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IOR
2008
109views more  IOR 2008»
13 years 3 months ago
From the Editor
David Simchi-Levi
IOR
2008
71views more  IOR 2008»
13 years 3 months ago
Risk in Revenue Management and Dynamic Pricing
Yuri Levin, Jeff McGill, Mikhail Nediak
IOR
2008
113views more  IOR 2008»
13 years 3 months ago
Finding Supply Function Equilibria with Asymmetric Firms
Abstract Firms compete in supply functions when they offer a schedule of prices and quantities into a market; for example, this occurs in many wholesale electricity markets. We stu...
Edward J. Anderson, Xinmin Hu
IOR
2006
173views more  IOR 2006»
13 years 4 months ago
A Branch-and-Cut Algorithm for the Dial-a-Ride Problem
In the dial-a-ride problem, users formulate requests for transportation from a specific origin to a specific destination. Transportation is carried out by vehicles providing a sha...
Jean-François Cordeau
IOR
2006
93views more  IOR 2006»
13 years 4 months ago
A Branch-and-Price Algorithm for the Multilevel Generalized Assignment Problem
The multilevel generalized assignment problem (MGAP) is a variation of the generalized assignment problem, in which agents can execute tasks at different efficiency levels with di...
Alberto Ceselli, Giovanni Righini
IOR
2006
163views more  IOR 2006»
13 years 4 months ago
Adaptive Importance Sampling Technique for Markov Chains Using Stochastic Approximation
For a discrete-time finite-state Markov chain, we develop an adaptive importance sampling scheme to estimate the expected total cost before hitting a set of terminal states. This s...
T. P. I. Ahamed, Vivek S. Borkar, S. Juneja
IOR
2006
70views more  IOR 2006»
13 years 4 months ago
Are Base-Stock Policies Optimal in Inventory Problems with Multiple Delivery Modes?
Qi Feng, Suresh P. Sethi, Houmin Yan, Hanqin Zhang
IOR
2006
177views more  IOR 2006»
13 years 4 months ago
Combinatorial Benders' Cuts for Mixed-Integer Linear Programming
Mixed-Integer Programs (MIP's) involving logical implications modelled through big-M coefficients, are notoriously among the hardest to solve. In this paper we propose and an...
Gianni Codato, Matteo Fischetti