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作者：Yang, H; Ye, M; Tang, WHC; Wong, SC
作者单位：Hong Kong University of Science & Technology; University of Hong Kong
摘要：This paper presents a spatially aggregated multiperiod taxi service model with endogenous service intensity. The whole day service period is divided into a number of subperiods; during each subperiod, taxi supply and customer demand characteristics are assumed to be uniform. Customer demand is period-specific and described as a function of waiting time and taxi fare. Taxi operating cost for each work shift consists of two components: one component a function of total service time and the other...
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作者：Andradóttir, S; Ayhan, H
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：For a Markovian queueing network with two stations in tandem, finite intermediate buffer, and M flexible servers, we study how the servers should be assigned dynamically to stations to obtain optimal long-run average throughput. We assume that each server can work on only one job at a time, that several servers can work together on a single job, and that the travel times between stations are negligible. Under these assumptions, we completely characterize the optimal policy for systems with thr...
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作者：Chod, J; Rudi, N
作者单位：Boston College; University of Rochester
摘要：This article studies two types of flexibility used by firms to better respond to uncertain market conditions: resource flexibility and responsive pricing. We consider a situation in which a single flexible resource can be used to satisfy two distinct demand classes. While the resource capacity must be decided based on uncertain demand functions, the resource allocation as well as the pricing decision are made based on the realized demand functions. We characterize the effects of two key driver...
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作者：Biller, B; Nelson, BL
作者单位：Carnegie Mellon University; Northwestern University
摘要：Providing accurate and automated input-modeling support is one of the challenging problems in the application of computer simulation of stochastic systems. The models incorporated in current input-modeling software packages often fall short because they assume independent and identically distributed processes, even though dependent time-series input processes occur naturally in the simulation of many real-life systems. Therefore, this paper introduces a statistical methodology for fitting stoc...
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作者：Epelman, MA; Pollock, S; Netter, B; Low, BS
作者单位：University of Michigan System; University of Michigan; Yale University; University of Michigan System; University of Michigan
摘要：No good formal arguments exist for a central question in biology: Why, in species that have sexual reproduction, are there usually only males and females? We present a nonlinear optimization model that supports the conclusion that having only two sexes maximizes long-run viability.
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作者：Fridgeirsdottir, K; Chiu, S
作者单位：University of London; London Business School; Stanford University
摘要：In this note, we show that the expected delay cost for a G/G/1 queue is not necessarily convex in the arrival rate as sometimes claimed in the literature. We can prove, however, that the total expected delay cost rate is convex in the arrival rate. This cost rate is often of interest when designing queueing systems.
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作者：Sodhi, MS
作者单位：City St Georges, University of London
摘要：Dynamic linear programming (LP) models for asset-liability management (ALM) are quite powerful and flexible but face two challenges: (1) many modeling choices, not all consistent with one another or with finance theory, and (2) solution difficulties due to the large number of scenarios obtained from standard interest-rate models. We first survey these modeling choices with a view to help researchers make self-consistent choices. Next, we review how the dynamic LP model for ALM and the represen...
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作者：Dai, JG; Lin, WQ
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：Complex systems like semiconductor wafer fabrication facilities (fabs), networks of data switches, and large-scale call centers all demand efficient resource allocation. Deterministic models like linear programs (LP) have been used for capacity planning at both the design and expansion stages of such systems. LP-based planning is critical in setting a medium range or long-term goal for many systems, but it does not translate into a day-to-day operational policy that must deal with discreteness...
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作者：Chardaire, P; McKeown, GP; Verity-Harrison, SA; Richardson, SB
作者单位：University of East Anglia; Defence Science & Technology Laboratory; Qinetiq Group Plc
摘要：We give a formal specification for a strategic network routing problem known as the convoy movement problem (CMP) and establish that the corresponding feasibility problem is NP-complete. We then introduce an integer programming (IP) model based on the concept of a time-space network and apply a Lagrangian relaxation to this model. We discuss how the dual function may be evaluated using a modified version of Dijkstra's algorithm suitable to very large, implicitly defined graphs and show how heu...
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作者：Garcia, A; Campos-Nañez, E; Reitzes, J
作者单位：University of Virginia; George Washington University; The Brattle Group
摘要：We analyze the price-formation process in an infinite-horizon oligopoly model where hydroelectric generators engage in dynamic price-based competition. The analysis focuses on the role of indifference prices, i.e., prices that equate the gains from releasing or storing water. Strategies where players bid their indifference prices and the marginal player undercuts the lowest-cost unsuccessful bidder constitute a Markov Perfect Equilibrium (MPE) under appropriate conditions. These conditions inv...
