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作者：Granot, D; Sosic, G
作者单位：University of British Columbia; University of Southern California
摘要：We present and study a three-stage model of a decentralized distribution system consisting of n retailers, each of whom faces a stochastic demand for an identical product. In the first stage, before the demand is realized, each retailer independently orders her initial inventory. In the second stage, after the demand is realized, each retailer decides how much of her residual supply/demand she wants to share with the other retailers. In the third stage, residual inventories are transshipped to...
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作者：Hochbaum, DS
作者单位：University of California System; University of California Berkeley
摘要：The inverse spanning-tree problem is to modify edge weights in a graph so that a given tree T is a minimum spanning tree. The objective is to minimize the cost of the deviation. The cost of deviation is typically a convex function. We propose algorithms here that are faster than all known algorithms for the problem. Our algorithm's run time for any convex inverse spanning-tree problem is O(nm log(2) n) for a graph on n nodes and m edges plus the time required to find the minima of the n convex...
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作者：Bertsimas, D; Gamarnik, D; Sethuraman, J
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); International Business Machines (IBM); IBM USA; Columbia University
摘要：We design an algorithm for the high-multiplicity job-shop scheduling problem with the objective of minimizing the total holding cost by appropriately rounding an optimal solution to a fluid relaxation in which we replace discrete jobs with the flow of a continuous fluid. The algorithm solves the fluid relaxation optimally and then aims to keep the schedule in the discrete network close to the schedule given by the fluid relaxation. If the number of jobs from each type grow linearly with N, the...
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作者：Boesel, J; Nelson, BL; Kim, SH
作者单位：MITRE Corporation; Northwestern University; University System of Georgia; Georgia Institute of Technology
摘要：In this paper we address the problem of finding the simulated system with the best (maximum or minimum) expected performance when the number of systems is large and initial samples from each system have already been taken. This problem may be encountered when a heuristic search procedure-perhaps one originally designed for use in a deterministic environment-has been applied in a simulation-optimization context. Because of stochastic variation, the system with the best sample mean at the end of...
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作者：Martello, S; Toth, P
作者单位：University of Bologna
摘要：We consider a knapsack problem in which each item has two types of weight and the container has two types of capacity. We discuss the surrogate, Lagrangian, and continuous relaxations, and give an effective method to determine the optimal Lagrangian and surrogate multipliers associated with the continuous relaxation of the problem. These results are used to obtain an exact branch-and-bound algorithm, which also includes heuristic procedures and a reduction technique. The performance of bounds ...
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作者：De Reyck, B; Degraeve, Z
作者单位：University of London; London Business School
摘要：We describe a broadcast scheduling system developed for a precision marketing firm specialized in location-sensitive permission-based mobile advertising using SMS (Short Message Service) text messaging. Text messages containing advertisements were sent to registered customers when they were shopping in one of two shopping centers in the vicinity of London. The ads typically contained a limited-time promotional offer. The company's problem was deciding which ads to send out to which customers a...
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作者：Deshpande, V; Cohen, MA
作者单位：Purdue University System; Purdue University; University of Pennsylvania; University of Minnesota System; University of Minnesota Twin Cities
摘要：The question of how to effectively manage items with heterogeneous attributes and differing service requirements has become increasingly important to supply chains that support the delivery of after-sales service. However, there has been little investigation to date on how organizations actually manage inventory levels under such circumstances. This study provides such an investigation, focusing on the logistic system used to manage consumable service parts for weapon systems in the U.S. milit...
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作者：Whitt, W
作者单位：Columbia University
摘要：We investigate how performance scales in the standard M/M/n queue in the presence of growing congestion-dependent customer demand. We scale the queue by letting the potential (congestion-free) arrival rate be proportional to the number of servers, n, and letting n increase. We let the actual arrival rate with n servers be of the form lambda(n) = f(xi(n))n, where f is a strictly-decreasing continuous function and xi(n) is a steady-state congestion measure. We consider several alternative conges...
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作者：El Ghaoui, L; Oks, M; Oustry, F
作者单位：University of California System; University of California Berkeley; University of California System; University of California Berkeley
摘要：Classical formulations of the portfolio optimization problem, such as mean-variance or Value-at-Risk (VaR) approaches, can result in a portfolio extremely sensitive to errors in the data, such as mean and covariance matrix of the returns. In this paper we propose a way to alleviate this problem in a tractable manner. We assume that the distribution of returns is partially known, in the sense that only bounds on the mean and covariance matrix are available. We define the worst-case Value-at-Ris...
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作者：Miller, AJ; Wolsey, LA
作者单位：University of Wisconsin System; University of Wisconsin Madison; Universite Catholique Louvain; Universite Catholique Louvain
摘要：This paper discusses mixed-integer Programming formulations of variants of the discrete lot-sizing problem. Our approach is to identify simple mixed-integer sets within these models and to apply tight formulations for these sets. This allows us to define integral linear programming formulations for the discrete lot-sizing problem in which backlogging and/or safety stocks are present, and to give extended formulations for other cases. The results help significantly to solve test cases arising f...
