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作者：Hu, Jiaqiao; Fu, Michael C.; Marcus, Steven I.
作者单位：State University of New York (SUNY) System; Stony Brook University; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park
摘要：Model reference adaptive search (MRAS) for solving global optimization problems works with a parameterized probabilistic model on the solution space and generates at each iteration a group of candidate solutions. These candidate solutions are then used to update the parameters associated with the probabilistic model in such a way that the future search will be biased toward the region containing high-quality solutions. The parameter updating procedure in MRAS is guided by a sequence of implici...
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作者：Fekete, Sandor P.; Schepers, Joerg; van der Veen, Jan C.
作者单位：Braunschweig University of Technology; International Business Machines (IBM); IBM Germany
摘要：Higher-dimensional orthogonal packing problems have a wide range of practical applications, including packing, cutting, and scheduling. Combining the use of our data structure for characterizing feasible packings with our new classes of lower bounds, and other heuristics, we develop a two-level tree search algorithm for solving higher-dimensional packing problems to optimality. Computational results are reported, including optimal solutions for all two-dimensional test problems from recent lit...
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作者：Hooker, J. N.
作者单位：Carnegie Mellon University
摘要：We combine mixed-integer linear programming (MILP) and constraint programming (CP) to solve an important class of planning and scheduling problems. Tasks are allocated to facilities using MILP and scheduled using CP, and the two are linked via logic-based Benders decomposition. Tasks assigned to a facility may run in parallel subject to resource constraints (cumulative scheduling). We solve problems in which the objective is to minimize cost, makespan, or total tardiness. We obtain significant...
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作者：Plambeck, Erica L.; Ward, Amy R.
作者单位：Stanford University; University of Southern California
摘要：In an assemble-to-order system, a wide variety of products are rapidly assembled from component inventories in response to customer orders. We assume that orders must be filled within a product-specific target lead time. In the event that some of the components required to fill an order are out of stock, these components must be expedited. The objective is to minimize the expected infinite-horizon discounted cost of primary component production and expediting. Our formulation captures financia...
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作者：Simchi-Levi, David
作者单位：Massachusetts Institute of Technology (MIT)
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作者：Rothkopf, Michael H.
作者单位：Rutgers University System; Rutgers University New Brunswick; Rutgers University System; Rutgers University New Brunswick
摘要：In theory, the mathematically elegant Vickrey-Clarke-Groves process offers perfect efficiency with dominant truth-revealing strategies. However, it has many serious practical problems. This paper describes these problems and argues that research that aims to maintain the dominant truth-revealing strategies while compromising on the other practical issues is of limited practical value.
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作者：Lim, Andrew E. B.; Shanthikumar, J. George
作者单位：University of California System; University of California Berkeley
摘要：In the area of dynamic revenue management, optimal pricing policies are typically computed on the basis of an underlying demand rate model. From the perspective of applications, this approach implicitly assumes that the model is an accurate representation of the real-world demand process and that the parameters characterizing this model can be accurately calibrated using data. In many situations, neither of these conditions are satisfied. Indeed, models are usually simplified for the purpose o...
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作者：Correa, Jose R.; Schulz, Andreas S.; Stier-Moses, Nicolas E.
作者单位：Universidad Adolfo Ibanez; Massachusetts Institute of Technology (MIT); Columbia University
摘要：We study the problem of minimizing the maximum latency of flows in networks with congestion. We show that this problem is NP-hard, even when all arc latency functions are linear and there is a single source and sink. Still, an optimal flow and an equilibrium flow share a desirable property in this situation: All flow-carrying paths have the same length, i.e., these solutions are fair, which is in general not true for optimal flows in networks with nonlinear latency functions. In addition, the ...
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作者：Tsetlin, Ilia; Winkler, Robert L.
作者单位：INSEAD Business School; Duke University
摘要：In many situations, performance on several attributes is important. Moreover, a decision maker's utility may depend not on the absolute level of performance on each attribute, but rather on whether that level of performance meets a target, in which case the decision maker is said to be target oriented. For example, typical attributes in new product development include cost, quality, and features, and the corresponding targets might be the best performance on these attributes by competing produ...
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作者：Tseng, Chung-Li; Lin, Kyle Y.
作者单位：University of Missouri System; Missouri University of Science & Technology; United States Department of Defense; United States Navy; Naval Postgraduate School
摘要：In this paper, we use a real-options framework to value a power plant. The real option to commit or decommit a generating unit may be exercised on an hourly basis to maximize expected profit while subject to intertemporal operational constraints. The option-exercising process is modeled as a multistage stochastic problem. We develop a framework for generating discretetime price lattices for two correlated Ito processes for electricity and fuel prices. We show that the proposed framework exceed...
