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作者：Oskoorouchi, Mohammad R.; Ghaffari, Hamid R.; Terlaky, Tamas; Aleman, Dionne M.
作者单位：California State University System; California State University San Marcos; University of Toronto; Lehigh University
摘要：We propose an interior point constraint generation (IPCG) algorithm for semi-infinite linear optimization (SILO) and prove that the algorithm converges to an epsilon-solution of SILO after a finite number of constraints is generated. We derive a complexity bound on the number of Newton steps needed to approach the updated mu-center after adding multiple violated constraints and a complexity bound on the total number of constraints that is required for the overall algorithm to converge. We impl...
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作者：Chen, Yihsu; Liu, Andrew L.; Hobbs, Benjamin F.
作者单位：University of California System; University of California Merced; Purdue University System; Purdue University; Johns Hopkins University
摘要：In response to Assembly Bill 32, the state of California considered three types of carbon emissions trading programs for the electric power sector: load-based, source-based, and first-seller. They differed in terms of their point of regulation and in whether in-state-to-out-of-state and out-of-state-to-in-state electricity sales are regulated. In this paper, we formulate a market equilibrium model for each of the three approaches, considering power markets, transmission limitations, and emissi...
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作者：Little, John D. C.
作者单位：Massachusetts Institute of Technology (MIT)
摘要：Fifty years ago, the author published a paper in Operations Research with the title, A proof for the queuing formula: L = lambda W [Little, J. D. C. 1961. A proof for the queuing formula: L = lambda W. Oper. Res. 9(3) 383-387]. Over the years, L = lambda W has become widely known as Little's Law. Basically, it is a theorem in queuing theory. It has become well known because of its theoretical and practical importance. We report key developments in both areas with the emphasis on practice. In t...
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作者：Simchi-Levi, David; Trick, Michael A.
作者单位：Massachusetts Institute of Technology (MIT); Carnegie Mellon University
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作者：Cook, Wade D.; Zhu, Joe
作者单位：York University - Canada; Worcester Polytechnic Institute
摘要：Data envelopment analysis (DEA) provides an optimization methodology for deriving an efficiency score for each member of a set of peer decision-making units. Under the original DEA model it was assumed that there is constant returns to scale (CRS). This idea was later extended to the more general case that allowed for variable returns to scale (VRS). In both of these structures, it is assumed that the returns to scale (RTS) classification, consistent with the classical definition, applies to t...
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作者：Guo, Pengfei; Hassin, Refael
作者单位：Hong Kong Polytechnic University; Tel Aviv University
摘要：We consider a single server queueing system in which service shuts down when there are no customers present and is resumed only when the queue length reaches a given critical length. We analyze the strategic response of customers to this mechanism and compare it to the overall optimal behavior, with and without information on delay. The results are significantly different from those obtained when the server is continuously available. We show that there may exist multiple equilibria in such a s...
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作者：Liu, Yunan; Whitt, Ward
作者单位：Columbia University
摘要：To describe the congestion in large-scale service systems, we introduce and analyze a non-Markovian open network of many-server fluid queues with customer abandonment, proportional routing, and time-varying model elements. Proportions of the fluid completing service from each queue are immediately routed to the other queues, with the fluid not routed to one of the queues being immediately routed out of the network. The fluid queue network serves as an approximation for the corresponding non-Ma...
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作者：Kocabiyikoglu, Ayse; Popescu, Ioana
作者单位：Ihsan Dogramaci Bilkent University; INSEAD Business School
摘要：We introduce a measure of elasticity of stochastic demand, called the elasticity of the lost-sales rate, which offers a unifying perspective on the well-known newsvendor with pricing problem. This new concept provides a framework to characterize structural results for coordinated and uncoordinated pricing and inventory strategies. Concavity and submodularity of the profit function, as well as sensitivity properties of the optimal inventory and price policies, are characterized by monotonicity ...
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作者：Truong, Van-Anh; Roundy, Robin O.
作者单位：Columbia University; Cornell University
摘要：We develop multidimensional balancing algorithms to compute provably near-optimal capacity-expansion policies. Our approach is computationally efficient and guaranteed to produce a policy with total expected cost of no more than twice that of an optimal policy. We overcome the curse of dimensionality by introducing novel cost-separation schemes to separate the lost-sales cost of the system into exact monotonic subparts. This is the first approximation technique for multimachine, multiproduct s...
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作者：Allon, Gad; Bassamboo, Achal; Gurvich, Itai
作者单位：Northwestern University
摘要：Delay announcements informing customers about anticipated service delays are prevalent in service-oriented systems. How delay announcements can influence customers in service systems is a complex problem that depends on both the dynamics of the underlying queueing system and on the customers' strategic behavior. We examine this problem of information communication by considering a model in which both the firm and the customers act strategically: the firm in choosing its delay announcement whil...
