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作者：Ankenman, Bruce; Nelson, Barry L.; Staum, Jeremy
作者单位：Northwestern University
摘要：We extend the basic theory of kriging, as applied to the design and analysis of deterministic computer experiments, to the stochastic simulation setting. Our goal is to provide flexible, interpolation-based metamodels of simulation output performance measures as functions of the controllable design or decision variables, or uncontrollable environmental variables. To accomplish this, we characterize both the intrinsic uncertainty inherent in a stochastic simulation and the extrinsic uncertainty...
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作者：Savasaneril, Secil; Griffin, Paul M.; Keskinocak, Pinar
作者单位：Middle East Technical University; Pennsylvania Commonwealth System of Higher Education (PCSHE); Pennsylvania State University; Pennsylvania State University - University Park; University System of Georgia; Georgia Institute of Technology
摘要：We study a dynamic lead-time quotation problem in a base-stock inventory system characterized by lead-time sensitive Poisson demand and exponentially distributed service times. We show that the optimal profit is unimodal in the base-stock level. We compare the base-stock system with a make-to-order (MTO) system and show that the lead-time quotes are lower in an MTO system and that increasing the base-stock level does not necessarily decrease the expected number of customers waiting. Numerical ...
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作者：Chen, Li
作者单位：Duke University
摘要：In most retail environments, when inventory runs out, the unmet demand is lost and not observed. The sales data are effectively censored by the inventory level. Factoring this censored data effect into demand estimation and inventory control decision makes the problem difficult to solve. In this paper, we focus on developing bounds and heuristics for this problem. Specifically, we consider a finite-horizon inventory control problem for a nonperishable product with unobserved lost sales and a d...
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作者：Shang, Kevin H.; Zhou, Sean X.
作者单位：Duke University; Chinese University of Hong Kong
摘要：This paper studies a periodic-review, serial inventory system in which echelon (r, nQ,T) policies are implemented. Under such a policy, each stage reviews its inventory in every T period and orders according to an echelon (r,nQ) policy. Two types of fixed costs are considered: one is associated with each order batch Q, and the other is incurred for each inventory review. The objective is to find the policy parameters such that the average total cost per period is minimized. This paper provides...
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作者：Hwang, Hark-Chin
作者单位：Chosun University
摘要：In this study, improved and new algorithms are developed for economic lot-sizing problems with integrated production and transportation operations. To model the economies of scale in production with the effect of shipment consolidation in transportation, we assume concave production costs and stepwise transportation costs. More specifically, we consider concave/fixed-charge/nonspeculative cost functions in production, and nonstationary/stationary delivery cost functions in transportation. The ...
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作者：Heydenreich, Birgit; Muller, Rudolf; Uetz, Marc
作者单位：Maastricht University; University of Twente
摘要：Traditional optimization models assume a central decision maker who optimizes a global system performance measure. However, problem data is often distributed among several agents, and agents make autonomous decisions. This gives incentives for strategic behavior of agents, possibly leading to suboptimal system performance. Furthermore, in dynamic environments, machines are locally dispersed and administratively independent. Examples are found both in business and engineering applications. We i...
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作者：Leung, Joseph Y. -T.; Pinedo, Michael; Wan, Guohua
作者单位：New Jersey Institute of Technology; New York University; Shanghai Jiao Tong University
摘要：We consider a scheduling environment with m (m >= 1) identical machines in parallel and two agents. Agent A is responsible for n(1) jobs and has a given objective function with regard to these jobs; agent B is responsible for n(2) jobs and has an objective function that may be either the same or different from the one of agent A. The problem is to find a schedule for the n(1) + n(2) jobs that minimizes the objective of agent A (with regard to his n(1) jobs) while keeping the objective of agent...
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作者：Chen, Wenqing; Sim, Melvyn; Sun, Jie; Teo, Chung-Piaw
作者单位：National University of Singapore; National University of Singapore
摘要：We review and develop different tractable approximations to individual chance-constrained problems in robust optimization on a variety of uncertainty sets and show their interesting connections with bounds on the conditional-value-at-risk (CVaR) measure. We extend the idea to joint chance-constrained problems and provide a new formulation that improves upon the standard approach. Our approach builds on a classical worst-case bound for order statistics problems and is applicable even if the con...
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作者：Huh, Woonghee Tim; Janakiraman, Ganesh
作者单位：Columbia University; New York University
摘要：We study a periodically reviewed, serial inventory system in which excess demand from external customers is lost. We derive elementary properties of the vector of optimal order quantities in this system. In particular, we derive bounds on the sensitivity (or, more mathematically, the derivative) of the optimal order quantity at each stage to the vector of the current inventory levels. Our analysis uses the concept of L-natural-convexity, which was studied in discrete convex analysis and recent...
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作者：Chu, Leon Yang; Shen, Zuo-Jun Max
作者单位：University of Southern California; University of California System; University of California Berkeley
摘要：We study a two-echelon supply chain with one warehouse and N (nonidentical) retailers facing stochastic demand. An easy-to-implement inventory policy, the so-called power-of-two (POT) policy, is proposed to manage inventory for the system. To maintain a certain service level, safety stocks are kept at the warehouse and each retailer outlet to buffer random demand. Our analysis highlights the important role of the warehouse safety stock level, which, in addition to the length of the warehouse o...
