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作者：Rajaram, K; Ahmadi, R
作者单位：University of California System; University of California Los Angeles
摘要：In many theme parks, stores are located within major attractions to sell related merchandise. Sales at such stores form a significant portion of theme park profits. Typically, store sales depend upon visitor flows through the attraction, customer satisfaction with the attraction, and the merchandise at the store. In addition, such stores constitute a unique retail environment, as visitor flows to attractions can be managed and stores are not competitors, but belong to the same parent company. ...
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作者：Davydov, D; Linetsky, V
作者单位：Northwestern University
摘要：This paper develops an eigenfunction expansion approach to pricing-options on scalar diffusion processes. All contingent claims are unbundled into portfolios of primitive securities called eigensecurities. Eigensecurities are eigenvectors (eigenfunctions) of the pricing operator (present value operator). All computational work is at the stage of finding eigenvalues and eigenfunctions of the pricing operator. The pricing is then immediate by the linearity of the pricing operator and the eigenve...
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作者：Aviv, Y
作者单位：Washington University (WUSTL)
摘要：We consider a supply chain in which the underlying demand process can be described in a linear state space form. Inventory is managed at various points of the chain (members), based on local information that each member observes and continuously updates. The key feature of our model is that it takes into account the ability of the members to observe subsets of the underlying state vector, and adopt their forecasting and replenishment policies accordingly. This enables us to model situations in...
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作者：Brimberg, J; Hansen, P; Lih, KW; Mladenovic, N; Breton, M
作者单位：Royal Military College - Canada; Universite de Montreal; HEC Montreal; AT&T; Serbian Academy of Sciences & Arts
摘要：We consider a given set of offshore platforms and onshore wells producing known (or estimated) amounts of oil to be connected to a port. Connections may take place directly between platforms, well sites, and the port, or may go through connection points at given locations. The configuration of the network and sizes of pipes used must be chosen to minimize construction costs. This problem is expressed as a mixed-integer program, and solved both heuristically by Tabu Search and Variable Neighbor...
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作者：Dey, D
作者单位：University of Washington; University of Washington Seattle
摘要：The notion of a data warehouse for integrating operational data into a single repository is rapidly becoming popular in modern organizations. An important issue in the integration process is how to deal with the identifier mismatch problem when combining similar data from disparate sources. A real-world entity may be represented using different identifiers in different operational data sources, and matching them may often be difficult using simple database operations expressed, say, as an SQL ...
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作者：Gans, N; Zhou, YP
作者单位：University of Pennsylvania; University of Washington; University of Washington Seattle
摘要：We consider a queueing system, commonly found in inbound telephone call centers, that processes two types of work. Type-H jobs arrive at rate lambda(H), are processed at rate mu(H), and are served first come, first served within class. A service-level constraint of the form E [delay] less than or equal to alpha or P{delay less than or equal to beta} greater than or equal to alpha limits the delay in queue that these jobs may face. An infinite backlog of type-L jobs awaits processing at rate mu...
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作者：Andradóttir, S; Hosseini-Nasab, M
作者单位：University System of Georgia; Georgia Institute of Technology; AT&T
摘要：We present an approach for using parallel processors to simulate long sample paths of Markovian queueing networks with finite buffers and both loss and blocking stations. Parallelism is achieved by distributing the available processors among segments of the time domain of the simulation. We conduct the simulation in such a way that all sample paths of the system will eventually couple (i.e., become identical), regardless of their starting states. This coupling property is exploited to generate...
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作者：Fernández, E; Meza, O; Garfinkel, R; Ortega, M
作者单位：Universitat Politecnica de Catalunya; Simon Bolivar University; University of Connecticut
摘要：The Rural Postman Problem (RPP) is a classic edge-routing problem. A mathematical programming formulation of the RPP that differs fundamentally from those in the literature was introduced, but not tested computationally, by Garfinkel and Webb (1999). A rudimentary algorithm that yields lower bounds via cutting planes and upper bounds via heuristics is developed and tested for a variation of that formulation. Computational results are encouraging, especially in terms of the relatively small num...
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作者：Lu, YD; Song, JS; Yao, DD
作者单位：International Business Machines (IBM); IBM USA; University of California System; University of California Irvine; Columbia University
摘要：We study an assemble-to-order system with stochastic leadtimes for component replenishment. There are multiple product types, of which orders arrive at the system following batch Poisson processes. Base-stock policies are used to control component inventories. We analyze the. system as a set of queues driven by a common, multiclass batch Poisson input, and derive the joint queue-length distribution. The result leads to simple, closed-form expressions of the first two moments, in particular the...
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作者：Denizel, M
作者单位：Sabanci University
摘要：This paper addresses the parts-grouping problem that arises in automated manufacturing environments where appropriate cutting tools must be loaded on Computer Numerical Control (CNC) machines to process a variety of parts. Since tool-loading times may be considerably long and reduce available machine processing times, it is important to find a mutually exclusive grouping of parts such that the total number of tools required by each group does not exceed the tool-magazine capacity and the numbe...
