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作者：Dahleh, Munther A.; Tahbaz-Salehi, Alireza; Tsitsiklis, John N.; Zoumpoulis, Spyros I.
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作者：Lejeune, Miguel A.; Margot, Francois
作者单位：George Washington University; Carnegie Mellon University
摘要：We propose a new and systematic reformulation and algorithmic approach to solve a complex class of stochastic programming problems involving a joint chance constraint with random technology matrix and stochastic quadratic inequalities. The method is general enough to apply to nonconvex as well as nonseparable quadratic terms. We derive two new reformulations and give sufficient conditions under which the reformulated problem is equivalent. The second reformulation provides a much sparser repre...
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作者：Hafizoglu, A. Baykal; Gel, Esma S.; Keskinocak, Pinar
作者单位：Arizona State University; Arizona State University-Tempe; University System of Georgia; Georgia Institute of Technology
摘要：We study price and lead time quotation decisions in a make-to-order system with two customer classes: (1) contract customers whose orders are practically always accepted and fulfilled based on a contract price and lead time agreed on at the beginning of the time horizon, and (2) spot purchasers who arrive over time and are quoted a price and lead time pair dynamically. The objective is to maximize the long-run expected average profit per unit time, where profit from a customer is defined as re...
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作者：Hoogeboom, Maaike; Battarra, Maria; Erdogan, Gunes; Vigo, Daniele
作者单位：Vrije Universiteit Amsterdam; University of Bath; University of Bologna
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作者：Pinker, Edieal J.
作者单位：Yale University
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作者：Peura, Heikki; Bunn, Derek W.
作者单位：University of London; London Business School; University of London; London Business School
摘要：Peak producers of nonstorable products, such as electricity, provide crucial flexible operating capacity to respond to infrequent and transient high demand periods. Faced with these uncertain revenue-earning opportunities, despite often having significant price-setting power, they need to profit from a limited number of pricing decisions in order to meet financial targets for viability. We study the repeated interaction between peak producers with a model that captures both the uncertainty in ...
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作者：Vossen, Thomas W. M.; Zhang, Dan
作者单位：University of Colorado System; University of Colorado Boulder
摘要：The linear programming approach to approximate dynamic programming has received considerable attention in the recent network revenue management literature. A major challenge of the approach lies in solving the resulting approximate linear programs (ALPs), which often have a huge number of constraints and/or variables. We show that the ALPs can be dramatically reduced in size for both affine and separable piecewise linear approximations to network revenue management problems, under both indepen...
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作者：Huang, Junfei; Carmeli, Boaz; Mandelbaum, Avishai
作者单位：Chinese University of Hong Kong; Technion Israel Institute of Technology
摘要：We consider the control of patient flow through physicians in emergency departments (EDs). The physicians must choose between catering to patients right after triage, who are yet to be checked, and those who are in process (IP) and are occasionally returning to be checked. Physician capacity is thus modeled as a queueing system with multiclass customers, where some of the classes face deadline constraints on their time-till-first-service, whereas the other classes feedback through service whil...
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作者：Wang, Jianfu; Baron, Opher; Scheller-Wolf, Alan
作者单位：Nanyang Technological University; University of Toronto; Carnegie Mellon University
摘要：This paper provides the first exact analysis of a preemptive M/M/c queue with two priority classes having different service rates. To perform our analysis, we introduce a new technique to reduce the two-dimensionally infinite Markov chain (MC), representing the two class state space, into a one-dimensionally infinite MC, from which the generating function (GF) of the number of low-priority jobs can be derived in closed form. (The high-priority jobs form a simple M/M/c system and are thus easy ...
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作者：Besbes, Omar; Gur, Yonatan; Zeevi, Assaf
作者单位：Columbia University; Stanford University
摘要：We consider a non-stationary variant of a sequential stochastic optimization problem, in which the underlying cost functions may change along the horizon. We propose a measure, termed variation budget, that controls the extent of said change, and study how restrictions on this budget impact achievable performance. We identify sharp conditions under which it is possible to achieve long-run average optimality and more refined performance measures such as rate optimality that fully characterize t...
