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作者：Chen, Xin; Zhang, Yuhan
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：In this paper, we introduce the extended affinely adjustable robust counterpart to modeling and solving multistage uncertain linear programs with fixed recourse. Our approach first reparameterizes the primitive uncertainties and then applies the affinely adjustable robust counterpart proposed in the literature, in which recourse decisions are restricted to be linear in terms of the primitive uncertainties. We propose a special case of the extended affinely adjustable robust counterpart-the spl...
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作者：Bertsimas, Dimitris; Brown, David B.
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Duke University
摘要：In this paper, we propose a methodology for constructing uncertainty sets within the framework of robust optimization for linear optimization problems with uncertain parameters. Our approach relies on decision maker risk preferences. Specifically, we utilize the theory of coherent risk measures initiated by Artzner et al. (1999) [Artzner, P., F. Delbaen, J. Eber, D. Heath. 1999. Coherent measures of risk. Math. Finance 9 203-228.], and show that such risk measures, in conjunction with the supp...
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作者：Li, Xiao-Bai; Sarkar, Sumit
作者单位：University of Massachusetts System; University of Massachusetts Lowell; University of Texas System; University of Texas Dallas
摘要：Data-mining techniques can be used not only to study collective behavior about customers, but also to discover private information about individuals. In this study, we demonstrate that decision trees, a popular classification technique for data mining, can be used to effectively reveal individuals' confidential data, even when the identities of the individuals are not present in the data. We propose a novel approach for organizations to protect confidential data from such a classification atta...
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作者：Bai, Lihui; Rubin, Paul A.
作者单位：Valparaiso University; Michigan State University; Michigan State University's Broad College of Business
摘要：We address a toll pricing problem in which the objective is to minimize the number of required toll facilities in a transportation network while inducing drivers to make the most efficient collective use of the network. We formulate the problem as a mixed-integer programming model and propose a solution method using combinatorial Benders cuts. Computational study of real networks as well as randomly generated networks indicates that our proposed method is efficient in obtaining provably optima...
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作者：Aydin, Goker; Ziya, Serhan
作者单位：University of Michigan System; University of Michigan; University of North Carolina; University of North Carolina Chapel Hill
摘要：Prior work has investigated time-and inventory-level-dependent pricing of limited inventories with finite selling horizons. We consider a third dimension-in addition to time and inventory level-that the firms can use in setting their prices: the information that the firm has at the individual customer level. An arriving customer provides a signal to the firm, which is an imperfect indicator of the customer's willingness to pay, and the firm makes a personalized price offer depending on the sig...
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作者：Zwart, Bert
作者单位：Centrum Wiskunde & Informatica (CWI)
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作者：Schittekat, Patrick; Soerensen, Kenneth
作者单位：University of Antwerp
摘要：For the distribution of spare parts to car dealers, many automotive companies use a transport network of intermediate hubs or transport platforms, operated by a set of third-party logistics (3PL) partners. The optimization of this network, particularly the selection of 3PL providers and corresponding transport platforms, is a complex decision that needs to be supported by appropriate software tools. In this paper, we develop such a tool, implement it, and show its results on a real-life case s...
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作者：Baveja, Manas; Wein, Lawrence M.
作者单位：Stanford University
摘要：Motivated by the cost and disruption involved in changing from a two-finger to a ten-finger biometric system for matching U. S. visitors to a watchlist of criminals and terrorists, we investigate whether any two-finger multistage biometric strategies would fix the inadequate matching performance of poor-quality prints that plagues the U. S. Government's original two-finger, single-stage biometric system. For several multistage strategies, we solve the Stackelberg game in which the U. S. Govern...
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作者：Martinez-de-Albebiz, Victor; Simchi-Levi, David
作者单位：University of Navarra; IESE Business School; Massachusetts Institute of Technology (MIT)
摘要：This paper develops a multiattribute competition model for procurement of short life-cycle products. In such an environment, the buyer installs dedicated production capacity at the suppliers before demand is realized. Final production orders are decided after demand materializes. Of course, the buyer is reluctant to bear all the capacity and inventory risk, and thus signs flexible contracts with several suppliers. We model the suppliers' offers as option contracts, where each supplier charges ...
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作者：Gaur, Daya Ram; Krishnamurti, Ramesh; Kohli, Rajeev
作者单位：University of Lethbridge; Simon Fraser University; Columbia University
摘要：We extend a previous model for scheduling commercial advertisements during breaks in television programming. The proposed extension allows differential weighting of conflicts between pairs of commercials. We formulate the problem as a capacitated generalization of the max k-cut problem in which the vertices of a graph correspond to commercial insertions and the edge weights to the conflicts between pairs of insertions. The objective is to partition the vertices into k capacitated sets to maxim...
