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作者:Fourer, Robert; Ma, Jun; Martin, Kipp
作者单位:Northwestern University; University of Chicago
摘要:We describe a research project to design a distributed optimization environment in which solvers, modeling languages, registries, analyzers, and simulation engines can be implemented as services and utilities under a unified framework. Our work, which we call optimization services or OS, defines standards for all activities necessary to support decentralized optimization on the Internet: representation of optimization instances, results, and solver options; communication between clients and so...
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作者:Shin, Hyoduk; Tunca, Tunay I.
作者单位:Northwestern University; Stanford University
摘要:We study the effect of downstream competition on incentives for demand forecast investments in supply chains. We show that with common pricing schemes, such as wholesale price or two-part tariffs, downstream firms under Cournot competition overinvest in demand forecasting. Analyzing the determinants of overinvestment, we demonstrate that under wholesale price contracts and two-part tariffs, total demand forecast investment can be very significant, and as a result, the supply chain can suffer s...
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作者:Belloni, Alexandre; Lopomo, Giuseppe; Wang, Shouqiang
作者单位:Duke University
摘要:Multidimensional mechanism design problems have proven difficult to solve by extending techniques from the one-dimensional case. This paper considers mechanism design problems with multidimensional types when the seller's cost function is not separable across buyers. By adapting results obtained by Border [Border, K. 1991. Implementation of reduced form auctions: A geometric approach. Econometrica 59 1175-1187], we transform the seller's problem into a representation that only involves interim...
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作者:Borkovsky, Ron N.; Doraszelski, Ulrich; Kryukov, Yaroslav
作者单位:University of Toronto; Harvard University; Carnegie Mellon University
摘要:This paper provides a step-by-step guide to solving dynamic stochastic games using the homotopy method. The homotopy method facilitates exploring the equilibrium correspondence in a systematic fashion; it is especially useful in games that have multiple equilibria. We discuss the theory of the homotopy method and its implementation and present two detailed examples of dynamic stochastic games that are solved using this method.
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作者:Li, Shanlin; Chen, Zhi-Long; Tang, Guochun
作者单位:Taizhou University; University System of Maryland; University of Maryland College Park; Shanghai Polytechnic University
摘要:We give a counterexample to show that the optimality proof by Kise et al. (1978) for an algorithm for a scheduling problem is incorrect.
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作者:Balakrishnan, Hamsa; Chandran, Bala G.
作者单位:Massachusetts Institute of Technology (MIT)
摘要:The efficient operation of airports, and runways in particular, is critical to the throughput of the air transportation system as a whole. Scheduling arrivals and departures at runways is a complex problem that needs to address diverse and often competing considerations of efficiency, safety, and equity among airlines. One approach to runway scheduling that arises from operational and fairness considerations is that of constrained position shifting (CPS), which requires that an aircraft's posi...
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作者:Cervellera, Cristiano; Maccio, Danilo; Muselli, Marco
作者单位:Consiglio Nazionale delle Ricerche (CNR); Istituto di Studi sui Sistemi Intelligenti per l'Automazione (ISSIA-CNR); Consiglio Nazionale delle Ricerche (CNR); Istituto di Elettronica e di Ingegneria dell'Informazione e delle Telecomunicazioni (IEIIT-CNR)
摘要:An approach based on semilocal approximation is introduced for the solution of a general class of operations research problems, such as Markovian decision problems, multistage optimal control, and maximum-likelihood estimation. Because it is extremely hard to derive analytical solutions that minimize the cost in most instances of the problem, we must look for approximate solutions. Here, it is shown that good solutions can be obtained with a moderate computational effort by exploiting properti...
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作者:Huggins, Eric Logan; Olsen, Tava Lennon
作者单位:Fort Lewis College; University of Auckland
摘要:We consider a single-item, periodic-review inventory control problem in which discrete stochastic demand must be satisfied. When shortages occur, the unmet demand must be filled by some form of expediting; we allow a very general form for the cost structure of expediting. We explicitly consider the case where expedited production is allowed to produce up to a positive inventory level. We also consider the case where expedited production beyond the deficit is not permitted; an alternate applica...
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作者:Boschetti, Marco Antonio; Montaletti, Lorenza
作者单位:University of Bologna
摘要:This paper considers the two-dimensional strip-packing problem (2SP) in which a set of rectangular items have to be orthogonally packed, without overlapping, into a strip of a given width and infinite height by minimizing the overall height of the packing. The 2SP is NP-hard in the strong sense and finds many practical applications. We propose reduction procedures, lower and upper bounds, and an exact algorithm for the 2SP. The new lower bounds are both combinatorial bounds and bounds derived ...
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作者:Zoettl, Gregor
作者单位:University of Munich
摘要:We analyze firms' investment incentives in markets where demand at spot markets is fluctuating and storability of the output is limited. Firms will then find it optimal to invest in a differentiated portfolio of technologies in order to serve fluctuating demand. For optimal behavior of firms, this has been analyzed in the so-called peak load pricing literature-cf. Crew and Kleindorfer [Crew, M., P. Kleindorfer. 1986. The Economics of Public Utility Regulation. MIT Press, Cambridge, MA]. We ana...