subject:(operations research)

1. Roshanaei, Vahid. Mathematical Modelling and Optimization of Flexible Job Shops Scheduling Problem.

Degree: MA, Industrial and Manufacturing Systems Engineering, 2012, National Library of Canada

► The flexible job shop scheduling problem (F-JSSP) is mathematically formulated. One novel position-based and three sequence-based mixed integer linear programming models are developed. Since F-JSSPs… (more)

Subjects/Keywords: Operations research.

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APA (6^th Edition):

Roshanaei, V. (2012). Mathematical Modelling and Optimization of Flexible Job Shops Scheduling Problem. (Masters Thesis). National Library of Canada. Retrieved from http://scholar.uwindsor.ca/etd/157

Chicago Manual of Style (16^th Edition):

Roshanaei, Vahid. “Mathematical Modelling and Optimization of Flexible Job Shops Scheduling Problem.” 2012. Masters Thesis, National Library of Canada. Accessed January 18, 2020. http://scholar.uwindsor.ca/etd/157.

MLA Handbook (7^th Edition):

Roshanaei, Vahid. “Mathematical Modelling and Optimization of Flexible Job Shops Scheduling Problem.” 2012. Web. 18 Jan 2020.

Vancouver:

Roshanaei V. Mathematical Modelling and Optimization of Flexible Job Shops Scheduling Problem. [Internet] [Masters thesis]. National Library of Canada; 2012. [cited 2020 Jan 18]. Available from: http://scholar.uwindsor.ca/etd/157.

Council of Science Editors:

Roshanaei V. Mathematical Modelling and Optimization of Flexible Job Shops Scheduling Problem. [Masters Thesis]. National Library of Canada; 2012. Available from: http://scholar.uwindsor.ca/etd/157

Stanford University

2. Jasin, Stefanus. Asymptotically optimal heuristics for network Revenue Management.

Degree: 2011, Stanford University

URL: http://pqdtopen.proquest.com/#viewpdf?dispub=3471011

► We consider a network Revenue Management (RM) problem with multiple products and resources. Prices are assumed to be fixed. The objective is to design… (more)

Subjects/Keywords: Operations Research

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APA (6^th Edition):

Jasin, S. (2011). Asymptotically optimal heuristics for network Revenue Management. (Thesis). Stanford University. Retrieved from http://pqdtopen.proquest.com/#viewpdf?dispub=3471011

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Jasin, Stefanus. “Asymptotically optimal heuristics for network Revenue Management.” 2011. Thesis, Stanford University. Accessed January 18, 2020. http://pqdtopen.proquest.com/#viewpdf?dispub=3471011.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Jasin, Stefanus. “Asymptotically optimal heuristics for network Revenue Management.” 2011. Web. 18 Jan 2020.

Vancouver:

Jasin S. Asymptotically optimal heuristics for network Revenue Management. [Internet] [Thesis]. Stanford University; 2011. [cited 2020 Jan 18]. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3471011.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jasin S. Asymptotically optimal heuristics for network Revenue Management. [Thesis]. Stanford University; 2011. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3471011

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Columbia University

3. Kim, Kyoung-Kuk. Affine processes in finance| Numerical approximation, simulation and model properties.

Degree: 2008, Columbia University

URL: http://pqdtopen.proquest.com/#viewpdf?dispub=3333483

► This thesis deals with theoretical and numerical questions related to affine jump-diffusion models used in finance. In more detail, we look at three different… (more)

▼ This thesis deals with theoretical and numerical questions related to affine jump-diffusion models used in finance. In more detail, we look at three different classes within the affine jump-diffusion class. The first is the Heston stochastic volatility model which has been used extensively since its first introduction by Heston (1993). To price financial derivatives with complex payoff structures, we have to resort to the Monte Carlo simulation. We propose new simulation schemes for the Heston model based on the squared Bessel bridge decomposition. These new methods perform well in different parameter settings and they are compared with two other existing methods, first, the exact scheme of Broadie and Kaya (2006) and, second, the QE method of Andersen (2005). The second question is about the tail behavior of the canonical affine diffusion processes which were introduced by Dai and Singleton (2000) in the context of financial econometrics to study the term structure of interest rates. We show that the canonical models have light tails or exponential bounded tails, and the explicit conditions that guarantee light tails are given. Moreover, we prove that there exists a unique limiting stationary distribution for each canonical model and the regions of finite exponential moments of such stationary distributions are determined by the stability region of the dynamical system associated with a given model. We further go into the detailed analysis of the dynamical system of a canonical affine diffusion process. We prove that the stability region of such a dynamical system can be represented by the union of stable sub-manifolds under some mild conditions, and also derive some partial differential equation of which solution is blow-up times of the dynamical system. Through an asymptotic analysis of those blow-up times, we calculate the implied volatility asymptotics for options with short maturities and extreme strikes based on Lee (2004). The third and final question involves the general affine jump-diffusion models. It is computationally too expensive to apply numerical integration schemes to compute vanilla option prices in an affine jump-diffusion model which does not have an explicit Fourier transform formula. To extend the category of models that can be tested in financial econometrics, we apply the well known saddlepoint technique to affine jump-diffusion models. After we develop the basic idea and review some known saddlepoint techniques, we test them for the Heston model, the model of stochastic volatility with jumps (SVJ) and the Scott model. Implementation details and some modifications of existing methods are also given.

Subjects/Keywords: Operations Research

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APA (6^th Edition):

Kim, K. (2008). Affine processes in finance| Numerical approximation, simulation and model properties. (Thesis). Columbia University. Retrieved from http://pqdtopen.proquest.com/#viewpdf?dispub=3333483

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Kim, Kyoung-Kuk. “Affine processes in finance| Numerical approximation, simulation and model properties.” 2008. Thesis, Columbia University. Accessed January 18, 2020. http://pqdtopen.proquest.com/#viewpdf?dispub=3333483.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Kim, Kyoung-Kuk. “Affine processes in finance| Numerical approximation, simulation and model properties.” 2008. Web. 18 Jan 2020.

Vancouver:

Kim K. Affine processes in finance| Numerical approximation, simulation and model properties. [Internet] [Thesis]. Columbia University; 2008. [cited 2020 Jan 18]. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3333483.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Kim K. Affine processes in finance| Numerical approximation, simulation and model properties. [Thesis]. Columbia University; 2008. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3333483

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

4. Zhang, Yidong. Long Term CO2 Sequestration System Modeling.

Degree: 2012, State University of New York at Buffalo

URL: http://pqdtopen.proquest.com/#viewpdf?dispub=3541321

► To satisfy the forecast of significantly increased demand and replacement or retrofit of aging power plants of in the next few decades, a large… (more)

Subjects/Keywords: Operations Research

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APA (6^th Edition):

Zhang, Y. (2012). Long Term CO2 Sequestration System Modeling. (Thesis). State University of New York at Buffalo. Retrieved from http://pqdtopen.proquest.com/#viewpdf?dispub=3541321

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Zhang, Yidong. “Long Term CO2 Sequestration System Modeling.” 2012. Thesis, State University of New York at Buffalo. Accessed January 18, 2020. http://pqdtopen.proquest.com/#viewpdf?dispub=3541321.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Zhang, Yidong. “Long Term CO2 Sequestration System Modeling.” 2012. Web. 18 Jan 2020.

Vancouver:

Zhang Y. Long Term CO2 Sequestration System Modeling. [Internet] [Thesis]. State University of New York at Buffalo; 2012. [cited 2020 Jan 18]. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3541321.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhang Y. Long Term CO2 Sequestration System Modeling. [Thesis]. State University of New York at Buffalo; 2012. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3541321

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Lehigh University

5. Latifoglu, Cagri. Models for production planning and power procurement portfolios.

Degree: 2012, Lehigh University

URL: http://pqdtopen.proquest.com/#viewpdf?dispub=3542669

► In this dissertation our objective is to characterize and measure the impact of various sources of uncertainty in the electricity market from the end-user… (more)

▼ In this dissertation our objective is to characterize and measure the impact of various sources of uncertainty in the electricity market from the end-user perspective and develop optimization methodologies to mitigate the final impact. In Chapter 2, we study interruptible load contracts from the perspective of a participating manufacturing company. We develop a production planning frame- work that mitigates the uncertainty created by the contractual clauses. We present a mathematical modeling approach and computational results. In Chapter 3, we conduct an experiment using real time electricity prices from the two regional U.S. markets to test the for inherent patterns in real-time locational marginal prices (LMPs) that could be used for constructing the uncertainty sets for the optimization problems. We present the statistical results and findings to characterize these patterns. Next, another experiment is conducted to compare the information content of various data selection rules and the accuracy of various forecasting techniques. In Chapter 4, we conduct an experiment to quantify the value of information using two problem classes: the production planning problem and the job shop scheduling problem. We present various mathematical models to represent a limited set of protoypical optimization problems for each problem class, a comparison of various methods that can be used to construct these optimization problems, simulations of these models with real prices, and finally a numerical analysis of the impact of price uncertainty on optimal solutions. In this chapter, the value of information is quantified as the reflection of the price uncertainty on the optimal objective function value's deviation from a solution obtained by solving an optimization problem with imperfect information. Our findings indicate that depending on the production and the manufacturing environment, the impact of the price uncertainty on the optimal solutions varies significantly. Without conducting a similar analysis to ours, negotiating terms and prices purely based on price uncertainty may be speculative, illusory and misleading for the contract taking parties.

