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Bayesian Inventory Control: Accelerated Demand Learning via Exploration Boosts 贝叶斯库存控制:通过探索加速需求学习
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-10 DOI: 10.1287/opre.2023.2467
Ya-Tang Chuang, Michael Jong Kim
{"title":"Bayesian Inventory Control: Accelerated Demand Learning via Exploration Boosts","authors":"Ya-Tang Chuang, Michael Jong Kim","doi":"10.1287/opre.2023.2467","DOIUrl":"https://doi.org/10.1287/opre.2023.2467","url":null,"abstract":"In the Bayesian newsvendor problem, it is known that the optimal decision is always greater than or equal to the myopic decision. As a result, the optimal decision can be expressed as the sum of the myopic decision plus a nonnegative “exploration boost.” In “Bayesian Inventory Control: Accelerated Demand Learning via Exploration Boosts,” Chuang and Kim characterize the form of the exploration boost in terms of basic statistical measures of uncertainty. This characterization expresses in clear terms the way in which the statistical learning and inventory control are jointly optimized; when there is a high degree of parameter uncertainty, inventory levels are boosted to induce a higher chance of observing more sales data to more quickly resolve statistical uncertainty, and as parameter uncertainty resolves, the exploration boost is reduced.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"63 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80585005","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
On Hiring Secretaries with Stochastic Departures 关于聘用随机离职的秘书
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-10 DOI: 10.1287/opre.2023.2476
Thomas Kesselheim, Alexandros Psomas, Shai Vardi
{"title":"On Hiring Secretaries with Stochastic Departures","authors":"Thomas Kesselheim, Alexandros Psomas, Shai Vardi","doi":"10.1287/opre.2023.2476","DOIUrl":"https://doi.org/10.1287/opre.2023.2476","url":null,"abstract":"The paper studies generalization of the secretary problem, where decisions do not have to be made immediately upon applicants’ arrivals. After arriving, each applicant stays in the system for some (random) amount of time and then leaves, whereupon the algorithm has to decide irrevocably whether to select this applicant or not. The arrival and waiting times are drawn from known distributions, and the decision maker’s goal is to maximize the probability of selecting the best applicant overall. The paper characterizes the optimal policy for this setting, showing that when deciding whether to select an applicant, it suffices to know only the time and the number of applicants that have arrived so far. Furthermore, the policy is monotone nondecreasing in the number of applicants seen so far, and, under certain natural conditions, monotone nonincreasing in time. Furthermore, when the number of applicants is large, a single threshold policy is almost optimal.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"34 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84677024","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
New Mixed-Integer Nonlinear Programming Formulations for the Unit Commitment Problems with Ramping Constraints 带斜坡约束的机组承诺问题的新混合整数非线性规划公式
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-09 DOI: 10.1287/opre.2023.2435
T. Bacci, A. Frangioni, C. Gentile, Kostas Tavlaridis-Gyparakis
{"title":"New Mixed-Integer Nonlinear Programming Formulations for the Unit Commitment Problems with Ramping Constraints","authors":"T. Bacci, A. Frangioni, C. Gentile, Kostas Tavlaridis-Gyparakis","doi":"10.1287/opre.2023.2435","DOIUrl":"https://doi.org/10.1287/opre.2023.2435","url":null,"abstract":"Mixed-Integer Formulations for Power Production Problems The unit commitment problem is a complex mixed-integer nonlinear program that originates in the field of power production. Although it arises in a monopolistic system, there is still great attention to this problem even in a free-market regime, where it constitutes only a subproblem of larger ones. Historically, it was usually solved by Lagrangian relaxation methods. However, the advances achieved by commercial solvers of mixed-integer (linear and convex) programming problems have made such approaches an attractive option. T. Bacci, A. Frangioni, C. Gentile, and K. Tavlaridis-Gyparakis present the first mixed-integer nonlinear programming formulation with a polynomial number of both variables and constraints that describes the convex hull of the feasible solutions of the unit commitment problem with a single thermal generation unit, comprising all typical constraints and convex power generation costs. Proving that the formulation is exact requires a new result about the convex envelope of specially structured functions that can have independent interest. This new formulation for a single power generation unit is used to derive three new formulations for the general unit commitment problem whose effectiveness has been tested against the state-of-art formulation.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"63 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-09","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78210512","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Optimal Procurement in Remanufacturing Systems with Uncertain Used-Item Condition 不确定用件条件下再制造系统的最优采购
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-08 DOI: 10.1287/opre.2023.2483
Emre Nadar, Mustafa Akan, L. Debo, Alan Scheller-Wolf
