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作者：Agarwal, Yogesh; Aneja, Yash
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Lucknow; University of Windsor
摘要：In this paper we consider the well-known fixed-charge transportation problem. To send any flow from source si to destination t(j), we incur a unit variable shipping cost of c(ij) and a fixed cost f(ij). Here we study the structure of the projection polyhedron of this problem, in the space of 0-1 variables associated with fixed charges, and we develop several classes of valid inequalities and derive conditions under which they are facet defining. In some cases, if the conditions are not satisfi...
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作者：Phan, Dzung T.
作者单位：International Business Machines (IBM); IBM USA
摘要：This paper investigates a Lagrangian dual problem for solving the optimal power flow problem in rectangular form that arises from power system analysis. If strong duality does not hold for the dual, we propose two classes of branch-and-bound algorithms that guarantee to solve the problem to optimality. The lower bound for the objective function is obtained by the Lagrangian duality, whereas the feasible set subdivision is based on the rectangular or ellipsoidal bisection. The numerical experim...
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作者：Liu, Yunan; Whitt, Ward
作者单位：North Carolina State University; Columbia University
摘要：An algorithm is developed to determine time-dependent staffing levels to stabilize the time-dependent abandonment probabilities and expected delays at positive target values in the M-1/GI/s(1) + GI many-server queueing model, which has a nonhomogeneous Poisson arrival process (the M-1), has general service times (the first GI), and allows customer abandonment according to a general patience distribution (the +GI). New offered-load and modified-offered-load approximations involving infinite-ser...
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作者：Anderson, Edward
作者单位：University of Sydney
摘要：It is common for rewards to be given on the basis of a rank ordering, so that relative performance amongst a cohort is the criterion. In this paper we formulate an equilibrium model in which an agent makes successive decisions on whether or not to gamble and is rewarded on the basis of a rank ordering of the final position amongst competing players. One application of this model is to the behavior of mutual fund managers who are paid depending on funds under management, which in turn are great...
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作者：Bish, Ebru K.; Zeng, Xin; Liu, Juqi; Bish, Douglas R.
作者单位：Virginia Polytechnic Institute & State University
摘要：We propose a novel analytic approach for the comparative statics analysis of multiproduct multiresource newsvendor networks under responsive pricing. Our approach involves exploiting the properties of the primal mathematical programming formulation and of the dual variables and linking those properties to the concept of convex orders and to properties of the underlying demand function. The use of convex orders allows us to establish our main results without restriction to a specific demand dis...
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作者：Pang, Zhan; Chen, Frank Y.; Feng, Youyi
作者单位：Lancaster University; City University of Hong Kong
摘要：We consider a joint inventory-pricing control problem for a periodic-review, single-stage inventory system with a positive order leadtime and a linear order cost. Demands in consecutive periods are independent, but their distributions depend on the price in accordance with a stochastic demand function of additive form. Pricing and ordering decisions are made simultaneously at the beginning of each period. The objective is to maximize the total expected discounted profit over a finite horizon. ...
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作者：Ye, Heng-Qing; Yao, David D.
作者单位：Hong Kong Polytechnic University; Columbia University
摘要：We study a multiclass stochastic processing network operating under the so-called proportional fair allocation scheme, and following the head-of-the-line processor-sharing discipline. Specifically, each server's capacity is shared among the job classes that require its service, and it is allocated, in every state of the network, among the first waiting job of each class to maximize a log-utility function. We establish the limiting regime of the network under diffusion scaling, allowing multipl...
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作者：Marklund, Johan; Rosling, Kaj
作者单位：Lund University; Linnaeus University
摘要：Assume that in periods with stochastic demand remain until the next replenishment arrives at a central warehouse. How should the available inventory be allocated among N retailers? This paper presents a new policy and a new lower bound for the expected cost of this problem. The lower bound becomes tight as N -> infinity. The infinite horizon problem then decomposes into N independent m-period problems with optimal retailer ship-up-to levels that decrease over the in periods, and the warehouse ...
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作者：Chun, So Yeon; Shapiro, Alexander; Uryasev, Stan
作者单位：Georgetown University; University System of Georgia; Georgia Institute of Technology; State University System of Florida; University of Florida
摘要：We discuss linear regression approaches to the estimation of law-invariant conditional risk measures. Two estimation procedures are considered and compared; one is based on residual analysis of the standard least-squares method, and the other is in the spirit of the M-estimation approach used in robust statistics. In particular, value-at-risk and average value-at-risk measures are discussed in detail. Large sample statistical inference of the estimators is derived. Furthermore, finite sample p...
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作者：Gurvich, Itai; Perry, Ohad
作者单位：Northwestern University; Northwestern University
摘要：Motivated by call center cosourcing problems, we consider a service network operated under an overflow mechanism. Calls are first routed to an in-house (or dedicated) service station that has a finite waiting room. If the waiting room is full, the call is overflowed to an outside provider (an overflow station) that might also be serving overflows from other stations. We establish approximations for overflow networks with many servers under a resource-pooling assumption that stipulates, in our ...
