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31.
Order Acceptance (OA) is one of the main functions in business control. Accepting an order when capacity is available could
disable the system to accept more profitable orders in the future with opportunity losses as a consequence. Uncertain information
is also an important issue here. We use Markov decision models and learning methods from Artificial Intelligence to find decision
policies under uncertainty. Reinforcement Learning (RL) is quite a new approach in OA. It is shown here that RL works well
compared with heuristics. It is demonstrated that employing an RL trained agent is a robust, flexible approach that in addition
can be used to support the detection of good heuristics. 相似文献
32.
For a tandem line of finite, single-server queues operating under the production blocking mechanism, we study the effects
of pooling several adjacent stations and the associated servers into a single station with a single team of servers. We assume
that the servers are cross-trained (so that they can work at several different stations) and that two or more servers can
cooperate on the same job. For such a system, we provide sufficient conditions on the service times and sizes of the input
and output buffers at the pooled station under which pooling will decrease the departure time of each job from the system
(and hence increase the system throughput). We also show that pooling decreases the total number of jobs in the system at
any given time and the sojourn time of each job in the system if the departure time of each job from the system is decreased
by pooling and there is an arrival stream at the first station. Moreover, we provide sufficient conditions under which pooling
will improve the holding cost of each job in the system incurred before any given time, and extend our results to closed tandem
lines and to queueing networks with either a more general blocking mechanism or probabilistic routing. Finally, we present
a numerical study aimed at quantifying the improvements in system performance obtained through pooling and at understanding
which stations should be pooled to achieve the maximum benefit. Our results suggest that the improvements gained by pooling
may be substantial and that the bottleneck station should be among the pooled stations in order to obtain the greatest benefit.
AMS subject classification: 90B22 相似文献
33.
We show the existence ofaverage cost (AC-) optimal policy for an inventory system withuncountable state space; in fact, the AC-optimal cost and an AC-optimal stationary policy areexplicitly computed. In order to do this, we use a variant of thevanishing discount factor approach, which have been intensively studied in recent years but the available results not cover the inventory problem we are interested in.The work of the first author (OVA) was partially supported by Fondo del Sistema de Investigación del Mar de Cortéz under grant SIMAC/94/CT-005. The work of the second author (RMdO) was partially supported by Consejo Nacional de Ciencia y Tecnologia (CONACyT) under grant 0635P-E9506. 相似文献
34.
K.D. Glazebrook 《Stochastic Processes and their Applications》1982,13(2):171-187
A general model is proposed for the stochastic version of the single-machine allocation problem. Sufficient conditions are given to ensure that there is an optimal strategy given by a fixed permutation of the job set. Additional results are given for an important special case of the general model involving simple jobs. The paper concludes with material concerning the evaluation of fixed permutations as strategies under conditions more general than the sufficient conditions mentioned above. 相似文献
35.
A model for option pricing of fractional version of the Merton model with ‘Hurst exponent’ H being in [1/2,1) is established with transaction costs. In particular, for H(1/2,1) the minimal price Cmin(t,St) of an option under transaction costs is obtained, which displays that the timestep δt and the ‘Hurst exponent’ H play an important role in option pricing with transaction costs. 相似文献
36.
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a “λ gain–loss ratio opportunity”. Pricing results somewhat different from, but reminiscent of, the arbitrage pricing theorems of mathematical finance are obtained. Our analysis provides tighter price bounds on the contingent claim in an incomplete market, which may converge to a unique price for a specific value of a gain–loss preference parameter imposed by the market while the hedging policies may be different for different sides of the same trade. The results are obtained in the simpler framework of stochastic linear programming in a multi-period setting, and have the appealing feature of being very simple to derive and to articulate even for the non-specialist. They also extend to markets with transaction costs. 相似文献
37.
We propose an exact method based on a multi-level search strategy for solving the 0-1 Multidimensional Knapsack Problem. Our search strategy is primarily based on the reduced costs of the non-basic variables of the LP-relaxation solution. Considering that the variables are sorted in decreasing order of their absolute reduced cost value, the top level branches of the search tree are enumerated following Resolution Search strategy, the middle level branches are enumerated following Branch & Bound strategy and the lower level branches are enumerated according to a simple Depth First Search enumeration strategy. Experimentally, this cooperative scheme is able to solve optimally large-scale strongly correlated 0-1 Multidimensional Knapsack Problem instances. The optimal values of all the 10 constraint, 500 variable instances and some of the 30 constraint, 250 variable instances of the OR-Library were found. These values were previously unknown. 相似文献
38.
We revisit the optimal investment and consumption problem with proportional transaction costs. We prove that both the value function and the slopes of the lines demarcating the no-trading region are analytic functions of cube root of the transaction cost parameter. Also, we can explicitly calculate the coefficients of the fractional power series expansions of the value function and the no-trading region. 相似文献
39.
40.
In this paper we examine the Akian, Menaldi and Sulem (1996) model for the optimal management of a portfolio, when there are transaction costs which are equal to a fixed percentage of the amount transacted. We analyse this model in the realistic limit of small transaction costs. Although the full problem is a free boundary diffusion problem in as many dimensions as there are assets in the portfolio, we find explicit solutions for the optimal trading policy in this limit. This makes the solution for a realistically large number of assets a practical possibility. 相似文献