-
作者:Larson, Richard C.
作者单位:Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要:The focus of this OR framing paper is to introduce the operations research (OR) community to the need for new mathematical modeling of an influenza pandemic and its control. By reviewing relevant history and literature, one key concern that emerges relates to how a population's heterogeneity may affect disease progression. Another is to explore within a modeling framework social distancing as a disease progression. control method, where social distancing refers to steps aimed at reducing the f...
-
作者:Popescu, Ioana; Wu, Yaozhong
作者单位:INSEAD Business School; National University of Singapore
摘要:We consider the dynamic pricing problem of a monopolist firm in a market with repeated interactions, where demand is sensitive to the firm's pricing history. Consumers have memory and are prone to human decision-making biases and cognitive limitations. As the firm manipulates prices, consumers form a reference price that adjusts as an anchoring standard based on price perceptions. Purchase decisions are made by assessing prices as discounts or surcharges relative to the reference price in the ...
-
作者:Ganesh, Ayalvadi; Laevens, Koenraad; Steinberg, Richard
作者单位:Microsoft; Microsoft United Kingdom; Ghent University; University of Cambridge
摘要:We consider congestion pricing as a mechanism for sharing bandwidth in communication networks, and model the interaction among the users as a game. We propose a decentralized algorithm for the users that is based on the history of the price process, where user response to congestion prices is analogous to fictitious play in game theory, and show that this results in convergence to the unique Wardrop equilibrium. We further show that the Wardrop equilibrium coincides with the welfare-maximizing...
-
作者:Sandhu, Rivi; Klabjan, Diego
作者单位:University of Illinois System; University of Illinois Urbana-Champaign
摘要:The tactical planning process of an airline is typically decomposed into several stages among which fleeting, aircraft routing, and crew pairing form the core. In such a decomposed and sequential approach, the output of fleeting forms the input to aircraft routing and crew pairing. In turn, the output to aircraft routing is part of the input to crew pairing. Due to this decomposition, the resulting solution is often suboptimal. We propose a model that completely integrates the fleeting and cre...
-
作者:Debels, Dieter; Vanhoucke, Mario
作者单位:Ghent University
摘要:In the last few decades, the resource-constrained project-scheduling problem has become a popular problem type in operations research. However, due to its strongly NP-hard status, the effectiveness of exact optimisation procedures is restricted to relatively small instances. In this paper, we present a new genetic algorithm (GA) for this problem that is able to provide near-optimal heuristic solutions. This GA procedure has been extended by a so-called decomposition-based genetic algorithm (DB...
-
作者:Ding, Qing; Dong, Lingxiu; Kouvelis, Panos
作者单位:Singapore Management University; Washington University (WUSTL)
摘要:We study the integrated operational and financial hedging decisions faced by a global firm who sells to both home and foreign markets. Production occurs either at a single facility located in one of the markets or at two facilities, one in each market. The company has to invest in capacity before the selling season starts when the demand in both markets and the currency exchange rate are uncertain. The currency exchange rate risk can be hedged by delaying allocation of the capacity to specific...
-
作者:Federgruen, Awi; Meissner, Joern; Tzur, Michal
作者单位:Columbia University; Lancaster University; Tel Aviv University
摘要:We consider a family of N items that are produced in, or obtained from, the same production facility. Demands are deterministic for each item and each period within a given horizon of T periods. If in a given period an order is placed, setup costs are incurred. The aggregate order size is constrained by a capacity limit. The objective is to find a lot-sizing strategy that satisfies the demands for all items over the entire horizon without backlogging, and that minimizes the sum of inventory-ca...
-
作者:Gallego, Guillermo; Ozer, Ozalp; Zipkin, Paul
作者单位:Columbia University; Stanford University; Duke University
摘要:This paper develops simple approximate methods to analyze a two-stage distribution system consisting of one warehouse and multiple retailers with stochastic demand. We consider local and central control schemes. The main ideas are based on relaxing and or decomposing the system into more manageable newsvendor-type subsystems. We also provide bounds on the optimal policy and the optimal expected cost. We show that one of the heuristics is asymptotically optimal in the number of retailers. These...
-
作者:Kalvenes, Joakim; Keon, Neil
作者单位:University of Texas System; University of Texas Dallas; Southern Methodist University
摘要:This paper considers the provisioning of transmission line bandwidth on a private network with given traffic routing for the purpose of distribution of video-on-demand service with guaranteed end-to-end quality of service. We present an architecture for video-on-demand service delivery and model the assignment of bandwidth in the distribution network as a constrained, nonlinear optimization problem. To solve this optimization problem, we develop three new auction algorithm-based solution proce...
-
作者:Crow, Charles S.; Goldberg, David; Whitt, Ward
作者单位:Massachusetts Institute of Technology (MIT); Columbia University
摘要:We introduce and investigate approximations for the probability distribution of the maximum of n independent and identically distributed nonnegative random variables, in terms of the number n and the first few moments of the underlying probability distribution, assuming the distribution is unbounded above but does not have a heavy tail. Because the mean of the underlying distribution can immediately be factored out, we focus on the effect of the squared coefficient of variation (SCV, c(2), var...