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作者：Davis, James M.; Gallego, Guillermo; Topaloglu, Huseyin
作者单位：Cornell University; Columbia University
摘要：We study a class of assortment optimization problems where customers choose among the offered products according to the nested logit model. There is a fixed revenue associated with each product. The objective is to find an assortment of products to offer so as to maximize the expected revenue per customer. We show that the problem is polynomially solvable when the nest dissimilarity parameters of the choice model are less than one and the customers always make a purchase within the selected ne...
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作者：Cote, Jean-Francois; Gendreau, Michel; Potvin, Jean-Yves
作者单位：Laval University; Universite de Montreal; Laval University; Universite de Montreal; Polytechnique Montreal; Universite de Montreal; Universite de Montreal
摘要：This paper describes an exact algorithm for solving a two-dimensional orthogonal packing problem with unloading constraints, which occurs as a subproblem of mixed vehicle routing and loading problems. The packing considered in this work is basically a feasibility problem involving a single bin. The problem is addressed through a decomposition approach wherein a branch-and-cut algorithm is designed for solving a one-dimensional relaxation of the original problem. When an integer solution is fou...
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作者：Keskin, N. Bora; Zeevi, Assaf
作者单位：University of Chicago; Columbia University
摘要：We consider a monopolist who sells a set of products over a time horizon of T periods. The seller initially does not know the parameters of the products' linear demand curve, but can estimate them based on demand observations. We first assume that the seller knows nothing about the parameters of the demand curve, and then consider the case where the seller knows the expected demand under an incumbent price. It is shown that the smallest achievable revenue loss in T periods, relative to a clair...
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作者：Kao, Yi-Hao; Van Roy, Benjamin
作者单位：Stanford University
摘要：We consider a problem involving estimation of a high-dimensional covariance matrix that is the sum of a diagonal matrix and a low-rank matrix, and making a decision based on the resulting estimate. Such problems arise, for example, in portfolio management, where a common approach employs principal component analysis (PCA) to estimate factors used in constructing the low-rank term of the covariance matrix. The decision problem is typically treated separately, with the estimated covariance matri...
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作者：Cavus, Ozlem; Ruszczynski, Andrzej
作者单位：Ihsan Dogramaci Bilkent University; Rutgers University System; Rutgers University New Brunswick
摘要：The total cost problem for discrete-time controlled transient Markov models is considered. The objective functional is a Markov dynamic risk measure of the total cost. Two solution methods, value and policy iteration, are proposed, and their convergence is analyzed. In the policy iteration method, we propose two algorithms for policy evaluation: the nonsmooth Newton method and convex programming, and we prove their convergence. The results are illustrated on a credit limit control problem.
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作者：Natarajan, Karthik; Shi, Dongjian; Toh, Kim-Chuan
作者单位：Singapore University of Technology & Design; National University of Singapore
摘要：In this paper, we propose a new probabilistic model for minimizing the anticipated regret in combinatorial optimization problems with distributional uncertainty in the objective coefficients. The interval uncertainty representation of data is supplemented with information on the marginal distributions. As a decision criterion, we minimize the worst-case conditional value at risk of regret. The proposed model includes the interval data minmax regret model as a special case. For the class of com...
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作者：Chen, Hong; Zhang, Zhan
作者单位：Shanghai Jiao Tong University; University of British Columbia
摘要：This paper analyzes a periodic-review, joint inventory and pricing control problem for a firm that faces stochastic, price-sensitive demand under a nonstationary environment with fixed ordering costs. Any unsatisfied demand is backlogged. The objective is to maximize expected profit over a finite selling horizon by coordinating the inventory and pricing decisions in each period. We show that for an additive demand model, an (s, S, p) policy is optimal when the expected revenue is quasi-concave...
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作者：Armstrong, Michael J.
作者单位：Brock University
摘要：This paper develops a model of short-range ballistic missile defense and uses it to study the performance of Israel's Iron Dome system. The deterministic base model allows for inaccurate missiles, unsuccessful interceptions, and civil defense. Model enhancements consider the trade-offs in attacking the interception system, the difficulties faced by militants in assembling large salvos, and the effects of imperfect missile classification by the defender. A stochastic model is also developed. An...
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作者：Chou, Mabel C.; Chua, Geoffrey A.; Zheng, Huan
作者单位：National University of Singapore; Nanyang Technological University; Shanghai Jiao Tong University
摘要：Production postponement, the strategy to hold reserved production capacity that can be deployed based on actual demand signals, is often used to mitigate supply-demand mismatch risk. The effectiveness of this strategy depends crucially on the ease, or flexibility, in deploying the reserved capacity to meet product demands. Existing literature assumes that the reserved capacity is fully flexible, i.e., capable of being deployed to meet the demand of any item in a multiproduct system. Little is ...
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作者：Pinker, Edieal J.
作者单位：Yale University
