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作者：Nadar, Emre; Akcay, Alp; Akan, Mustafa; Scheller-Wolf, Alan
作者单位：Ihsan Dogramaci Bilkent University; Eindhoven University of Technology; Carnegie Mellon University
摘要：We provide a new method for solving a very general model of an assemble-to-order system: multiple products, multiple components that may be demanded in different quantities by different products, batch production, random lead times, and lost sales, modeled as a Markov decision process under the discounted cost criterion. A control policy specifies when a batch of components should be produced and whether an arriving demand for each product should be satisfied. As optimal solutions for our mode...
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作者：Liu, Yunan
作者单位：North Carolina State University
摘要：Analytic formulas are developed to set the time-dependent number of servers to stabilize the tail probability of customer waiting times for the G(t)/GI/s(t) + GI queueing model, which has a nonstationary non-Poisson arrival process (the G(t)), nonexponential service times (the first GI), and allows customer abandonment according to a nonexponential patience distribution (the + GI). Specifically, for any delay target w > 0 and probability target alpha is an element of(0, 1), we determine approp...
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作者：Wu, Shining; Zhang, Jiheng; Zhang, Rachel Q.
作者单位：Hong Kong Polytechnic University; Hong Kong University of Science & Technology
摘要：We consider a band of the electromagnetic spectrum with a finite number of identical channels shared by both licensed and unlicensed users. Such a network differs from most many-server, two-class queues in service systems, including call centers, because of the restrictions imposed on the unlicensed users to limit interference to the licensed users. We first approximate the key performance indicators-namely the throughput rate of the system and the delay probability of the licensed users under...
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作者：Kim, Jeunghyun; Randhawa, Ramandeep S.
作者单位：University of Southern California
摘要：We study the value of dynamic pricing to maximize revenues in queueing systems with price-and delay-sensitive customers. The system queue length is visible so that upon arrival, customers decide to join the system based on the congestion and the price at that time. We analyze this problem in the asymptotic regime of large customer market size and capacity. We find that dynamic pricing performs significantly better than static pricing at mitigating the effect of uncertainty. Asymptotically, the...
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作者：Vihola, Matti
作者单位：University of Jyvaskyla
摘要：Multilevel Monte Carlo (MLMC) and recently proposed unbiased estimators are closely related. This connection is elaborated by presenting a new general class of unbiased estimators, which admits previous debiasing schemes as special cases. New lower variance estimators are proposed, which are stratified versions of earlier unbiased schemes. Under general conditions, essentially when MLMC admits the canonical square root Monte Carlo error rate, the proposed new schemes are shown to be asymptotic...
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作者：Wagner, Michael R.
作者单位：University of Washington; University of Washington Seattle
摘要：We formulate and solve static and dynamic models of inventory management that lie at the intersection of robust optimization and optimal control theory. Our objective is to minimize cumulative ordering, holding, and shortage costs over a horizon [0, T], where the variable is a nonnegative ordering rate function q(t) is an element of L-2[0, T]. The demand rate function d(t) is unknown and is only assumed to belong to an uncertainty set Omega={d(t)is an element of L-2[0,T]:mu(a) <= (1/T) integra...
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作者：Anari, Nima; Goel, Gagan; Nikzad, Afshin
作者单位：Stanford University
摘要：We consider a simple and well-studied model for procurement problems and solve it to optimality. A buyer with a fixed budget wants to procure, from a set of available workers, a budget feasible subset that maximizes her utility: Any worker has a private reservation price and provides a publicly known utility to the buyer in case of being procured. The buyer's utility function is additive over items. The goal is designing a direct revelation mechanism that solicits workers' reservation prices a...
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作者：Legros, Benjamin; Jouini, Oualid; Koole, Ger
作者单位：Universite Paris Saclay; Vrije Universiteit Amsterdam
摘要：We consider queueing systems with general abandonment. Abandonment times are approximated by a particular Cox distribution with all phase exponential rates being the same. We prove that this distribution arbitrarily closely approximates any nonnegative distribution. By explicitly modeling the waiting time of the first customer in line, we obtain a natural bounded jump Markov process allowing for uniformization. This approach is useful to solve, via dynamic programming, various optimization pro...
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作者：Lobel, Ilan; Leme, Renato Paes; Vladua, Adrian
作者单位：New York University; Alphabet Inc.; Google Incorporated; Boston University
摘要：We consider a multidimensional search problem that is motivated by questions in contextual decision making, such as dynamic pricing and personalized medicine. Nature selects a state from a d-dimensional unit ball and then generates a sequence of d-dimensional directions. We are given access to the directions but not access to the state. After receiving a direction, we have to guess the value of the dot product between the state and the direction. Our goal is to minimize the number of times whe...
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作者：Bimpikis, Kostas; Fearing, Douglas; Tahbaz-Salehi, Alireza
作者单位：Stanford University; Northwestern University
摘要：This paper studies sourcing decisions of firms in a multitier supply cham when procurement is subject to disruption risk. We argue that features of the production process that are commonly encountered in practice (including differential production technologies and financial constraints) may result in the formation of inefficient supply chains, owing to the misalignment of the sourcing incentives of firms at different tiers. We provide a characterization of the conditions under which upstream s...
