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作者：Biller, Bahar; Corlu, Canan G.
作者单位：Carnegie Mellon University; Ihsan Dogramaci Bilkent University
摘要：This paper considers large-scale stochastic simulations with correlated inputs having normal-to-anything (NORTA) distributions with arbitrary continuous marginal distributions. Examples of correlated inputs include processing times of workpieces across several workcenters in manufacturing facilities and product demands and exchange rates in global supply chains. Our goal is to obtain mean performance measures and confidence intervals for simulations with such correlated inputs by accounting fo...
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作者：Coene, Sofie; Spieksma, Frits C. R.; Woeginger, Gerhard J.
作者单位：KU Leuven; Eindhoven University of Technology
摘要：Latency problems are characterized by their focus on minimizing the waiting time for all clients. We study periodic latency problems, a nontrivial extension of standard latency problems. In a periodic latency problem each client has to be visited regularly: there is a server traveling at unit speed, and there is a set of n clients with given positions. The server must visit the clients over and over again, subject to the constraint that successive visits to client i are at most q(i) time units...
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作者：Elwany, Alaa H.; Gebraeel, Nagi Z.; Maillart, Lisa M.
作者单位：Eindhoven University of Technology; University System of Georgia; Georgia Institute of Technology; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：Failure of many engineering systems usually results from a gradual and irreversible accumulation of damage, a degradation process. Most degradation processes can be monitored using sensor technology. The resulting degradation signals are usually correlated with the degradation process. A system is considered to have failed once its degradation signal reaches a prespecified failure threshold. This paper considers a replacement problem for components whose degradation process can be monitored us...
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作者：Chen, Yihsu; Liu, Andrew L.; Hobbs, Benjamin F.
作者单位：University of California System; University of California Merced; Purdue University System; Purdue University; Johns Hopkins University
摘要：In response to Assembly Bill 32, the state of California considered three types of carbon emissions trading programs for the electric power sector: load-based, source-based, and first-seller. They differed in terms of their point of regulation and in whether in-state-to-out-of-state and out-of-state-to-in-state electricity sales are regulated. In this paper, we formulate a market equilibrium model for each of the three approaches, considering power markets, transmission limitations, and emissi...
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作者：Natarajan, Karthik; Teo, Chung Piaw; Zheng, Zhichao
作者单位：City University of Hong Kong; National University of Singapore
摘要：In this paper, we analyze mixed 0-1 linear programs under objective uncertainty. The mean vector and the second-moment matrix of the nonnegative objective coefficients are assumed to be known, but the exact form of the distribution is unknown. Our main result shows that computing a tight upper bound on the expected value of a mixed 0-1 linear program in maximization form with random objective is a completely positive program. This naturally leads to semidefinite programming relaxations that ar...
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作者：Chen, Chien-Ming; Zhu, Joe
作者单位：Nanyang Technological University; Worcester Polytechnic Institute
摘要：Resource allocation decisions are crucial for the success of an organization. This paper proposes an integrated approach to resource allocation problems, in which decision makers have one observation of the multiple input-output criteria of candidates. We offer important improvements over existing approaches based on the widely used data envelopment analysis (DEA), which has two major limitations in its application to resource allocation. First, traditional DEA models compute efficiency scores...
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作者：Xu, Yanyi; Bisi, Arnab; Dada, Maqbool
作者单位：Shanghai University; Purdue University System; Purdue University; Johns Hopkins University
摘要：We consider a system in which an order is placed every T periods to bring the inventory position up to the base stock S. We accept demand until the inventory position reaches a sales rejection threshold M. Our objective is to find the optimal values of S and M that minimize the long-run average cost per period. We establish the stationary distribution of our system and develop structural properties of the optimal solution that facilitate computation. In particular, we show that in an optimal s...
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作者：Tomala, Tristan
作者单位：Hautes Etudes Commerciales (HEC) Paris
摘要：We consider a group of players who perform tasks repeatedly. The players are nodes of a communication network and observe their neighbors' actions. Players have partial knowledge of the network and only know their set of neighbors. We study the existence of protocols for fault reporting: whenever a player chooses a faulty action, the communication protocol starts and the output publicly reveals the identity of the faulty player. We consider two setups. In the first one, players do not share au...
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作者：Abbas, Ali E.; Bell, David E.
作者单位：University of Illinois System; University of Illinois Urbana-Champaign; Harvard University
摘要：Assessment of multiattribute utility functions is significantly simplified if it is possible to decompose the function into more manageable pieces. Utility independence is a powerful property that serves well for this purpose, but if it is not appropriate in a given situation, what options does the analyst have? We review some possibilities and propose a new independence assumption based on the one-switch property. We argue that it is a natural generalization of utility independence and show h...
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作者：Andradottir, Sigrun; Ayhan, Hayriye; Down, Douglas G.
作者单位：University System of Georgia; Georgia Institute of Technology; McMaster University
摘要：We consider tandem lines with finite buffers and flexible, heterogeneous servers that are synergistic in that they work more effectively in teams than on their own. Our objective is to determine how the servers should be assigned dynamically to tasks in order to maximize the long-run average throughput. In particular, we investigate when it is better to take advantage of synergy among servers, rather than exploiting the servers' special skills, to achieve the best possible system throughput. W...
