IIE Transactions最新文献

EOV Focus Area Editorial Boards EOV重点领域编辑委员会

IIE Transactions Pub Date : 2016-12-01 DOI: 10.1080/0740817X.2016.1241052

引用次数: 0

Strategic health workforce planning 卫生人力战略规划

IIE Transactions Pub Date : 2016-09-10 DOI: 10.1080/0740817X.2016.1204488

Weihong Hu, Mariel S. Lavieri, A. Toriello, Xiang Liu

引用次数: 17

Efficient computation of the likelihood expansions for diffusion models 扩散模型似然展开的有效计算

IIE Transactions Pub Date : 2016-09-09 DOI: 10.1080/0740817X.2016.1200201

Chenxu Li, Yu An, Dachuan Chen, Qiulin Lin, Nian Si

{"title":"Efficient computation of the likelihood expansions for diffusion models","authors":"Chenxu Li, Yu An, Dachuan Chen, Qiulin Lin, Nian Si","doi":"10.1080/0740817X.2016.1200201","DOIUrl":"https://doi.org/10.1080/0740817X.2016.1200201","url":null,"abstract":"ABSTRACT Closed-form likelihood expansion is an important method for econometric assessment of continuous-time models driven by stochastic differential equations based on discretely sampled data. However, practical applications for sophisticated models usually involve significant computational efforts in calculating high-order expansion terms in order to obtain the desirable level of accuracy. We provide new and efficient algorithms for symbolically implementing the closed-form expansion of the transition density. First, combinatorial analysis leads to an alternative expression of the closed-form formula for assembling expansion terms from that currently available in the literature. Second, as the most challenging task and central building block for constructing the expansions, a novel analytical formula for calculating the conditional expectation of iterated Stratonovich integrals is proposed and a new algorithm for converting the conditional expectation of the multiplication of iterated Stratonovich integrals to a linear combination of conditional expectation of iterated Stratonovich integrals is developed. In addition to a procedure for creating expansions for a nonaffine exponential Ornstein–Uhlenbeck stochastic volatility model, we illustrate the computational performance of our method.","PeriodicalId":13379,"journal":{"name":"IIE Transactions","volume":"48 1","pages":"1156 - 1171"},"PeriodicalIF":0.0,"publicationDate":"2016-09-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/0740817X.2016.1200201","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"59755720","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 4

An introduction to optimal power flow: Theory, formulation, and examples 介绍最优潮流:理论，公式，和例子

IIE Transactions Pub Date : 2016-08-11 DOI: 10.1080/0740817X.2016.1189626

S. Frank, Steffen Rebennack

引用次数: 177

An integrated failure mode and effect analysis approach for accurate risk assessment under uncertainty 一种综合失效模式和影响分析方法，用于不确定性下的准确风险评估

IIE Transactions Pub Date : 2016-07-15 DOI: 10.1080/0740817X.2016.1172742

Hu-chen Liu, Jian-Xin You, Shouming Chen, Yi-Zeng Chen

{"title":"An integrated failure mode and effect analysis approach for accurate risk assessment under uncertainty","authors":"Hu-chen Liu, Jian-Xin You, Shouming Chen, Yi-Zeng Chen","doi":"10.1080/0740817X.2016.1172742","DOIUrl":"https://doi.org/10.1080/0740817X.2016.1172742","url":null,"abstract":"ABSTRACT Failure Mode and Effect Analysis (FMEA) is a reliability analysis technique that plays a prominent role in improving the reliability and safety of systems, products, and/or services. Although commonly used in quality improvement efforts, the conventional Risk Priority Number (RPN) method has been heavily criticized in the literature for its various limitations, such as in failure mode evaluations, risk factor weights, and RPN computation. In this article, we describe the application of an ELECTRE (ELimination Et Choix Traduisant la REalité)-based outranking approach for FMEA within the interval two-tuple linguistic environment. Considering different types of FMEA team members' assessment information, we employ a hybrid averaging operator to construct the group assessment matrix and use a modified ELECTRE method to analyze the group interval two-tuple linguistic data. Furthermore, the new risk-ranking model deals with the subjective and objective weights of risk factors concurrently, considering the degree of importance that each concept has in the risk analysis. The practicality and applicability of the proposed methodology are demonstrated by applying it to a risk evaluation problem of proton beam radiotherapy, and a comparative study is conducted to validate the effectiveness of the new FMEA approach.","PeriodicalId":13379,"journal":{"name":"IIE Transactions","volume":"48 1","pages":"1027 - 1042"},"PeriodicalIF":0.0,"publicationDate":"2016-07-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/0740817X.2016.1172742","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"59755655","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 99

