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作者：Huh, Woonghee Tim; Janakiraman, Ganesh; Nagarajan, Mahesh
作者单位：University of British Columbia; University of Texas System; University of Texas Dallas
摘要：An important problem in the theory of dynamic programming is that of characterizing sufficient conditions under which the optimal policies for Markov decision processes (MDPs) under the infinite-horizon discounted cost criterion converge to an optimal policy under the average cost criterion as the discount factor approaches 1. In this paper, we provide, for stochastic inventory models, a set of such sufficient conditions. These conditions, unlike many others in the dynamic programming literatu...
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作者：Bertsimas, Dimitris; Frankovich, Michael; Odoni, Amedeo
作者单位：Massachusetts Institute of Technology (MIT)
摘要：We present a mixed integer programming (MIP) model to solve the problems of (i) selecting an airport's optimal sequence of runway configurations and (ii) determining the optimal balance of arrivals and departures to be served at any moment. These problems, the runway configuration management (RCM) problem and the arrival/departure runway balancing (ADRB) problem, respectively, are of critical importance in minimizing the delay of both in-flight and on-the-ground aircraft along with their assoc...
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作者：Harks, Tobias; Miller, Konstantin
作者单位：Maastricht University; Technical University of Berlin
摘要：Resource allocation problems play a key role in many applications, including traffic networks, telecommunication networks, and economics. In most applications, the allocation of resources is determined by a finite number of independent players, each optimizing an individual objective function. An important question in all these applications is the degree of suboptimality caused by selfish resource allocation. We consider the worst-case efficiency of cost sharing methods in resource allocation ...
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作者：Lim, Yun Fong
作者单位：Singapore Management University
摘要：Workers in a bucket brigade production system perform unproductive travel when they walk to get more work from their colleagues. We introduce a new design of bucket brigades to reduce unproductive travel. Under the new design, each worker works on one side of an aisle when he proceeds in one direction and works on the other side when he proceeds in the reverse direction. We propose simple rules for workers to share work under the new design and find a sufficient condition for the system to sel...
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作者：Chen, Chien-Ming; Zhu, Joe
作者单位：Nanyang Technological University; Worcester Polytechnic Institute
摘要：Resource allocation decisions are crucial for the success of an organization. This paper proposes an integrated approach to resource allocation problems, in which decision makers have one observation of the multiple input-output criteria of candidates. We offer important improvements over existing approaches based on the widely used data envelopment analysis (DEA), which has two major limitations in its application to resource allocation. First, traditional DEA models compute efficiency scores...
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作者：Natarajan, Karthik; Teo, Chung Piaw; Zheng, Zhichao
作者单位：City University of Hong Kong; National University of Singapore
摘要：In this paper, we analyze mixed 0-1 linear programs under objective uncertainty. The mean vector and the second-moment matrix of the nonnegative objective coefficients are assumed to be known, but the exact form of the distribution is unknown. Our main result shows that computing a tight upper bound on the expected value of a mixed 0-1 linear program in maximization form with random objective is a completely positive program. This naturally leads to semidefinite programming relaxations that ar...
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作者：Choi, Sungyong; Ruszczynski, Andrzej; Zhao, Yao
作者单位：Nanyang Technological University; Rutgers University System; Rutgers University New Brunswick; Rutgers University System; Rutgers University New Brunswick; Rutgers University Newark
摘要：We consider a multiproduct risk-averse newsvendor under the law-invariant coherent measures of risk. We first establish several fundamental properties of the model regarding the convexity of the problem, the symmetry of the solution, and the impact of risk aversion. Specifically, we show that for identical products with independent demands, increased risk aversion leads to decreased orders. For a large but finite number of heterogeneous products with independent demands, we derive closed-form ...
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作者：Besbes, Omar; Zeevi, Assaf
作者单位：Columbia University
摘要：We consider a pricing problem in an environment where the customers' willingness-to-pay (WtP) distribution may change at some point over the selling horizon. Customers arrive sequentially and make purchase decisions based on a quoted price and their private reservation price. The seller knows the WtP distribution pre- and postchange but does not know the time at which this change occurs. The performance of a pricing policy is measured in terms of regret: the loss in revenues relative to an ora...
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作者：Turner, John; Scheller-Wolf, Alan; Tayur, Sridhar
作者单位：University of California System; University of California Irvine; Carnegie Mellon University
摘要：Dynamic in-game advertising is a new form of advertising in which ads are served to video game consoles in real time over the Internet. We present a model for the in-game ad-scheduling problem faced by Massive Inc., a wholly owned subsidiary of Microsoft, and a leading global network provider of in-game ad space. Our model has two components: (1) a linear program (solved periodically) establishes target service rates, and (2) a real-time packing heuristic (run whenever a player enters a new le...
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作者：Ibrahim, Rouba; Whitt, Ward
作者单位：McGill University; Columbia University
摘要：We develop new, improved real-time delay predictors for many-server service systems with a time-varying arrival rate, a time-varying number of servers, and customer abandonment. We develop four new predictors, two of which exploit an established deterministic fluid approximation for a many-server queueing model with those features. These delay predictors can be used to make delay announcements. We use computer simulation to show that the proposed predictors outperform previous predictors.
