Operations Research Letters最新文献

{"title":"Cooperative equilibria of strategy-form games with infinitely many nontransferable and transferable utilities","authors":"Zhe Yang ,&nbsp;Xinyu Yang","doi":"10.1016/j.orl.2024.107218","DOIUrl":"10.1016/j.orl.2024.107218","url":null,"abstract":"<div><div>This paper provides a generalization of <span><span>[17]</span></span> to strategy-form games with infinitely many nontransferable and transferable utilities. We first prove the existence of cooperative equilibria for strategy-form games with finitely many nontransferable and transferable utilities. By aid of above result, we finally obtain the cooperative equilibrium existence theorem in strategy-form games with infinitely many nontransferable and transferable utilities.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"58 ","pages":"Article 107218"},"PeriodicalIF":0.8,"publicationDate":"2024-11-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142743098","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}

{"title":"Nash equilibria of quasisupermodular games","authors":"Lu Yu","doi":"10.1016/j.orl.2024.107216","DOIUrl":"10.1016/j.orl.2024.107216","url":null,"abstract":"<div><div>We prove three results on the existence and the structure of Nash equilibria for quasisupermodular games. They all require certain continuity as assumption. The first result is purely order-theoretic, where we assume a continuity introduced by Shannon. The second continuity hypothesis is a mixture in the following sense. We require another order-theoretic continuity defined by Milgrom and Roberts, which we show to be only a half of Shannon's condition. As compensation, we also require a weak topological continuity proposed by Tian and Zhou. The last continuity supposition is purely topological, which is a slightly stronger continuity due to Tian and Zhou. The last theorem simultaneously generalizes Zhou's theorem on supermodular games and Calciano's theorem on quasisupermodular games.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"58 ","pages":"Article 107216"},"PeriodicalIF":0.8,"publicationDate":"2024-11-26","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142743097","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Pooled testing in the presence of congestion","authors":"Saif Benjaafar ,&nbsp;Oualid Jouini ,&nbsp;Benjamin Legros ,&nbsp;Bingnan Lu","doi":"10.1016/j.orl.2024.107208","DOIUrl":"10.1016/j.orl.2024.107208","url":null,"abstract":"<div><div>Pooled testing for infectious diseases has a rich history. However, the focus of much of the academic literature has been on maximizing testing throughput. While this approach maximizes the efficiency of the testing facility, it may not minimize the delay in obtaining test results. In this paper, we provide a procedure, based on a queueing model, for choosing sample batch sizes that minimize expected delay. We show that not doing so, and relying on throughput maximization, may lead to excessive delays.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"58 ","pages":"Article 107208"},"PeriodicalIF":0.8,"publicationDate":"2024-11-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142723511","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}

{"title":"Robust knapsack ordering for a partially-informed newsvendor with budget constraint","authors":"Guus Boonstra ,&nbsp;Wouter J.E.C. van Eekelen ,&nbsp;Johan S.H. van Leeuwaarden","doi":"10.1016/j.orl.2024.107202","DOIUrl":"10.1016/j.orl.2024.107202","url":null,"abstract":"<div><div>This paper studies a robust version of the multi-item newsvendor problem with limited budget. The demand distribution belongs to an ambiguity set that contains all distributions that share the same range, mean and mean absolute deviation. The resulting optimization problem turns out to be solvable by a method reminiscent of the greedy algorithm for continuous knapsack problems, purchasing items in order of marginal effect on the total cost until the budget is spent.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"58 ","pages":"Article 107202"},"PeriodicalIF":0.8,"publicationDate":"2024-11-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142723653","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}

{"title":"On BASTA for discrete-time queues","authors":"Muhammad El-Taha","doi":"10.1016/j.orl.2024.107206","DOIUrl":"10.1016/j.orl.2024.107206","url":null,"abstract":"<div><div>We address the issue of Bernoulli/Geometric arrivals see time-averages, <em>BASTA</em>, in discrete-time queues when using a variety of scheduling rules. It is well-known that <em>BASTA</em>/<em>ASTA</em> holds in the framework of a discrete-time process with an imbedded arrival process without regard to scheduling rules. However, when scheduling rules are invoked, it is not always clear whether arrivals see time averages as asserted by the general theory. We resolve this issue so that <em>BASTA</em>/<em>ASTA</em> holds regardless of the scheduling rule at play.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107206"},"PeriodicalIF":0.8,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142654409","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}

