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IOR
2008
109views more  IOR 2008»
13 years 11 months ago
From the Editor
David Simchi-Levi
IOR
2008
71views more  IOR 2008»
13 years 11 months ago
Risk in Revenue Management and Dynamic Pricing
Yuri Levin, Jeff McGill, Mikhail Nediak
IOR
2008
113views more  IOR 2008»
13 years 11 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»
14 years 13 days 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»
14 years 13 days 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»
14 years 13 days 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»
14 years 13 days 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»
14 years 13 days 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