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作者：Chen, Wenqing; Sim, Melvyn; Sun, Jie; Teo, Chung-Piaw
作者单位：National University of Singapore; National University of Singapore
摘要：We review and develop different tractable approximations to individual chance-constrained problems in robust optimization on a variety of uncertainty sets and show their interesting connections with bounds on the conditional-value-at-risk (CVaR) measure. We extend the idea to joint chance-constrained problems and provide a new formulation that improves upon the standard approach. Our approach builds on a classical worst-case bound for order statistics problems and is applicable even if the con...
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作者：Gurvich, Itai; Whitt, Ward
作者单位：Northwestern University; Columbia University
摘要：Motivated by telephone call centers, we study large-scale service systems with multiple customer classes and multiple agent pools, each with many agents. To minimize staffing costs subject to service-level constraints, where we delicately balance the service levels (SLs) of the different classes, we propose a family of routing rules called fixed-queue-ratio (FQR) rules. With FQR, a newly available agent next serves the customer from the head of the queue of the class (from among those he is el...
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作者：Muharremoglu, Alp; Yang, Nan
作者单位：Columbia University; Cornell University
摘要：We study single and multistage inventory systems with stochastic lead times. We study a class of stochastic lead time processes, which we refer to as exogenous lead times. This class of lead time processes includes as special cases all lead time models from existing literature (such as Kaplan's lead times with no order crossing or independent and identically distributed lead times with order crossing, among others) but is a substantially broader class. For a system with an exogenous lead time ...
