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Optimal procurement under backwardation and the benefits of the manifestation of demand aggregators
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-04-01 DOI: 10.1016/j.orl.2025.107286
Ioannis Avramopoulos, Prodromos Makris, Emmanouel Varvarigos
{"title":"Optimal procurement under backwardation and the benefits of the manifestation of demand aggregators","authors":"Ioannis Avramopoulos,&nbsp;Prodromos Makris,&nbsp;Emmanouel Varvarigos","doi":"10.1016/j.orl.2025.107286","DOIUrl":"10.1016/j.orl.2025.107286","url":null,"abstract":"<div><div>Normal backwardation manifests when the futures price of a commodity is below the expected future spot price. In this paper, we show how businesses can optimally leverage backwardation in their supply chain optimization. To that end, we derive the optimal amount a business ought to purchase in the futures market to take advantage of the favorable futures price in order to minimize the overall expected procurement cost. We further use Hoeffding's inequality to predict the manifestation of demand aggregators.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107286"},"PeriodicalIF":0.8,"publicationDate":"2025-04-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143747590","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}
引用次数: 0
Finding a good normal population
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-03-31 DOI: 10.1016/j.orl.2025.107281
Sheldon M. Ross, Tianchi Zhao
{"title":"Finding a good normal population","authors":"Sheldon M. Ross,&nbsp;Tianchi Zhao","doi":"10.1016/j.orl.2025.107281","DOIUrl":"10.1016/j.orl.2025.107281","url":null,"abstract":"<div><div>We study the problem of finding a normal population whose mean is at least as large as some specified value <em>m</em>. Assuming a sampling cost, the objective is to minimize the expected total discounted cost until there is a population whose mean is at least <em>m</em> with probability at least <em>α</em>. We propose several heuristic policies as well as a linear programming approach.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107281"},"PeriodicalIF":0.8,"publicationDate":"2025-03-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143737992","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 queens and tours
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-03-28 DOI: 10.1016/j.orl.2025.107283
Pieter Jacobs, Andrés López Martínez, Frits Spieksma
{"title":"On queens and tours","authors":"Pieter Jacobs,&nbsp;Andrés López Martínez,&nbsp;Frits Spieksma","doi":"10.1016/j.orl.2025.107283","DOIUrl":"10.1016/j.orl.2025.107283","url":null,"abstract":"<div><div>Given the complete graph on <em>n</em> vertices, where <span><math><mi>n</mi><mo>≥</mo><mn>3</mn></math></span>, we define two Hamiltonian cycles as <em>cyclic disjoint</em> if, for each pair of vertices, the distance between them in one Hamiltonian cycle differs from the distance between them in the other Hamiltonian cycle. We investigate the number of pairwise cyclic disjoint tours that exist in <span><math><msub><mrow><mi>K</mi></mrow><mrow><mi>n</mi></mrow></msub></math></span>. Specifically, we identify when pairs of cyclic disjoint tours can occur and provide a procedure to generate <span><math><mfrac><mrow><mi>m</mi><mo>−</mo><mn>1</mn></mrow><mrow><mn>2</mn></mrow></mfrac></math></span> pairwise cyclic disjoint tours, where <em>m</em> is the smallest prime factor of <em>n</em>. Finally, we demonstrate that the number <span><math><mfrac><mrow><mi>m</mi><mo>−</mo><mn>1</mn></mrow><mrow><mn>2</mn></mrow></mfrac></math></span> of pairwise cyclic disjoint tours is maximized when <em>n</em> is prime.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107283"},"PeriodicalIF":0.8,"publicationDate":"2025-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143737991","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}
引用次数: 0
q-fixed majority efficiency of committee scoring rules
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-03-28 DOI: 10.1016/j.orl.2025.107282
Clinton Gubong Gassi , Eric Kamwa
{"title":"q-fixed majority efficiency of committee scoring rules","authors":"Clinton Gubong Gassi ,&nbsp;Eric Kamwa","doi":"10.1016/j.orl.2025.107282","DOIUrl":"10.1016/j.orl.2025.107282","url":null,"abstract":"<div><div>This paper introduces the <em>q</em>-fixed majority property for committee selection rules, which extends the traditional fixed majority principle to a flexible framework. We examine conditions under which the committee scoring rules satisfy the <em>q</em>-fixed majority property. Focusing on (weakly) separable rules, we find that the Bloc rule is the only which satisfies it for all <span><math><mi>q</mi><mo>&gt;</mo><mn>1</mn><mo>/</mo><mn>2</mn></math></span>. In addition, the <em>q</em>-bottom majority property is introduced, highlighting conditions under which committees can be excluded based on voter consensus.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"61 ","pages":"Article 107282"},"PeriodicalIF":0.8,"publicationDate":"2025-03-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143737990","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}