Subjects/Keywords: Operations Research

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APA (6^th Edition):

Latifoglu, C. (2012). Models for production planning and power procurement portfolios. (Thesis). Lehigh University. Retrieved from http://pqdtopen.proquest.com/#viewpdf?dispub=3542669

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Latifoglu, Cagri. “Models for production planning and power procurement portfolios.” 2012. Thesis, Lehigh University. Accessed January 18, 2020. http://pqdtopen.proquest.com/#viewpdf?dispub=3542669.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Latifoglu, Cagri. “Models for production planning and power procurement portfolios.” 2012. Web. 18 Jan 2020.

Vancouver:

Latifoglu C. Models for production planning and power procurement portfolios. [Internet] [Thesis]. Lehigh University; 2012. [cited 2020 Jan 18]. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3542669.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Latifoglu C. Models for production planning and power procurement portfolios. [Thesis]. Lehigh University; 2012. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3542669

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Illinois Institute of Technology

6. Wilder, Coleen R. The queuing theory of two-populations with lane switching.

Degree: 2010, Illinois Institute of Technology

URL: http://pqdtopen.proquest.com/#viewpdf?dispub=3417951

► The objective of this research is to produce a set of tables for practitioner use for a selected set of queuing configurations. The tables… (more)

Subjects/Keywords: Operations Research

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APA (6^th Edition):

Wilder, C. R. (2010). The queuing theory of two-populations with lane switching. (Thesis). Illinois Institute of Technology. Retrieved from http://pqdtopen.proquest.com/#viewpdf?dispub=3417951

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Wilder, Coleen R. “The queuing theory of two-populations with lane switching.” 2010. Thesis, Illinois Institute of Technology. Accessed January 18, 2020. http://pqdtopen.proquest.com/#viewpdf?dispub=3417951.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Wilder, Coleen R. “The queuing theory of two-populations with lane switching.” 2010. Web. 18 Jan 2020.

Vancouver:

Wilder CR. The queuing theory of two-populations with lane switching. [Internet] [Thesis]. Illinois Institute of Technology; 2010. [cited 2020 Jan 18]. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3417951.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wilder CR. The queuing theory of two-populations with lane switching. [Thesis]. Illinois Institute of Technology; 2010. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3417951

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

7. Zhang, Ying. Model elicitation in nation-building simulation| Analytic network process for ranking decisions and Petri Nets for robust optimization.

Degree: 2013, State University of New York at Buffalo

URL: http://pqdtopen.proquest.com/#viewpdf?dispub=3554522

► Simulation is the main tool to study nation-building problems because of their complexity. Considering the substantial work which is necessary to reconstruct a nation,… (more)

▼ Simulation is the main tool to study nation-building problems because of their complexity. Considering the substantial work which is necessary to reconstruct a nation, there are many complex and interacting modules as well as a large number of parameters in nation-building simulation models. Thus, it is time-consuming and computationally expensive to study quantitative relationships within a nation-building system by simulation. Also, simulation cannot explicitly answer optimization-related questions which are important to nation-building decisions. For example, the optimal sequence of nation-building operations cannot be found by simulation unless all possible sequences are simulated, which is impossible in reality. Therefore, it is greatly beneficial to elicit analytic models and solutions from large-scale simulation for the nation-building interests that cannot be supported by simulation effectively and efficiently. This dissertation defines the framework of model elicitation in nation-building simulation, and it presents systematic methodologies to elicit the Analytic Network Process (ANP) and Robust Optimization (RO) models from large-scale simulation models. The first elicitation approach is developed to derive the ANP models from simulation models to study the entities with stochastic attributes and the input parameters in a nation-building system. Although the same purpose can be achieved by analyzing simulation results statistically, the ANP models are much more efficient to evaluate and rank model entities and input parameters by their significance without running a simulation model intensively. The numerical experiments show that the ANP models can provide good results which approximate to those by simulation with great time efficiency. The second elicitation approach is proposed to formulate RO models from the simulation models developed by Ptolemy II software. Since it is not easy to formulate RO models from a Ptolemy II model directly, Colored Stochastic Timed Petri Nets (CSTPNs) are used to facilitate this elicitation. More specifically, a Ptolemy II model is first converted to a CSTPN, and then RO models are formulated based on the graph and network representation of the CSTPN model. The whole process is illustrated by developing two types of RO models from a Ptolemy II model which simulates a nation-building system, and the elicitation approach is validated by comparing the solutions from the RO models with simulation results.

Subjects/Keywords: Operations Research

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APA (6^th Edition):

Zhang, Y. (2013). Model elicitation in nation-building simulation| Analytic network process for ranking decisions and Petri Nets for robust optimization. (Thesis). State University of New York at Buffalo. Retrieved from http://pqdtopen.proquest.com/#viewpdf?dispub=3554522

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Zhang, Ying. “Model elicitation in nation-building simulation| Analytic network process for ranking decisions and Petri Nets for robust optimization.” 2013. Thesis, State University of New York at Buffalo. Accessed January 18, 2020. http://pqdtopen.proquest.com/#viewpdf?dispub=3554522.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Zhang, Ying. “Model elicitation in nation-building simulation| Analytic network process for ranking decisions and Petri Nets for robust optimization.” 2013. Web. 18 Jan 2020.

Vancouver:

Zhang Y. Model elicitation in nation-building simulation| Analytic network process for ranking decisions and Petri Nets for robust optimization. [Internet] [Thesis]. State University of New York at Buffalo; 2013. [cited 2020 Jan 18]. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3554522.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Zhang Y. Model elicitation in nation-building simulation| Analytic network process for ranking decisions and Petri Nets for robust optimization. [Thesis]. State University of New York at Buffalo; 2013. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3554522

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

8. Madhavan, Anusha. Models and algorithms for integer multi-commodity network routing applications.

Degree: 2010, Southern Methodist University

URL: http://pqdtopen.proquest.com/#viewpdf?dispub=3387997

► This dissertation presents two applications of multi-commodity network routing problems, one in the area of telecommunication network operation and the other in the area… (more)

▼ This dissertation presents two applications of multi-commodity network routing problems, one in the area of telecommunication network operation and the other in the area of cash management for the banking industry. For the telecommunication problem, the multiple commodities arise from the multiple origin-destination demand pairs that must share the capacity of a fiber optical link. For the cash management problem, the commodities are associated with the various denominations (ones, fives, tens, twenties, fifties, hundreds, and various coins) that share the capacity of armed trucks and storage vaults. Dijkstra’s simple shortest path algorithm provided the building block for link-state routing protocols in data networks. The open shortest path first (OSPF) protocol uses this algorithm in a distributed procedure in an attempt to balance the trade-off between routing implementation complexity and optimal network utilization. Today, powerful optimization software tools are available that can be used by a central processor in an attempt to improve network performance via implementation of better routing strategies. Two environments can be considered. In the first case, the routing software remains unchanged and the central processor simply determines optimal link weights that are supplied to the routers. Each router uses the link weights and Dijkstra’s algorithm to determine its routing table. In the second environment, the routing software is modified to accept an optimal routing table. Chapter 2 of this dissertation presents both node-arc and arc-path optimization models for both environments, along with an empirical analysis of all four models. The Federal Reserve Bank (Fed) provides currency services to banks. These services include sorting currency into fit and non-fit bills and repackaging bills for redistribution. To reduce their own cost of currency management operations, many banks would make Fed deposits and withdrawals of the same denominations during a given week. In July of 2007, the Fed introduced cross-shipping fees (i.e. fees for making both deposits and withdrawals during a given Monday through Friday period) to encourage banks to recycle their currency. Recognizing the market opportunity, Fiserv initiated a project to optimize bank vault inventories across time and space for a major “Top 5” bank who previously suffered from over 7 billion dollars setting idle either in trucks, vaults, branches, or ATMs. Rarely in academic research does one enjoy an opportunity to actually implement and therefore test one’s work within the applied “dirty” world of business applications. The business results were most impressive. The integer programming model as well as an empirical investigation to reduce the computational time is presented in Chapter 3. The model has been successfully applied to the vault operations of large banks. The underlying configuration is a time-space multi-commodity network with a fixed-charge cost structure.

Subjects/Keywords: Operations Research

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APA (6^th Edition):

Madhavan, A. (2010). Models and algorithms for integer multi-commodity network routing applications. (Thesis). Southern Methodist University. Retrieved from http://pqdtopen.proquest.com/#viewpdf?dispub=3387997

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Madhavan, Anusha. “Models and algorithms for integer multi-commodity network routing applications.” 2010. Thesis, Southern Methodist University. Accessed January 18, 2020. http://pqdtopen.proquest.com/#viewpdf?dispub=3387997.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Madhavan, Anusha. “Models and algorithms for integer multi-commodity network routing applications.” 2010. Web. 18 Jan 2020.

Vancouver:

Madhavan A. Models and algorithms for integer multi-commodity network routing applications. [Internet] [Thesis]. Southern Methodist University; 2010. [cited 2020 Jan 18]. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3387997.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Madhavan A. Models and algorithms for integer multi-commodity network routing applications. [Thesis]. Southern Methodist University; 2010. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3387997

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Cape Town

9. Carstens, Wiehahn. Assessing the operational improvements accrued from the implementation of lean principles at a South African printing company.

