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作者：Park, Chiwoo; Huang, Jianhua Z.; Ding, Yu
作者单位：Texas A&M University System; Texas A&M University College Station; Texas A&M University System; Texas A&M University College Station
摘要：A minimum volume set of a probability density is a region of minimum size among the regions covering a given probability mass of the density. Effective methods for finding the minimum volume sets are very useful for detecting failures or anomalies in commercial and security applications-a problem known as novelty detection. One theoretical approach of estimating the minimum volume set is to use a density level set where a kernel density estimator is plugged into the optimization problem that y...
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作者：Sapra, Amar; Truong, Van-Anh; Zhang, Rachel Q.
作者单位：Indian Institute of Management (IIM System); Indian Institute of Management Bangalore; Cornell University; Hong Kong University of Science & Technology
摘要：We study the inventory replenishment of a product whose demand can be manipulated by restricting the supply. This research is motivated by a novel marketing tactic employed by manufacturers of fashion and luxury items. Such a tactic combines innovative marketing with deliberate understocking in an attempt to create shortages (i.e., waitlists) that add to the allure and sense of exclusivity of a product and stimulate its demand. We model the problem as a finite-horizon, periodic-review system w...
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作者：Levi, Retsef; Radovanovic, Ana
作者单位：Massachusetts Institute of Technology (MIT); Alphabet Inc.; Google Incorporated
摘要：Motivated by emerging applications in workforce management, we consider a class of revenue management problems in systems with reusable resources. The corresponding applications are modeled using the well-studied loss network systems. We use an extremely simple linear program (LP) that provides an upper bound on the best achievable expected long-run revenue rate. The optimal solution of the LP is used to devise a conceptually simple control policy that we call the class selection policy (CSP)....
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作者：Honhon, Dorothee; Gaur, Vishal; Seshadri, Sridhar
作者单位：University of Texas System; University of Texas Austin; Cornell University
摘要：We present an efficient dynamic programming algorithm to determine the optimal assortment and inventory levels in a single-period problem with stockout-based substitution. In our model, total customer demand is random and comprises fixed proportion of customers of different types. Customer preferences are modeled through the definition of these types. Each customer type corresponds to a specific preference ordering among products. A customer purchases the highest-ranked product, according to h...
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作者：Ghate, Archis; Sharma, Dushyant; Smith, Robert L.
作者单位：University of Washington; University of Washington Seattle; University of Michigan System; University of Michigan
摘要：We present a simplex-type algorithm-that is, an algorithm that moves from one extreme point of the infinite-dimensional feasible region to another, not necessarily adjacent, extreme point-for solving a class of linear programs with countably infinite variables and constraints. Each iteration of this method can be implemented in finite time, whereas the solution values converge to the optimal value as the number of iterations increases. This simplex-type algorithm moves to an adjacent extreme p...
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作者：Bozkurt, Bilge; Fowler, John W.; Gel, Esma S.; Kim, Bosun; Koksalan, Murat; Wallenius, Jyrki
作者单位：Middle East Technical University; Arizona State University; Arizona State University-Tempe; Aalto University
摘要：We consider. the problem of evaluating the quality of solution sets generated by heuristics for multiple-objective combinatorial optimization problems. We extend previous research on the integrated preference functional (IPF), which assigns a scalar value to a given discrete set of nondominated points so that the weighted Tchebycheff function can be used as the underlying implicit value function. This extension is useful because modeling the decision maker's value function with the weighted Tc...
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作者：Papier, Felix; Thonemann, Ulrich W.
作者单位：University of Cologne
摘要：Many companies have started segmenting customers to better match their products and services to the needs of the customers. We support this development by presenting a stochastic model of a rental system with two customer classes that was motivated by the operations of one of Europe's leading logistics companies. At the company, customers can choose between premium and classic service. Under premium service, customers provide advance demand information (ADI) by reserving cars ahead of the time...
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作者：Bertsimas, Dimitris; Nohadani, Omid; Teo, Kwong Meng
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); National University of Singapore
摘要：In engineering design, an optimized solution often turns out to be suboptimal when errors are encountered. Although the theory of robust convex optimization has taken significant strides over the past decade, all approaches fail if the underlying cost function is not explicitly given; it is even worse if the cost function is nonconvex. In this work, we present a robust optimization method that is suited for unconstrained problems with a nonconvex cost function as well as for problems based on ...
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作者：Song, Jing-Sheng; Zhang, Hanqin; Hou, Yumei; Wang, Mingzheng
作者单位：Duke University; Shanghai Jiao Tong University; Chinese Academy of Sciences; National University of Singapore; Yanshan University; Dalian University of Technology
摘要：We study a single-item (r, q) inventory system, where r is the reorder point and q is the order quantity. The demand is a compound-Poisson process. We investigate the behavior of the optimal policy parameters and the long-run average cost of the system in response to stochastically shorter or less-variable lead times. We show that although some of the properties of the base-stock system can be extended to this more general model, some cannot. The same findings also apply when the comparison is...
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作者：Agarwal, Richa; Ergun, Oezlem
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：Many real-world systems operate in a decentralized manner, where individual operators interact with varying degrees of cooperation and self motive. In this paper, we study transportation networks that operate as an alliance among different carriers. In particular, we study alliance formation among carriers in liner shipping. We address tactical problems such as the design of large-scale networks (that result from integrating the service networks of different carriers in an alliance) and operat...
