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作者:Cire, Andre A.; van Hoeve, Willem-Jan
作者单位:Carnegie Mellon University
摘要:Sequencing problems are among the most prominent problems studied in operations research, with primary application in, e.g., scheduling and routing. We propose a novel approach to solving generic sequencing problems using multivalued decision diagrams (MDDs). Because an MDD representation may grow exponentially large, we apply MDDs of limited size as a discrete relaxation to the problem. We show that MDDs can be used to represent a wide range of sequencing problems with various side constraint...
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作者:Pinker, Edieal; Tezcan, Tolga
作者单位:Yale University; University of Rochester
摘要:We study the optimal configuration of hospital inpatient rooms with private and semiprivate rooms when some of the patients have infectious diseases and need to be isolated. We assume that the demand is random and seasonal. We propose a computationally efficient solution procedure that is based on a stochastic program that uses asymptotic approximations for the system performance under different admission policies and show its accuracy for large systems. Using our model, we study the appropria...
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作者:Moulin, Herve; Sethuraman, Jay
作者单位:University of Glasgow; Columbia University
摘要:In the bipartite rationing problem, a set of agents share a single resource available in different types, each agent has a claim over only a subset of the resource types, and these claims overlap in arbitrary fashion The goal is to divide fairly the various types of resources between the claimants when resources are in short supply. With a single type of resource, this is the standard rationing problem [O'Neill B (1982) A problem of rights arbitration from the Talmud. Math. Soc. Sci. 2(4):345-...
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作者:Stonebraker, Jeffrey S.
作者单位:North Carolina State University
摘要:We present an application of decision analysis to global production capacity expansion under uncertainty for Bayer Group's proposed new biotechnology drug to treat hemophilia A. This decision analysis developed an improved approach to Bayer's decision for product-generation transition and global production capacity expansion that more realistically addresses potential regional supply shortages and overages due to demand and supply uncertainties that can result in supply-demand imbalances. With...
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作者:Adlakha, Sachin; Johari, Ramesh
作者单位:California Institute of Technology; Stanford University
摘要:We study a class of stochastic dynamic games that exhibit strategic complementarities between players; formally, in the games we consider, the payoff of a player has increasing differences between her own state and the empirical distribution of the states of other players. Such games can be used to model a diverse set of applications, including network security models, recommender systems, and dynamic search in markets. Stochastic games are generally difficult to analyze, and these difficultie...
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作者:Gong, Xiting; Zhou, Sean X.
作者单位:Chinese University of Hong Kong; Chinese University of Hong Kong
摘要:Emissions trading is a market-based mechanism for curbing emissions, and it has been implemented in Europe, North America, and several other parts of the world. To study its impact on production planning, we develop a dynamic production model, where a manufacturer produces a single product to satisfy random market demands. The manufacturer has access to both a green and a regular production technology, of which the former is more costly but yields fewer emissions. To comply with the emissions ...
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作者:Hochbaum, Dorit S.
作者单位:University of California System; University of California Berkeley
摘要:A general form of minimizing the Rayleigh ratio on discrete variables is shown here, for the first time, to be polynomial time solvable. This is significant because major problems in clustering, partitioning, and imaging can be presented as the Rayleigh ratio minimization on discrete variables and an orthogonality constraint. These challenging problems are modeled as the normalized cut problem, the graph expander ratio problem, the Cheeger constant problem, or the conductance problem, all of w...
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作者:Banciu, Mihai; Mirchandani, Prakash
作者单位:Bucknell University; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要:The generalized failure rate of a continuous random variable has demonstrable importance in operations management. If the valuation distribution of a product has an increasing generalized failure rate (that is, the distribution is IGFR), then the associated revenue function is unimodal, and when the generalized failure rate is strictly increasing, the global maximum is uniquely specified. The assumption that the distribution is IGFR is thus useful and frequently held in recent pricing, revenue...
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作者:Gong, Xiting; Chao, Xiuli
作者单位:Chinese University of Hong Kong; University of Michigan System; University of Michigan
摘要:This paper studies the optimal control policy for capacitated periodic-review inventory systems with remanufacturing. The serviceable products can be either manufactured from raw materials or remanufactured from returned products; but the system has finite capacities in manufacturing, remanufacturing, and/or total manufacturing/remanufacturing operations in each period. Using L-natural convexity and lattice analysis, we show that, for systems with a remanufacturing capacity and a manufacturing...
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作者:Kong, Qingxia; Lee, Chung-Yee; Teo, Chung-Piaw; Zheng, Zhichao
作者单位:Universidad Adolfo Ibanez; Hong Kong University of Science & Technology; National University of Singapore
摘要:In this paper we investigate a stochastic appointment-scheduling problem in an outpatient clinic with a single doctor. The number of patients and their sequence of arrivals are fixed, and the scheduling problem is to determine an appointment time for each patient. The service durations of the patients are stochastic, and only the mean and covariance estimates are known. We do not assume any exact distributional form of the service durations, and we solve for distributionally robust schedules t...