of its objectives is to minimize a convex quadratic function. ...
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作者：Hochbaum, Dorit S.
作者单位：University of California System; University of California Berkeley
摘要：A general form of minimizing the Rayleigh ratio on discrete variables is shown here, for the first time, to be polynomial time solvable. This is significant because major problems in clustering, partitioning, and imaging can be presented as the Rayleigh ratio minimization on discrete variables and an orthogonality constraint. These challenging problems are modeled as the normalized cut problem, the graph expander ratio problem, the Cheeger constant problem, or the conductance problem, all of w...
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作者：Agarwal, Yogesh
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Lucknow
摘要：This paper considers the problem of designing a multicommodity network with single facility type subject to the requirement that under failure of any single edge, the network should permit a feasible flow of all traffic. We study the polyhedral structure of the problem by considering the multigraph obtained by shrinking the nodes, but not the edges, in a k-partition of the original graph. A key theorem is proved according to which a facet of the k-node problem defined on the multigraph resulti...
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作者：Lam, Shao-Wei; Tsan Sheng Ng; Sim, Melvyn; Song, Jin-Hwa
作者单位：National University of Singapore; National University of Singapore; Exxon Mobil Corporation
摘要：We propose a class of functions, called multiple objective satisficing (MOS) criteria, for evaluating the level of compliance of a set of objectives in meeting their targets collectively under uncertainty. The MOS criteria include the joint targets' achievement probability (joint success probability criterion) as a special case and also extend to situations when the probability distributions are not fully characterized. We focus on a class of MOS criteria that favors diversification, which has...
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作者：Ward, Amy R.; Armony, Mor
作者单位：University of Southern California; New York University
摘要：In a call center, arriving customers must be routed to available servers, and servers that have just become available must be scheduled to help waiting customers. These dynamic routing and scheduling decisions are very difficult, because customers have different needs and servers have different skill levels. A further complication is that it is preferable that these decisions are made blindly; that is, they depend only on the system state and not on system parameter information such as call ar...
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作者：Oener, Kurtulus Baris; Scheller-Wolf, Alan; van Houtum, Geert-Jan
作者单位：Carnegie Mellon University; Eindhoven University of Technology
摘要：We consider a user who buys a number of identical technical systems (e. g., medical, manufacturing, or communication systems) for which she must have very high availability. In such a situation, there are typically several options that the user can choose to facilitate this availability: cold standby redundancy for critical components, buying spare parts with the systems so failed parts can be replaced quickly, and/or application of an emergency procedure to expedite repairs when there is a st...
