Operations Research Letters最新文献

{"title":"Assortment optimization under the multinomial logit choice model with product-specific capacities","authors":"Woonghee Tim Huh ,&nbsp;Siyue Liu","doi":"10.1016/j.orl.2024.107238","DOIUrl":"10.1016/j.orl.2024.107238","url":null,"abstract":"<div><div>We consider assortment optimization with product-specific capacities under the multinomial logit (MNL) choice model, wherein each product has a finite capacity, i.e., a limited number of units for sale. The number of customers served by each product is the smaller of its demand and capacity. We assume the demand of each product is deterministic as a function of the assortment offered. We show that this assortment optimization problem is NP-hard. We devise a 1/2-approximation algorithm and a fully polynomial-time approximation scheme (FPTAS) by exploiting its connection to a series of knapsack problems.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107238"},"PeriodicalIF":0.8,"publicationDate":"2025-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164395","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":"Distributionally robust stochastic optimal control","authors":"Alexander Shapiro ,&nbsp;Yan Li","doi":"10.1016/j.orl.2024.107234","DOIUrl":"10.1016/j.orl.2024.107234","url":null,"abstract":"<div><div>The main goal of this paper is to discuss construction of distributionally robust counterparts of stochastic optimal control problems. Randomized and non-randomized policies are considered. In particular necessary and sufficient conditions for existence of non-randomized policies are given.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107234"},"PeriodicalIF":0.8,"publicationDate":"2024-12-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172983","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 allocation of active and standby redundancies in series systems","authors":"Biplab Hawlader ,&nbsp;Pradip Kundu ,&nbsp;Amarjit Kundu","doi":"10.1016/j.orl.2024.107237","DOIUrl":"10.1016/j.orl.2024.107237","url":null,"abstract":"<div><div>This research focuses on determining the optimal allocation of redundancies within a system, strategically placing them to enhance system performance. The paper explores redundancy allocation strategies through stochastic comparisons of resulting system lifetimes in various stochastic orders. While previous studies mainly focused on two or <em>n</em>-component series systems with some specific distributions for component lifetimes, this study extends the investigation with arbitrary distributions or some semiparametric families. It presents some new and extended results, offering novel insights to the topic.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107237"},"PeriodicalIF":0.8,"publicationDate":"2024-12-20","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172982","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":"Extended formulations for the integer hull of strictly Δ-modular cographic polyhedral cones","authors":"Joseph Paat ,&nbsp;Zach Walsh ,&nbsp;Luze Xu","doi":"10.1016/j.orl.2024.107235","DOIUrl":"10.1016/j.orl.2024.107235","url":null,"abstract":"<div><div>Conforti et al. give a compact extended formulation for a class of bimodular-constrained integer programs, namely those that model the stable set polytope of a graph with no disjoint odd cycles. We extend their techniques to design compact extended formulations for the integer hull of translated polyhedral cones whose constraint matrix is strictly Δ-modular and has rows that represent a cographic matroid. Our work generalizes the important special case from Conforti et al. concerning 4-connected graphs with odd cycle transversal number at least 4. We also discuss the necessity of our assumptions.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107235"},"PeriodicalIF":0.8,"publicationDate":"2024-12-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172980","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":"Strategic behavior in a time-limited Markovian polling queue with service rate regeneration","authors":"Yuanyuan Liu,&nbsp;Zhaozeng Yan","doi":"10.1016/j.orl.2024.107236","DOIUrl":"10.1016/j.orl.2024.107236","url":null,"abstract":"<div><div>This paper studies a time-limited Markovian polling queueing system with service rate regeneration. When the server moves to a new station, it announces the next station to open based on a given discrete-time Markov chain. We calculate the expected waiting time for customers in each queue, which is shown to be monotonic with respect to their position in the queue. Personal optimal thresholds for the customers are then determined, and an optimal joining strategy is proposed based on these thresholds.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"60 ","pages":"Article 107236"},"PeriodicalIF":0.8,"publicationDate":"2024-12-18","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143172981","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 arrangement of servers for a tollbooth tandem queue with two heterogeneous servers","authors":"Bara Kim ,&nbsp;Jeongsim Kim","doi":"10.1016/j.orl.2024.107222","DOIUrl":"10.1016/j.orl.2024.107222","url":null,"abstract":"<div><div>We consider a tollbooth tandem queue with a Poisson arrival process and two heterogeneous servers of exponential service times. We show that performance measures, such as queue length, system size, waiting time and sojourn time, are stochastically larger when a server with a larger service rate is used as the first server. Our results include a rigorous proof of the observation made by He and Chao (2014) and Do (2015) regarding the performance comparison between two alternative server arrangements.