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IOR
2007
51views more  IOR 2007»
13 years 11 months ago
Relative Entropy, Exponential Utility, and Robust Dynamic Pricing
Andrew E. B. Lim, J. George Shanthikumar
IOR
2007
89views more  IOR 2007»
13 years 11 months ago
Fast, Fair, and Efficient Flows in Networks
Abstract. We study the problem of minimizing the maximum latency of flows in networks with congestion. We show that this problem is NP-hard, even when all arc latency functions ar...
José R. Correa, Andreas S. Schulz, Nicol&aa...
IOR
2007
82views more  IOR 2007»
13 years 11 months ago
Compensating for Failures with Flexible Servers
We consider the problem of maximizing capacity in a queueing network with flexible servers, where the classes and servers are subject to failure. We assume that the interarrival ...
Sigrún Andradóttir, Hayriye Ayhan, D...
IOR
2007
95views more  IOR 2007»
13 years 11 months ago
Index Policies for Shooting Problems
We consider a scenario in which a single Red wishes to shoot at a collection of Blue targets, one at a time, to maximise some measure of return obtained from Blues killed before R...
Kevin D. Glazebrook, Christopher Kirkbride, H. M. ...
IOR
2007
59views more  IOR 2007»
13 years 11 months ago
Risk Aversion in Inventory Management
Xin Chen, Melvyn Sim, David Simchi-Levi, Peng Sun