Degree: MBA, Research of GSB, 2017, University of Cape Town

URL: http://hdl.handle.net/11427/25125

► The manufacturing sector plays an important role in the future of South Africa's development as a country. In order to sustain growth, it is required… (more)

Subjects/Keywords: Operations Research

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Carstens, W. (2017). Assessing the operational improvements accrued from the implementation of lean principles at a South African printing company. (Masters Thesis). University of Cape Town. Retrieved from http://hdl.handle.net/11427/25125

Chicago Manual of Style (16^th Edition):

Carstens, Wiehahn. “Assessing the operational improvements accrued from the implementation of lean principles at a South African printing company.” 2017. Masters Thesis, University of Cape Town. Accessed January 18, 2020. http://hdl.handle.net/11427/25125.

MLA Handbook (7^th Edition):

Carstens, Wiehahn. “Assessing the operational improvements accrued from the implementation of lean principles at a South African printing company.” 2017. Web. 18 Jan 2020.

Vancouver:

Carstens W. Assessing the operational improvements accrued from the implementation of lean principles at a South African printing company. [Internet] [Masters thesis]. University of Cape Town; 2017. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11427/25125.

Council of Science Editors:

Carstens W. Assessing the operational improvements accrued from the implementation of lean principles at a South African printing company. [Masters Thesis]. University of Cape Town; 2017. Available from: http://hdl.handle.net/11427/25125

Princeton University

10. Sepin, Tardu Selim. Studies on optimal trade execution.

Degree: 2015, Princeton University

URL: http://pqdtopen.proquest.com/#viewpdf?dispub=3682773

► This dissertation deals with the question of how to optimally execute orders for financial assets that are subject to transaction costs. We study the… (more)

▼ This dissertation deals with the question of how to optimally execute orders for financial assets that are subject to transaction costs. We study the problem in a discrete–time model where the asset price processes of interest are subject to stochastic volatility and liquidity. First, we consider the case for the execution of a single asset. We find predictable strategies that minimize the expectation, mean–variance and expected exponential of the implementation cost. Second, we extend the single asset case to incorporate a dark pool where the orders can be crossed at the mid-price depending on the liquidity available. The orders submitted to the dark pool face execution uncertainty and are assumed to be subject to adverse selection risk. We find strategies that minimize the expectation and the expected exponential of the implementation shortfall and show that one can incur less costs by also making use of the dark pool. Next chapter studies a multi asset setting in the presence of a dark pool. We find strategies that minimize the expectation and expected exponential of a cost functional that consists of the implementation shortfall and an aversion term that penalizes the orders crossed in the dark pool. In the expected exponential of the cost case, the dimensionality of the problem does not allow for the numerical computation of optimal strategies. Therefore, we first solve the expected exponential case for a second order Taylor approximation and then provide a framework via a duality argument which can be used to generate approximate strategies. Lastly, we treat the case where the single asset execution problem exhibits ambiguity for the distribution of stochastic liquidity and volatility. We see the implementation cost as the sum of risk terms arising at each execution period. We consider the problem obtained from aggregating worst case expectations of these risk terms, by penalizing the distributions used with dynamic indicator, relative entropy and Gini indices. Next, we formulate the problem as the multi–prior first order certainty equivalent of the exponential cost and lastly we consider a second order certainty equivalence formulation.

Subjects/Keywords: Operations Research

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APA (6^th Edition):

Sepin, T. S. (2015). Studies on optimal trade execution. (Thesis). Princeton University. Retrieved from http://pqdtopen.proquest.com/#viewpdf?dispub=3682773

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Sepin, Tardu Selim. “Studies on optimal trade execution.” 2015. Thesis, Princeton University. Accessed January 18, 2020. http://pqdtopen.proquest.com/#viewpdf?dispub=3682773.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Sepin, Tardu Selim. “Studies on optimal trade execution.” 2015. Web. 18 Jan 2020.

Vancouver:

Sepin TS. Studies on optimal trade execution. [Internet] [Thesis]. Princeton University; 2015. [cited 2020 Jan 18]. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3682773.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Sepin TS. Studies on optimal trade execution. [Thesis]. Princeton University; 2015. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=3682773

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

11. Holsopple, Jared. Fusia| Future situation and impact awareness.

Degree: 2016, State University of New York at Buffalo

URL: http://pqdtopen.proquest.com/#viewpdf?dispub=10127757

► Future Situation and Impact Awareness: FuSIA is a mission-centric framework using uncertain observables to determine the current and future impact for critical missions in… (more)

Subjects/Keywords: Operations research

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APA (6^th Edition):

Holsopple, J. (2016). Fusia| Future situation and impact awareness. (Thesis). State University of New York at Buffalo. Retrieved from http://pqdtopen.proquest.com/#viewpdf?dispub=10127757

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Holsopple, Jared. “Fusia| Future situation and impact awareness.” 2016. Thesis, State University of New York at Buffalo. Accessed January 18, 2020. http://pqdtopen.proquest.com/#viewpdf?dispub=10127757.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Holsopple, Jared. “Fusia| Future situation and impact awareness.” 2016. Web. 18 Jan 2020.

Vancouver:

Holsopple J. Fusia| Future situation and impact awareness. [Internet] [Thesis]. State University of New York at Buffalo; 2016. [cited 2020 Jan 18]. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=10127757.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Holsopple J. Fusia| Future situation and impact awareness. [Thesis]. State University of New York at Buffalo; 2016. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=10127757

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

The Ohio State University

12. Yang, Kejian. Topics in production.

Degree: PhD, Industrial and Systems Engineering, 2007, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1173295319

► In first part of dissertation, we study the problem of selection of layout types for different kinds of jobs. Each job is assigned either to… (more)

Subjects/Keywords: Operations Research

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APA (6^th Edition):

Yang, K. (2007). Topics in production. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1173295319

Chicago Manual of Style (16^th Edition):

Yang, Kejian. “Topics in production.” 2007. Doctoral Dissertation, The Ohio State University. Accessed January 18, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1173295319.

MLA Handbook (7^th Edition):

Yang, Kejian. “Topics in production.” 2007. Web. 18 Jan 2020.

Vancouver:

Yang K. Topics in production. [Internet] [Doctoral dissertation]. The Ohio State University; 2007. [cited 2020 Jan 18]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1173295319.

Council of Science Editors:

Yang K. Topics in production. [Doctoral Dissertation]. The Ohio State University; 2007. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1173295319

The Ohio State University

13. Yuan, Yang. Algorithmic Advances in Stochastic Combinatorial Optimization and Applications.

Degree: PhD, Industrial and Systems Engineering, 2010, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1275433024

► In this dissertation, we study two-stage stochastic combinatorial optimization (SCO) problems in which both first and second stage decisions include some binary variables. The common… (more)

Subjects/Keywords: Operations Research

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APA (6^th Edition):

Yuan, Y. (2010). Algorithmic Advances in Stochastic Combinatorial Optimization and Applications. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1275433024

Chicago Manual of Style (16^th Edition):

Yuan, Yang. “Algorithmic Advances in Stochastic Combinatorial Optimization and Applications.” 2010. Doctoral Dissertation, The Ohio State University. Accessed January 18, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1275433024.

MLA Handbook (7^th Edition):

Yuan, Yang. “Algorithmic Advances in Stochastic Combinatorial Optimization and Applications.” 2010. Web. 18 Jan 2020.

Vancouver:

Yuan Y. Algorithmic Advances in Stochastic Combinatorial Optimization and Applications. [Internet] [Doctoral dissertation]. The Ohio State University; 2010. [cited 2020 Jan 18]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1275433024.

Council of Science Editors:

Yuan Y. Algorithmic Advances in Stochastic Combinatorial Optimization and Applications. [Doctoral Dissertation]. The Ohio State University; 2010. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1275433024

The Ohio State University

14. Tan, Yue. Stochastic Modeling, Optimization and Data-Driven Adaptive Control with Applications in Cloud Computing and Cyber Security.

Degree: PhD, Industrial and Systems Engineering, 2015, The Ohio State University

URL: http://rave.ohiolink.edu/etdc/view?acc_num=osu1431098853

► Big Data has flown into every sector of the global economy ranging from social networks to online business to finance to medicine. With the rapid… (more)

▼ Big Data has flown into every sector of the global economy ranging from social networks to online business to finance to medicine. With the rapid growth of data in many applications in the society, operations research (OR) professionals must shift to a broader view of developing analytical solutions characterized by the integrated use of data, processes and systems. Classical stochastic modeling, although proved to be useful in many traditional application areas (e.g. call centers, manufacturing systems), few works have been done in new applications arising from big data. Existing methods are lack of integration between data and modeling, recent development in adaptive control fails to address these new applications. In this dissertation, we aim to fill these gaps by developing new stochastic modeling, optimization and data-driven adaptive control approaches for managerial problems such as the resource provisioning of cloud computing and password management in cyber security systems. Resource provisioning of cloud computing, the task of planning sufficient amounts of resources to meet the service level agreements (SLAs) for all cloud users, has become an important management task in modern service clouds. We first present a stochastic modeling and optimization approach. We focus on the on-demand services and consider service availability as the key SLA constraint. We represent the problem as a capacity planning problem modeled by a multi-class Erlang loss network under service availability constraints. We show that the conventional square-root staffing provisioning solution which is based on Normal approximation, although asymptotically optimal, could lead to SLA violations with large probability. Instead, we propose using Poisson approximations and derive a tight upper bound for the Erlang loss probability, which would then yield new provisioning solutions. We show that our provisioning solutions are not only asymptotically exact but also provide better SLA performance. When the demand distribution is unknown, we adopt a stochastic gradient-based learning approach. Based on our stochastic loss model, we formulate the provisioning problem from a revenue management perspective. Our algorithm adaptively adjusts the provisioning solution as observations of the demand are continuously made. We prove that this algorithm converges to optimum and adapts to non-stationary demand. We then extend our data-driven adaptive control framework to password management in cyber security systems. A password policy is the frontline of protection against cyber attacks, which contains a set of rules on password length, duration, etc. We assume password has censored lifetime, and policy maker determines the duration of the password without complete knowledge of its true lifetime distribution. We develop a gradient based algorithm integrated with a Bayesian learning framework. We show that our algorithm converges to optimal solution and adapts to non-stationary lifetime data.While the problems we consider are in the context of cloud… Advisors/Committee Members: Xia, Cathy (Advisor).

