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作者：Dogru, Mustafa K.; Reiman, Martin I.; Wang, Qiong
作者单位：Alcatel-Lucent; Alcatel-Lucent
摘要：We consider assemble-to-order inventory systems with identical component lead times. We use a stochastic program (SP) to develop an inventory strategy that allows preferential component allocation for minimizing total inventory cost. We prove that the solution of a relaxation of this SP provides a lower bound on total inventory cost for all feasible policies. We demonstrate and test our approach on the W system, which involves three components used to produce two products. (There are two uniqu...
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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：We study a periodically reviewed multiechelon serial inventory system with a capacity constraint on the order quantity at every stage. Under echelon base-stock policies, we demonstrate a simple sample-path result that maps the echelon shortfalls in the serial system to the shortfalls of suitably defined single-stage systems. Because the shortfall processes of single-stage systems are well understood, our result allows us to reinterpret results in the literature on the stability and regeneratio...
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作者：Nikolaev, Alexander G.; Jacobson, Sheldon H.
作者单位：Northwestern University; University of Illinois System; University of Illinois Urbana-Champaign
摘要：This paper addresses a class of problems in which available resources need to be optimally allocated to a random number of jobs with stochastic parameters. Optimal policies are presented for variations of the sequential stochastic assignment problem and the dynamic stochastic knapsack problem, in which the number of arriving jobs is unknown until after the final arrival, and the job parameters are assumed to be independent but not identically distributed random variables.
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作者：Su, Xuanming
作者单位：University of California System; University of California Berkeley
摘要：We study a dynamic pricing problem for a class of products with stable consumption patterns (e. g., household items, staple foods). Consumers may stock up the product at current prices for future consumption, but they incur inventory holding costs. We model this situation as a dynamic game over an infinite time horizon: in each period, the seller sets a price, and each consumer chooses how many units to buy. We develop a solution methodology based on rational expectations. By endowing each pla...
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作者：Armony, Mor; Ward, Amy R.
作者单位：New York University; University of Southern California
摘要：In a call center, there is a natural trade-off between minimizing customer wait time and fairly dividing the workload among agents of different skill levels. The relevant control is the routing policy, that is, the decision concerning which agent should handle an arriving call when more than one agent is available. We formulate an optimization problem for a call center with heterogeneous agent pools, in which each pool is distinguished by the speed at which agents in that pool handle calls. Th...
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作者：See, Chuen-Teck; Sim, Melvyn
作者单位：National University of Singapore; Singapore-MIT Alliance for Research & Technology Centre (SMART); National University of Singapore; Nanyang Technological University; Massachusetts Institute of Technology (MIT)
摘要：We propose a robust optimization approach to address a multiperiod inventory control problem under ambiguous demands, that is, only limited information of the demand distributions such as mean, support, and some measures of deviations. Our framework extends to correlated demands and is developed around a factor-based model, which has the ability to incorporate business factors as well as time-series forecast effects of trend, seasonality, and cyclic variations. We can obtain the parameters of ...
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作者：Hong, L. Jeff; Liu, Guangwu
作者单位：Hong Kong University of Science & Technology; City University of Hong Kong
摘要：A probability is the expectation of an indicator function. However, the standard pathwise sensitivity estimation approach, which interchanges the differentiation and expectation, cannot be directly applied because the indicator function is discontinuous. In this paper, we design a pathwise sensitivity estimator for probability functions based on a result of Hong [Hong, L. J. 2009. Estimating quantile sensitivities. Oper. Res. 57(1) 118-130]. We show that the estimator is consistent and follows...
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作者：Vielma, Juan Pablo; Ahmed, Shabbir; Nemhauser, George
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：We study the modeling of nonconvex piecewise-linear functions as mixed-integer programming (MIP) problems. We review several new and existing MIP formulations for continuous piecewise-linear functions with special attention paid to multivariate nonseparable functions. We compare these formulations with respect to their theoretical properties and their relative computational performance. In addition, we study the extension of these formulations to lower semicontinuous piecewise-linear functions.
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作者：Huh, Woonghee Tim; Nagarajan, Mahesh
作者单位：Columbia University; University of British Columbia
摘要：In this paper, we propose a simple heuristic approach for the inventory control problem with stochastic demand and multiplicative random yield. Our heuristic tries to find the best candidate within a class of policies that are referred to in the literature as the linear inflation rule (LIR) policies. Our approach is computationally fast, easy to implement, and intuitive to understand. Moreover, we find that in a significant number of instances our heuristic performs better than several other w...
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作者：Chehrazi, Naveed; Weber, Thomas A.
作者单位：Stanford University
摘要：Many decision problems exhibit structural properties in the sense that the objective function is a composition of different component functions that can be identified using empirical data. We consider the approximation of such objective functions, subject to general monotonicity constraints on the component functions. Using a constrained B-spline approximation, we provide a data-driven robust optimization method for environments that can be sample-sparse. The method, which simultaneously ident...
