-
作者：Zhu, Endong; Crainic, Teodor Gabriel; Gendreau, Michel
作者单位：University of Quebec; University of Quebec Montreal; Universite de Montreal; University of Quebec; University of Quebec Montreal; Universite de Montreal; Polytechnique Montreal; Universite de Montreal; Polytechnique Montreal
摘要：This paper addresses the scheduled service network design problem for freight rail transportation. The proposed model integrates service selection and scheduling, car classification and blocking, train makeup, and routing of time-dependent customer shipments based on a cyclic three-layer space-time network representation of the associated operations and decisions and their relations and time dimensions. This paper also proposes a matheuristic solution methodology integrating slope scaling, a d...
-
作者：Cownden, Daniel; Steinsaltz, David
作者单位：University of St Andrews; University of Oxford
摘要：In a novel multiplayer extension of the famous secretary problem, multiple players seek to employ secretaries from a common labour pool. Secretaries do not accept being put on hold, always accept job offers immediately, and leave the labour pool once rejected by a single player. All players have an identical preference for secretaries, and all players seek to optimize the probability of obtaining the best of all n secretaries. We find that in the Nash equilibrium, as the number, N, of players ...
-
作者：Bijvank, Marco; Huh, Woonghee Tim; Janakiraman, Ganesh; Kang, Wanmo
作者单位：University of Calgary; University of British Columbia; University of Texas System; University of Texas Dallas; Korea Advanced Institute of Science & Technology (KAIST)
摘要：We study an inventory system under periodic review when excess demand is lost. It is known (Huh et al. 2009) that the best base-stock policy is asymptotically optimal as the lost-sales penalty cost parameter grows. We now show that this result is robust in the following sense: Consider the base-stock level which is optimal in a backordering system (with a per-unit-per-period backordering cost) in which the backorder cost parameter is a function of the lost-sales parameter in the original syste...
-
作者：Zaghrouti, Abdelouahab; Soumis, Francois; El Hallaoui, Issmail
作者单位：Universite de Montreal; Universite de Montreal; Polytechnique Montreal
摘要：Since the 1970s, several authors have studied the structure of the set partitioning polytope and proposed adaptations of the simplex algorithm that find an optimal solution via a sequence of basic integer solutions. Balas and Padberg in 1972 proved the existence of such a sequence with nonincreasing costs, but degeneracy makes it difficult to find the terms of the sequence. This paper uses ideas from the improved primal simplex to deal efficiently with degeneracy and find subsequent terms in t...
-
作者：Glasserman, Paul; Kang, Wanmo
作者单位：Columbia University; Korea Advanced Institute of Science & Technology (KAIST)
摘要：Banking regulations set minimum levels of capital for banks. These requirements are generally formulated through a ratio of capital to risk-weighted assets. A risk-weighting scheme assigns a weight to each asset or category of assets and effectively functions as a linear constraint on a bank's portfolio choice; it also changes the incentives for banks to hold various kinds of assets. In this paper, we investigate the design of risk weights to align regulatory and private objectives in a simple...
-
作者：Akturk, M. Selim; Atamturk, Alper; Gurel, Sinan
作者单位：Ihsan Dogramaci Bilkent University; University of California System; University of California Berkeley; Middle East Technical University
摘要：Airline operations are subject to frequent disruptions typically due to unexpected aircraft maintenance requirements and undesirable weather conditions. Recovery from a disruption often involves propagating delays in downstream flights and increasing cruise stage speed when possible in an effort to contain the delays. However, there is a critical trade-off between fuel consumption (and its adverse impact on air quality and greenhouse gas emissions) and cruise speed. Here we consider delays cau...
-
作者：Chen, Xin; Pang, Zhan; Pan, Limeng
作者单位：Nanjing University; University of Illinois System; University of Illinois Urbana-Champaign; Lancaster University
摘要：We analyze a joint pricing and inventory control problem for a perishable product with a fixed lifetime over a finite horizon. In each period, demand depends on the price of the current period plus an additive random term. Inventories can be intentionally disposed of, and those that reach their lifetime have to be disposed of. The objective is to find a joint pricing, ordering, and disposal policy to maximize the total expected discounted profit over the planning horizon taking into account li...
-
作者：Nikolova, E.; Stier-Moses, N. E.
作者单位：University of Texas System; University of Texas Austin; Texas A&M University System; Texas A&M University College Station; Columbia University; Universidad Torcuato Di Tella; Consejo Nacional de Investigaciones Cientificas y Tecnicas (CONICET)
摘要：Heavy and uncertain traffic conditions exacerbate the commuting experience of millions of people across the globe. When planning important trips, commuters typically add an extra buffer to the expected trip duration to ensure on-time arrival. Motivated by this, we propose a new traffic assignment model that takes into account the stochastic nature of travel times. Our model extends the traditional model of Wardrop competition when uncertainty is present in the network. The focus is on strategi...
-
作者：Helm, Jonathan E.; Van Oyen, Mark P.
作者单位：Indiana University System; IU Kelley School of Business; Indiana University Bloomington; University of Michigan System; University of Michigan
摘要：Hospitals typically lack effective enterprise level strategic planning of bed and care resources, contributing to bed census levels that are statistically out of control. This system dysfunction manifests itself in bed block, surgical cancelation, ambulance diversions, and operational chaos. This is the classic hospital admission scheduling and control (HASC) problem, which has been addressed in its entirety only through inexact simulation-based search heuristics. This paper develops new analy...
-
作者：Hernandez, Penelope; von Stengel, Bernhard
作者单位：University of Valencia; University of Valencia; University of London; London School Economics & Political Science
摘要：This paper studies the stability of communication protocols that deal with transmission errors. We consider a coordination game between an informed sender and an uninformed receiver, who communicate over a noisy channel. The sender's strategy, called a code, maps states of nature to signals. The receiver's best response is to decode the received channel output as the state with highest expected receiver payoff. Given this decoding, an equilibrium or Nash code results if the sender encodes ever...