Subjects/Keywords: Operations Research

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APA (6^th Edition):

Tan, Y. (2015). Stochastic Modeling, Optimization and Data-Driven Adaptive Control with Applications in Cloud Computing and Cyber Security. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1431098853

Chicago Manual of Style (16^th Edition):

Tan, Yue. “Stochastic Modeling, Optimization and Data-Driven Adaptive Control with Applications in Cloud Computing and Cyber Security.” 2015. Doctoral Dissertation, The Ohio State University. Accessed January 18, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1431098853.

MLA Handbook (7^th Edition):

Tan, Yue. “Stochastic Modeling, Optimization and Data-Driven Adaptive Control with Applications in Cloud Computing and Cyber Security.” 2015. Web. 18 Jan 2020.

Vancouver:

Tan Y. Stochastic Modeling, Optimization and Data-Driven Adaptive Control with Applications in Cloud Computing and Cyber Security. [Internet] [Doctoral dissertation]. The Ohio State University; 2015. [cited 2020 Jan 18]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1431098853.

Council of Science Editors:

Tan Y. Stochastic Modeling, Optimization and Data-Driven Adaptive Control with Applications in Cloud Computing and Cyber Security. [Doctoral Dissertation]. The Ohio State University; 2015. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1431098853

University of California – Berkeley

15. Yu, Lian. Nonparametric Optimization with Objective Operational Statistics.

Degree: Industrial Engineering & Operations Research, 2010, University of California – Berkeley

URL: http://www.escholarship.org/uc/item/18z443nf

► In the first part of this thesis, we study the non-parametricmethods for estimation and optimization. In particular, a newnon-parametric method, objective operational statistics, is proposedto… (more)

Subjects/Keywords: Operations research

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APA (6^th Edition):

Yu, L. (2010). Nonparametric Optimization with Objective Operational Statistics. (Thesis). University of California – Berkeley. Retrieved from http://www.escholarship.org/uc/item/18z443nf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Yu, Lian. “Nonparametric Optimization with Objective Operational Statistics.” 2010. Thesis, University of California – Berkeley. Accessed January 18, 2020. http://www.escholarship.org/uc/item/18z443nf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Yu, Lian. “Nonparametric Optimization with Objective Operational Statistics.” 2010. Web. 18 Jan 2020.

Vancouver:

Yu L. Nonparametric Optimization with Objective Operational Statistics. [Internet] [Thesis]. University of California – Berkeley; 2010. [cited 2020 Jan 18]. Available from: http://www.escholarship.org/uc/item/18z443nf.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Yu L. Nonparametric Optimization with Objective Operational Statistics. [Thesis]. University of California – Berkeley; 2010. Available from: http://www.escholarship.org/uc/item/18z443nf

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of California – Berkeley

16. He, Long. Data-driven Approaches to Flexible Systems Design.

Degree: Industrial Engineering & Operations Research, 2015, University of California – Berkeley

URL: http://www.escholarship.org/uc/item/55j7q66j

► This dissertation studies the data-driven approaches to flexible systems design problems under uncertainty. We discuss real applications in various contexts with flexibility: the capability to… (more)

▼ This dissertation studies the data-driven approaches to flexible systems design problems under uncertainty. We discuss real applications in various contexts with flexibility: the capability to satisfy different types of customer demands (e.g. one-way and round trips in the context of car sharing systems); the geographical demand distribution estimation and associated inventory allocation; and the freedom in production plans to fulfill uncertain customer demands (e.g. flexible recipes in continuous production process).The problems we consider have different objectives and more importantly several degrees of richness in data availability. We develop data-driven optimization models accordingly. Specifically, in the case of new market expansion for example, the firm has to make one-shot decision with limited or side information. The focus of data-driven approach in this case is on the portability of information. Distributionally-robust optimization methodologies are applied to derive strategic decisions that hedge the risks. At the tactical level, e.g. resource planning, the firm deploys planning with ample historical data. For online retailers, geographical demand distributions need to be estimated from historical sales and serve as key input to their regular inventory allocation decisions. Furthermore, operational decisions generally require more detailed data, especially the continuous data for real-time decisions. We study the problem where routine production plans are chosen together with raw material investment decisions when periodic demand data may be available.In the first part of the dissertation, we study the planning problem faced by urban electric vehicle (EV) sharing systems, that offer both one-way and round trips, in designing the geographical service region. This decision encompasses the trade-off between maximizing customer adoption by covering travel needs, and controlling fleet operations costs. We develop a mathematical programming model that incorporates details of both customer adoption behavior and fleet management (including EV repositioning and charging) operations under spatially-imbalanced and time-varying travel patterns. To address uncertainty in customer adoption, we employ a distributionally-robust optimization framework that informs robust decisions to avoid possible ambiguity (or lack) of data. Mathematically, the problem is approximated by a mixed integer second-order cone program (MISOCP), which is computationally-tractable. Applying this approach to the case of Car2Go's service in San Diego, California, with real operations data, we investigate several planning questions and suggest potential for future development of the service.To make better inventory allocation to distribution centers, understanding of the geographical demand distribution is essential to online retailers who possess historical sales data that might be contaminated and/or with missing data. The second part of the dissertation presents two models: the first model estimates the geographical demand distribution; the…

Subjects/Keywords: Operations research

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

He, L. (2015). Data-driven Approaches to Flexible Systems Design. (Thesis). University of California – Berkeley. Retrieved from http://www.escholarship.org/uc/item/55j7q66j

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

He, Long. “Data-driven Approaches to Flexible Systems Design.” 2015. Thesis, University of California – Berkeley. Accessed January 18, 2020. http://www.escholarship.org/uc/item/55j7q66j.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

He, Long. “Data-driven Approaches to Flexible Systems Design.” 2015. Web. 18 Jan 2020.

Vancouver:

He L. Data-driven Approaches to Flexible Systems Design. [Internet] [Thesis]. University of California – Berkeley; 2015. [cited 2020 Jan 18]. Available from: http://www.escholarship.org/uc/item/55j7q66j.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

He L. Data-driven Approaches to Flexible Systems Design. [Thesis]. University of California – Berkeley; 2015. Available from: http://www.escholarship.org/uc/item/55j7q66j

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of California – Berkeley

17. Liao, Chen-Nan. Game Theory Applications in Socially Responsible Operations and Operations-Marketing Interface.

Degree: Industrial Engineering & Operations Research, 2015, University of California – Berkeley

URL: http://www.escholarship.org/uc/item/8qm007mz

► This dissertation includes three chapters: (1) Farmers' Information Management in Developing Countries - A Highly Asymmetric Information Structure. (2) Information Provision Policies for Improving Farmer… (more)

▼ This dissertation includes three chapters: (1) Farmers' Information Management in Developing Countries - A Highly Asymmetric Information Structure. (2) Information Provision Policies for Improving Farmer Welfare in Developing Countries: Heterogeneous Farmers and Market Selection. (3) Role of Exchangeable Tickets in the Optimal Menu Design for Airline Tickets. The first chapter studies farmers' information management and utilization problems in developing countries. In these countries, governments, non-governmental organizations, and social entrepreneurs are disseminating agriculture information to farmers to improve their welfare. However, instead of having direct access to the information, farmers usually acquire information from local social networks, and, thus, they may have very different information channels. In this paper, we establish a general framework that accommodates highly asymmetric information structures to capture the fact that information is transmitted indirectly through the social network. In our model, a bipartite graph describes which subset of signals is accessible to a farmer. We characterize a unique Bayesian Nash equilibrium and express farmers' strategies and expected profits in closed forms. We discuss properties of this equilibrium and show that asymmetric information structures can lead to various novel results. We also conduct comprehensive studies on the equilibrium in the "weak signal limit", where signals are subject to substantial noise. We examine the government's optimal information allocation in this limit when its goal is to maximize (1) farmers' total profits or (2) the social welfare. In the second chapter, we examine the impact of information provision policies on farmer welfare in developing countries where farmers lack relevant and timely information for making informed decisions regarding which crop to grow and which market to sell in. In addition to heterogeneous farmers, we consider the case when farmers are price takers and yet the price of each crop (or the price in each market) is a linearly decreasing function of the total sales quantity. When market information is offered free-of-charge, we show that: (a) providing information is always beneficial to farmers at the individual level; and (b) providing information to all farmers may not be welfare maximizing at the aggregate level. To maximize farmer welfare, it is optimal to provide information to a targeted group of farmers who are located far away from either market. However, to overcome perceived unfairness among farmers, we show that the government should provide information to all farmers at a nominal fee so that the farmers will adopt the intended optimal provision policy willingly. We extend our analysis to examine different issues including: precision of market information, and information dissemination via a for-profit company.The third chapter examines the optimal menu design problem with three types of tickets: refundable, nonrefundable, and exchangeable tickets. We identify the role of exchangeable tickets…

Subjects/Keywords: Operations research

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APA (6^th Edition):

Liao, C. (2015). Game Theory Applications in Socially Responsible Operations and Operations-Marketing Interface. (Thesis). University of California – Berkeley. Retrieved from http://www.escholarship.org/uc/item/8qm007mz

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Liao, Chen-Nan. “Game Theory Applications in Socially Responsible Operations and Operations-Marketing Interface.” 2015. Thesis, University of California – Berkeley. Accessed January 18, 2020. http://www.escholarship.org/uc/item/8qm007mz.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Liao, Chen-Nan. “Game Theory Applications in Socially Responsible Operations and Operations-Marketing Interface.” 2015. Web. 18 Jan 2020.

