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Universally optimal staffing for Erlang-A queues facing uncertain arrival rates: The case of constraint satisfaction 面对不确定到达率的Erlang-A队列的普遍最优人员配置：约束满足的情况
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 Ornstein-Uhlenbeck驱动的karhunen - lo<e:1>洛夫展开式随机波动模型的精确模拟方案
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 时间依赖的Stackelberg保护位置游戏
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 重新审视不完全合作博弈的积极性
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 具有优先级结构的合作博弈优先级值的新公理化
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
Erratum to “Cooperative equilibria of strategy-form games with both nontransferable and transferable utilities” [Oper. Res. Lett. 54 (2024) 107109] 对“具有不可转移效用和可转移效用的策略形式博弈的合作均衡”的勘误[op。附编第54(2024)107109条]
IF 0.8 4区 管理学
Operations Research Letters Pub Date : 2025-03-01 DOI: 10.1016/j.orl.2025.107254
Zhe Yang , Xinyu Yang
{"title":"Erratum to “Cooperative equilibria of strategy-form games with both nontransferable and transferable utilities” [Oper. Res. Lett. 54 (2024) 107109]","authors":"Zhe Yang ,&nbsp;Xinyu Yang","doi":"10.1016/j.orl.2025.107254","DOIUrl":"10.1016/j.orl.2025.107254","url":null,"abstract":"<div><div>We correct an error in the statement of Theorem 3.2. Moreover, we correct some typos.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107254"},"PeriodicalIF":0.8,"publicationDate":"2025-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143508642","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
Finite customer-pool queues 有限客户池队列
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 电子零售商作为实体店供应商的线下扩张策略
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 秩为2的一致拟阵的单样本预言不等式
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
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