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作者：Hirschberger, Markus; Steuer, Ralph E.; Utz, Sebastian; Wimmer, Maximilian; Qi, Yue
作者单位：University System of Georgia; University of Georgia; University of Regensburg; Nankai University
摘要：Computing the nondominated set of a multiple objective mathematical program has long been a topic in multiple criteria decision making. In this paper, motivated by the desire to extend Markowitz portfolio selection to an additional linear criterion (dividends, liquidity, sustainability, etc.), we demonstrate an exact method for computing the nondominated set of a tri-criterion program that is all linear except for the fact that one of its objectives is to minimize a convex quadratic function. ...
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作者：Ahmed, Shabbir; Papageorgiou, Dimitri J.
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：We consider two variants of a probabilistic set covering (PSC) problem. The first variant assumes that there is uncertainty regarding whether a selected set can cover an item, and the objective is to determine a minimum-cost combination of sets so that each item is covered with a prespecified probability. The second variant seeks to maximize the minimum probability that a selected set can cover all items. To date, literature on this problem has focused on the special case in which uncertaintie...
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作者：Luo, Jun; Zhang, Jiheng
作者单位：Hong Kong University of Science & Technology
摘要：In addition to traditional call centers, many companies have started building a new kind of customer contact center, in which agents communicate with customers via instant messaging (IM) over the Internet rather than phone calls. A distinctive feature of the service centers based on IM is that one agent can serve multiple customers in parallel. We choose to model such a center as a server pool consisting of many limited processor-sharing servers. We characterize the underlying stochastic proce...
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作者：Bertsimas, Dimitris; O'Hair, Allison
作者单位：Massachusetts Institute of Technology (MIT)
摘要：Preference learning has been a topic of research in many fields, including operations research, marketing, machine learning, and behavioral economics. In this work, we strive to combine the ideas from these different fields into a single methodology to learn preferences and make decisions. We use robust and integer optimization in an adaptive and dynamic way to determine preferences from data that are consistent with human behavior. We use integer optimization to address human inconsistency, r...
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作者：Iancu, Dan A.; Sharma, Mayank; Sviridenko, Maxim
作者单位：Stanford University; International Business Machines (IBM); IBM USA; University of Warwick
摘要：This paper considers a particular class of dynamic robust optimization problems, where a large number of decisions must be made in the first stage, which consequently fix the constraints and cost structure underlying a one-dimensional, linear dynamical system. We seek to bridge two classical paradigms for solving such problems, namely, (1) dynamic programming (DP), and (2) policies parameterized in model uncertainties (also known as decision rules), obtained by solving tractable convex optimiz...
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作者：Loehndorf, Nils; Wozabal, David; Minner, Stefan
作者单位：Vienna University of Economics & Business; Technical University of Munich
摘要：We propose a new approach to optimize operations of hydro storage systems with multiple connected reservoirs whose operators participate in wholesale electricity markets. Our formulation integrates short-term intraday with long-term interday decisions. The intraday problem considers bidding decisions as well as storage operation during the day and is formulated as a stochastic program. The interday problem is modeled as a Markov decision process of managing storage operation over time, for whi...
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作者：Cook, Wade D.; Harrison, Julie; Imanirad, Raha; Rouse, Paul; Zhu, Joe
作者单位：York University - Canada; University of Auckland; Worcester Polytechnic Institute
摘要：Data envelopment analysis (DEA), as originally proposed, is a methodology for evaluating the relative efficiencies of a set of homogeneous decision-making units (DMUs) in the sense that each uses the same input and output measures (in varying amounts from one DMU to another). In some situations, however, the assumption of homogeneity among DMUs may not apply. As an example, consider the case where the DMUs are plants in the same industry that may not all produce the same products. Evaluating e...
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作者：Abbas, Ali E.
作者单位：University of Illinois System; University of Illinois Urbana-Champaign
摘要：The construction of a multiattribute utility function is an important step in decision analysis and can be a challenging task unless some decomposition of the utility function is performed. When every attribute is utility independent of its complement, the utility elicitation task is significantly simplified because the functional form of the utility function requires only one conditional utility function for each attribute, and some normalizing constants. When utility independence conditions ...
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作者：Hwang, Hark-Chin; Ahn, Hyun-Soo; Kaminsky, Philip
作者单位：Kyung Hee University; University of Michigan System; University of Michigan; University of California System; University of California Berkeley
摘要：We consider the multilevel lot-sizing problem with production capacities (MLSP-PC), in which production and transportation decisions are made for a serial supply chain with capacitated production and concave cost functions. Existing approaches to the multistage version of this problem are limited to nonspeculative cost functions-up to now, no algorithm for the multistage version of this model with general concave cost functions has been developed. In this paper, we develop the first polynomial...
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作者：Arikan, Mazhar; Deshpande, Vinayak; Sohoni, Milind
作者单位：University of Kansas; University of North Carolina; University of North Carolina Chapel Hill; Indian School of Business (ISB)
摘要：Flight delays have been a growing issue and they have reached an all-time high in recent years, with the airlines' on-time performance at its worst level in 2007 since 1995. A recent report by the Joint Economic Committee of the U. S. Congress chaired by Senator Charles E. Schumer has estimated that the total cost to the U. S. economy because of flight delays was as much as $41 billion in 2007. The goal of this paper is to build stochastic models of airline networks and utilize publicly availa...
