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IOR
2010
94views more  IOR 2010»
13 years 7 months ago
Utility-Maximizing Resource Control: Diffusion Limit and Asymptotic Optimality for a Two-Bottleneck Model
We study a stochastic network that consists of two servers shared by two classes of jobs. Class 1 jobs require a concurrent occupancy of both servers while class 2 jobs use one se...
Heng-Qing Ye, David D. Yao
IOR
2010
98views more  IOR 2010»
13 years 7 months ago
A Shadow Simplex Method for Infinite Linear Programs
We present a Simplex-type algorithm, that is, an algorithm that moves from one extreme point of the infinite-dimensional feasible region to another not necessarily adjacent extrem...
Archis Ghate, Dushyant Sharma, Robert L. Smith
IOR
2010
100views more  IOR 2010»
13 years 8 months ago
Integrated Production and Outbound Distribution Scheduling: Review and Extensions
In many applications involving make-to-order or time-sensitive (e.g., perishable, seasonal) products, finished orders are often delivered to customers immediately or shortly after...
Zhi-Long Chen
IOR
2010
72views more  IOR 2010»
13 years 8 months ago
On the Impact of Forward Markets on Investments in Oligopolistic Markets with Reference to Electricity
There is a general agreement since Allaz-Vila’s seminal contribution that forward contracts mitigate market power on the spot market. This result is widely quoted and elaborated...
Frederic H. Murphy, Yves Smeers
IOR
2010
93views more  IOR 2010»
13 years 8 months ago
Equilibrium Capacity Expansion Under Stochastic Demand Growth
In critical energy infrastructure sectors (e.g. electric power generation, natural gas transportation, oil refining capacity) maintaining certain level of excess capacity is soci...
Alfredo Garcia, Zhijiang Shen