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作者：Hu, Jian; Li, Junxuan; Mehrotra, Sanjay
作者单位：University of Michigan System; University of Michigan Dearborn; University System of Georgia; Georgia Institute of Technology; Northwestern University
摘要：We consider a retailer's problem of optimally pricing a product and making order quantity decisions without knowing the function specifying price-demand relationship. We assume that the price is set only once after collecting data, possibly from history or a market study, and that the price-demand relationship is a decreasing convex or concave function. Different from the classic approach that fits a function to the price-demand data, we propose and study a maximin framework introducing a nove...
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作者：Lamorgese, Leonardo; Mannino, Carlo
作者单位：SINTEF; University of Oslo
摘要：A central problem in traffic management is that of scheduling the movements of vehicles so as to minimize the cost of the schedule. It arises in important applications such as train timetabling, rescheduling, delay and disruption management, airplane surface routing, runway scheduling, air-traffic control, and more. This problem can be modeled as a job-shop scheduling problem. We introduce a new mixed-integer linear program (MILP) formulation for job-shop scheduling, which is an alternative to...
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作者：Parmeter, Christopher F.; Zelenyuk, Valentin
作者单位：University of Miami; University of Queensland
摘要：A recent spate of research has attempted to develop estimators for stochastic frontier models that embrace semi- and nonparametric insights to enjoy the advantages inherent in the more traditional operations research method of data envelopment analysis. These newer methods explicitly allow statistical noise in the model, the absence of which is a common criticism of the data envelopment estimator. Further, several of these newer methods have focused on ensuring that axioms of production hold. ...
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作者：Tavaslioglu, Onur; Prokopyev, Oleg A.; Schaefer, Andrew J.
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Rice University
摘要：We introduce a generalized value function of a mixed-integer program, which is simultaneously parameterized by its objective and right-hand side. We describe its fundamental properties, which we exploit through three algorithms to calculate it. We then show how this generalized value function can be used to reformulate two classes of mixed-integer optimization problems: two-stage stochastic mixed-integer programming and multifollower bilevel mixed-integer programming. For both of these problem...
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作者：Atar, Rami; Keslassy, Isaac; Mendelson, Gal
作者单位：Technion Israel Institute of Technology
摘要：Load-balancing algorithms for systems that operate in heavy traffic are known to lead, under suitable conditions, to state space collapse (SSC). This term refers to the phenomenon whereby imbalance is negligible compared with queue lengths. Specifically, whereas queue lengths behave diffusively, the size of imbalance is at a subdiffusive scale: denoting by n the usual scaling parameter, the former and the latter are of order O(n(1/2)) and o(n(1/2)), respectively. In this paper we consider load...
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作者：Cui, Shiliang; Su, Xuanming; Veeraraghavan, Senthil
作者单位：Georgetown University; University of Pennsylvania
摘要：Customers often wait in queues before being served. Because waiting is undesirable, customers may come back later (i.e., retry) when the queue is too long. However, retrial attempts can be costly as a result of transportation fees and service delays. This paper introduces a framework for rational retrial decisions in stationary queues. Our approach accommodates retrials in queues by replicating the Naor's model [Naor P (1969) The regulation of queue size by levying tolls. Econometrica 37(1):15...
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作者：Ning, Jie; Sobel, Matthew J.
作者单位：University System of Ohio; Case Western Reserve University
摘要：This paper characterizes the class of decomposable affine Markov decision processes (MDPs), which have continuous multidimensional endogenous states and actions, and Markov-modulated exogenous states. This class of MDPs has affine dynamics and single-period rewards, sets of feasible actions that decompose into bounded polytopes, and endogenous state variables that are nonnegative or nonpositive. It is shown that decomposable affine MDPs with discounted criteria have an affine value function an...
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作者：Zhan, Dongyuan; Ward, Amy R.
作者单位：University of London; University College London; University of Chicago
摘要：Most common queueing models used for service-system design assume that the servers work at fixed (possibly heterogeneous) rates. However, real-life service systems are staffed by people, and people may change their service speed in response to incentives. The delicacy is that the resulting service speed is jointly affected by staffing, routing, and payment decisions. Our objective in this paper is to find a joint staffing, routing, and payment policy that induces optimal service-system perform...
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作者：Chen, Xi; Wang, Yining; Wang, Yu-Xiang
作者单位：New York University; Carnegie Mellon University; University of California System; University of California Santa Barbara
摘要：We consider a nonstationary sequential stochastic optimization problem in which the underlying cost functions change over time under a variation budget constraint. We propose an L-p,L-q-variation functional to quantify the change, which yields less variation for dynamic function sequences whose changes are constrained to short time periods or small subsets of input domain. Under the L-p,L-q-variation constraint, we derive both upper and matching lower regret bounds for smooth and strongly conv...
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作者：Whitt, Ward; You, Wei
作者单位：Columbia University
摘要：We develop a time-varying robust-queueing (TVRQ) algorithm for the continuous-time workload in a single-server queue with a time-varying arrival-rate function. We apply this TVRQ to develop approximations for the periodic steady-state expected workload in models with a periodic arrival-rate function. We apply simulation and asymptotic methods to examine the performance of periodic TVRQ (PRQ). We find that PRQ predicts the mean of the periodic distribution and even the full distribution (specif...