Vancouver:

Liao C. Game Theory Applications in Socially Responsible Operations and Operations-Marketing Interface. [Internet] [Thesis]. University of California – Berkeley; 2015. [cited 2020 Jan 18]. Available from: http://www.escholarship.org/uc/item/8qm007mz.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Liao C. Game Theory Applications in Socially Responsible Operations and Operations-Marketing Interface. [Thesis]. University of California – Berkeley; 2015. Available from: http://www.escholarship.org/uc/item/8qm007mz

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of California – Berkeley

18. Ding, Shiman. Centralized and Decentralized Warehouse Logistics Collaboration.

Degree: Industrial Engineering & Operations Research, 2017, University of California – Berkeley

URL: http://www.escholarship.org/uc/item/9gz4f4gj

► In an emerging trend in the grocery industry, multiple suppliers and retailers share a warehouse to facilitate horizontal collaboration, in order to lower transportation costs… (more)

▼ In an emerging trend in the grocery industry, multiple suppliers and retailers share a warehouse to facilitate horizontal collaboration, in order to lower transportation costs and increase outbound delivery frequencies. Typically, these systems (sometimes known as Mixing and Consolidation Centers) are operated in a decentralized manner, with little effort to coordinate shipments from multiple suppliers with shipments to multiple retailers. Indeed, implementing coordination in this setting, where potential competitors are using the same logistics resources, could be very challenging. In this thesis, we characterizes the loss due to this decentralized operation, in order to develop insight into the value of making the extra effort and investment necessary to imple- ment some form of coordinated control. To do this, we consider a setting where several suppliers ship to several retailers through a shared warehouse, so that outbound trucks from the warehouse contain the products of multiple suppliers. We extend the classic one warehouse multi-retailer analysis of Roundy (1985) to incorporate multiple suppli- ers and per truck outbound transportation cost from the warehouse, and develop a cost lower bound on centralized operation as benchmark. We then analyze decentralized versions of the system, in which each retailer and each supplier maximizes his or her own utility in a variety of settings, and we analytically bound the ratio of the cost of decentralized to centralized operation, to bound the loss due to decentralization. We find that easy-to-implement decentralized policies are efficient and effective in this set- ting, suggesting that centralization (and thus, coordination effort intended to lead to some of the benefit of centralization) does not bring significant benefits. In a compu- tational study, we explore how system parameters impact the relative performance of this system under centralized and decentralized control. Finally, we consider a stochas- tic version of this model of decentralized collaboration, where we assume independent Poisson demand occurs at each retailer for all products. To coordinate replenishment, each retailer follows an aggregate (Q,S) policy, i.e., an order is placed to raise inventory position to S whenever total demand since the last order at that retailer reaches Q.In this setting demand at the warehouse can be well-approximated by a compound Poisson process, and thus inventory at the warehouse is managed via an (s,S) policy. We develop optimal and heuristic algorithms to optimize parameter settings in this model.

Subjects/Keywords: Operations research

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Ding, S. (2017). Centralized and Decentralized Warehouse Logistics Collaboration. (Thesis). University of California – Berkeley. Retrieved from http://www.escholarship.org/uc/item/9gz4f4gj

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Ding, Shiman. “Centralized and Decentralized Warehouse Logistics Collaboration.” 2017. Thesis, University of California – Berkeley. Accessed January 18, 2020. http://www.escholarship.org/uc/item/9gz4f4gj.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Ding, Shiman. “Centralized and Decentralized Warehouse Logistics Collaboration.” 2017. Web. 18 Jan 2020.

Vancouver:

Ding S. Centralized and Decentralized Warehouse Logistics Collaboration. [Internet] [Thesis]. University of California – Berkeley; 2017. [cited 2020 Jan 18]. Available from: http://www.escholarship.org/uc/item/9gz4f4gj.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ding S. Centralized and Decentralized Warehouse Logistics Collaboration. [Thesis]. University of California – Berkeley; 2017. Available from: http://www.escholarship.org/uc/item/9gz4f4gj

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

UCLA

19. Jahandideh, Hossein. Dynamic Allocation of Temporal Resources Under Uncertainty.

Degree: Management (MS/PHD), 2018, UCLA

URL: http://www.escholarship.org/uc/item/2g16m6j1

► Temporal resources are defined as human or capital resources with a per-unit-time capacity that can be allocated to different services or products in different periods… (more)

▼ Temporal resources are defined as human or capital resources with a per-unit-time capacity that can be allocated to different services or products in different periods of time. Examples of temporal resources include machinery, computing power, warehouses, venues, staff, and specialized technology such as a chemical reactor. In this dissertation, I study the problem of dynamically allocating temporal resources to maximize revenue or to minimize costs when the decision-maker is uncertain about the outcome of decisions. I consider two different problems that represent challenges encountered in various industries. In the first chapter, I provide an introduction to the two problems presented in Chapters 2 and 3, discuss the respective motivating industries, and provide examples of broader applications. The first problem, presented in Chapter 2, is the sales of cloud services to owners of interactive (user-based) applications such as websites and mobile apps. If an application owner purchases the service, the provider hosts the application on the cloud and provides the computing power required to support the application users. Here, the units of resource (hardware capacity) allocated to an application over time is directly determined by the traffic-pattern of the application's users. Considering the resource capacity, the provider dynamically prices services to maximize revenue. I model the provider's pricing problem as a large-scale stochastic dynamic program. I decompose this multi-dimensional stochastic dynamic program into single-dimensional sub-problems by proposing a tractable decomposition procedure. I then extend the proposed framework to define an individualized dynamic pricing mechanism for the cloud provider. To evaluate the performance of the proposed pricing mechanism, I present novel upper bounds on the optimal revenue. The computational results show that the proposed model of selling cloud services achieves significantly greater revenue than the prevalent alternative, and that the presented pricing scheme attains near-optimal revenue.In the third chapter of my dissertation I analyze a catalyst-activated batch-production process with uncertainty in production times, learning about catalyst-productivity characteristics, and decay of catalyst performance across batches. The challenge is to determine the quality level of batches and to decide when to replenish a catalyst so as to minimize average costs consisting of inventory holding, backlogging, and catalyst switching costs. The temporal resource in this problem is the common reactor shared across batches and multiple products. I formulate this problem as a Semi-Markov Decision Process (SMDP), and use structural properties of the SMDP to define an effective two-level heuristic which is easy to interpret and implement, and to establish a lower bound on the optimal average cost to evaluate the heuristic. Through application to data from a leading food processing company, I show that the proposed methodology, in addition to attaining near-optimal costs,…

Subjects/Keywords: Operations research

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APA (6^th Edition):

Jahandideh, H. (2018). Dynamic Allocation of Temporal Resources Under Uncertainty. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/2g16m6j1

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Jahandideh, Hossein. “Dynamic Allocation of Temporal Resources Under Uncertainty.” 2018. Thesis, UCLA. Accessed January 18, 2020. http://www.escholarship.org/uc/item/2g16m6j1.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Jahandideh, Hossein. “Dynamic Allocation of Temporal Resources Under Uncertainty.” 2018. Web. 18 Jan 2020.

Vancouver:

Jahandideh H. Dynamic Allocation of Temporal Resources Under Uncertainty. [Internet] [Thesis]. UCLA; 2018. [cited 2020 Jan 18]. Available from: http://www.escholarship.org/uc/item/2g16m6j1.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Jahandideh H. Dynamic Allocation of Temporal Resources Under Uncertainty. [Thesis]. UCLA; 2018. Available from: http://www.escholarship.org/uc/item/2g16m6j1

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

20. Qian, Zhuang. Dynamic Linkages between Corporate Diversification Strategies and Operational Performance| An Empirical Investigation.

