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作者：Gurvich, Itai
作者单位：Northwestern University
摘要：A class of stochastic processes known as semi-martingale reflecting Brownian motions (SRBMs) is often used to approximate the dynamics of heavily loaded queueing networks. In two influential papers, Bramson [Bramson M (1998) State space collapse with applications to heavy-traffic limits for multiclass queueing networks. Queueing Systems 30: 89-148] and Williams [Williams RJ (1998b) Diffusion approximations for open multiclass queueuing networks: Sufficient conditions involving state space coll...
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作者：Jiang, Bo; He, Simai; Li, Zhening; Zhang, Shuzhong
作者单位：University of Minnesota System; University of Minnesota Twin Cities; City University of Hong Kong; University of Portsmouth
摘要：In this paper, we introduce a notion to be called k-wise uncorrelated random variables, which is similar but not identical to the so-called k-wise independent random variables in the literature. We show how to construct k-wise uncorrelated random variables by a simple procedure. The constructed random variables can be applied, e.g., to express the quartic polynomial (x(T)Qx)(2), where Q is an n x n positive semidefinite matrix, by a sum of fourth powered polynomial terms, known as Hilbert's id...
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作者：Ok, Efe A.; Riella, Gil
作者单位：New York University; Universidade de Brasilia
摘要：Our primary query is to find conditions under which the closure of a preorder on a topological space remains transitive. We study this problem for translation invariant preorders on topological groups. The results are fairly positive; we find that the closure of preorders and normal orders remain as such in this context. The same is true for factor orders as well under quite general conditions. In turn, in the context of topological linear spaces, these results allow us to obtain a simple cond...
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作者：Gurvich, Itai; Huang, Junfei; Mandelbaum, Avishai
作者单位：Northwestern University; Chinese University of Hong Kong; Technion Israel Institute of Technology
摘要：We revisit many-server approximations for the well-studied Erlang-A queue. This is a system with a single pool of i.i.d. servers that serve one class of impatient i.i.d. customers. Arrivals follow a Poisson process and service times are exponentially distributed as are the customers' patience times. We propose a diffusion approximation that applies simultaneously to all existing many-server heavy-traffic regimes: quality and efficiency driven, efficiency driven, quality driven, and nondegenera...
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作者：den Boer, Arnoud V.
作者单位：University of Twente
摘要：We study a dynamic pricing problem with multiple products and infinite inventories. The demand for these products depends on the selling prices and on parameters unknown to the seller. Their value can be learned from accumulating sales data using statistical estimation techniques. The quality of the parameter estimates is influenced by the amount of price dispersion; however, a large amount of variation in the selling prices can be costly since it means that suboptimal prices are used. The sel...
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作者：Saari, Donald G.
作者单位：University of California System; University of California Irvine
摘要：The importance of paired comparisons has led to the development of several approaches. Missing is a common analytical way to compare techniques and explain properties. To do so, the approach developed here creates a data space coordinate system where data aspects that satisfy a strong transitivity condition are separated from those that represent noise as characterized by cyclic effects. With this system, paired comparison rules can be compared and paradoxical behavior explained.
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作者：Tao, Zhijie; Zhou, Sean X.
作者单位：Shanghai University of Finance & Economics; Chinese University of Hong Kong
摘要：We consider a single-product, periodic-review inventory system with remanufacturable returned products, in which the serviceable product used to fulfill stochastic customer demand can be either manufactured from new parts or remanufactured from returned products. Demand and returns follow general stochastic processes and may be correlated, nonstationary, and evolving across different periods. The system costs include remanufacturing and manufacturing costs as well as inventory holding and dema...
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作者：Eirinakis, Pavlos; Magos, Dimitrios; Mourtos, Ioannis; Miliotis, Panayiotis
作者单位：Athens University of Economics & Business; University of West Attica
摘要：In the setting of the stable matching (SM) problem, it has been observed that some of the man-woman pairs cannot be removed although they participate in no stable matching, since such a removal would alter the set of solutions. These pairs are yet to be identified. Likewise (and despite the sizeable literature), some of the fundamental characteristics of the SM polytope (e.g., its dimension, its facets, etc.) have not been established. In the current work, we show that these two seemingly dist...
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作者：Adelman, Daniel; Barz, Christiane
作者单位：University of Chicago; University of California System; University of California Los Angeles
摘要：We formulate the well-known economic lot scheduling problem (ELSP) with sequence-dependent setup times and costs as a semi-Markov decision process. Using an affine approximation of the bias function, we obtain a semi-infinite linear program determining a lower bound for the minimum average cost rate. Under a very mild condition, we can reduce this problem to a relatively small convex quadratically constrained linear problem by exploiting the structure of the objective function and the state sp...
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作者：Gupta, Anupam; Nagarajan, Viswanath
作者单位：Carnegie Mellon University; International Business Machines (IBM); IBM USA
摘要：A covering integer program (CIP) is a mathematical program of the form min {c(T)x vertical bar Ax >= 1, 0 <= x <= u, x is an element of Z(n)}, where all entries in A, c, u are nonnegative. In the online setting, the constraints (i.e., the rows of the constraint matrix A) arrive over time, and the algorithm can only increase the coordinates of x to maintain feasibility. As an intermediate step, we consider solving the covering linear program (CLP) online, where the integrality constraints are d...
