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作者：Sethi, SP; Yan, HM; Zhang, HQ
作者单位：University of Texas System; University of Texas Dallas; Chinese Academy of Sciences
摘要：This paper is concerned with a periodic review inventory system with fast and slow delivery modes, fixed ordering cost, and regular demand forecast updates. At the beginning of each period, on-hand inventory and demand information are updated. At the same time, decisions on how much to order using fast and slow delivery modes are made. Fast and slow orders are delivered at the end of the current period and at the end of the next period, respectively. A forecast-update-dependent (s, S)-type pol...
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作者：Netessine, S; Rudi, N
作者单位：University of Pennsylvania; University of Rochester
摘要：A standard problem in operations literature is optimal stocking of substitutable products. We consider a consumer-driven substitution problem with an arbitrary number of products under both centralized inventory management and competition. Substitution is modeled by letting the unsatisfied demand for a product flow to other products in deterministic proportions. We obtain analytically tractable solutions that facilitate comparisons between centralized and competitive inventory management under...
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作者：Huang, W; Kulkarni, VG; Swaminathan, JM
作者单位：University of North Carolina; University of North Carolina Chapel Hill; University of North Carolina; University of North Carolina Chapel Hill
摘要：In this paper we consider an infinite horizon economic order quantity (EOQ) model with single announced price increase, with an option of placing a special order just before the price increase takes effect. We extend earlier work where it is assumed that the special order is an integral multiple of the new EOQ quantity. In the process, we show that when the assumption of integrality is not valid, the earlier approach of minimizing the cost difference over a finite horizon is no longer valid an...
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作者：Caldentey, R; Mondschein, S
作者单位：New York University; Universidad de Chile; Yale University
摘要：In this paper we develop a policy model for, pollution control investment and operational decisions in the copper industry. The system consists of (i)a nonlinear integer model to optimize smelter operations, including the investment decisions relating to smelting capacity and pollution control plants that complies with environmental regulations, and (ii) a network flow model to describe the economic behavior of the sulfuric acid, market, which considers the sulfuric acid produced at the pollut...
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作者：Bell, PC; Anderson, CK; Kaiser, SP
作者单位：Western University (University of Western Ontario); University Western Ontario Hospital
摘要：In an earlier study we examined the available evidence on the Edelman Prize finalist applications 1989-1998. This study concluded that 13 of the 42 private sector applications provide examples of strategic operations research (SOR) when SOR is defined as operations research that creates a sustain-able competitive. advantage. In a follow-up study we tested our classifications, gathering longitudinal information on the continued success, of the Edelman applications. We contacted people who were ...
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作者：Kaplan, EH; Barnett, A
作者单位：Yale University; Massachusetts Institute of Technology (MIT)
摘要：As the 2000 election so vividly showed, it is Electoral College standings rather than national popular votes that determine who becomes President. But current pre-election polls focus almost exclusively on the popular vote. Here we present a method by which pollsters can achieve both point estimates and margins of error for a presidential candidate's electoral-vote total. We use data from both the 2000 and 1988 elections to illustrate the approach. Moreover, we indicate that the sample sizes n...
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作者：Schummer, J; Vohra, RV
作者单位：Northwestern University
摘要：We examine the mechanism-design problem for a single buyer to procure purchase options for a homogeneous good when that buyer is required to satisfy an unknown future demand. Suppliers have two-dimensional types in the form of commitment costs and production costs. The efficient schedule of options depends on the distribution of demand. To implement an efficient outcome, we introduce a class of mechanisms which are essentially, pivotal mechanisms (Vickrey-Clarke-Groves) with respect to the exp...
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作者：Wu, RW; Fu, MC
作者单位：University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park
摘要：American-Asian options are average-price options that allow early exercise. In this paper, we derive structural properties for the optimal exercise policy, which are then used to develop an efficient numerical algorithm for pricing such options. In particular, we show that the optimal policy is a threshold policy: The option should be exercised as soon as the average asset price reaches a characterized threshold, which can be written as a function of the asset price at that time. By exploiting...
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作者：Kennington, J; Olinick, E; Ortynski, A; Spiride, G
作者单位：Southern Methodist University
摘要：All-optical networks with wavelength division multiplexing (WDM) capabilities are prime candidates for future wide-area backbone networks. The simplified processing and management of these very high bandwidth networks make them very attractive. A procedure for designing low cost WDM networks is the subject of this investigation. In the literature, this design problem has been referred to as the routing and wavelength assignment problem. Our proposed solution involves a three-step process that ...
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作者：Bushnell, J
作者单位：University of California System; University of California Berkeley
摘要：This paper presents a modeling framework for analyzing competition between multiple firms that each possess a mixture of hydroelectric and thermal generation resources. Based upon the concept of a Cournot oligopoly with a competitive fringe, the model characterizes the Cournot equilibrium conditions of a multiperiod hydrothermal scheduling problem. Using data from the western United States electricity market, this framework is implemented as a mixed linear complementarity model. The results sh...