Degree: 2018, State University of New York at Buffalo

URL: http://pqdtopen.proquest.com/#viewpdf?dispub=10823925

► The strategic importance of corporate diversification on firm?s competitive advantage and superior financial performance has been extensively studied in the strategic management literature. However,… (more)

▼ The strategic importance of corporate diversification on firm?s competitive advantage and superior financial performance has been extensively studied in the strategic management literature. However, in the field of operations management, there is a lack of research on whether and how corporate diversification strategies would impact a firm?s operational performance, and vice versa. To fill this research gap, in this dissertation, we conduct three empirical studies to investigate (1) how product and international diversification strategies influence a firm?s inventory performance; (2) how a firm?s existing resources and target market uncertainty jointly impact product scope expansion; and (3) how a firm?s utilization of resources impacts product scope expansion. The first essay aims to investigate the impacts of two important corporate diversification strategies on firm?s inventory performance: product diversification (including related and unrelated diversification) and international diversification. Based upon a large firm-level data sample collected from Compustat Fundamental Annual and Compustat Segment, we find that firm?s inventory level increases with the degree of related product diversification but decreases with the degree of unrelated product diversification. There is also strong evidence that highly internationally diversified firms tend to hold more inventory. Current research has investigated the importance of product scope to a firm?s operational performance (e.g., inventory efficiency, operational costs, and service levels). However, what drives a firm?s decision to expand its product scope remains under-studied. Recent real options research points to the role of uncertainty in the target market. The second essay adds to the literature by proposing that a firm?s resources endowments and target market uncertainty jointly influence its product scope. The empirical analysis confirms a curvilinear relationship between target market uncertainty and the likelihood of product scope expansion. More importantly, we find that different categories of resources alter the influence of target market uncertainty on product scope expansion differently. Given the fact that firms are striving for improving operational efficiency and reducing operational slack (i.e., resources in excess of what is required to fulfill expected demand), the third essay focuses on the effects of a firm?s capacity, inventory, and supply chain slacks on product scope decision. Our empirical results reveal that firms with more production and inventory slacks are more likely to expand product scopes. Furthermore, our analysis demonstrates that market relatedness positively moderates the effects of production and supply chain slacks on the likelihood of product scope expansion, but negatively moderates the effect of inventory slack on the likelihood of product scope expansion.

Subjects/Keywords: Operations research

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APA (6^th Edition):

Qian, Z. (2018). Dynamic Linkages between Corporate Diversification Strategies and Operational Performance| An Empirical Investigation. (Thesis). State University of New York at Buffalo. Retrieved from http://pqdtopen.proquest.com/#viewpdf?dispub=10823925

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Qian, Zhuang. “Dynamic Linkages between Corporate Diversification Strategies and Operational Performance| An Empirical Investigation.” 2018. Thesis, State University of New York at Buffalo. Accessed January 18, 2020. http://pqdtopen.proquest.com/#viewpdf?dispub=10823925.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Qian, Zhuang. “Dynamic Linkages between Corporate Diversification Strategies and Operational Performance| An Empirical Investigation.” 2018. Web. 18 Jan 2020.

Vancouver:

Qian Z. Dynamic Linkages between Corporate Diversification Strategies and Operational Performance| An Empirical Investigation. [Internet] [Thesis]. State University of New York at Buffalo; 2018. [cited 2020 Jan 18]. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=10823925.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Qian Z. Dynamic Linkages between Corporate Diversification Strategies and Operational Performance| An Empirical Investigation. [Thesis]. State University of New York at Buffalo; 2018. Available from: http://pqdtopen.proquest.com/#viewpdf?dispub=10823925

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Columbia University

21. Saure, Denis R. Essays in Consumer Choice Driven Assortment Planning.

Degree: 2011, Columbia University

URL: https://doi.org/10.7916/D8T4412P

► Product assortment selection is among the most critical decisions facing retailers: product variety and relevance is a fundamental driver of consumers' purchase decisions and ultimately… (more)

▼ Product assortment selection is among the most critical decisions facing retailers: product variety and relevance is a fundamental driver of consumers' purchase decisions and ultimately of a retailer's profitability. In the last couple of decades an increasing number of firms have gained the ability to frequently revisit their assortment decisions during a selling season. In addition, the development and consolidation of online retailing have introduced new levels of operational flexibility, and cheap access to detailed transactional information. These new operational features present the retailer with both benefits and challenges. The ability to revisit the assortment decision frequently over time allows the retailer to introduce and test new products during the selling season, and adjust on the fly to unexpected changes in consumer preferences, and use customer profile information to customize (in real time) online shopping experience. Our main objective in this thesis is to formulate and solve assortment optimization models addressing the challenges present in modern retail environments. We begin by analyzing the role of the assortment decision in balancing information collection and revenue maximization, when consumer preferences are initially unknown. By considering utility maximizing consumers, we establish fundamental limits on the performance of any assortment policy whose aim is to maximize long run revenues. In addition, we propose adaptive assortment policies that attain such performance limits. Our results highlight salient features of this dynamic assortment problem that distinguish it from similar problems of sequential decision making under model uncertainty. Next, we extend the analysis to the case when additional consumer profile information is available; our primary motivation here is the emerging area of online advertisement. As in the previous setup, we identify fundamental performance limits and propose adaptive policies attaining these limits. Finally, we focus on the effects of competition and consumers' access to information on assortment strategies. In particular, we study competition among retailers when they have access to common products, i.e., products that are available to the competition, and where consumers have full information about the retailers' offerings. Our results shed light on equilibrium properties in such settings and the effect common products have on this behavior.

Subjects/Keywords: Operations research

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Saure, D. R. (2011). Essays in Consumer Choice Driven Assortment Planning. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8T4412P

Chicago Manual of Style (16^th Edition):

Saure, Denis R. “Essays in Consumer Choice Driven Assortment Planning.” 2011. Doctoral Dissertation, Columbia University. Accessed January 18, 2020. https://doi.org/10.7916/D8T4412P.

MLA Handbook (7^th Edition):

Saure, Denis R. “Essays in Consumer Choice Driven Assortment Planning.” 2011. Web. 18 Jan 2020.

Vancouver:

Saure DR. Essays in Consumer Choice Driven Assortment Planning. [Internet] [Doctoral dissertation]. Columbia University; 2011. [cited 2020 Jan 18]. Available from: https://doi.org/10.7916/D8T4412P.

Council of Science Editors:

Saure DR. Essays in Consumer Choice Driven Assortment Planning. [Doctoral Dissertation]. Columbia University; 2011. Available from: https://doi.org/10.7916/D8T4412P

Columbia University

22. Liu, Yunan. Many-Server Queues with Time-Varying Arrivals, Customer Abandonment, and non-Exponential Distributions.

Degree: 2011, Columbia University

URL: https://doi.org/10.7916/D8XW4RS9

► This thesis develops deterministic heavy-traffic fluid approximations for many-server stochastic queueing models. The queueing models, with many homogeneous servers working independently in parallel, are intended… (more)

▼ This thesis develops deterministic heavy-traffic fluid approximations for many-server stochastic queueing models. The queueing models, with many homogeneous servers working independently in parallel, are intended to model large-scale service systems such as call centers and health care systems. Such models also have been employed to study communication, computing and manufacturing systems. The heavy-traffic approximations yield relatively simple formulas for quantities describing system performance, such as the expected number of customers waiting in the queue. The new performance approximations are valuable because, in the generality considered, these complex systems are not amenable to exact mathematical analysis. Since the approximate performance measures can be computed quite rapidly, they usefully complement more cumbersome computer simulation. Thus these heavy-traffic approximations can be used to improve capacity planning and operational control. More specifically, the heavy-traffic approximations here are for large-scale service systems, having many servers and a high arrival rate. The main focus is on systems that have time-varying arrival rates and staffing functions. The system is considered under the assumption that there are alternating periods of overloading and underloading, which commonly occurs when service providers are unable to adjust the staffing frequently enough to economically meet demand at all times. The models also allow the realistic features of customer abandonment and non-exponential probability distributions for the service times and the times customers are willing to wait before abandoning. These features make the overall stochastic model non-Markovian and thus thus very difficult to analyze directly. This thesis provides effective algorithms to compute approximate performance descriptions for these complex systems. These algorithms are based on ordinary differential equations and fixed point equations associated with contraction operators. Simulation experiments are conducted to verify that the approximations are effective. This thesis consists of four pieces of work, each presented in one chapter. The first chapter (Chapter 2) develops the basic fluid approximation for a non-Markovian many-server queue with time-varying arrival rate and staffing. The second chapter (Chapter 3) extends the fluid approximation to systems with complex network structure and Markovian routing to other queues of customers after completing service from each queue. The extension to open networks of queues has important applications. For one example, in hospitals, patients usually move among different units such as emergency rooms, operating rooms, and intensive care units. For another example, in manufacturing systems, individual products visit different work stations one or more times. The open network fluid model has multiple queues each of which has a time-varying arrival rate and staffing function. The third chapter (Chapter 4) studies the large-time asymptotic dynamics of a single fluid queue. When the…

Subjects/Keywords: Operations research

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Liu, Y. (2011). Many-Server Queues with Time-Varying Arrivals, Customer Abandonment, and non-Exponential Distributions. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8XW4RS9

Chicago Manual of Style (16^th Edition):

Liu, Yunan. “Many-Server Queues with Time-Varying Arrivals, Customer Abandonment, and non-Exponential Distributions.” 2011. Doctoral Dissertation, Columbia University. Accessed January 18, 2020. https://doi.org/10.7916/D8XW4RS9.

MLA Handbook (7^th Edition):

Liu, Yunan. “Many-Server Queues with Time-Varying Arrivals, Customer Abandonment, and non-Exponential Distributions.” 2011. Web. 18 Jan 2020.

Vancouver:

Liu Y. Many-Server Queues with Time-Varying Arrivals, Customer Abandonment, and non-Exponential Distributions. [Internet] [Doctoral dissertation]. Columbia University; 2011. [cited 2020 Jan 18]. Available from: https://doi.org/10.7916/D8XW4RS9.

