-
作者：Muharremoglu, Alp; Yang, Nan
作者单位：Columbia University; Cornell University
摘要：We study single and multistage inventory systems with stochastic lead times. We study a class of stochastic lead time processes, which we refer to as exogenous lead times. This class of lead time processes includes as special cases all lead time models from existing literature (such as Kaplan's lead times with no order crossing or independent and identically distributed lead times with order crossing, among others) but is a substantially broader class. For a system with an exogenous lead time ...
-
作者：Chen, Zhi-Long
作者单位：University System of Maryland; University of Maryland College Park
摘要：In many applications involving make-to-order or time-sensitive (e.g., perishable, seasonal) products, finished orders are often delivered to customers immediately or shortly after the production. Consequently, there is little or no finished product inventory in the supply chain such that production and outbound distribution are very intimately linked and must be scheduled jointly to achieve a desired on-time delivery performance at minimum total cost. Research on integrated scheduling models o...
-
作者：Kuosmanen, Timo; Johnson, Andrew L.
作者单位：Natural Resources Institute Finland (Luke); Aalto University; Texas A&M University System; Texas A&M University College Station
摘要：Data envelopment analysis (DEA) is known as a nonparametric mathematical programming approach to productive efficiency analysis. In this paper, we show that DEA can be alternatively interpreted as nonparametric least-squares regression subject to shape constraints on the frontier and sign constraints on residuals. This reinterpretation reveals the classic parametric programming model by Aigner and Chu [Aigner, D., S. Chu. 1968. On estimating the industry production function. Amer. Econom. Rev....
-
作者：Bertsimas, Dimitris; Nohadani, Omid; Teo, Kwong Meng
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); National University of Singapore
摘要：In engineering design, an optimized solution often turns out to be suboptimal when errors are encountered. Although the theory of robust convex optimization has taken significant strides over the past decade, all approaches fail if the underlying cost function is not explicitly given; it is even worse if the cost function is nonconvex. In this work, we present a robust optimization method that is suited for unconstrained problems with a nonconvex cost function as well as for problems based on ...
-
作者：Desaulniers, Guy
作者单位：Universite de Montreal; Polytechnique Montreal; Universite de Montreal
摘要：This paper addresses the split-delivery vehicle routing problem with time windows (SDVRPTW) that consists of determining least-cost vehicle routes to service a set of customer demands while respecting vehicle capacity and customer time windows. The demand of each customer can be fulfilled by several vehicles. For solving this problem, we propose a new exact branch-and-price-and-cut method, where the column generation subproblem is a resource-constrained elementary shortest-path problem combine...
-
作者：Shlakhter, Oleksandr; Lee, Chi-Guhn; Khmelev, Dmitry; Jaber, Nasser
作者单位：University of Toronto; University of Toronto
摘要：We study the general approach to accelerating the convergence of the most widely used solution method of Markov decision processes (MDPs) with the total expected discounted reward. Inspired by the monotone behavior of the contraction mappings in the feasible set of the linear programming problem equivalent to the MDP, we establish a class of operators that can be used in combination with a contraction mapping operator in the standard value iteration algorithm and its variants. We then propose ...
-
作者：Shlakhter, Oleksandr; Lee, Chi-Guhn; Khmelev, Dmitry; Jaber, Nasser
-
作者：Delage, Erick; Mannor, Shie
作者单位：Universite de Montreal; HEC Montreal; McGill University
摘要：Markov decision processes are an effective tool in modeling decision making in uncertain dynamic environments. Because the parameters of these models typically are estimated from data or learned from experience, it is not surprising that the actual performance of a chosen strategy often differs significantly from the designer's initial expectations due to unavoidable modeling ambiguity. In this paper, we present a set of percentile criteria that are conceptually natural and representative of t...
-
作者：Zhang, Hao
作者单位：University of Southern California
摘要：This paper presents a novel framework for studying partially observable Markov decision processes (POMDPs) with finite state, action, observation sets, and discounted rewards. The new framework is solely based on future-reward vectors associated with future policies, which is more parsimonious than the traditional framework based on belief vectors. It reveals the connection between the POMDP problem and two computational geometry problems, i.e., finding the vertices of a convex hull and findin...
-
作者：Ntaimo, Lewis
作者单位：Texas A&M University System; Texas A&M University College Station
摘要：This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting planes based on disjunctive programming to be generated for each scenario subproblem under a temporal decomposition setting of the SIP problem. A new class of valid inequalities for mixed 0-1 SIP with random recourse is presented. In particular, we derive valid inequalities that allow for scenario subproblems for SIP with ...