Computationally efficient optimization of stock pooling and allocation levels for two-demand-classes under general lead time distributions 一般前置时间分布下两种需求类别的库存池和分配水平的计算效率优化

IIE Transactions Pub Date : 2016-07-06 DOI: 10.1080/0740817X.2016.1146421

O. Vicil, P. Jackson

{"title":"Computationally efficient optimization of stock pooling and allocation levels for two-demand-classes under general lead time distributions","authors":"O. Vicil, P. Jackson","doi":"10.1080/0740817X.2016.1146421","DOIUrl":"https://doi.org/10.1080/0740817X.2016.1146421","url":null,"abstract":"ABSTRACT In this article we develop a procedure for estimating service levels (fill rates) and for optimizing stock and threshold levels in a two-demand-class model managed based on a lot-for-lot replenishment policy and a static threshold allocation policy. We assume that the priority demand classes exhibit mutually independent, stationary, Poisson demand processes and non-zero order lead times that are independent and identically distributed. A key feature of the optimization routine is that it requires computation of the stationary distribution only once. There are two approaches extant in the literature for estimating the stationary distribution of the stock level process: a so-called single-cycle approach and an embedded Markov chain approach. Both approaches rely on constant lead times. We propose a third approach based on a Continuous-Time Markov Chain (CTMC) approach, solving it exactly for the case of exponentially distributed lead times. We prove that if the independence assumption of the embedded Markov chain approach is true, then the CTMC approach is exact for general lead time distributions as well. We evaluate all three approaches for a spectrum of lead time distributions and conclude that, although the independence assumption does not hold, both the CTMC and embedded Markov chain approaches perform well, dominating the single-cycle approach. The advantages of the CTMC approach are that it is several orders of magnitude less computationally complex than the embedded Markov chain approach and it can be extended in a straightforward fashion to three demand classes.","PeriodicalId":13379,"journal":{"name":"IIE Transactions","volume":"48 1","pages":"955 - 974"},"PeriodicalIF":0.0,"publicationDate":"2016-07-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/0740817X.2016.1146421","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"59754342","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 19

Informing pediatric vaccine procurement policy via the pediatric formulary design, pricing, and production problem 通过儿科处方设计、定价和生产问题为儿科疫苗采购政策提供信息

IIE Transactions Pub Date : 2016-06-21 DOI: 10.1080/0740817X.2016.1198064

B. Lunday, M. Robbins

{"title":"Informing pediatric vaccine procurement policy via the pediatric formulary design, pricing, and production problem","authors":"B. Lunday, M. Robbins","doi":"10.1080/0740817X.2016.1198064","DOIUrl":"https://doi.org/10.1080/0740817X.2016.1198064","url":null,"abstract":"ABSTRACT This research improves upon the monopsonist vaccine formulary design problem in the literature by incorporating several modeling enhancements and applying different methodologies to efficiently obtain solutions and derive insights. Our multi-objective formulation seeks to minimize the overall price to immunize a cohort of children, maximize the net profit shared among pediatric vaccine manufacturers, and minimize the average number of injections per child among the prescribed formularies. Accounting for Centers for Disease Control and Prevention (CDC) guidelines, we restrict vaccines utilized against a given disease within a given formulary to those produced by a single manufacturer. We also account for a circumstance in which one manufacturer's vaccine has a greater relative efficacy. For the resulting nonconvex mixed-integer nonlinear program, we bound the second and third objectives using optimal formulary designs for current public sector prices and utilize the ϵ -constraint method to solve an instance representative of contemporary immunization schedule requirements. Augmenting our formulation with symmetry reduction constraints to reduce the required computational effort, we identify a set of non-inferior solutions. Of practical interest to the CDC, our model enables the design of a pricing and purchasing policy, creating a sustainable and stable capital investment environment for the provision of pediatric vaccines.","PeriodicalId":13379,"journal":{"name":"IIE Transactions","volume":"48 1","pages":"1112 - 1126"},"PeriodicalIF":0.0,"publicationDate":"2016-06-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/0740817X.2016.1198064","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"59755714","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 1

