-
作者：Rajapakshe, Tharanga; Dawande, Milind; Sriskandarajah, Chelliah
作者单位：University of Texas System; University of Texas Dallas
摘要：Although the impact of layout on the productivity of manufacturing systems is well recognized, a quantification of this impact is an issue that is often ignored or crudely approximated in practice. When evaluating competing layouts for a manufacturing system, the trade-off between their relative benefits and their relative costs underlines the need for a reasonably accurate comparison of the productivity offered by these potential layouts. In this paper, we argue for this approach by comparing...
-
作者：Bertsimas, Dimitris; Gamarnik, David; Rikun, Alexander Anatoliy
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：Performance analysis of queueing networks is one of the most challenging areas of queueing theory. Barring very specialized models such as product-form type queueing networks, there exist very few results that provide provable nonasymptotic upper and lower bounds on key performance measures. In this paper we propose a new performance analysis method, which is based on the robust optimization. The basic premise of our approach is as follows: rather than assuming that the stochastic primitives o...
-
作者：Brooks, J. Paul
作者单位：Virginia Commonwealth University
摘要：In the interest of deriving classifiers that are robust to outlier observations, we present integer programming formulations of Vapnik's support vector machine (SVM) with the ramp loss and hard margin loss. The ramp loss allows a maximum error of 2 for each training observation, while the hard margin loss calculates error by counting the number of training observations that are in the margin or misclassified outside of the margin. SVM with these loss functions is shown to be a consistent estim...
-
作者：Bhandari, Atul; Secomandi, Nicola
作者单位：Carnegie Mellon University
摘要：Static game-theoretic models of bilateral bargaining assume that the seller knows his valuation for the item that is up for sale; that is, how the seller may determine this quantity is exogenous to these models. In this paper, we develop and analyze a stylized Markov decision process that endogenizes the seller's computation of his marginal inventory valuation in an infinite-horizon revenue management setting when each sale occurs according to a given bilateral bargaining mechanism. We use thi...
-
作者：Farahat, Amr; Perakis, Georgia
作者单位：Cornell University; Massachusetts Institute of Technology (MIT)
摘要：We compare equilibrium profits of Bertrand (price) and Cournot (quantity) competition in oligopolies with an arbitrary number of nonsymmetric firms offering differentiated substitutable products under an affine demand function. We provide a precise characterization of the profit relationship in terms of (1) the number of firms, (2) their relative quality and cost differences, and (3) the competition intensity, defined as the maxiumum absolute value of total change in competitors' demand over c...
-
作者：Benjaafar, Saif; ElHafsi, Mohsen; Lee, Chung-Yee; Zhou, Weihua
作者单位：University of Minnesota System; University of Minnesota Twin Cities; University of California System; University of California Riverside; Hong Kong University of Science & Technology; Zhejiang University
摘要：We consider an assembly system with multiple stages, multiple items, and multiple customer classes. The system consists of m production facilities, each producing a different item. Items are produced in variable batch sizes, one batch at a time, with exponentially distributed batch production times. Demand from each class takes place continuously over time according to a compound Poisson process. At each decision epoch, we must determine whether or not to produce an item and, should demand fro...
-
作者：Giesecke, Kay; Goldberg, Lisa R.; Ding, Xiaowei
作者单位：Stanford University; MSCI Inc.; Morgan Stanley
摘要：A multiname credit derivative is a security that is tied to an underlying portfolio of corporate bonds and has payoffs that depend on the loss due to default in the portfolio. The value of a multiname derivative depends on the distribution of portfolio loss at multiple horizons. Intensity-based models of the loss point process that are specified without reference to the portfolio constituents determine this distribution in terms of few economically meaningful parameters and lead to computation...
-
作者：Kardes, Erim; Ordonez, Fernando; Hall, Randolph W.
作者单位：University of Southern California; Universidad de Chile
摘要：This paper presents a robust optimization model for n-person finite state/action stochastic games with incomplete information. We consider nonzero sum discounted stochastic games in which none of the players knows the true data of a game, and each player adopts a robust optimization approach to address the uncertainty. We call these games discounted robust stochastic games. Such games allow us to use simple uncertainty sets for the unknown data and eliminate the need to have an a-priori probab...
-
作者：Bikhchandani, Sushil; de Vries, Sven; Schummer, James; Vohra, Rakesh V.
作者单位：University of California System; University of California Los Angeles; Universitat Trier; Northwestern University
摘要：Consider selling bundles of indivisible goods to buyers with concave utilities that are additively separable in money and goods. We propose an ascending auction for the case when the seller is constrained to sell bundles whose elements form a basis of a matroid. It extends easily to polymatroids. Applications include scheduling, allocation of homogeneous goods, and spatially distributed markets, among others. Our ascending auction induces buyers to bid truthfully and returns the economically e...
-
作者：Baldacci, Roberto; Bartolini, Enrico; Mingozzi, Aristide
作者单位：University of Bologna; University of Bologna; University of Bologna
摘要：The pickup and delivery problem with time windows (PDPTW) is a generalization of the vehicle routing problem with time windows. In the PDPTW, a set of identical vehicles located at a central depot must be optimally routed to service a set of transportation requests subject to capacity, time window, pairing, and precedence constraints. In this paper, we present a new exact algorithm for the PDPTW based on a set-partitioning-like integer formulation, and we describe a bounding procedure that fin...
