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作者：Kumar, S; Muthuraman, K
作者单位：Stanford University; Purdue University System; Purdue University
摘要：Singular stochastic control has found diverse applications in operations management, economics, and finance. However, in all but the simplest of cases, singular stochastic control problems cannot be solved analytically. In this paper, we propose a method for numerically solving a class of singular stochastic control problems. We combine finite element methods that numerically solve partial differential equations with a policy update procedure based on the principle of smooth pasting to iterati...
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作者：Cappanera, P; Gallo, G
作者单位：University of Pisa
摘要：The problem of finding a work assignment for airline crew members in a given time horizon is addressed. In the literature this problem is usually referred to as the airline crew rostering problem. It consists of constructing monthly schedules for crew members by assigning them pairings, rest periods, annual and sick leave, training periods, union activities, and so forth, so as to satisfy the collective agreements and security rules. We formulate the airline crew rostering problem as a 0-1 mul...
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作者：Baston, V; Kikuta, K
作者单位：University of Southampton; University of Hyogo
摘要：We consider problems in which a defender is attempting to protect a channel from infiltration by laying static underwater devices across the channel. These devices can detect infiltrators that come within a given distance of them, and it is assumed that an infiltrator so detected can be apprehended before he can fulfill his mission. Previous work has concentrated on cases in which there is just one infiltrator and the infiltrator knows both the number of devices and their detection radii, but ...
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作者：Roemer, TA; Ahmadi, R
作者单位：Massachusetts Institute of Technology (MIT); University of California System; University of California Los Angeles
摘要：This research addresses two common tools for reducing product development lead times: overlapping of development stages and crashing of development times. For the first time in the product development literature, a formal model addresses both tools concurrently, thus facilitating analysis of the interdependencies between overlapping and crashing. The results exhibit the necessity of addressing overlapping and crashing concurrently, and exhibit general characteristics of optimal overlapping/cra...
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作者：Peeters, M; Degraeve, E
作者单位：University of London; London Business School
摘要：The co-printing problem is a new variant of the bin-packing problem. It finds its origin in the printing of Tetra-bricks in the beverage industry. Combining different types of bricks in one printing pattern reduces the stock. With each brick, a number of colors are associated, and the total number of colors for the whole pattern cannot exceed a given limit. We develop a branch-and-price algorithm to obtain proven optimal solutions. After introducing a Dantzig-Wolfe reformulation for the proble...
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作者：Li, CL; Hsu, VN; Xiao, WQ
作者单位：Hong Kong Polytechnic University; George Mason University; Columbia University
摘要：This paper studies two important variants of the dynamic economic lot-sizing problem that are applicable to a wide range of real-world situations. In the first model, production in each time period is restricted to a multiple of a constant batch size, where backlogging is allowed and all cost parameters are time varying. Several properties of the optimal solution are discussed. Based on these properties, an efficient dynamic programming algorithm is developed. The efficiency of the dynamic pro...
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作者：Burke, EK; Kendall, G; Whitwell, G
作者单位：University of Nottingham
摘要：This paper presents a new best-fit heuristic for the two-dimensional rectangular stock-cutting problem and demonstrates its effectiveness by comparing it against other published approaches. A placement algorithm usually takes a list of shapes, sorted by some property such as increasing height or decreasing area, and then applies a placement rule to each of these shapes in turn. The proposed method is not restricted to the first shape encountered but may dynamically search the list for better c...
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作者：Bollapragada, S; Garbiras, M
作者单位：General Electric
摘要：Television networks sell advertising slots to clients by the shows on which the commercials air. The networks determine the exact location in the show that a commercial. will air at a later stage, usually close to the airdate of the show. There are several criteria the networks must meet in scheduling commercials in a show. The schedule should be such that no two to be commercials promoting competing products from different clients air in the same break. The audience ratings tend higher at the...
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作者：van Ryzin, G; Vulcano, G
作者单位：Columbia University; New York University
摘要：We consider a joint inventory-pricing problem in which buyers act strategically and bid for units of a firm's product over an infinite horizon. The number of bidders in each period as well as the individual bidders' valuations are random but stationary over time. There is a holding cost: for inventory and a unit cost for ordering more stock from an outside supplier. Backordering is not allowed. The firm must decide how to conduct its auctions and how to replenish its stock over time to maximiz...
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作者：Scholtes, S
作者单位：University of Cambridge
摘要：Nonsmoothness and nonconvexity in optimization problems often arise because a combinatorial structure is imposed on smooth or convex data. The combinatorial aspect can be explicit, e.g., through the use of max, min, or if statements in a model; or implicit, as in the case of bilevel optimization, where the combinatorial structure arises from the possible choices of active constraints in the lower-level problem. In analyzing such problems, it is desirable to decouple the combinatorial aspect fr...
