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作者:Kress, Moshe; Lin, Kyle Y.; MacKay, Niall J.
作者单位:United States Department of Defense; United States Navy; Naval Postgraduate School; University of York - UK
摘要:We extend classical force-on-force combat models to study the attrition dynamics of three-way and multilateral war. We introduce a new multilateral combat model-the multiduel-which generalizes the Lanchester models, and we solve it under an objective function that values one's own surviving force minus that of one's enemies. The outcome is stark: either one side is strong enough to destroy all the others combined, or all sides are locked in a stalemate, which results in collective mutual annih...
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作者:Schlapp, Jochen; Fleischmann, Moritz
作者单位:University of Mannheim
摘要:The presence of customer substitution poses substantial challenges to a firm's inventory management, particularly so when the firm has to manage a multiproduct portfolio with capacity restrictions. In this paper, we derive the optimal inventory policy for a capacity-constrained firm selling multiple partially substitutable products over a finite season in a market with stockout-based customer substitution. We also establish the sensitivity of the optimal policy with respect to changes in capac...
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作者:Ahn, Hyun-Soo; Jasin, Stefanus; Kaminsky, Philip; Wang, Yang
作者单位:University of Michigan System; University of Michigan; University of California System; University of California Berkeley
摘要:We consider a multiperiod planning problem faced by a biopharmaceutical firm that must coordinate the production and allocation of batches of intermediate products to end products for multiple markets. This is a challenging problem to solve optimally, so we derive a theoretical bound on the performance of a deterministic control (DC) in which all random variables are replaced by their expected values and the corresponding deterministic optimization problem is solved. This is a variant of an ap...
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作者:Martagan, Tugce; Krishnamurthy, Ananth; Leland, Peter A.; Maravelias, Christos T.
作者单位:Eindhoven University of Technology; University of Wisconsin System; University of Wisconsin Madison; University of Wisconsin System; University of Wisconsin Madison
摘要:We investigate protein purification operations conducted by biomanufacturers and pharmaceutical companies as part of their research and development efforts. Purification of these proteins involves unique challenges such as balancing the yield and purity trade-offs, dealing with uncertainty in the starting material, and estimating the impact of several interlinked decisions. We develop a Markov decision model and partition the state space into decision zones that provide managerial insights to ...
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作者:Aouad, Ali; Farias, Vivek; Levi, Retsef; Segev, Danny
作者单位:Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); University of Haifa
摘要:The main contribution of this paper is to provide best-possible approximability bounds for assortment planning under a general choice model, where customer choices are modeled through an arbitrary distribution over ranked lists of their preferred products, subsuming most random utility choice models of interest. From a technical perspective, we show how to relate this optimization problem to the computational task of detecting large independent sets in graphs, allowing us to argue that general...
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作者:Ryzhov, Ilya O.
作者单位:University System of Maryland; University of Maryland College Park; University System of Maryland; University of Maryland College Park
摘要:We propose a framework for targeting and selection (T&S), a new problem class in simulation optimization where the objective is to select a simulation alternative whose mean performance matches a prespecified target as closely as possible. T&S resembles the more well-known problem of ranking and selection but presents unexpected challenges: for example, a one-step look-ahead method may produce statistically inconsistent estimates of the values, even under very standard normality assumptions. W...
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作者:McCardle, Kevin F.; Tsetlin, Ilia; Winkler, Robert L.
作者单位:University of California System; University of California Los Angeles; INSEAD Business School; Duke University
摘要:We investigate the cost of the opportunity delayed by working on one project with uncertain success rather than searching for a new project. We answer this question: How long should a firm work on a research project with uncertain success before abandoning it if the only alternative is to search for a new project to work on? Rather than treating the opportunity as an exogenous alternative, this approach endogenizes the opportunity value and the attendant cost of its delay. We consider cases wi...
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作者:Arslan, Okan; Jabali, Ola; Laporte, Gilbert
作者单位:Universite de Montreal; HEC Montreal; Polytechnic University of Milan
摘要:The Evasive Flow Capturing Problem is defined as the problem of locating a set of law enforcement facilities on the arcs of a road network to intercept unlawful vehicle flows traveling between origin-destination pairs, who in turn deviate from their route to avoid any encounter with such facilities. Such deviations are bounded by a given tolerance. We first propose a bilevel program that, in contrast to previous studies, does not require a priori route generation. We then transform this bileve...
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作者:Zhou, Zhengyuan; Bambos, Nicholas; Glynn, Peter
作者单位:Stanford University; Stanford University
摘要:Power control over wireless networks has been an active area of research with significant applied impact. A well-motivated line of this research, which has received increasing attention, is applying game-theoretic tools for both gaining insight and design of algorithms. In this paper, we build on the existing work and present a simple game-theoretic formulation of power control on wireless networks that incorporates two novel features. First, we do not impose exogenous power bounds on the feas...
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作者:Liu, Lindong; Qi, Xiangtong; Xu, Zhou
作者单位:Chinese Academy of Sciences; University of Science & Technology of China, CAS; Hong Kong University of Science & Technology; Hong Kong Polytechnic University
摘要:In this paper we propose a new instrument, a simultaneous penalization and subsidization, for stabilizing the grand coalition and enabling cooperation among all players of an unbalanced cooperative game. The basic idea is to charge a penalty z from players who leave the grand coalition, and at the same time provide a subsidy omega to players who stay in the grand coalition. To formalize this idea, we establish a penalty-subsidy function omega(z) based on a linear programming model, which allow...