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作者：Wang, Dongyang; Muthuraman, Kumar; Morrice, Douglas
作者单位：University of Texas System; University of Texas Austin
摘要：Current healthcare reforms advocate significantly to improve the coordination of services around a patient-centric model. With most patient care delivered through outpatient services, the need to coordinate scheduling between different services in a hospital or colocated clinics becomes central to successful reform. Currently, outpatient services require independent appointment decisions, and the coordination is left to the patient. This approach causes several inefficiencies, including an inc...
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作者：Agrawal, Shipra; Devanur, Nikhil R.
作者单位：Columbia University; Microsoft
摘要：We consider a very general model for managing the exploration-exploitation trade-off, which allows global convex constraints and concave objective on the aggregate decisions over time in addition to the customary limitation on the time horizon. This model provides a natural framework to study many sequential decision-making problems with long-term convex constraints and concave utility and subsumes the classic multiarmed bandit (MAB) model and the bandits with knapsacks problem as special case...
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作者：Blanchet, Jose; Li, Juan; Nakayama, Marvin K.
作者单位：Stanford University; Columbia University; New Jersey Institute of Technology
摘要：We model optimal allocations in a distribution network as the solution of a linear program (LP) that minimizes the cost of unserved demands across nodes in the network. The constraints in the LP dictate that, after a given node's supply is exhausted, its unserved demand is distributed among neighboring nodes. All nodes do the same, and the resulting solution is the optimal allocation. Assuming that the demands are random (following a jointly Gaussian law), our goal is to study the probability ...
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作者：Hochbaum, Dorit S.; Rao, Xu
作者单位：University of California System; University of California Berkeley
摘要：The replenishment storage problem (RSP) is to minimize the storage capacity requirement for a deterministic demand, multi-item inventory system, where each item has a given reorder size and cycle length. We consider the discrete RSP, where reorders can only take place at an integer time unit within the cycle. Discrete RSP was shown to be NP-hard for constant joint cycle length (the least common multiple of the length of all individual cycles). We show here that discrete RSP is weakly NP-hard f...
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作者：Shi, Cong; Wei, Yehua; Zhong, Yuan
作者单位：University of Michigan System; University of Michigan; Boston College; University of Chicago
摘要：We develop a theory for the design of process flexibility in a multiperiod maketo-order production system. We propose and formalize a notion of effective chaining termed the generalized chaining gap (GCG), which can be viewed as a natural extension of classical chaining structure from the process flexibility literature. Using the GCG, we prove that, in a general system with high capacity utilization, one only needs a sparse flexibility structure with m plus n arcs to achieve similar performanc...
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作者：Brandeau, Margaret L.
作者单位：Stanford University
摘要：Public health security-achieved by effectively preventing, detecting, and responding to events that affect public health such as bioterrorism, disasters, and naturally occurring disease outbreaks-is a key aspect of national security. However, effective public health preparedness depends on answering largely unanswerable questions. For example: What is the chance of a bioterror attack in the United States in the next five years? What is the chance of an anthrax attack? What might be the locatio...
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作者：Fare, Rolf; He, Xinju; Li, Sungko; Zelenyuk, Valentin
作者单位：Oregon State University; Hong Kong Baptist University; University of Queensland; University of Queensland
摘要：Measuring profit efficiency is a challenging task, and many different approaches have been suggested. This paper synthesizes existing approaches and develops a general Farrell-type approach of the profit efficiency measurement. Our derivations unveil new and useful relationships between existing measures and the proposed new Farrell-type measures. In addition, this helps us establish a generalized and unifying framework for studying efficiency behavior of firms, where the profit efficiency mea...
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作者：Simchi-Levi, David; Trichakis, Nikolaos; Zhang, Peter Yun
作者单位：Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT); Massachusetts Institute of Technology (MIT)
摘要：We study a prescriptive model for end-to-end design of a supply chain for medical countermeasures (MCMs) to defend against bioattacks. We model the defender's MCMs inventory prepositioning and dispensing capacity installation decisions, attacker's move, and defender's adjustable shipment decisions so as to minimize inventory and lifeloss costs subject to population survivability targets. We explicitly account for the strategic interaction between defender's and attacker's actions, assuming inf...
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作者：Tavaslioglu, Onur; Prokopyev, Oleg A.; Schaefer, Andrew J.
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; Rice University
摘要：We introduce a generalized value function of a mixed-integer program, which is simultaneously parameterized by its objective and right-hand side. We describe its fundamental properties, which we exploit through three algorithms to calculate it. We then show how this generalized value function can be used to reformulate two classes of mixed-integer optimization problems: two-stage stochastic mixed-integer programming and multifollower bilevel mixed-integer programming. For both of these problem...
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作者：Zhang, Gongqiu; Li, Lingfei
作者单位：The Chinese University of Hong Kong, Shenzhen; Chinese University of Hong Kong
摘要：Continuous time Markov chain (CTMC) approximation is an intuitive and powerful method for pricing options in general Markovian models. This paper analyzes how grid design affects the convergence behavior of barrier and European options in general diffusion models. Using the spectral method, we obtain sharp estimates for the convergence rate of option price for nonuniform grids. We propose to calculate an option's delta and gamma by taking central difference of option prices on the grid. For th...
