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作者:Harel, Arie
作者单位:City University of New York (CUNY) System; Baruch College (CUNY)
摘要:This paper proves a long-standing conjecture regarding the optimal design of the M/M/s queue. The classical Erlang delay formula is shown to be a convex function of the number of servers when the server utilization is held constant. This means that when the server utilization is held constant, the marginal decrease in the probability that all servers are busy in the M/M/s queue brought about by the addition of two extra servers is always less than twice the decrease brought about by the additi...
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作者:Koeppe, Matthias; Ryan, Christopher Thomas; Queyranne, Maurice
作者单位:University of California System; University of California Davis; University of Chicago; University of British Columbia
摘要:We explore the computational complexity of computing pure Nash equilibria for a new class of strategic games called integer programming games, with differences of piecewise-linear convex functions as payoffs. Integer programming games are games where players' action sets are integer points inside of polytopes. Using recent results from the study of short rational generating functions for encoding sets of integer points pioneered by Alexander Barvinok, we present efficient algorithms for enumer...
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作者:Borgonovo, E.; Smith, C. L.
作者单位:Bocconi University; Bocconi University; United States Department of Energy (DOE); Idaho National Laboratory
摘要:Risk managers are often confronted with the evaluation of operational policies in which two or more system components are simultaneously affected by a change. In these instances, the decision-making process should be informed by the relevance of interactions. However, because of system and model complexity, a rigorous study for determining whether and how interactions quantitatively impact operational choices has not been developed yet. In light of the central role played by the multilinearity...
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作者:Harks, Tobias; Miller, Konstantin
作者单位:Maastricht University; Technical University of Berlin
摘要:Resource allocation problems play a key role in many applications, including traffic networks, telecommunication networks, and economics. In most applications, the allocation of resources is determined by a finite number of independent players, each optimizing an individual objective function. An important question in all these applications is the degree of suboptimality caused by selfish resource allocation. We consider the worst-case efficiency of cost sharing methods in resource allocation ...
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作者:Janssen, A. J. E. M.; van Leeuwaarden, J. S. H.; Zwart, Bert
作者单位:Eindhoven University of Technology; University System of Georgia; Georgia Institute of Technology
摘要:We apply a new corrected diffusion approximation for the Erlang C formula to determine staffing levels in cost minimization and constraint satisfaction problems. These problems are motivated by large customer contact centers that are modeled as an M/M/s queue with s the number of servers or agents. The proposed staffing levels are refinements of the celebrated square-root safety-staffing rule and have the appealing property that they are as simple as the conventional square-root safety-staffin...
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作者:Feng, Jiejian; Liu, Liming; Liu, Xiaoming
作者单位:Saint Marys University - Canada; Lingnan University; University of Macau
摘要:For a dynamic joint price and lead-time quotation problem with a fairly general demand function, we show that the policy consisting of a threshold and a reward-maximizing lead-time is optimal. This policy offers some interesting managerial insights. Under this policy, finding the exact optimal quotation can be accomplished by single-variable policy iterations of unimodal value functions.
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作者:Lim, Yun Fong
作者单位:Singapore Management University
摘要:Workers in a bucket brigade production system perform unproductive travel when they walk to get more work from their colleagues. We introduce a new design of bucket brigades to reduce unproductive travel. Under the new design, each worker works on one side of an aisle when he proceeds in one direction and works on the other side when he proceeds in the reverse direction. We propose simple rules for workers to share work under the new design and find a sufficient condition for the system to sel...
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作者:Simchi-Levi, David
作者单位:Massachusetts Institute of Technology (MIT)
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作者:Kim, Jae Ho; Powell, Warren B.
作者单位:Princeton University; Princeton University
摘要:We formulate and solve the problem of making advance energy commitments for wind farms in the presence of a storage device with conversion losses, mean-reverting price process, and an autoregressive energy generation process from wind. We derive an optimal commitment policy under the assumption that wind energy is uniformly distributed. Then, the stationary distribution of the storage level corresponding to the optimal policy is obtained, from which the economic value of the storage as the rel...
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作者:Bertsimas, Dimitris; Frankovich, Michael; Odoni, Amedeo
作者单位:Massachusetts Institute of Technology (MIT)
摘要:We present a mixed integer programming (MIP) model to solve the problems of (i) selecting an airport's optimal sequence of runway configurations and (ii) determining the optimal balance of arrivals and departures to be served at any moment. These problems, the runway configuration management (RCM) problem and the arrival/departure runway balancing (ADRB) problem, respectively, are of critical importance in minimizing the delay of both in-flight and on-the-ground aircraft along with their assoc...