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作者:Buson, Erika; Roberti, Roberto; Toth, Paolo
作者单位:University of Bologna
摘要:The fixed-charge transportation problem (FCTP) is a generalization of the transportation problem where an additional fixed cost is paid for sending a flow from an origin to a destination. We propose an iterated local search heuristic based on the utilization of reduced costs for guiding the restart phase. The reduced costs are obtained by applying a lower bounding procedure that computes a sequence of nondecreasing lower bounds by solving a three-index mathematical formulation of the problem s...
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作者:Ashlagi, Itai; Braverman, Mark; Hassidim, Avinatan
作者单位:Massachusetts Institute of Technology (MIT); Princeton University; Bar Ilan University
摘要:Labor markets can often be viewed as many-to-one matching markets. It is well known that if complementarities are present in such markets, a stable matching may not exist. We study large random matching markets with couples. We introduce a new matching algorithm and show that if the number of couples grows slower than the size of the market, a stable matching will be found with high probability. If however, the number of couples grows at a linear rate, with constant probability (not depending ...
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作者:Tang, Lixin; Wang, Gongshu; Chen, Zhi-Long
作者单位:Northeastern University - China; University System of Maryland; University of Maryland College Park
摘要:We study an integrated charge batching and casting width selection problem arising in the continuous casting operation of the steelmaking process at Shanghai, China based Baosteel. This decision-making problem is not unique to Baosteel; it exists in every large iron and steel company in the world. We collaborated with Baosteel on this problem from 2006 to 2008 by developing and implementing a decision support system (DSS) that replaced their manual planning method. The DSS is still in active u...
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作者:Nadar, Emre; Akan, Mustafa; Scheller-Wolf, Alan
作者单位:Ihsan Dogramaci Bilkent University; Carnegie Mellon University
摘要:We consider an assemble-to-order generalized M -system with multiple components and multiple products, batch ordering of components, random lead times, and lost sales. We model the system as an infinite-horizon Markov decision process and seek an optimal policy that specifies when a batch of components should be produced (i.e., inventory replenishment) and whether an arriving demand for each product should be satisfied (i. e., inventory allocation). We characterize optimal inventory replenishm...
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作者:Men, Han; Freund, Robert M.; Nguyen, Ngoc C.; Saa-Seoane, Joel; Peraire, Jaime
作者单位:Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要:It is often the case that the computed optimal solution of an optimization problem cannot be implemented directly, irrespective of data accuracy, because of either (i) technological limitations (such as physical tolerances of machines or processes), (ii) the deliberate simplification of a model to keep it tractable (by ignoring certain types of constraints that pose computational difficulties), and/or (iii) human factors (getting people to do the optimal solution). Motivated by this observatio...
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作者:Chen, Nan; Liu, Yanchu
作者单位:Chinese University of Hong Kong; Sun Yat Sen University
摘要:In this paper, we develop efficient Monte Carlo methods for estimating American option sensitivities. The problem can be reformulated as how to perform sensitivity analysis for a stochastic optimization problem with model uncertainty. We introduce a generalized infinitesimal perturbation analysis (IPA) approach to resolve the difficulty caused by discontinuity of the optimal decision with respect to the underlying parameter. The IPA estimators are unbiased if the optimal decisions are explicit...
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作者:Reed, Josh; Zwart, Bert
作者单位:New York University
摘要:Bandwidth-sharing networks provide a natural modeling framework for describing the dynamic flow-level interaction among elastic data transfers in computer and communication systems, and can be used to develop traffic pricing/charging mechanisms. At the same time, such models are exciting from an operations research perspective because their analysis requires techniques from stochastic modeling and optimization. In this paper, we develop a framework to approximate bandwidth-sharing networks und...
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作者:Abedi, Vahideh Sadat; Berman, Oded; Krass, Dmitry
作者单位:California State University System; California State University Fullerton; University of Toronto
摘要:Introduction of a new, innovative product or service is a fundamental problem that managers face regularly. The temporal sales pattern of such a product is often dynamically influenced by word of mouth as well as by marketing and distribution support. Appropriate marketing support strategies must be specified to induce the best sales pattern; however, the success of these strategies is heavily tied to the accessibility of the retail facilities, whether physical stores or virtual ones such as t...
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作者:Feldman, Jacob; Liu, Nan; Topaloglu, Huseyin; Ziya, Serhan
作者单位:Cornell University; Columbia University; University of North Carolina; University of North Carolina Chapel Hill
摘要:Motivated by the rising popularity of electronic appointment booking systems, we develop appointment scheduling models that take into account the patient preferences regarding when they would like to be seen. The service provider dynamically decides which appointment days to make available for the patients. Patients arriving with appointment requests may choose one of the days offered to them or leave without an appointment. Patients with scheduled appointments may cancel or not show up for th...
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作者:Tezcan, Tolga; Zhang, Jiheng
作者单位:University of Rochester; Hong Kong University of Science & Technology
摘要:We consider customer service chat (CSC) systems where customers can receive real time service from agents using an instant messaging (IM) application over the Internet. A unique feature of these systems is that agents can serve multiple customers simultaneously. The number of customers that an agent is serving determines the rate at which each customer assigned to that agent receives service. We consider the staffing problem in CSC systems with impatient customers where the objective is to min...