{"title":"Optimal Procurement in Remanufacturing Systems with Uncertain Used-Item Condition","authors":"Emre Nadar, Mustafa Akan, L. Debo, Alan Scheller-Wolf","doi":"10.1287/opre.2023.2483","DOIUrl":"https://doi.org/10.1287/opre.2023.2483","url":null,"abstract":"The Importance of Considering System Congestion When Acquiring Used Items for Remanufacturing The condition of used items obtained by remanufacturers often varies widely and may only be truly known after an inspection. In “Technical Note–Optimal Procurement in Remanufacturing Systems with Uncertain Used-Item Condition,” Nadar, Akan, Debo, and Scheller-Wolf study the procurement problem by taking into account this pre-inspection uncertainty as well as the quantities of available used items of different quality levels. The authors provide a novel optimal policy structure for a Markov decision process representation of this problem. They prove that the optimal acquisition decision depends on the system congestion level — the total remanufacturing load weighted by the quality levels. Their results show that it becomes less desirable to acquire a used item as the number of available items or the quality level of any available item increases. To prove their results, the authors introduce a new functional characterization that is a relaxation of supermodularity and discrete convexity.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"97 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"80534251","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Exit Spirals in Coupled Networked Markets 耦合网络市场中的退出螺旋
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-05-02 DOI: 10.1287/opre.2023.2439
Christoph Aymanns, Co-Pierre Georg, B. Golub
{"title":"Exit Spirals in Coupled Networked Markets","authors":"Christoph Aymanns, Co-Pierre Georg, B. Golub","doi":"10.1287/opre.2023.2439","DOIUrl":"https://doi.org/10.1287/opre.2023.2439","url":null,"abstract":"When are Coupled Networked Markets Prone to Sudden Collapse? Many important financial instruments are traded in large networked markets, whose fragility played a role in the Great Financial Crisis. In “Exit Spirals in Coupled Networked Markets,” Aymanns, Georg, and Golub study strategic market participation to show that fragility is exacerbated when several networked markets are coupled, so that activity in one market facilitates participation in others. Such coupling occurs, for example, when participants use relationships in one market to borrow funds to trade in others. The authors ask when market participation is prone to sudden collapse in an exit spiral. They explain when such exit spirals emerge and find that market coupling is a pervasive cause of fragility, creating exit spirals even between networks that are individually robust. The fragility of coupled markets can be mitigated if one of two coupled markets becomes centralized or if links become more correlated across markets.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"23 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-05-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79688094","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
Technical Note—Asymptotically Optimal Control of Omnichannel Service Systems with Pick-up Guarantees 技术笔记-带提货保证的全通道服务系统的渐近最优控制
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-04-28 DOI: 10.1287/opre.2022.2416
Xuefeng Gao, Jun-fei Huang, Jiheng Zhang
{"title":"Technical Note—Asymptotically Optimal Control of Omnichannel Service Systems with Pick-up Guarantees","authors":"Xuefeng Gao, Jun-fei Huang, Jiheng Zhang","doi":"10.1287/opre.2022.2416","DOIUrl":"https://doi.org/10.1287/opre.2022.2416","url":null,"abstract":"Both walk-in and online customers appear in many service systems such as restaurants. Online customers are often given a target time for pick up, and the quality of the food/beverage can degrade if it is ready before the arrival of online customers. This distinctive feature brings essential difficulties in the analysis and control of such systems. In “Technical Note: Asymptotically Optimal Control of Omnichannel Service Systems with Pick-up Guarantees,” Gao, Huang, and Zhang study the optimal control problem of such service systems based on a two-class single server queueing model. The paper proposes a nearly-optimal policy that keeps the server idle when the queue of online customers drops below a threshold and there are no walk-in customers.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"29 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-04-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88766669","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 1
A Decomposition Algorithm with Fast Identification of Critical Contingencies for Large-Scale Security-Constrained AC-OPF 大型安全约束AC-OPF关键事件快速识别分解算法
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-04-27 DOI: 10.1287/opre.2023.2453
Frank E. Curtis, D. Molzahn, Shenyinying Tu, A. Wächter, Ermin Wei, Elizabeth Wong
