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作者：Arikan, Mazhar; Deshpande, Vinayak; Sohoni, Milind
作者单位：University of Kansas; University of North Carolina; University of North Carolina Chapel Hill; Indian School of Business (ISB)
摘要：Flight delays have been a growing issue and they have reached an all-time high in recent years, with the airlines' on-time performance at its worst level in 2007 since 1995. A recent report by the Joint Economic Committee of the U. S. Congress chaired by Senator Charles E. Schumer has estimated that the total cost to the U. S. economy because of flight delays was as much as $41 billion in 2007. The goal of this paper is to build stochastic models of airline networks and utilize publicly availa...
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作者：Bertsimas, Dimitris; Farias, Vivek F.; Trichakis, Nikolaos
作者单位：Massachusetts Institute of Technology (MIT); Harvard University
摘要：We propose a scalable, data-driven method for designing national policies for the allocation of deceased donor kidneys to patients on a waiting list in a fair and efficient way. We focus on policies that have the same form as the one currently used in the United States. In particular, we consider policies that are based on a point system that ranks patients according to some priority criteria, e. g., waiting time, medical urgency, etc., or a combination thereof. Rather than making specific ass...
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作者：Nazerzadeh, Hamid; Saberi, Amin; Vohra, Rakesh
作者单位：University of Southern California; Stanford University; Northwestern University
摘要：We examine the problem of allocating an item repeatedly over time amongst a set of agents. The value that each agent derives from consumption of the item may vary over time. Furthermore, it is private information to the agent, and prior to consumption it may be unknown to that agent. We describe a mechanism based on a sampling-based learning algorithm that under suitable assumptions is asymptotically individually rational, asymptotically Bayesian incentive compatible, and asymptotically ex ant...
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作者：Ozener, Okan Orsan; Ergun, Ozlem; Savelsbergh, Martin
作者单位：Ozyegin University; University System of Georgia; Georgia Institute of Technology; University of Newcastle
摘要：Vendor-managed inventory (VMI) replenishment is a collaboration between a supplier and its customers, where the supplier is responsible for managing the customers' inventory levels. In the VMI setting we consider, the supplier exploits synergies between customers, e. g., their locations, usage rates, and storage capacities, to reduce distribution costs. Due to the intricate interactions between customers, calculating a fair cost-to-serve for each customer is a daunting task. However, cost-to-s...
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作者：Marden, Jason R.; Wierman, Adam
作者单位：University of Colorado System; University of Colorado Boulder; California Institute of Technology
摘要：Game-theoretic tools are becoming a popular design choice for distributed resource allocation algorithms. A central component of this design choice is the assignment of utility functions to the individual agents. The goal is to assign each agent an admissible utility function such that the resulting game possesses a host of desirable properties, including scalability, tractability, and existence and efficiency of pure Nash equilibria. In this paper we formally study this question of utility de...
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作者：Kaplan, Edward H.
作者单位：Yale University
摘要：This paper is the archival record of the INFORMS Philip McCord Morse Lecture delivered in 2010. It considers applications of operations research to intelligence problems in national security and counterterrorism. The phrase intelligence operations research can be interpreted in two different ways: as intelligence operations research, meaning studies to characterize and improve the operations of intelligence agencies themselves, and as intelligence operations research, meaning the application o...
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作者：Iravani, Foad; Dasu, Sriram; Ahmadi, Reza
作者单位：University of Washington; University of Washington Seattle; University of Southern California; University of California System; University of California Los Angeles
摘要：Every year, companies that produce commercial tax preparation software struggle with thousands of state and federal changes to tax laws and forms. Three competitors dominate the market with its short selling season, and release delays slash profits. Tax authorities issue updates August December, and all changes must be processed and incorporated before year end. Systematic resource allocation and process manageinent are crucial yet problematic due to the volume and complexity of changes, brief...
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作者：Brekelmans, Ruud; den Hertog, Dick; Roos, Kees; Eijgenraam, Carel
作者单位：Tilburg University; Delft University of Technology; CPB Netherlands Bureau for Economic Policy
摘要：Dike height optimization is of major importance to the Netherlands because a large part of the country lies below sea level, and high water levels in rivers can cause floods. Recently impovements have been made on the cost-benefit model introduced by van Dantzig after the devastating flood in the Netherlands in 1953. We consider the extension of this model to nonhomogeneous dike rings, which may also be applicable to other deltas in the world. A nonhomogeneous dike ring consists of different s...
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作者：Lejeune, Miguel A.
作者单位：George Washington University
摘要：We propose a new modeling and solution method for probabilistically constrained optimization problems. The methodology is based on the integration of-the stochastic programming and combinatorial pattern recognition fields. It permits the fast solution of stochastic optimization problems in which the random variables are represented by an extremely large number of scenarios. The method involves the binarization of the probability distribution and the generation of a consistent partially defined...
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作者：Benth, Fred E.; Dahl, Geir; Mannino, Carlo
作者单位：University of Oslo; University of Oslo; Sapienza University Rome
摘要：The current financial crisis motivates the study of correlated defaults in financial systems. In this paper we focus on such a model, which is based on Markov random fields. This is a probabilistic model in which uncertainty in default probabilities incorporates experts' opinions on the default risk (based on various credit ratings). We consider a bilevel optimization model for finding an optimal recovery policy: which companies should be supported given a fixed budget. This is closely linked ...