{"title":"Assessing the accuracy of externalities prediction in a LCFS-PR M/G/1 queue under partial information","authors":"Royi Jacobovic ,&nbsp;Nikki Levering","doi":"10.1016/j.orl.2024.107205","DOIUrl":"10.1016/j.orl.2024.107205","url":null,"abstract":"<div><div>Consider a LCFS-PR <span><math><mi>M</mi><mo>/</mo><mi>G</mi><mo>/</mo><mn>1</mn></math></span> queue and assume that at time <span><math><mi>t</mi><mo>=</mo><mn>0</mn></math></span>, there are <span><math><mi>n</mi><mo>+</mo><mn>1</mn></math></span> customers <span><math><msub><mrow><mi>c</mi></mrow><mrow><mn>1</mn></mrow></msub><mo>,</mo><msub><mrow><mi>c</mi></mrow><mrow><mn>2</mn></mrow></msub><mo>,</mo><mo>.</mo><mo>.</mo><mo>.</mo><mo>,</mo><msub><mrow><mi>c</mi></mrow><mrow><mi>n</mi><mo>+</mo><mn>1</mn></mrow></msub></math></span> who arrived in that order. In addition, at time <span><math><mi>t</mi><mo>=</mo><mn>0</mn></math></span> there is an additional customer <em>c</em> with service requirement <span><math><mi>x</mi><mo>&gt;</mo><mn>0</mn></math></span> who makes an admission request. At time <span><math><mi>t</mi><mo>=</mo><mn>0</mn></math></span>, the system's manager should decide whether to let <em>c</em> join the system or not. To this end, the manager wants to evaluate the externalities generated by <em>c</em>, i.e., the additional waiting time that <span><math><msub><mrow><mi>c</mi></mrow><mrow><mn>1</mn></mrow></msub><mo>,</mo><msub><mrow><mi>c</mi></mrow><mrow><mn>2</mn></mrow></msub><mo>,</mo><mo>…</mo><mo>,</mo><msub><mrow><mi>c</mi></mrow><mrow><mi>n</mi><mo>+</mo><mn>1</mn></mrow></msub></math></span> will suffer as a consequence of the admission of <em>c</em>. We assume that at the decision epoch the manager knows only <em>n</em>, <em>x</em>, the remaining service time of <span><math><msub><mrow><mi>c</mi></mrow><mrow><mi>n</mi><mo>+</mo><mn>1</mn></mrow></msub></math></span> (who was getting service just before <em>c</em> had made his admission request) and the total workload at <span><math><mi>t</mi><mo>=</mo><mn>0</mn></math></span>. In a previous work by Jacobovic, Levering and Boxma (2023), it was shown that the manager can compute the expected externalities (i.e., the natural predictor for the externalities value) but not their variance (i.e., the conventional measure of the predictor's accuracy). Motivated by this problem, in the current work, we study a convex piecewise-linear program which yields the spectrum of variance values which are consistent with the manager's information.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107205"},"PeriodicalIF":0.8,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142654410","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}

{"title":"Optimal strategies and values for monotone and classical mean-variance preferences coincide when asset prices are continuous","authors":"Jinye Du ,&nbsp;Moris S. Strub","doi":"10.1016/j.orl.2024.107204","DOIUrl":"10.1016/j.orl.2024.107204","url":null,"abstract":"<div><div>We study classical and monotone mean-variance portfolio selection when asset prices are continuous under general trading constraints. Our main result is that optimal values and strategies for both objectives coincide in this setting. The only assumptions required are that asset prices are continuous and that not investing in the risky assets is an admissible strategy. We in particular do not assume existence of an optimal strategy.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107204"},"PeriodicalIF":0.8,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142654411","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"The number of overlapping customers","authors":"Onno Boxma","doi":"10.1016/j.orl.2024.107203","DOIUrl":"10.1016/j.orl.2024.107203","url":null,"abstract":"<div><div>We consider the number of overlapping customers in several single- and multiserver queues, i.e., the number of customers whose visit to a service system at some point in time has an overlap with that of a tagged customer. Restricting ourself to the FCFS policy, we obtain the probability generating function and moments of the number of overlaps in the <span><math><mi>M</mi><mo>/</mo><mi>G</mi><mo>/</mo><mn>1</mn></math></span>, <span><math><mi>M</mi><mo>/</mo><mi>G</mi><mo>/</mo><mn>1</mn><mo>/</mo><mi>N</mi></math></span>, <span><math><mi>M</mi><mo>/</mo><mi>M</mi><mo>/</mo><mi>c</mi></math></span> and <span><math><mi>G</mi><mo>/</mo><mi>M</mi><mo>/</mo><mi>c</mi></math></span> queue and (as an approximation) the <span><math><mi>M</mi><mo>/</mo><mi>G</mi><mo>/</mo><mi>c</mi></math></span> queue.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107203"},"PeriodicalIF":0.8,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142654412","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"管理学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}

{"title":"Anchored rescheduling problem with non-availability periods","authors":"Pascale Bendotti ,&nbsp;Luca Brunod Indrigo ,&nbsp;Philippe Chrétienne ,&nbsp;Bruno Escoffier","doi":"10.1016/j.orl.2024.107201","DOIUrl":"10.1016/j.orl.2024.107201","url":null,"abstract":"<div><div>A set of jobs with precedence constraints is given along with a baseline schedule, resulting from the first-stage decision of a robust two-stage scheduling problem. Non-availability periods caused by unpredicted disruptions prevent jobs from being executed on certain time intervals, thus requiring rescheduling. The anchored rescheduling problem with non-availability periods is to find a schedule maximizing the number of so-called anchored jobs whose starting times remain close to the baseline schedule. It is shown to be solvable in polynomial time.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107201"},"PeriodicalIF":0.8,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142586699","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}

{"title":"Break maximization for round-robin tournaments without consecutive breaks","authors":"Fei Xue,&nbsp;Hajunfu Ma,&nbsp;Maiko Shigeno","doi":"10.1016/j.orl.2024.107200","DOIUrl":"10.1016/j.orl.2024.107200","url":null,"abstract":"<div><div>In sports scheduling, particularly for round-robin tournaments, an important objective is to create equitable game schedules. Our focus is on developing schedules that balance the number of home and away games to ensure fairness, while also maximizing the number of consecutive home games and consecutive away games, referred to as breaks. This paper establishes upper bounds for the number of breaks and demonstrates that these bounds are tight for up to 36 teams.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"57 ","pages":"Article 107200"},"PeriodicalIF":0.8,"publicationDate":"2024-11-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142560792","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}