Flexible cyclic rostering in the service industry 服务行业灵活循环调度

IIE Transactions Pub Date : 2016-06-17 DOI: 10.1080/0740817X.2016.1200202

F. Kiermaier, M. Frey, J. Bard

{"title":"Flexible cyclic rostering in the service industry","authors":"F. Kiermaier, M. Frey, J. Bard","doi":"10.1080/0740817X.2016.1200202","DOIUrl":"https://doi.org/10.1080/0740817X.2016.1200202","url":null,"abstract":"ABSTRACT Companies in the service industry frequently depend on cyclic rosters to schedule their workforce. Such rosters offer a high degree of fairness and long-term predictability of days on and off, but they can hinder an organization’s ability to respond to changing demand. Motivated by the need for improving cyclic planning at an airport ground handling company, this article introduces the idea of flexible cyclic rostering as a means of accommodating limited weekly adjustments of employee schedules. The problem is first formulated as a multi-stage stochastic program; however, this turned out to be computationally intractable. To find solutions, two approximations were developed that involved reductions to a two-stage problem. In the computational study, the flexible and traditional cyclic rosters derived from these approximations are compared and metrics associated with the value of stochastic information are reported. In the testing, we considered seven different perturbations of the demand curve that incorporate the types of uncertainty that are common throughout the service industry. To the best of our knowledge, this is the first analysis of cyclic rostering that applies stochastic optimization. The results show that a reduction in undercoverage of more than 10% on average can be achieved with minimal computational effort. It was also observed that the new approach can overcome most of the limitations of traditional cyclic rostering while still providing most of its advantages.","PeriodicalId":13379,"journal":{"name":"IIE Transactions","volume":"48 1","pages":"1139 - 1155"},"PeriodicalIF":0.0,"publicationDate":"2016-06-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/0740817X.2016.1200202","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"59755775","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 7

Capacity planning for long-term care networks 长期护理网络的能力规划

IIE Transactions Pub Date : 2016-06-16 DOI: 10.1080/0740817X.2016.1190480

Yan Li, Yi Zhang, N. Kong, M. Lawley

{"title":"Capacity planning for long-term care networks","authors":"Yan Li, Yi Zhang, N. Kong, M. Lawley","doi":"10.1080/0740817X.2016.1190480","DOIUrl":"https://doi.org/10.1080/0740817X.2016.1190480","url":null,"abstract":"ABSTRACT We study the problem of capacity planning for long-term care services, which is important not only for the elderly and disabled who cannot adequately care for themselves but also for long-term care providers and health policymakers. Patients with long-term care needs usually have to transfer between different settings such as nursing homes and home- and community-based services. We model patient flows among these settings using an open migration network and formulate the planning of the capacity needed to provide long-term care with a newsvendor-type model. We explore the structural properties of the model and identify the most influential factors, such as the penalty cost for capacity shortage and transition rates between different care settings, in making capacity decisions. With the model developed, capacity decisions for long-term care service networks can be made more systematically with full consideration of different patient flow patterns and budget constraints. The research will be especially useful to long-term care policymakers in a state or nationwide given the worsening shortage of care providers and the escalating long-term care needs resulting from population aging.","PeriodicalId":13379,"journal":{"name":"IIE Transactions","volume":"48 1","pages":"1098 - 1111"},"PeriodicalIF":0.0,"publicationDate":"2016-06-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://sci-hub-pdf.com/10.1080/0740817X.2016.1190480","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"59755699","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

引用次数: 7

Reliability assessment of systems subject to dependent degradation processes and random shocks 受依赖退化过程和随机冲击影响的系统可靠性评估

IIE Transactions Pub Date : 2016-06-07 DOI: 10.1080/0740817X.2016.1190481

Yan-Hui Lin, Yanfu Li, E. Zio

引用次数: 31