Operations Research

最新文章

• A Copulas-Based Approach to Modeling Dependence in Decision Trees AI翻译
  作者：Wang, Tianyang; Dyer, James S.
  作者单位：Colorado State University System; Colorado State University Fort Collins; University of Texas System; University of Texas Austin
  摘要：This paper presents a general framework based on copulas for modeling dependent multivariate uncertainties through the use of a decision tree. The proposed dependent decision tree model allows multiple dependent uncertainties with arbitrary marginal distributions to be represented in a decision tree with a sequence of conditional probability distributions. This general framework could be naturally applied in decision analysis and real options valuations, as well as in more general applications...
• Understanding the Performance of the Long Chain and Sparse Designs in Process Flexibility AI翻译
  作者：Simchi-Levi, David; Wei, Yehua
  作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
  摘要：The long chain has been an important concept in the design of flexible processes. This design concept, as well as other sparse designs, have been applied by the automotive and other industries as a way to increase flexibility in order to better match available capacities with variable demands. Numerous empirical studies have validated the effectiveness of these designs. However, there is little theory that explains the effectiveness of the long chain, except when the system size is large, i.e....
• Technical Note-Branch-and-Price-and-Cut Approach to the Robust Network Design Problem Without Flow Bifurcations AI翻译
  作者：Lee, Chungmok; Lee, Kyungsik; Park, Kyungchul; Park, Sungsoo
  作者单位：Electronics & Telecommunications Research Institute - Korea (ETRI); Korea Advanced Institute of Science & Technology (KAIST); Hankuk University Foreign Studies; Myongji University
  摘要：This paper presents a robust optimization approach to the network design problem under traffic demand uncertainty. We consider the specific case of the network design problem in which there are several alternatives in edge capacity installations and the traffic cannot be split over several paths. A new decomposition approach is proposed that yields a strong LP relaxation and enables traffic demand uncertainty to be addressed efficiently through localization of the uncertainty to each edge of t...
• Technical Note-On the Quasiconcavity of Lost-Sales Inventory Models with Fixed Costs AI翻译
  作者：Li, Qing; Yu, Peiwen
  作者单位：Hong Kong University of Science & Technology
  摘要：We show that under a set of conditions, both the maximal profit function and the objective function in several lost-sales inventory models with fixed costs are quasiconcave. Not only is the quasiconcavity property useful computationally, it also leads to a sharper characterization of the optimal policies. Neither the proof of the quasiconcavity property itself nor the proof of the optimal policies by using the property requires the machinery of K-concavity or any of its K-related extensions, a...
• Asymptotic Optimality of Balanced Routing AI翻译
  作者：Chen, Hong; Ye, Heng-Qing
  作者单位：Shanghai Jiao Tong University; Hong Kong Polytechnic University
  摘要：Consider a system with K parallel servers, each with its own waiting room. Upon arrival, a job is routed to the queue of one of the servers. Finding a routing policy that minimizes the total workload in the system is a known difficult problem in general. Even if the optimal policy is identified, the policy would require the full queue length information at the arrival of each job; for example, the join-the-shortest-queue policy (which is known to be optimal for identical servers with exponenti...
• On the Complexity of Nonoverlapping Multivariate Marginal Bounds for Probabilistic Combinatorial Optimization Problems AI翻译
  作者：Doan, Xuan Vinh; Natarajan, Karthik
  作者单位：University of Warwick; University of Warwick; City University of Hong Kong
  摘要：Given a combinatorial optimization problem with an arbitrary partition of the set of random objective coefficients, we evaluate the tightest-possible bound on the expected optimal value for joint distributions consistent with the given multivariate marginals of the subsets in the partition. For univariate marginals, this bound was first proposed by Meilijson and Nadas [Meilijson, I., A. Nadas. 1979. Convex majorization with an application to the length of critical path. J. Appl. Probab. 16(3) ...
• Coordination of Outsourced Operations at a Third-Party Facility Subject to Booking, Overtime, and Tardiness Costs AI翻译
  作者：Cai, Xiaoqiang; Vairaktarakis, George L.
  作者单位：Chinese University of Hong Kong; University System of Ohio; Case Western Reserve University
  摘要：We consider an outsourcing problem where a group of manufacturers outsource jobs to a single third party who owns a specialized facility needed to process these jobs. The third party announces the time slots available on her facility, and the associated prices. Manufacturers reserve, on a first-come-first-book basis, time slots that they desire to utilize. Booking of overtime is possible, at a higher cost. A job completed after its due date incurs a tardiness cost. Each manufacturer books chun...
• Process Location and Product Distribution with Uncertain Yields AI翻译
  作者：Caro, Felipe; Rajaram, Kumar; Wollenweber, Jens
  作者单位：University of California System; University of California Los Angeles
  摘要：We present a framework to analyze the process location and product distribution problem with uncertain yields for a large multinational food processing company. This problem consists of selecting the location of processes, the assignment of products, and the distribution of production quantities to markets in order to minimize total expected costs. It differs from the traditional facility location problem due to characteristics that are inherent to process industry sectors. These include signi...
• Price of Correlations in Stochastic Optimization AI翻译
  作者：Agrawal, Shipra; Ding, Yichuan; Saberi, Amin; Ye, Yinyu
  作者单位：Stanford University; Stanford University
  摘要：When decisions are made in the presence of high-dimensional stochastic data, handling joint distribution of correlated random variables can present a formidable task, both in terms of sampling and estimation as well as algorithmic complexity. A common heuristic is to estimate only marginal distributions and substitute joint distribution by independent (product) distribution. In this paper, we study possible loss incurred on ignoring correlations through a distributionally robust stochastic pro...
• A Broader View of Designing the Liver Allocation System AI翻译
  作者：Akan, Mustafa; Alagoz, Oguzhan; Ata, Baris; Erenay, Fatih Safa; Said, Adnan
  作者单位：Carnegie Mellon University; University of Wisconsin System; University of Wisconsin Madison; Northwestern University; University of Waterloo; University of Wisconsin System; University of Wisconsin Madison
  摘要：We consider the problem of designing an efficient system for allocating donated livers to patients waiting for transplantation. The trade-off between medical urgency and efficiency is at the heart of the liver allocation problem. We model the transplant waiting list as a multiclass fluid model of overloaded queues, which captures the disease evolution by allowing the patients to switch between classes, i.e., health levels. We consider the bicriteria objective of minimizing total number of pati...