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作者:Bassamboo, Achal; Randhawa, Ramandeep S.; Van Mieghem, Jan A.
作者单位:Northwestern University; University of Southern California
摘要:We analytically study optimal capacity and flexible technology selection in parallel queuing systems. We consider N stochastic arrival streams that may wait in N queues before being processed by one of many resources (technologies) that differ in their flexibility. A resource's ability to process k different arrival types or classes is referred to as level-k flexibility. We determine the capacity portfolio (consisting of all resources at all levels of flexibility) that minimizes linear capacit...
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作者:Cai, Xiaoqiang; Vairaktarakis, George L.
作者单位:Chinese University of Hong Kong; University System of Ohio; Case Western Reserve University
摘要:We consider an outsourcing problem where a group of manufacturers outsource jobs to a single third party who owns a specialized facility needed to process these jobs. The third party announces the time slots available on her facility, and the associated prices. Manufacturers reserve, on a first-come-first-book basis, time slots that they desire to utilize. Booking of overtime is possible, at a higher cost. A job completed after its due date incurs a tardiness cost. Each manufacturer books chun...
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作者:Abbas, Ali E.
作者单位:University of Illinois System; University of Illinois Urbana-Champaign
摘要:Arrow and Pratt introduced a measure of risk aversion the negative ratio of the second to the first derivative of the utility function. This measure has found widespread use in the valuation of uncertain lotteries and in the calculation of the risk premium of an investment. This paper introduces two new measures for characterizing changes in the valuation of uncertain lotteries when their outcomes are modified by a monotone transformation. The first is a characteristic transformation of a util...
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作者:Deng, Xiaotie; Qi, Qi; Saberi, Amin
作者单位:University of Liverpool; City University of Hong Kong; Hong Kong University of Science & Technology; Stanford University
摘要:We study the problem of finding an envy-free allocation of a cake to d + 1 players using d cuts. Two models are considered, namely, the oracle-function model and the polynomial-time function model. In the oracle-function model, we are interested in the number of times an algorithm has to query the players about their preferences to find an allocation with the envy less than c. We derive a matching lower and upper bound of theta(1/is an element of)(d-1) for players with Lipschitz utilities and ...
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作者:Adams, Warren P.; Henry, Stephen M.
作者单位:Clemson University; United States Department of Energy (DOE); Sandia National Laboratories
摘要:This paper presents an approach for representing functions of discrete variables, and their products, using logarithmic numbers of binary variables. Given a univariate function whose domain consists of n distinct values, it begins by employing a base-2 expansion to express the function in terms of the ceiling of log(2) n binary and n continuous variables, using linear restrictions to equate the functional values with the possible binary realizations. The representation of the product of such a...
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作者:Dell'Amico, Mauro; Diaz, Jose Carlos Diaz; Iori, Manuel
作者单位:Universita di Modena e Reggio Emilia
摘要:Given a set of identical capacitated bins, a set of weighted items, and a set of precedences among such items, we are interested in determining the minimum number of bins that can accommodate all items and can be ordered in such a way that all precedences are satisfied. The problem, denoted as the bin packing problem with precedence constraints (BPP-P), has a very intriguing combinatorial structure and models many assembly and scheduling issues. According to our knowledge, the BPP-P has receiv...
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作者:Akan, Mustafa; Ata, Baris; Olsen, Tava
作者单位:Carnegie Mellon University; Northwestern University; University of Auckland
摘要:We consider a congestible system serving multiple classes of customers who differ in their delay sensitivity and valuation of service (or product). Customers are endowed with convex-concave delay cost functions. A system manager offers a menu of lead times and corresponding prices to arriving customers, who then choose the lead-time price pair that maximizes their net utility (value minus disutility of delay and price). We investigate how such menus should be chosen dynamically (depending on t...
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作者:Sobel, Matthew J.; Babich, Volodymyr
作者单位:University System of Ohio; Case Western Reserve University; Georgetown University
摘要:We study lot-size policies in a serial, multistage manufacturing/inventory system with two key generalizations, namely (1) random yields at each production stage and (2) an autoregressive demand process. Previous research shows that the optimal policies in models with random yields (even in models with a single installation) lack the familiar order-up-to structure and are not myopic. Thus, dynamic programming algorithms are needed to compute optimal policies, and one encounters the curse of di...
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作者:Liu, Yunan; Whitt, Ward
作者单位:North Carolina State University; Columbia University
摘要:An algorithm is developed to determine time-dependent staffing levels to stabilize the time-dependent abandonment probabilities and expected delays at positive target values in the M-1/GI/s(1) + GI many-server queueing model, which has a nonhomogeneous Poisson arrival process (the M-1), has general service times (the first GI), and allows customer abandonment according to a general patience distribution (the +GI). New offered-load and modified-offered-load approximations involving infinite-ser...
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作者:Chan, Carri W.; Farias, Vivek F.; Bambos, Nicholas; Escobar, Gabriel J.
作者单位:Columbia University; Massachusetts Institute of Technology (MIT); Stanford University; Stanford University; Kaiser Permanente
摘要:This work examines the impact of discharge decisions under uncertainty in a capacity-constrained high-risk setting: the intensive care unit (ICU). New arrivals to an ICU are typically very high-priority patients and, should the ICU be full upon their arrival, discharging a patient currently residing in the ICU may be required to accommodate a newly admitted patient. Patients so discharged risk physiologic deterioration, which might ultimately require readmission; models of these risks are curr...