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作者：Meredith, JR
作者单位：Wake Forest University
摘要：Many in Operations Research/Management Science (OR/MS) have long predicted a major contraction in the field. Given the recent trends in OR/MS hiring. this contraction may have finally arrived, both in academia, as well as in industry. This study maintains that part of this contraction is because we drifted from the field's broad, real-world roots due to a limited philosophical foundation of the field, our realist view of reality. If our commonly held realist philosophy has, in the ironic fashi...
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作者：Mahajan, S; Van Ryzin, G
作者单位：Duke University; Columbia University
摘要：We analyze a single-period, stochastic inventory model (newsboy-like model) in which a sequence of heterogeneous customers dynamically substitute among product variants within a retail assortment when inventory is depleted. The customer choice decisions are based on a natural and classical utility maximization criterion. Faced with such substitution behavior. the retailer must choose initial inventory levels for the assortment to maximize expected profits. Using a sample path analysis, we anal...
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作者：Tragler, G; Caulkins, JP; Feichtinger, G
作者单位：Technische Universitat Wien; Carnegie Mellon University; RAND Corporation
摘要：There has been considerable debate about what share of drug control resources should be allocated to treatment vs. enforcement. Most of the debate has presumed that there is one answer to that question, bur it seems plausible that the mix of interventions should vary as the size of the problem changes. We formulate the choice between treatment and enforcement as an optimal control problem and reach the following conclusions. If initiation into drug use is an increasing function of the current ...
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作者：Marchand, H; Wolsey, LA
作者单位：University of London; London School Economics & Political Science; Universite Catholique Louvain
摘要：In this paper, we discuss the use of mixed integer rounding (MIR) inequalities to solve mixed integer programs. MIR inequalities are essentially Gomory mixed integer cuts. However, as we wish to use problem structure, we insist that MIR inequalities be generated from constraints or simple aggregations of constraints of the original problem. This idea is motivated by the observation that several strong valid inequalities based on specific problem structure can be derived as MIR inequalities. He...
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作者：Bertsimas, D; Kogan, L; Lo, AW
作者单位：Massachusetts Institute of Technology (MIT); University of Pennsylvania
摘要：Given a European derivative security with an arbitrary payoff function and a corresponding set of underlying securities on which the derivative security is based. we solve the optimal-replication problem: Find a self-financing dynamic portfolio strategy-involving only the underlying securities-that most closely approximates the payoff function at maturity. By applying stochastic dynamic programming to the minimization of a mean-squared error loss function under Markov-state dynamics. we derive...
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作者：Philbrick, CR Jr; Kitanidis, PK
作者单位：Alstom; Stanford University
摘要：New dynamic programming methods are developed to solve stochastic control problems with a larger number of state variables than previously possible. These methods apply accurate interpolation to numerical approximation of continuous cost-to-go functions, greatly reducing the number of discrete states that must be evaluated. By efficiently incorporating information on first and second derivatives, the approximation reduces computational effort by several orders of magnitude over traditional met...
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作者：Muñoz, DF; Glynn, PW
作者单位：Instituto Tecnologico Autonomo de Mexico; Stanford University
摘要：The theory of standardized time series. initially proposed to estimate a single steady-state mean from the output of a simulation, is extended to the case where: more than one steady-state mean is to be estimated simultaneously. Under mild assumptions on the stochastic process representing the output of the simulation, namely a functional central limit theorem. we obtain asymptotically valid confidence regions for a (multivariate) steady-state mean based on multivariate standardized lime serie...
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作者：Guerriero, F; Musmanno, R; Lacagnina, V; Pecorella, A
作者单位：University of Calabria; University of Salento; University of Palermo
摘要：In this paper we deal with the problem of finding the first K shortest paths from a single origin node to all other nodes of a directed graph. In particular, we define the necessary and sufficient conditions for a set of distance label vectors, on the basis of which we propose a class of methods which can be viewed as an extension of the generic label-correcting method for solving the classical single-origin all-destinations shortest path problem. The data structure used is characterized by a ...
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作者：Chen, JF; Yao, DD; Zheng, SH
作者单位：Columbia University; Hong Kong University of Science & Technology
摘要：We study a production-inventory system with multiple unreliable supply sources. Through inspection and rework, the system can improve the quality of the units received from the supply sources. There are two interleaved decisions: the replenishment quantities from the sources and the inspection-rework quantities among the units received. We show the optimal solution to the replenishment decision can be efficiently derived from a greedy algorithm, and inspection-rework is optimally applied to a ...
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作者：Lahdelma, R; Salminen, P
作者单位：University of Turku; University of Eastern Finland
摘要：Stochastic multicriteria acceptability analysis (SMAA) is a multicriteria decision support method for multiple decision makers in discrete problems. In SMAA. the decision makers need not express their preferences explicitly or implicitly. Instead. the method is based on exploring the weight space in order to describe the valuations that would make each alternative the preferred one, inaccurate or uncertain criteria values are represented by probability distributions from which the method compu...
