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作者：Izady, Navid
作者单位：Solent University; University of Southampton
摘要：Specialty clinics provide specialized care for patients referred by primary care physicians, emergency departments, or other specialists. Urgent patients must often be seen on the referral day, whereas nonurgent referrals are typically booked an appointment for the future. To deliver a balanced performance, the clinics must know how much appointment capacity is needed for achieving a reasonably quick access for nonurgent patients. To help identify the capacity that leads to the desired perform...
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作者：Deo, Sarang; Rajaram, Kumar; Rath, Sandeep; Karmarkar, Uday S.; Goetz, Matthew B.
作者单位：Indian School of Business (ISB); University of California System; University of California Los Angeles; US Department of Veterans Affairs; Veterans Health Administration (VHA)
摘要：We analyzed the planning problem for HIV screening, testing, and care. This problem consists of determining the optimal fraction of patients to be screened in every period as well as the optimum staffing level at each part of the healthcare system to maximize the total health benefits to the patients measured by quality-adjusted life-years (QALYs) gained. We modeled this problem as a nonlinear mixed integer programming program comprising disease progression (the transition of the patients acro...
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作者：Li, Guang; Rusmevichientong, Paat; Topaloglu, Huseyin
作者单位：University of Southern California; Cornell University
摘要：We consider assortment and price optimization problems under the d-level nested logit model. In the assortment optimization problem, the goal is to find the revenue-maximizing assortment of products to offer, when the prices of the products are fixed. Using a novel formulation of the d-level nested logit model as a tree of depth d, we provide an efficient algorithm to find the optimal assortment. For a d-level nested logit model with n products, the algorithm runs in O(dn log n) time. In the p...
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作者：Liu, Guangwu
作者单位：City University of Hong Kong
摘要：The 2007-2009 financial turmoil highlighted the need for more active management of credit portfolios. After measuring portfolio credit risk, an important step toward active risk management is to measure risk contributions of individual obligors to the overall risk of the portfolio. In practice, value-at-risk is often used as a risk measure for credit portfolios, and it can be decomposed into a sum of the risk contributions of individual obligors. Estimation of these risk contributions is compu...
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作者：Xu, Kuang
作者单位：Stanford University
摘要：We study the necessity of predictive information in a class of queueing admission control problems, where a system manager is allowed to divert incoming jobs up to a fixed rate, in order to minimize the queueing delay experienced by the admitted jobs. Spencer et al. (2014) [Spencer J, Sudan M, Xu K (2014) Queuing with future information. Ann. Appl. Probab. 24(5): 2091-2142.] show that the system's delay performance can be significantly improved by having access to future information in the for...
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作者：Simchi-Levi, David; Wei, Yehua
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Duke University
摘要：Theoretical studies of process flexibility designs have mostly focused on expected sales. In this paper, we take a different approach by studying process flexibility designs from the worst-case point of view. To study the worst-case performances, we introduce the plant cover indices (PCIs), defined by bottlenecks in flexibility designs containing a fixed number of products. We prove that given a flexibility design, a general class of worst-case performance measures can be expressed as function...
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作者：Frazier, Peter I.
作者单位：Cornell University
摘要：We consider the indifference-zone (IZ) formulation of the ranking and selection problem with independent normal samples. In this problem, we must use stochastic simulation to select the best among several noisy simulated systems, with a statistical guarantee on solution quality. Existing IZ procedures sample excessively in problems with many alternatives, in part because loose bounds on probability of correct selection lead them to deliver solution quality much higher than requested. Consequen...
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作者：Delis, Manthos; Iosifidi, Maria; Tsionas, Efthymios G.
作者单位：University of Surrey; Lancaster University
摘要：This article proposes the estimation of the marginal cost of individual firms using semiparametric and nonparametric methods. These methods have a number of appealing features when applied to cost functions. The empirical analysis uses data from a unique sample of the California electricity industry for which we observe the actual marginal cost and estimate the marginal cost from these data. We compare the actual values of marginal cost with the estimates from semiparametric and nonparametric ...
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作者：Simon, Jay; Kirkwood, Craig W.; Keller, L. Robin
作者单位：United States Department of Defense; United States Navy; Naval Postgraduate School; Arizona State University; Arizona State University-Tempe; University of California System; University of California Irvine
摘要：This paper presents decision analysis methodology for decisions based on data from geographic information systems. The consequences of a decision alternative are modeled as distributions of outcomes across a geographic region. We discuss conditions that may conform with the decision maker's preferences over a specified set of alternatives; then we present specific forms for value or utility functions that are implied by these conditions. Decisions in which there is certainty about the conseque...
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作者：Wozabal, David
作者单位：Technical University of Munich
摘要：This paper introduces a framework for robustifying convex, law invariant risk measures. The robustified risk measures are defined as the worst case portfolio risk over neighborhoods of a reference probability measure, which represent the investors' beliefs about the distribution of future asset losses. It is shown that under mild conditions, the infinite dimensional optimization problem of finding the worst-case risk can be solved analytically and closed-form expressions for the robust risk me...
