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Finite customer-pool queues
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-02-28 DOI: 10.1016/j.orl.2025.107267
Onno Boxma , Offer Kella , Michel Mandjes
{"title":"Finite customer-pool queues","authors":"Onno Boxma ,&nbsp;Offer Kella ,&nbsp;Michel Mandjes","doi":"10.1016/j.orl.2025.107267","DOIUrl":"10.1016/j.orl.2025.107267","url":null,"abstract":"<div><div>In this paper we consider an M/G/1-type queue fed by a finite customer-pool. In terms of transforms, we characterize the time-dependent distribution of the number of customers and the workload, as well as the associated waiting times.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107267"},"PeriodicalIF":0.8,"publicationDate":"2025-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143534455","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
Offline expansion strategy of E-tailers as suppliers for brick-and-mortar stores
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-02-28 DOI: 10.1016/j.orl.2025.107276
Wen He , Lu Wang , Qianbo Yin
{"title":"Offline expansion strategy of E-tailers as suppliers for brick-and-mortar stores","authors":"Wen He ,&nbsp;Lu Wang ,&nbsp;Qianbo Yin","doi":"10.1016/j.orl.2025.107276","DOIUrl":"10.1016/j.orl.2025.107276","url":null,"abstract":"<div><div>E-commerce giants have recently ventured into offline retail by serving as suppliers for brick-and-mortar stores. In this paper, we develop a game-theoretical model to investigate the economic rationale behind the strategy and its impacts on online and offline retail. We find that an offline monopolist will always have an incentive to participate in the e-tailer's offline expansion initiative, but may be deterred due to competition. Under certain conditions, the e-tailer prefers supplying third-party retailers over opening its own store.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107276"},"PeriodicalIF":0.8,"publicationDate":"2025-02-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143534454","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
Single sample prophet inequality for uniform matroids of rank 2
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-02-27 DOI: 10.1016/j.orl.2025.107257
Kanstantsin Pashkovich, Alice Sayutina
{"title":"Single sample prophet inequality for uniform matroids of rank 2","authors":"Kanstantsin Pashkovich,&nbsp;Alice Sayutina","doi":"10.1016/j.orl.2025.107257","DOIUrl":"10.1016/j.orl.2025.107257","url":null,"abstract":"<div><div>We study the prophet inequality when the gambler has an access only to a single sample from each distribution. Rubinstein, Wang and Weinberg showed that an optimal guarantee of 1/2 can be achieved when the underlying matroid has rank 1, i.e. in the single choice case. We show that this guarantee can be achieved also for a uniform matroid of rank 2, and we show that this is best possible guarantee among deterministic mechanisms.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107257"},"PeriodicalIF":0.8,"publicationDate":"2025-02-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143512326","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
Arrival timing game for future limited items and full capacity announcement
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-02-25 DOI: 10.1016/j.orl.2025.107265
Bara Kim , Geofferey Jiyun Kim
{"title":"Arrival timing game for future limited items and full capacity announcement","authors":"Bara Kim ,&nbsp;Geofferey Jiyun Kim","doi":"10.1016/j.orl.2025.107265","DOIUrl":"10.1016/j.orl.2025.107265","url":null,"abstract":"<div><div>We investigate the arrival timing problem, where customers compete to arrive earlier in order to secure one of a limited number of items that will be sold in the future. We derive the formulas for the unique Nash equilibrium in each scenario, with and without a full-capacity announcement. With the full-capacity announcement alone, it is possible to enhance both the expected social benefit and the expected profit under optimal pricing to reach the ideal level achievable by centralized coordination.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107265"},"PeriodicalIF":0.8,"publicationDate":"2025-02-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143534506","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 retail pricing, interest rate, and interest allocation ratio decisions in an online platform-assisted financing system
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-02-25 DOI: 10.1016/j.orl.2025.107268
Dianyao Kang , Mingming Leng
{"title":"Optimal retail pricing, interest rate, and interest allocation ratio decisions in an online platform-assisted financing system","authors":"Dianyao Kang ,&nbsp;Mingming Leng","doi":"10.1016/j.orl.2025.107268","DOIUrl":"10.1016/j.orl.2025.107268","url":null,"abstract":"<div><div>We examine an online financing system involving a platform, a bank, and a retailer, in which the bank makes the optimal interest rate decision before the bank-platform negotiation for the interest allocation ratio (scenario 1) or after the interest allocation ratio negotiation (scenario 2). We find that the retailer's sales and profits in scenario 1 are higher than those in scenario 2. Moreover, if the referral fee rate increases, the system-wide profit and the system efficiency for scenario 1 increase but those for scenario 2 decrease.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107268"},"PeriodicalIF":0.8,"publicationDate":"2025-02-25","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143510793","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
Strategyproof and budget-balanced mechanisms for assembly
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-02-24 DOI: 10.1016/j.orl.2025.107256