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107222"},"PeriodicalIF":0.8,"publicationDate":"2024-12-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143135112","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":"An augmented Lagrangian-type stochastic approximation method for convex stochastic semidefinite programming defined by expectations","authors":"Yule Zhang ,&nbsp;Jia Wu ,&nbsp;Liwei Zhang","doi":"10.1016/j.orl.2024.107221","DOIUrl":"10.1016/j.orl.2024.107221","url":null,"abstract":"<div><div>An augmented Lagrangian-type stochastic approximation method (ALSAssdp) is proposed to solve the convex stochastic semidefinite optimization problem defined by expectations and regrets of this method are analyzed. Under mild conditions, we show that this method exhibits <span><math><mi>O</mi><mo>(</mo><msup><mrow><mi>T</mi></mrow><mrow><mo>−</mo><mn>1</mn><mo>/</mo><mn>2</mn></mrow></msup><mo>)</mo></math></span> regret for both objective reduction and constraint violation. Moreover, we show that, with at least <span><math><mn>1</mn><mo>−</mo><mn>1</mn><mo>/</mo><mi>T</mi></math></span> probability, the method has no more than <span><math><mi>O</mi><mo>(</mo><mi>log</mi><mo>⁡</mo><mo>(</mo><mi>T</mi><mo>)</mo><mo>/</mo><msqrt><mrow><mi>T</mi></mrow></msqrt><mo>)</mo></math></span> for both objective regret and constraint violation regret.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107221"},"PeriodicalIF":0.8,"publicationDate":"2024-12-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164394","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 control of queues with demand-driven discharge","authors":"Guergana P. Ilieva,&nbsp;Hayriye Ayhan","doi":"10.1016/j.orl.2024.107220","DOIUrl":"10.1016/j.orl.2024.107220","url":null,"abstract":"<div><div>We consider a Markovian queueing system with finite buffer space. Arriving customers belong to different classes and have class dependent service rates. At the time of an arrival, if the system is full, one of the existing customers has to be discharged prematurely, incurring a class dependent cost, whereas class dependent rewards are earned upon successful service completions. Our objective is to determine which customer class to discharge prematurely in order to maximize the long-run average profit.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107220"},"PeriodicalIF":0.8,"publicationDate":"2024-12-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164393","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":"Analysis of the two-for-one swap heuristic for approximating the maximum independent set in a k-polymatroid","authors":"Adrian Calinescu ,&nbsp;Gruia Călinescu","doi":"10.1016/j.orl.2024.107217","DOIUrl":"10.1016/j.orl.2024.107217","url":null,"abstract":"<div><div>Let <span><math><mi>f</mi><mo>:</mo><msup><mrow><mn>2</mn></mrow><mrow><mi>N</mi></mrow></msup><mo>→</mo><msup><mrow><mi>Z</mi></mrow><mrow><mo>+</mo></mrow></msup></math></span> be a polymatroid (an integer-valued non-decreasing submodular set function with <span><math><mi>f</mi><mo>(</mo><mo>∅</mo><mo>)</mo><mo>=</mo><mn>0</mn></math></span>). A <em>k</em>-polymatroid satisfies that <span><math><mi>f</mi><mo>(</mo><mi>e</mi><mo>)</mo><mo>≤</mo><mi>k</mi></math></span> for all <span><math><mi>e</mi><mo>∈</mo><mi>N</mi></math></span>. We call <span><math><mi>S</mi><mo>⊆</mo><mi>N</mi></math></span> <em>independent</em> if <span><math><mi>f</mi><mo>(</mo><mi>S</mi><mo>)</mo><mo>=</mo><msub><mrow><mo>∑</mo></mrow><mrow><mi>e</mi><mo>∈</mo><mi>S</mi></mrow></msub><mi>f</mi><mo>(</mo><mi>e</mi><mo>)</mo></math></span> and <span><math><mi>f</mi><mo>(</mo><mi>e</mi><mo>)</mo><mo>&gt;</mo><mn>0</mn></math></span> for all <span><math><mi>e</mi><mo>∈</mo><mi>S</mi></math></span>. Such a set was also called a <em>matching</em>. Finding a maximum-size independent set in a 2-polymatroid has been studied and polynomial-time algorithms are known for linear polymatroids. For <span><math><mi>k</mi><mo>≥</mo><mn>3</mn></math></span>, the problem is NP-hard, and a <span><math><mo>(</mo><mo>(</mo><mn>2</mn><mo>/</mo><mi>k</mi><mo>)</mo><mo>−</mo><mi>ϵ</mi><mo>)</mo></math></span>-approximation is known and is obtained by swapping as long as possible a subset of up to <span><math><msup><mrow><mo>(</mo><mn>1</mn><mo>/</mo><mi>ϵ</mi><mo>)</mo></mrow><mrow><msub><mrow><mi>log</mi></mrow><mrow><mi>k</mi><mo>−</mo><mn>1</mn></mrow></msub><mo>⁡</mo><mo>(</mo><mn>2</mn><mi>k</mi><mo>+</mo><mn>1</mn><mo>)</mo></mrow></msup></math></span> elements from the current solution by a set with one more element.</div><div>Here we give a simple analysis of the more particular two-for-one repeated swapping heuristic, obtaining a tight (weaker) <span><math><mo>(</mo><mn>2</mn><mo>/</mo><mo>(</mo><mi>k</mi><mo>+</mo><mn>1</mn><mo>)</mo><mo>)</mo></math></span>-approximation.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107217"},"PeriodicalIF":0.8,"publicationDate":"2024-12-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143164397","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":"A new sampling approach for Bayesian sample size analysis in applications of queueing models","authors":"Dujuan Zhou","doi":"10.1016/j.orl.2024.107219","DOIUrl":"10.1016/j.orl.2024.107219","url":null,"abstract":"<div><div>In statistics, sample size determination (SSD) is of fundamental interest. In this paper, we focus on Bayesian sample size analysis, under the well-known ACC and WOC criteria, for queueing systems. Our study is based on a different method from the literature studies that is supported by the fact that observed data (sample or samples) from the population in applications can be significantly different from samples generated from the selected prior distribution.</div></div>","PeriodicalId":54682,"journal":{"name":"Operations Research Letters","volume":"59 ","pages":"Article 107219"},"PeriodicalIF":0.8,"publicationDate":"2024-12-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143165610","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}