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作者：Lozano, Leonardo; Bergman, David; Smith, J. Cole
作者单位：University System of Ohio; University of Cincinnati; University of Connecticut; Syracuse University
摘要：The application of decision diagrams in combinatorial optimization has proliferated in the last decade. In recent years, authors have begun to investigate how to use not one, but a set of diagrams, to model constraints and objective function terms. Optimizing over a collection of decision diagrams, the problem we refer to as the consistent path problem (CPP) can be addressed by associating a network-flow model with each decision diagram, jointly linked through channeling constraints. A direct ...
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作者：Wang, Jialei; Clark, Scott C.; Liu, Eric; Frazier, Peter, I
作者单位：Cornell University
摘要：We consider parallel global optimization of derivative-free expensive-to-evaluate functions, and propose an efficient method based on stochastic approximation for implementing a conceptual Bayesian optimization algorithm proposed by Ginsbourger in 2008. At the heart of this algorithm is maximizing the information criterion called the multipoints expected improvement, or the q-EI. To accomplish this, we use infinitesimal perturbation analysis (IPA) to construct a stochastic gradient estimator a...
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作者：Chu, Leon Yang; Rong, Ying; Zheng, Huan
作者单位：University of Southern California; Shanghai Jiao Tong University
摘要：We study how the procurement process may help a buyer reduce purchasing costs under a dual-sourcing setting. First, we analyze the equilibrium outcomes when the buyer simultaneously or sequentially bilaterally negotiates with the suppliers. We establish coordination results and characterize the buyer's maximum equilibrium profit under such bilateral bargaining settings. Moreover, we show that the buyer can benefit from a request for proposal/quotation (RFx) stage that precedes the negotiation ...
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作者：Ba, Qin; Pang, Jong-Shi
作者单位：University of Southern California
摘要：This paper presents an exact penalization theory of the generalized Nash equilibrium problem (GNEP) that has its origin from the renowned Arrow-Debreu general economic equilibrium model. Whereas the latter model is the foundation of much of mathematical economics, the GNEP provides a mathematical model of multiagent noncooperative competition that has found many contemporary applications in diverse engineering domains. The most salient feature of the GNEP that distinguishes it from a standard ...
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作者：Chen, Mingliu; Sun, Peng; Xiao, Yongbo
作者单位：Duke University; Tsinghua University
摘要：Consider a setting in which a principal induces effort from an agent to reduce the arrival rate of a Poisson process of adverse events. The effort is costly to the agent and unobservable to the principal unless the principal is monitoring the agent. Monitoring ensures effort but is costly to the principal. The optimal contract involves monetary payments and monitoring sessions that depend on past arrival times. We formulate the problem as a stochastic optimal control model and solve the proble...
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作者：Boutilier, Justin J.; Chan, Timothy C. Y.
作者单位：University of Wisconsin System; University of Wisconsin Madison; University of Toronto
摘要：The lack of emergency medical transportation is viewed as the main barrier to the access and availability of emergency medical care in low- and middle-income countries (LMICs). In this paper, we present a robust optimization approach to optimize both the location and routing of emergency response vehicles, accounting for uncertainty in travel times and spatial demand characteristic of LMICs. We traveled to Dhaka, Bangladesh, the sixth largest and third most densely populated city in the world,...
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作者：Katehakis, Michael N.; Yang, Jian; Zhou, Tingting
作者单位：Rutgers University System; Rutgers University New Brunswick; Rutgers University Newark; College of Charleston
摘要：We study adaptive policies that handle dynamic inventory and price controls when the random demand for discrete nonperishable items is unknown. Pure inventory control is achieved by targeting newsvendor ordering quantities that correspond to empirical demand distributions learned over time. On this basis we conduct the more complex joint inventory-price control, where demand-affecting prices await to be evaluated as well. We identify policies that strive to balance between exploration and expl...
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作者：Kettunen, Janne; Lejeune, Miguel A.
作者单位：George Washington University
摘要：The periodic selection of new product development (NPD) projects is a crucial operational decision. The main goals of start-up companies in NPD are to attain a reliable return level and deliver this return level fast. Achieving these goals is complicated because of uncertainties in projects' returns and durations. We develop new disjunctive stochastic programming models that capture the above-mentioned NPD goals. The first stochastic model is static, representing the traditional waterfall prod...
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作者：Sainathan, Arvind
作者单位：Nanyang Technological University
摘要：Time is often used as a differentiating factor in several service operations contexts by service providers (SPs) who prioritize their customers. We use a three-stage game to investigate the competition between two SPs providing service with relatively low utilization to impatient and patient customers. In the first stage, the SPs decide whether to offer single service in which customers are seen on a first-come-first-serve basis or differentiated service with prioritization. In the second stag...
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作者：Wang, Kai; Jacquillat, Alexandre
作者单位：Massachusetts Institute of Technology (MIT)
摘要：Air traffic management measures comprise tactical operating procedures to minimize delay costs and strategic scheduling interventions to control overcapacity scheduling. Although interdependent, these problems have been treated in isolation. This paper proposes an integrated model of scheduling and operations in airport networks that jointly optimizes scheduling interventions and ground-holding operations across airports networks under operating uncertainty. It is formulated as a two-stage sto...