Council of Science Editors:

Liu Y. Many-Server Queues with Time-Varying Arrivals, Customer Abandonment, and non-Exponential Distributions. [Doctoral Dissertation]. Columbia University; 2011. Available from: https://doi.org/10.7916/D8XW4RS9

Columbia University

23. Ma, Shiqian. Algorithms for Sparse and Low-Rank Optimization: Convergence, Complexity and Applications.

Degree: 2011, Columbia University

URL: https://doi.org/10.7916/D8PC38BZ

► Solving optimization problems with sparse or low-rank optimal solutions has been an important topic since the recent emergence of compressed sensing and its matrix extensions… (more)

▼ Solving optimization problems with sparse or low-rank optimal solutions has been an important topic since the recent emergence of compressed sensing and its matrix extensions such as the matrix rank minimization and robust principal component analysis problems. Compressed sensing enables one to recover a signal or image with fewer observations than the "length" of the signal or image, and thus provides potential breakthroughs in applications where data acquisition is costly. However, the potential impact of compressed sensing cannot be realized without efficient optimization algorithms that can handle extremely large-scale and dense data from real applications. Although the convex relaxations of these problems can be reformulated as either linear programming, second-order cone programming or semidefinite programming problems, the standard methods for solving these relaxations are not applicable because the problems are usually of huge size and contain dense data. In this dissertation, we give efficient algorithms for solving these "sparse" optimization problems and analyze the convergence and iteration complexity properties of these algorithms. Chapter 2 presents algorithms for solving the linearly constrained matrix rank minimization problem. The tightest convex relaxation of this problem is the linearly constrained nuclear norm minimization. Although the latter can be cast and solved as a semidefinite programming problem, such an approach is computationally expensive when the matrices are large. In Chapter 2, we propose fixed-point and Bregman iterative algorithms for solving the nuclear norm minimization problem and prove convergence of the first of these algorithms. By using a homotopy approach together with an approximate singular value decomposition procedure, we get a very fast, robust and powerful algorithm, which we call FPCA (Fixed Point Continuation with Approximate SVD), that can solve very large matrix rank minimization problems. Our numerical results on randomly generated and real matrix completion problems demonstrate that this algorithm is much faster and provides much better recoverability than semidefinite programming solvers such as SDPT3. For example, our algorithm can recover 1000 × 1000 matrices of rank 50 with a relative error of 10^-5 in about 3 minutes by sampling only 20 percent of the elements. We know of no other method that achieves as good recoverability. Numerical experiments on online recommendation, DNA microarray data set and image inpainting problems demonstrate the effectiveness of our algorithms. In Chapter 3, we study the convergence/recoverability properties of the fixed point continuation algorithm and its variants for matrix rank minimization. Heuristics for determining the rank of the matrix when its true rank is not known are also proposed. Some of these algorithms are closely related to greedy algorithms in compressed sensing. Numerical results for these algorithms for solving linearly constrained matrix rank minimization problems are reported. Chapters 4 and 5…

Subjects/Keywords: Operations research

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Ma, S. (2011). Algorithms for Sparse and Low-Rank Optimization: Convergence, Complexity and Applications. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8PC38BZ

Chicago Manual of Style (16^th Edition):

Ma, Shiqian. “Algorithms for Sparse and Low-Rank Optimization: Convergence, Complexity and Applications.” 2011. Doctoral Dissertation, Columbia University. Accessed January 18, 2020. https://doi.org/10.7916/D8PC38BZ.

MLA Handbook (7^th Edition):

Ma, Shiqian. “Algorithms for Sparse and Low-Rank Optimization: Convergence, Complexity and Applications.” 2011. Web. 18 Jan 2020.

Vancouver:

Ma S. Algorithms for Sparse and Low-Rank Optimization: Convergence, Complexity and Applications. [Internet] [Doctoral dissertation]. Columbia University; 2011. [cited 2020 Jan 18]. Available from: https://doi.org/10.7916/D8PC38BZ.

Council of Science Editors:

Ma S. Algorithms for Sparse and Low-Rank Optimization: Convergence, Complexity and Applications. [Doctoral Dissertation]. Columbia University; 2011. Available from: https://doi.org/10.7916/D8PC38BZ

Columbia University

24. Lee, Thiam Hui. Essays on Inventory Management and Object Allocation.

Degree: 2012, Columbia University

URL: https://doi.org/10.7916/D8JM2HM7

► This dissertation consists of three essays. In the first, we establish a framework for proving equivalences between mechanisms that allocate indivisible objects to agents. In… (more)

▼ This dissertation consists of three essays. In the first, we establish a framework for proving equivalences between mechanisms that allocate indivisible objects to agents. In the second, we study a newsvendor model where the inventory manager has access to two experts that provide advice, and examine how and when an optimal algorithm can be efficiently computed. In the third, we study classical single-resource capacity allocation problem and investigate the relationship between data availability and performance guarantees. We first study mechanisms that solve the problem of allocating indivisible objects to agents. We consider the class of mechanisms that utilize the Top Trading Cycles (TTC) algorithm (these may differ based on how they prioritize agents), and show a general approach to proving equivalences between mechanisms from this class. This approach is used to show alternative and simpler proofs for two recent equivalence results for mechanisms with linear priority structures. We also use the same approach to show that these equivalence results can be generalized to mechanisms where the agent priority structure is described by a tree. Second, we study the newsvendor model where the manager has recourse to advice, or decision recommendations, from two experts, and where the objective is to minimize worst-case regret from not following the advice of the better of the two agents. We show the model can be reduced to the class machine-learning problem of predicting binary sequences but with an asymmetric cost function, allowing us to obtain an optimal algorithm by modifying a well-known existing one. However, the algorithm we modify, and consequently the optimal algorithm we describe, is not known to be efficiently computable, because it requires evaluations of a function v which is the objective value of recursively defined optimization problems. We analyze v and show that when the two cost parameters of the newsvendor model are small multiples of a common factor, its evaluation is computationally efficient. We also provide a novel and direct asymptotic analysis of v that differs from previous approaches. Our asymptotic analysis gives us insight into the transient structure of v as its parameters scale, enabling us to formulate a heuristic for evaluating v generally. This, in turn, defines a heuristic for the optimal algorithm whose decisions we find in a numerical study to be close to optimal. In our third essay, we study the classical single-resource capacity allocation problem. In particular, we analyze the relationship between data availability (in the form of demand samples) and performance guarantees for solutions derived from that data. This is done by describing a class of solutions called epsilon-backwards accurate policies and determining a suboptimality gap for this class of solutions. The suboptimality gap we find is in terms of epsilon and is also distribution-free. We then relate solutions generated by a Monte Carlo algorithm and epsilon-backwards accurate policies, showing a lower bound on the…

Subjects/Keywords: Operations research

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Lee, T. H. (2012). Essays on Inventory Management and Object Allocation. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8JM2HM7

Chicago Manual of Style (16^th Edition):

Lee, Thiam Hui. “Essays on Inventory Management and Object Allocation.” 2012. Doctoral Dissertation, Columbia University. Accessed January 18, 2020. https://doi.org/10.7916/D8JM2HM7.

MLA Handbook (7^th Edition):

Lee, Thiam Hui. “Essays on Inventory Management and Object Allocation.” 2012. Web. 18 Jan 2020.

Vancouver:

Lee TH. Essays on Inventory Management and Object Allocation. [Internet] [Doctoral dissertation]. Columbia University; 2012. [cited 2020 Jan 18]. Available from: https://doi.org/10.7916/D8JM2HM7.

Council of Science Editors:

Lee TH. Essays on Inventory Management and Object Allocation. [Doctoral Dissertation]. Columbia University; 2012. Available from: https://doi.org/10.7916/D8JM2HM7

Columbia University

25. Nur, Cavdaroglu. Three Essays on Dynamic Pricing and Resource Allocation.

Degree: 2012, Columbia University

URL: https://doi.org/10.7916/D8W09D0G

► This thesis consists of three essays that focus on different aspects of pricing and resource allocation. We use techniques from supply chain and revenue management,… (more)

▼ This thesis consists of three essays that focus on different aspects of pricing and resource allocation. We use techniques from supply chain and revenue management, scenario-based robust optimization and game theory to study the behavior of firms in different competitive and non-competitive settings. We develop dynamic programming models that account for pricing and resource allocation decisions of firms in such settings. In Chapter 2, we focus on the resource allocation problem of a service firm, particularly a health-care facility. We formulate a general model that is applicable to various resource allocation problems of a hospital. To this end, we consider a system with multiple customer classes that display different reactions to delays in service. By adopting a dynamic-programming approach, we show that the optimal policy is not simple but exhibits desirable monotonicity properties. Furthermore, we propose a simple threshold heuristic policy that performs well in our experiments. In Chapter 3, we study a dynamic pricing problem for a monopolist seller that operates in a setting where buyers have market power, and where each potential sale takes the form of a bilateral negotiation. We review the dynamic programming formulation of the negotiation problem, and propose a simple and tractable deterministic "fluid" analogue for this problem. The main emphasis of the chapter is in expanding the formulation to the dynamic setting where both the buyer and seller have limited prior information on their counterparty valuation and their negotiation skill. In Chapter 4, we consider the revenue maximization problem of a seller who operates in a market where there are two types of customers; namely the "investors" and "regular-buyers". In a two-period setting, we model and solve the pricing game between the seller and the investors in the latter period, and based on the solution of this game, we analyze the revenue maximization problem of the seller in the former period. Moreover, we study the effects on the total system profits when the seller and the investors cooperate through a contracting mechanism rather than competing with each other; and explore the contracting opportunities that lead to higher profits for both agents.

