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作者：Yong Tan; Chiang, I. Robert; Mookerjee, Vijay S.
作者单位：University of Washington; University of Washington Seattle; Accenture; University of Texas System; University of Texas Dallas
摘要：Transit and peering arrangements among Internet backbone providers (IBPs) are essential for the global delivery of communication services on the Internet. In addition, to support delay-sensitive applications (e.g., streaming and multimedia applications) it is important for IBPs to maintain high service quality even if the network is congested. One promising approach is to establish interconnection agreements among providers to dynamically trade network capacity. To make such interconnections p...
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作者：Kubzin, M. A.; Strusevich, V. A.
作者单位：University of Greenwich
摘要：We consider the two-machine open shop and two-machine flow shop scheduling problems in which each machine has to be maintained exactly once during the planning period, and the duration of each of these intervals depends on its start time. The objective is to minimize the maximum completion time of all activities to be scheduled. We resolve complexity and approximability issues of these problems. The open shop problem is shown to be polynomially solvable for quite general functions defining the...
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作者：Feng, Qi; Sethi, Suresh P.; Yan, Houmin; Zhang, Hanqin
作者单位：University of Texas System; University of Texas Dallas; University of Texas System; University of Texas Dallas; Chinese University of Hong Kong; Chinese Academy of Sciences; Academy of Mathematics & System Sciences, CAS
摘要：We present a periodic review inventory model with multiple delivery modes. While base-stock policies are optimal for one or two consecutive delivery modes, they are not so otherwise. For multiple consecutive delivery modes, we show that only the fastest two modes have optimal base stocks, and provide a simple counterexample to show that the remaining ones do not. We investigate why the base-stock policy is or is not optimal in different situations. This note is an abridged version of Feng et a...
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作者：Haugh, Martin B.; Kogan, Leonid; Wang, Jiang
作者单位：Columbia University; Massachusetts Institute of Technology (MIT); National Bureau of Economic Research
摘要：The performance of a given portfolio policy can in principle be evaluated by comparing its expected utility with that of the optimal policy. Unfortunately, the optimal policy is usually not computable, in which case a direct comparison is impossible. In this paper, we solve this problem by using the given portfolio policy to construct an upper bound on the unknown maximum expected utility. This construction is based on a dual formulation of the portfolio optimization problem. When the upper bo...
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作者：Bassamboo, Achal; Harrison, J. Michael; Zeevi, Assaf
作者单位：Northwestern University; Stanford University; Columbia University
摘要：This paper analyzes a call center model with m customer classes and r agent pools. The model is one with doubly stochastic arrivals, which means that the m-vector lambda of instantaneous arrival rates is allowed to vary both temporally and stochastically. Two levels of call center management are considered: staffing the r pools of agents, and dynamically routing calls to agents. The system manager's objective is to minimize the sum of personnel costs and abandonment penalties. We consider a li...
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作者：Larsson, Torbjorn; Patriksson, Michael
作者单位：Linkoping University; Chalmers University of Technology
摘要：The well-known and established global optimality conditions based on the Lagrangian formulation of an optimization problem are consistent if and only if the duality gap is zero. We develop a set of global optimality conditions that are structurally similar but are consistent for any size of the duality gap. This system characterizes a primal-dual optimal solution by means of primal and dual feasibility, primal Lagrangian epsilon-optimality, and, in the presence of inequality constraints, a rel...
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作者：Ben Amor, Hatem; Desrosiers, Jacques; Valerio de Carvalho, Jose Manuel
作者单位：Universite de Montreal; Universite de Montreal; HEC Montreal; Universite de Montreal; Universidade do Minho
摘要：Column generation is one of the most successful approaches for solving large-scale linear programming problems. However, degeneracy difficulties and long-tail effects are known to occur as problems become larger. In recent years, several stabilization techniques of the dual variables have proven to be effective. We study the use of two types of dual-optimal inequalities to accelerate and stabilize the whole convergence process. Added to the dual formulation, these constraints are satisfied by ...
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作者：Chou, Mabel C.; Liu, Hui; Queyranne, Maurice; Simchi-Levi, David
作者单位：National University of Singapore; Verizon Communications; University of British Columbia; Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：We consider the stochastic single-machine problem, when the objective is to minimize the expected total weighted completion time of a set of jobs that are released over time. We assume that the existence and the parameters of each job including its release date, weight, and expected processing times are not known until its release date. The actual processing times are not known until processing is completed. We analyze the performance of the on-line nonpreemptive weighted shortest expected pro...
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作者：Kim, SH; Nelson, BL
作者单位：University System of Georgia; Georgia Institute of Technology; Northwestern University
摘要：We present fully sequential procedures for steady-state simulation that are designed to select the best of a finite number of simulated systems when best is defined by the largest or smallest long-run average performance. We also provide a framework for establishing the asymptotic validity of such procedures and prove the validity of our procedures. An example based on the M/M/1 queue is given.
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作者：Ahamed, T. P. I.; Borkar, V. S.; Juneja, S.
作者单位：Thangal Kunju Musaliar College of Engineering; Tata Institute of Fundamental Research (TIFR)
摘要：For a discrete-time finite-state Markov chain, we develop an adaptive importance sampling scheme to estimate the expected total cost before hitting a set of terminal states. This scheme updates the change of measure at every transition using constant or decreasing step-size stochastic approximation. The updates are shown to concentrate asymptotically in a neighborhood of the desired zero-variance estimator. Through simulation experiments on simple Markovian queues, we observe that the proposed...
