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作者：Harel, Arie
作者单位：City University of New York (CUNY) System; Baruch College (CUNY)
摘要：This paper proves a long-standing conjecture regarding the optimal design of the M/M/s queue. The classical Erlang delay formula is shown to be a convex function of the number of servers when the server utilization is held constant. This means that when the server utilization is held constant, the marginal decrease in the probability that all servers are busy in the M/M/s queue brought about by the addition of two extra servers is always less than twice the decrease brought about by the additi...
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作者：Giesecke, K.; Kakavand, H.; Mousavi, M.
作者单位：Stanford University
摘要：Point processes with stochastic arrival intensities are ubiquitous in many areas, including finance, insurance, reliability, health care, and queuing. They can be simulated from a Poisson process by time scaling with the cumulative intensity. The paths of the cumulative intensity are often generated with a discretization method. However, discretization introduces bias into the simulation results. The magnitude of the bias is difficult to quantify. This paper develops a sampling method that eli...
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作者：de Vericourt, Francis; Jennings, Otis B.
作者单位：INSEAD Business School; Duke University
摘要：In this paper, we present a closed queueing model to determine efficient nurse staffing policies. We explicitly model the workload experienced by s nurses within a single medical unit with n homogeneous patients as a closed M / M / s / / n queueing system, where each patient alternates between requiring assistance and not. The performance of the medical unit is based on the probability of excessive delay, the relative frequency with which the delay between the onset of patient neediness and th...
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作者：Oezaltin, Osman Y.; Prokopyev, Oleg A.; Schaefer, Andrew J.; Roberts, Mark S.
作者单位：University of Waterloo; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh
摘要：Seasonal influenza is a major public health concern, and the first line of defense is the flu shot. Antigenic drifts and the high rate of influenza transmission require annual updates to the flu shot composition. The World Health Organization recommends which flu strains to include in the annual vaccine, based on surveillance and epidemiological analysis. There are two critical decisions regarding the flu shot design. One is its composition; currently, three strains constitute the flu shot, an...
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作者：Frangioni, Antonio; Gentile, Claudio; Grande, Enrico; Pacifici, Andrea
作者单位：University of Pisa; Consiglio Nazionale delle Ricerche (CNR); University of Rome Tor Vergata
摘要：The perspective relaxation (PR) is a general approach for constructing tight approximations to mixed-integer nonlinear programs (MINLP) with semicontinuous variables. The PR of a MINLP can be formulated either as a mixed-integer second-order cone program (MI-SOCP), provided that the original objective function is SOCP-representable, or as a semi-infinite MINLP. In this paper, we show that under some further assumptions (rather restrictive, but satisfied in several practical applications), the ...
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作者：Kim, Sunkyo
作者单位：Ajou University
摘要：In two-moment decomposition approximations of queueing networks, the arrival process is modeled as a renewal process, and each station is approximated as a GI/G/1 queue whose mean waiting time is approximated based on the first two moments of the interarrival times and the service times. The departure process is also approximated as a renewal process even though the autocorrelation of this process may significantly affect the performance of the subsequent queue depending on the traffic intensi...
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作者：Feng, Jiejian; Liu, Liming; Liu, Xiaoming
作者单位：Saint Marys University - Canada; Lingnan University; University of Macau
摘要：For a dynamic joint price and lead-time quotation problem with a fairly general demand function, we show that the policy consisting of a threshold and a reward-maximizing lead-time is optimal. This policy offers some interesting managerial insights. Under this policy, finding the exact optimal quotation can be accomplished by single-variable policy iterations of unimodal value functions.
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作者：Kim, Jae Ho; Powell, Warren B.
作者单位：Princeton University; Princeton University
摘要：We formulate and solve the problem of making advance energy commitments for wind farms in the presence of a storage device with conversion losses, mean-reverting price process, and an autoregressive energy generation process from wind. We derive an optimal commitment policy under the assumption that wind energy is uniformly distributed. Then, the stationary distribution of the storage level corresponding to the optimal policy is obtained, from which the economic value of the storage as the rel...
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作者：Steiner, George; Zhang, Rui
作者单位：McMaster University
摘要：There are many situations in supply chain scheduling when the supplier finds it impossible to meet the promised due dates for some orders. We present a model for the rescheduling of orders with simultaneous assignment of attainable revised due dates to minimize due date escalation and tardiness penalties for the supplier. We show that the problem is equivalent to minimizing the total tardiness with rejection with respect to the original due dates. We prove that the problem is NP-hard and prese...
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作者：Yan, Xinghao; Zhao, Hui
作者单位：Western University (University of Western Ontario); University Western Ontario Hospital; Purdue University System; Purdue University
摘要：We study the information asymmetry issues in a decentralized inventory-sharing system consisting of a manufacturer and two independent retailers, who privately hold demand information, noncooperatively place their orders, but cooperatively share inventories with each other. We find that although the manufacturer needs retailers' mean demand and standard deviation for her wholesale price decision, each retailer only needs to know the other retailer's demand standard deviation for his order quan...