Soumendu Sarkar
{"title":"Strategyproof and budget-balanced mechanisms for assembly","authors":"Soumendu Sarkar","doi":"10.1016/j.orl.2025.107256","DOIUrl":"10.1016/j.orl.2025.107256","url":null,"abstract":"<div><div>Assembly problems involve exchange among a buyer and multiple sellers. The buyer wants to purchase possibly multiple items and sellers own one item each. We characterize the class of strategyproof, individually rational and budget balanced mechanisms for this problem when agents have private valuations.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107256"},"PeriodicalIF":0.8,"publicationDate":"2025-02-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143477991","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
Pairwise independent correlation gap
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-02-20 DOI: 10.1016/j.orl.2025.107255
Arjun Ramachandra , Karthik Natarajan
{"title":"Pairwise independent correlation gap","authors":"Arjun Ramachandra ,&nbsp;Karthik Natarajan","doi":"10.1016/j.orl.2025.107255","DOIUrl":"10.1016/j.orl.2025.107255","url":null,"abstract":"<div><div>In this paper, we introduce the notion of a “pairwise independent correlation gap” for set functions with random elements. The pairwise independent correlation gap is defined as the ratio of the maximum expected value of a set function with arbitrary dependence among the elements with fixed marginal probabilities to the maximum expected value with pairwise independent elements with the same marginal probabilities. We show that for any nonnegative monotone submodular set function defined on <em>n</em> elements, this ratio is upper bounded by 4/3 in the following two cases: (a) <span><math><mi>n</mi><mo>=</mo><mn>3</mn></math></span> for all marginal probabilities and (b) all <em>n</em> for small marginal probabilities (and similarly large marginal probabilities). This differs from the bound on the “correlation gap” which holds with mutual independence and showcases the fundamental difference between pairwise independence and mutual independence. We discuss the implication of the results with two examples and end the paper with a conjecture.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107255"},"PeriodicalIF":0.8,"publicationDate":"2025-02-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143488666","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
An option pricing model with double-exponential jumps in returns and GARCH diffusion in volatilities
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-02-05 DOI: 10.1016/j.orl.2025.107253
Chunhui Qiao , Xiangwei Wan , Nian Yang
{"title":"An option pricing model with double-exponential jumps in returns and GARCH diffusion in volatilities","authors":"Chunhui Qiao ,&nbsp;Xiangwei Wan ,&nbsp;Nian Yang","doi":"10.1016/j.orl.2025.107253","DOIUrl":"10.1016/j.orl.2025.107253","url":null,"abstract":"<div><div>This paper proposes a new stochastic volatility model with double-exponential jumps in returns and GARCH-type volatility diffusion for option pricing. Previously unexplored due to the lack of analytical option pricing formulas, we obtain closed-form expansions for European option prices under various volatility specifications and jump types, making model calibration feasible. Empirical studies show that this model outperforms alternatives.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107253"},"PeriodicalIF":0.8,"publicationDate":"2025-02-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143319382","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
The inverse optimal value problem for linear fractional programming
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-31 DOI: 10.1016/j.orl.2025.107251
Sina Nadi , Taewoo Lee , Oleg A. Prokopyev
{"title":"The inverse optimal value problem for linear fractional programming","authors":"Sina Nadi ,&nbsp;Taewoo Lee ,&nbsp;Oleg A. Prokopyev","doi":"10.1016/j.orl.2025.107251","DOIUrl":"10.1016/j.orl.2025.107251","url":null,"abstract":"<div><div>We study the inverse optimal value problem for linear fractional programming, where the goal is to find the coefficients of the fractional objective function such that the resulting optimal objective function value is as close as possible to some given target value. We show that this problem is <em>NP</em>-hard. Then, we provide some structural results, which are exploited to derive several reformulations and two solution algorithms. The proposed approaches are based on the Charnes-Cooper and parametric transformations.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107251"},"PeriodicalIF":0.8,"publicationDate":"2025-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164398","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
Super-stable common independent sets of generalized matroids
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-01-31 DOI: 10.1016/j.orl.2025.107248
Naoyuki Kamiyama
{"title":"Super-stable common independent sets of generalized matroids","authors":"Naoyuki Kamiyama","doi":"10.1016/j.orl.2025.107248","DOIUrl":"10.1016/j.orl.2025.107248","url":null,"abstract":"<div><div>In this paper, we consider the problem of checking the existence of a super-stable common independent set of generalized matroids. We prove that this problem can be solved by slightly modifying the algorithm proposed by Yokoi for the problem of checking the existence of a stable common independent set of generalized matroids.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107248"},"PeriodicalIF":0.8,"publicationDate":"2025-01-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172546","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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