引用次数: 0
Universally optimal staffing for Erlang-A queues facing uncertain arrival rates: The case of constraint satisfaction
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-03-20 DOI: 10.1016/j.orl.2025.107279
Yaşar Levent Koçağa
{"title":"Universally optimal staffing for Erlang-A queues facing uncertain arrival rates: The case of constraint satisfaction","authors":"Yaşar Levent Koçağa","doi":"10.1016/j.orl.2025.107279","DOIUrl":"10.1016/j.orl.2025.107279","url":null,"abstract":"<div><div>Motivated by service systems where staffing decisions must be made before the arrival rate becomes known, we study the <em>constraint satisfaction</em> problem in an Erlang-A queue facing a <em>random</em> arrival rate. The objective is to find the minimum staffing level subject to a service level constraint that is modeled either (1) via an <em>average constraint</em> formulation that ensures a given quality-of-service (QoS) target holds on average by bounding the <em>average</em> fraction of abandoning customers below the said QoS target or (2) via a <em>chance constraint</em> formulation that ensures the QoS target for the random fraction of abandoning customers is met with high <em>probability</em>. Our primary contribution, under each constraint formulation, is to propose a policy that is shown to be universally optimal, i.e., <em>irrespective</em> of the magnitude of randomness in the arrival rate, the staffing gap between the proposed policy and the exact optimal policy remains bounded as the system size grows large. To the best of our knowledge, this is the first universal performance guarantee for constraint satisfaction in Erlang-A queues with random arrival rates and complements a recent result on cost minimization. The practical importance of this universality is that our proposed policy is a “one-size-fits-all” that is guaranteed to perform well for <em>all</em> levels of arrival rate uncertainty.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107279"},"PeriodicalIF":0.8,"publicationDate":"2025-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143687571","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
Transient analysis of a renewal input multiserver queueing model with infinite buffer 具有无限缓冲区的更新输入多服务器队列模型的瞬态分析
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-03-20 DOI: 10.1016/j.orl.2025.107275
Ashwini Soundararajan, F.P. Barbhuiya
{"title":"Transient analysis of a renewal input multiserver queueing model with infinite buffer","authors":"Ashwini Soundararajan,&nbsp;F.P. Barbhuiya","doi":"10.1016/j.orl.2025.107275","DOIUrl":"10.1016/j.orl.2025.107275","url":null,"abstract":"<div><div>This paper presents a time-dependent solution for the system-content distribution of the infinite buffer <span><math><mi>G</mi><mi>I</mi><mo>/</mo><mi>M</mi><mo>/</mo><mi>c</mi></math></span> queue. The supplementary variable and the difference equation technique is used to obtain the probabilities in terms of Laplace transform. Some relevant performance measures are derived and extensive numerical results are presented. It covers a comparison of the impact of heavy-tailed and light-tailed interarrival time distributions on the transient behavior of the system and the underlying system characteristics.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107275"},"PeriodicalIF":0.8,"publicationDate":"2025-03-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143687570","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
Exact simulation scheme for the Ornstein–Uhlenbeck driven stochastic volatility model with the Karhunen–Loève expansions
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-03-18 DOI: 10.1016/j.orl.2025.107280
Jaehyuk Choi