{"title":"A Decomposition Algorithm with Fast Identification of Critical Contingencies for Large-Scale Security-Constrained AC-OPF","authors":"Frank E. Curtis, D. Molzahn, Shenyinying Tu, A. Wächter, Ermin Wei, Elizabeth Wong","doi":"10.1287/opre.2023.2453","DOIUrl":"https://doi.org/10.1287/opre.2023.2453","url":null,"abstract":"The article “A Decomposition Algorithm with Fast Identification of Critical Contingencies for Large-Scale Security-Constrained AC-OPF” presents the decomposition algorithm used by Team GO-SNIP for the ARPA-E Grid Optimization (GO) Competition Challenge 1, held from November 2018 through October 2019. The algorithm involves unique contingency ranking and evaluation strategies for determining the important contingencies to include in a master problem that approximates the original large-scale security-constrained problem. It also involves efficient strategies for handling the complementarity constraints that appear in the model and for handling the arising degeneracies. Software implementation details are described, and the results of an extensive set of numerical experiments are provided to illustrate the effectiveness of each of the used techniques. Team GO-SNIP received a second-place finish in Challenge 1 of the Go Competition.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"29 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-04-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85589231","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 2
Minkowski Centers via Robust Optimization: Computation and Applications 闵可夫斯基中心通过鲁棒优化:计算和应用
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-04-19 DOI: 10.1287/opre.2023.2448
D. den Hertog, J. Pauphilet, Mohamed Yahya Soali
{"title":"Minkowski Centers via Robust Optimization: Computation and Applications","authors":"D. den Hertog, J. Pauphilet, Mohamed Yahya Soali","doi":"10.1287/opre.2023.2448","DOIUrl":"https://doi.org/10.1287/opre.2023.2448","url":null,"abstract":"Properly defining the center of a set has been a longstanding question in applied mathematics, with implications in numerical geometry, physics, and optimization algorithms. Minkowski centers are one such definition, whose theoretical benefits are numerous and well documented. In this paper, we revisit the advantages of Minkowski centers from a computational, rather than theoretical, perspective. First, we show that Minkowski centers are solutions to a robust optimization problem. Under this lens, we then provide computationally tractable reformulations or approximations for a series of sets, including polyhedra, polyhedral projections, and intersections of ellipsoids. Computationally, we illustrate that Minkowski centers are viable alternatives to other centers, such as Chebyshev or analytic centers, and can speed up the convergence of numerical algorithms like hit-and-run and cutting-plane methods. We hope our work sheds new and practical light on Minkowski centers and exposes their potential benefits as a computational tool.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"65 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-04-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84238978","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Dynamic Mechanism Design with Capacity Constraint 具有容量约束的动态机构设计
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-04-17 DOI: 10.1287/opre.2023.2449
Wei He
{"title":"Dynamic Mechanism Design with Capacity Constraint","authors":"Wei He","doi":"10.1287/opre.2023.2449","DOIUrl":"https://doi.org/10.1287/opre.2023.2449","url":null,"abstract":"When the number of tasks is large, how should a firm design reward and penalty schemes to incentivize its employees? In “Dynamic Mechanism Design with Capacity Constraint,” He studies the role of capacity constraint in a project assignment problem, where a principal needs to assign multiple tasks to an agent. The author fully characterizes the optimal mechanism via a sequence of deadlines. This characterization is used to show that the presence of the capacity constraint reduces the principal’s payoff and delays the completion of projects. It further illustrates that the widely adopted no-capacity constraint framework may provide inaccurate results in various dynamic problems.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"32 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-04-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"79300976","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
Resource-Aware Cost-Sharing Methods for Scheduling Games 基于资源意识的游戏调度成本分担方法
IF 0.7 4区 管理学
Military Operations Research Pub Date : 2023-04-12 DOI: 10.1287/opre.2023.2434
G. Christodoulou, Vasilis Gkatzelis, A. Sgouritsa
{"title":"Resource-Aware Cost-Sharing Methods for Scheduling Games","authors":"G. Christodoulou, Vasilis Gkatzelis, A. Sgouritsa","doi":"10.1287/opre.2023.2434","DOIUrl":"https://doi.org/10.1287/opre.2023.2434","url":null,"abstract":"In large distributed systems, ensuring the efficient utilization of the available resources is a very challenging task. Given limited information regarding the state of the system and no centralized control over the outcome, decentralized scheduling mechanisms are unable to enforce optimal utilization. To better understand such systems, some classic papers that introduced game theoretic models used the “price of anarchy” measure to evaluate the system’s performance. The paper “Resource-Aware Cost-Sharing Methods for Scheduling Games” by Christodoulou, Gkatzelis, and Sgouritsa overcomes some of the overly pessimistic results shown in this prior work by enhancing the scheduling mechanisms with access to some additional information regarding the state of the system: a “resource-aware” mechanism knows what machines are available in the system and uses this information to carefully incentivize the users toward more efficient Nash equilibrium outcomes.","PeriodicalId":49809,"journal":{"name":"Military Operations Research","volume":"51 1","pages":""},"PeriodicalIF":0.7,"publicationDate":"2023-04-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"84593802","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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