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IOR
2010
71views more  IOR 2010»
14 years 11 months ago
Inventory Management with an Exogenous Supply Process
Alp Muharremoglu, Nan Yang
91
Voted
IOR
2010
86views more  IOR 2010»
14 years 11 months ago
Disjunctive Decomposition for Two-Stage Stochastic Mixed-Binary Programs with Random Recourse
This paper introduces disjunctive decomposition for two-stage mixed 0-1 stochastic integer programs (SIPs) with random recourse. Disjunctive decomposition allows for cutting plane...
Lewis Ntaimo
68
Voted
IOR
2010
64views more  IOR 2010»
14 years 11 months ago
Percentile Optimization for Markov Decision Processes with Parameter Uncertainty
Erick Delage, Shie Mannor
109
Voted
IOR
2010
169views more  IOR 2010»
14 years 11 months ago
Dynamic Supplier Contracts Under Asymmetric Inventory Information
In this paper, we examine a supply chain in which a single supplier sells to a downstream retailer. We consider a multi-period model, with the following sequence of events. In per...
Hao Zhang, Mahesh Nagarajan, Greys Sosic
74
Voted
IOR
2010
66views more  IOR 2010»
14 years 11 months ago
Distributionally Robust Optimization and Its Tractable Approximations
Joel Goh, Melvyn Sim