{"title":"Exact simulation scheme for the Ornstein–Uhlenbeck driven stochastic volatility model with the Karhunen–Loève expansions","authors":"Jaehyuk Choi","doi":"10.1016/j.orl.2025.107280","DOIUrl":"10.1016/j.orl.2025.107280","url":null,"abstract":"<div><div>This study proposes a fast exact simulation scheme for the Ornstein–Uhlenbeck driven stochastic volatility model. With the Karhunen–Loève expansions, the stochastic volatility path (Ornstein–Uhlenbeck process) is expressed as a sine series, and the time integrals of volatility and variance are analytically derived as infinite series of independent normal random variables. The new method is several hundred times faster than the existing method using numerical transform inversion. The simulation variance is further reduced with conditional simulation and the control variate.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107280"},"PeriodicalIF":0.8,"publicationDate":"2025-03-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143696750","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
Time-dependent Stackelberg protection location games
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-03-13 DOI: 10.1016/j.orl.2025.107278
Lotte van Aken, Loe Schlicher , Marco Slikker
{"title":"Time-dependent Stackelberg protection location games","authors":"Lotte van Aken,&nbsp;Loe Schlicher ,&nbsp;Marco Slikker","doi":"10.1016/j.orl.2025.107278","DOIUrl":"10.1016/j.orl.2025.107278","url":null,"abstract":"<div><div>We study a Stackelberg game in which a government positions rapid response teams and thereafter a terrorist attacks a location on a line segment. We assume the damage associated to such an attack to be time dependent. We show that there exists a subgame perfect Nash equilibrium that balances the possible damage on all intervals of the line segment that result from positioning the rapid response teams. We discuss implications for an instance of the model.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107278"},"PeriodicalIF":0.8,"publicationDate":"2025-03-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143703946","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}
引用次数: 0
Positivity of incomplete cooperative games revisited
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-03-12 DOI: 10.1016/j.orl.2025.107277
Martin Černý
{"title":"Positivity of incomplete cooperative games revisited","authors":"Martin Černý","doi":"10.1016/j.orl.2025.107277","DOIUrl":"10.1016/j.orl.2025.107277","url":null,"abstract":"<div><div>We consider incomplete cooperative games, where only some coalitions' values are specified and others remain indeterminate. Focusing on <em>positive extensions</em>—fully defined cooperative games that agree with the partial data and have nonnegative dividends—we introduce a novel, two-stage dividend-assignment procedure that fully characterizes all such extensions. Our method offers a general criterion for positivity-extendability, introduces an explicit lower bound game, and provides an understanding of the structure of extreme points in the extension set. These contributions significantly expand the toolkit for theoretical analyses and practical computations of incomplete cooperative games, and also shed new light on properties of classical cooperative games.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107277"},"PeriodicalIF":0.8,"publicationDate":"2025-03-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143609251","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
New axiomatizations of the Priority value for cooperative games with priority structure
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-03-03 DOI: 10.1016/j.orl.2025.107266
Songtao He, Erfang Shan, Yuxin Sun
{"title":"New axiomatizations of the Priority value for cooperative games with priority structure","authors":"Songtao He,&nbsp;Erfang Shan,&nbsp;Yuxin Sun","doi":"10.1016/j.orl.2025.107266","DOIUrl":"10.1016/j.orl.2025.107266","url":null,"abstract":"<div><div>The principle of gain-loss imposes that whenever the total worth generated does not change, a player can only gain at the expense of another one. In this paper we provide two new axiomatizations of the Priority value using the axiom of gain-loss and the other standard properties serving as axiomatizations of the Shapley value. Also, we introduce the axiom of equal treatment of priority players among necessary players and we show that this axiom, jointly with the standard properties of additivity, null player and priority player out, characterizes the Priority value without relying on efficiency. In addition, we obtain a charaterization of the Priority value inspired by a more general result for the weighted Priority values in Béal et al. (2023) <span><span>[2]</span></span>.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107266"},"PeriodicalIF":0.8,"publicationDate":"2025-03-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143534508","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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