-
作者：Gustafsson, J; Salo, A
作者单位：Aalto University
摘要：Methods for selecting a research and development (R&D) project portfolio have attracted considerable interest among practitioners and academics. This notwithstanding, the industrial uptake of these methods has remained limited, partly because of the difficulties of capturing relevant concerns in R&D portfolio management. Motivated by these difficulties, we develop contingent portfolio programming (CPP), which extends earlier approaches in that it (i) uses states of nature to capture exogenous ...
-
作者：Van Deun, K; Groenen, PJF
作者单位：Universite Catholique Louvain; Erasmus University Rotterdam - Excl Erasmus MC; Erasmus University Rotterdam
摘要：In several disciplines as diverse as shape analysis, location theory, quality control, archaeology, and psychometrics, it can be of interest to fit a circle through a set of points. We use the result that it suffices to locate a center for which the variance of the distances from the center to a set of given points is minimal. In this paper, we propose a new algorithm based on iterative majorization to locate the center. This algorithm is guaranteed to yield a series of nonincreasing variances...
-
作者：de Véricourt, F; Zhou, YP
作者单位：Duke University; University of Washington; University of Washington Seattle
摘要：Traditional research on routing in queueing systems usually ignores service quality related factors. In this paper, we analyze the routing problem in a system where customers call back when their problems are not completely resolved by the customer service representatives (CSRs). We introduce the concept of call resolution probability, and we argue that it constitutes a good proxy for call quality. For each call, both the call resolution probability (p) and the average service time (1/mu) are ...
-
作者：Muyldermans, L; Beullens, P; Cattrysse, D; Van Oudheusden, D
作者单位：University of Nottingham; University of Portsmouth; KU Leuven
摘要：The general routing problem (GRP) is the problem of finding a minimum length tour, visiting a number of specified vertices and edges in an undirected graph. In this paper, we describe how the well-known 2-opt and 3-opt local search procedures for node routing problems can be adapted to solve arc and general routing problems successfully. Two forms of the 2-opt and 3-opt approaches are applied to the GRP. The first version is similar to the conventional approach for the traveling salesman probl...
-
作者：Alpern, S; Baston, V
作者单位：University of London; London School Economics & Political Science; University of Southampton
摘要：We analyze the optimal behavior of two players who are lost on a planar surface and who want to meet each other in least expected time. They each know the initial distribution of the other's location, but have no common labeling of points, and so cannot simply go to a location agreed to in advance. They have no compasses, so do not, even have a common notion of North. For simplicity, we restrict their motions to the integer lattice Z(2) (graph paper) and their motions to horizontal and vertica...
-
作者：Lübbecke, ME; Desrosiers, J
作者单位：Technical University of Berlin; Universite de Montreal; HEC Montreal; Universite de Montreal
摘要：Dantzig-Wolfe decomposition and column generation, devised for linear programs, is a success story in large-scale integer programming. We outline and relate the approaches, and survey mainly recent contributions, not yet found in textbooks. We emphasize the growing understanding of the dual point of view, which has brought considerable progress to the column generation theory and practice. It stimulated careful initializations, sophisticated solution techniques for the restricted master proble...
-
作者：Lu, XW; Song, JS
作者单位：University of California System; University of California Irvine; Duke University; Hong Kong University of Science & Technology
摘要：Subject classifications: inventory/production: unknown demand, lost sales, optimal policies; dynamic programming: Bayesian Markov decision processes. Area of review: Stochastic Models. History: August 2004; revisions received April 2005, October 2005; accepted October 2005.
-
作者：Ding, XM; Bisi, A; Puterman, ML
作者单位：PepsiCo; Purdue University System; Purdue University; University of British Columbia
-
作者：Brown, G; Carlyle, M; Diehl, D; Kline, J; Wood, K
作者单位：United States Department of Defense; United States Navy; Naval Postgraduate School
摘要：We describe JOINT DEFENDER, a new two-sided optimization model for planning the pre-positioning of defensive missile interceptors to counter an attack threat. In our basic model, a defender pre-positions ballistic missile defense platforms to minimize the worst-case damage an attacker can achieve; we assume that the attacker will be aware of defensive pre-positioning decisions, and that both sides have complete information as to target values, attacking-missile launch sites, weapon system capa...
-
作者：Broadie, M; Yamamoto, Y
作者单位：Columbia University; Nagoya University
摘要：This paper develops algorithms for the pricing of discretely sampled barrier, lookback, and hindsight options and discretely exercisable American options. Under the Black-Scholes framework, the pricing of these options can be reduced to evaluation of a series of convolutions of the Gaussian distribution and a known function. We compute these convolutions efficiently using the double-exponential integration formula and the fast Gauss transform. The resulting algorithms have computational comple...
