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作者：Bayraksan, Guezin; Morton, David P.
作者单位：University of Arizona; University of Texas System; University of Texas Austin
摘要：We develop a sequential sampling procedure for a class of stochastic programs. We assume that a sequence of feasible solutions with an optimal limit point is given as input to our procedure. Such a sequence can be generated by solving a series of sampling problems with increasing sample size, or it can be found by any other viable method. Our procedure estimates the optimality gap of a candidate solution from this sequence. If the point estimate of the optimality gap is sufficiently small acco...
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作者：Kostamis, Dimitris; Duenyas, Izak
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of Michigan System; University of Michigan
摘要：We study a supply chain consisting of one supplier and one OEM (original equipment manufacturer). The OEM faces stochastic demand for a final product that requires assembly of two major components, one of which is procured exclusively from the supplier. In the absence of competition, the supplier is able to make a take-it-or-leave-it offer to the OEM in the form of a menu of price-quantity contracts. The OEM possesses private information across two dimensions: (1) demand forecasts about the fi...
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作者：Huh, Woonghee Tim; Levi, Retsef; Rusmevichientong, Paat; Orlin, James B.
作者单位：University of British Columbia; Massachusetts Institute of Technology (MIT); Cornell University
摘要：Using the well-known product-limit form of the Kaplan-Meier estimator from statistics, we propose a new class of nonparametric adaptive data-driven policies for stochastic inventory control problems. We focus on the distribution-free newsvendor model with censored demands. The assumption is that the demand distribution is not known and there are only sales data available. We study the theoretical performance of the new policies and show that for discrete demand distributions they converge almo...
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作者：Yankovic, Natalia; Green, Linda V.
作者单位：Columbia University
摘要：Nursing care is arguably the single biggest factor in both the cost of hospital care and patient satisfaction. Inadequate inpatient nursing levels have also been cited as a significant factor in medical errors and emergency room overcrowding. Yet, there is widespread dissatisfaction with the current methods of determining nurse staffing levels, including the most common one of using minimum nurse-to-patient ratios. In this paper, we represent the nursing system as a variable finite-source queu...
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作者：Caramia, Massimiliano; Giordani, Stefano
作者单位：University of Rome Tor Vergata
摘要：Allocating resources in grid computing requires local and external schedulers to communicate in order to achieve an efficient management of the resources themselves. To this end, some economic/market-based models have been introduced in the literature, where users, external schedulers, and local schedulers negotiate to optimize their objectives. In this paper, we propose a tender/contract-net model for the grid resource allocation problem, showing the interactions among the involved actors. Th...
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作者：Guo, Pengfei; Hassin, Refael
作者单位：Hong Kong Polytechnic University; Tel Aviv University
摘要：We consider a single server queueing system in which service shuts down when there are no customers present and is resumed only when the queue length reaches a given critical length. We analyze the strategic response of customers to this mechanism and compare it to the overall optimal behavior, with and without information on delay. The results are significantly different from those obtained when the server is continuously available. We show that there may exist multiple equilibria in such a s...
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作者：Sun, Yunpeng; Apley, Daniel W.; Staum, Jeremy
作者单位：Northwestern University
摘要：In a two-level nested simulation, an outer level of simulation samples scenarios, while the inner level uses simulation to estimate a conditional expectation given the scenario. Applications include financial risk management, assessing the effects of simulation input uncertainty, and computing the expected value of gathering more information in decision theory. We show that an ANOVA-like estimator of the variance of the conditional expectation is unbiased under mild conditions, and we discuss ...
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作者：Levina, Tatsiana; Levin, Yuri; McGill, Jeff; Nediak, Mikhail
作者单位：Queens University - Canada
摘要：We consider the problem faced by an airline that is flying both passengers and cargo over a network of locations on a fixed periodic schedule. Bookings for many classes of cargo shipments between origin-destination pairs in this network are made in advance, but the weight and volume of aircraft capacity available for cargo as well as the exact weight and volume of each shipment are not known at the time of booking. The problem is to control cargo accept/reject decisions to maximize expected pr...
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作者：Federgruen, Awi; Yang, Nan
作者单位：Columbia University; Washington University (WUSTL)
摘要：We propose and analyze a general periodic-review model in which the firm has access to a set of potential suppliers, each with specific yield and price characteristics. Assuming that unsatisfied demand is backlogged, the firm incurs three types of costs: (i) procurement costs, (ii) inventory-carrying costs for units carried over from one period to the next, and (iii) backlogging costs. A procurement strategy requires the specification, in each period, of (i) the set of suppliers to be retained...
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作者：Huh, Woonghee Tim; Janakiraman, Ganesh; Muharremoglu, Alp; Sheopuri, Anshul
作者单位：University of British Columbia; University of Texas System; University of Texas Dallas; Columbia University; International Business Machines (IBM); IBM USA
摘要：We study a single-stage inventory system with a generalized shortage penalty cost that includes the following three components: (i) a cost that is an increasing function of the number of backordered units in a period, (ii) a fixed cost incurred for each period in which there is a backorder irrespective of how many units are backordered, and finally (iii) a cost that is an increasing function of the number of periods a customer is backordered. We show the problem can be transformed into one in ...