Subjects/Keywords: Operations research

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Nur, C. (2012). Three Essays on Dynamic Pricing and Resource Allocation. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8W09D0G

Chicago Manual of Style (16^th Edition):

Nur, Cavdaroglu. “Three Essays on Dynamic Pricing and Resource Allocation.” 2012. Doctoral Dissertation, Columbia University. Accessed January 18, 2020. https://doi.org/10.7916/D8W09D0G.

MLA Handbook (7^th Edition):

Nur, Cavdaroglu. “Three Essays on Dynamic Pricing and Resource Allocation.” 2012. Web. 18 Jan 2020.

Vancouver:

Nur C. Three Essays on Dynamic Pricing and Resource Allocation. [Internet] [Doctoral dissertation]. Columbia University; 2012. [cited 2020 Jan 18]. Available from: https://doi.org/10.7916/D8W09D0G.

Council of Science Editors:

Nur C. Three Essays on Dynamic Pricing and Resource Allocation. [Doctoral Dissertation]. Columbia University; 2012. Available from: https://doi.org/10.7916/D8W09D0G

Columbia University

26. Lu, Yina. Data-driven System Design in Service Operations.

Degree: 2013, Columbia University

URL: https://doi.org/10.7916/D8WM1MSF

► The service industry has become an increasingly important component in the world's economy. Simultaneously, the data collected from service systems has grown rapidly in both… (more)

▼ The service industry has become an increasingly important component in the world's economy. Simultaneously, the data collected from service systems has grown rapidly in both size and complexity due to the rapid spread of information technology, providing new opportunities and challenges for operations management researchers. This dissertation aims to explore methodologies to extract information from data and provide powerful insights to guide the design of service delivery systems. To do this, we analyze three applications in the retail, healthcare, and IT service industries. In the first application, we conduct an empirical study to analyze how waiting in queue in the context of a retail store affects customers' purchasing behavior. The methodology combines a novel dataset collected via video recognition technology with traditional point-of-sales data. We find that waiting in queue has a nonlinear impact on purchase incidence and that customers appear to focus mostly on the length of the queue, without adjusting enough for the speed at which the line moves. We also find that customers' sensitivity to waiting is heterogeneous and negatively correlated with price sensitivity. These findings have important implications for queueing system design and pricing management under congestion. The second application focuses on disaster planning in healthcare. According to a U.S. government mandate, in a catastrophic event, the New York City metropolitan areas need to be capable of caring for 400 burn-injured patients during a catastrophe, which far exceeds the current burn bed capacity. We develop a new system for prioritizing patients for transfer to burn beds as they become available and demonstrate its superiority over several other triage methods. Based on data from previous burn catastrophes, we study the feasibility of being able to admit the required number of patients to burn beds within the critical three-to-five-day time frame. We find that this is unlikely and that the ability to do so is highly dependent on the type of event and the demographics of the patient population. This work has implications for how disaster plans in other metropolitan areas should be developed. In the third application, we study workers' productivity in a global IT service delivery system, where service requests from possibly globally distributed customers are managed centrally and served by agents. Based on a novel dataset which tracks the detailed time intervals an agent spends on all business related activities, we develop a methodology to study the variation of productivity over time motivated by econometric tools from survival analysis. This approach can be used to identify different mechanisms by which workload affects productivity. The findings provide important insights for the design of the workload allocation policies which account for agents' workload management behavior.

Subjects/Keywords: Operations research

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Lu, Y. (2013). Data-driven System Design in Service Operations. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8WM1MSF

Chicago Manual of Style (16^th Edition):

Lu, Yina. “Data-driven System Design in Service Operations.” 2013. Doctoral Dissertation, Columbia University. Accessed January 18, 2020. https://doi.org/10.7916/D8WM1MSF.

MLA Handbook (7^th Edition):

Lu, Yina. “Data-driven System Design in Service Operations.” 2013. Web. 18 Jan 2020.

Vancouver:

Lu Y. Data-driven System Design in Service Operations. [Internet] [Doctoral dissertation]. Columbia University; 2013. [cited 2020 Jan 18]. Available from: https://doi.org/10.7916/D8WM1MSF.

Council of Science Editors:

Lu Y. Data-driven System Design in Service Operations. [Doctoral Dissertation]. Columbia University; 2013. Available from: https://doi.org/10.7916/D8WM1MSF

Columbia University

27. Chen, Xinyun. Perfect Simulation, Sample-path Large Deviations, and Multiscale Modeling for Some Fundamental Queueing Systems.

Degree: 2014, Columbia University

URL: https://doi.org/10.7916/D8WH2MZ1

► As a primary branch of Operations Research, Queueing Theory models and analyzes engineering systems with random fluctuations. With the development of internet and computation techniques,… (more)

▼ As a primary branch of Operations Research, Queueing Theory models and analyzes engineering systems with random fluctuations. With the development of internet and computation techniques, the engineering systems today are much bigger in scale and more complicated in structure than 20 years ago, which raises numerous new problems to researchers in the field of queueing theory. The aim of this thesis is to explore new methods and tools, from both algorithmic and analytical perspectives, that are useful to solve such problems. In Chapter 1 and 2, we introduce some techniques of asymptotic analysis that are relatively new to queueing applications in order to give more accurate probabilistic characterization of queueing models with large scale and complicated structure. In particular, Chapter 1 gives the first functional large deviation result for infinite-server system with general inter-arrival and service times. The functional approach we use enables a nice description of the whole system over the entire time horizon of interest, which is important in real problems. In Chapter 2, we construct a queueing model for the so-called limit order book that is used in main financial markets worldwide. We use an asymptotic approach called multi-scale modeling to disentangle the complicated dependence among the elements in the trading system and to reduce the model dimensionality. The asymptotic regime we use is inspired by empirical observations and the resulting limit process explains and reproduces stylized features of real market data. Chapter 2 also provides a nice example of novel applications of queueing models in systems, such as the electronic trading system, that are traditionally outside the scope of queueing theory. Chapter 3 and 4 focus on stochastic simulation methods for performance evaluation of queueing models where analytic approaches fail. In Chapter 3, we develop a perfect sampling algorithm to generate exact samples from the stationary distribution of stochastic fluid networks in polynomial time. Our approach can be used for time-varying networks with general inter-arrival and service times, whose stationary distributions have no analytic expression. In Chapter 4, we focus on the stochastic systems with continuous random fluctuations, for instance, the workload arrives to the system in continuous flow like a Levy process. We develop a general framework of simulation algorithms featuring a deterministic error bound and an almost square root convergence rate. As an application, we apply this framework to estimate the stationary distributions of reflected Brownian motions and the performance of our algorithm is better than existing prevalent numeric methods.

Subjects/Keywords: Operations research

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Chen, X. (2014). Perfect Simulation, Sample-path Large Deviations, and Multiscale Modeling for Some Fundamental Queueing Systems. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8WH2MZ1

Chicago Manual of Style (16^th Edition):

Chen, Xinyun. “Perfect Simulation, Sample-path Large Deviations, and Multiscale Modeling for Some Fundamental Queueing Systems.” 2014. Doctoral Dissertation, Columbia University. Accessed January 18, 2020. https://doi.org/10.7916/D8WH2MZ1.

MLA Handbook (7^th Edition):

Chen, Xinyun. “Perfect Simulation, Sample-path Large Deviations, and Multiscale Modeling for Some Fundamental Queueing Systems.” 2014. Web. 18 Jan 2020.

Vancouver:

Chen X. Perfect Simulation, Sample-path Large Deviations, and Multiscale Modeling for Some Fundamental Queueing Systems. [Internet] [Doctoral dissertation]. Columbia University; 2014. [cited 2020 Jan 18]. Available from: https://doi.org/10.7916/D8WH2MZ1.

Council of Science Editors:

Chen X. Perfect Simulation, Sample-path Large Deviations, and Multiscale Modeling for Some Fundamental Queueing Systems. [Doctoral Dissertation]. Columbia University; 2014. Available from: https://doi.org/10.7916/D8WH2MZ1

Columbia University

28. Kim, Song-Hee. Data-driven Decisions in Service Systems.

Degree: 2014, Columbia University

URL: https://doi.org/10.7916/D8D798KH

► This thesis makes contributions to help provide data-driven (or evidence-based) decision support to service systems, especially hospitals. Three selected topics are presented. First, we discuss… (more)

Subjects/Keywords: Operations research

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Kim, S. (2014). Data-driven Decisions in Service Systems. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8D798KH

Chicago Manual of Style (16^th Edition):

Kim, Song-Hee. “Data-driven Decisions in Service Systems.” 2014. Doctoral Dissertation, Columbia University. Accessed January 18, 2020. https://doi.org/10.7916/D8D798KH.

MLA Handbook (7^th Edition):

Kim, Song-Hee. “Data-driven Decisions in Service Systems.” 2014. Web. 18 Jan 2020.

Vancouver:

Kim S. Data-driven Decisions in Service Systems. [Internet] [Doctoral dissertation]. Columbia University; 2014. [cited 2020 Jan 18]. Available from: https://doi.org/10.7916/D8D798KH.

Council of Science Editors:

Kim S. Data-driven Decisions in Service Systems. [Doctoral Dissertation]. Columbia University; 2014. Available from: https://doi.org/10.7916/D8D798KH

Columbia University

29. Herrera Humphries, Tulia. On the Kidney Exchange Problem and Online Minimum Energy Scheduling.

Degree: 2014, Columbia University

URL: https://doi.org/10.7916/D8125QSX

► The allocation and management of scarce resources are of central importance in the design of policies to improve social well-being. This dissertation consists of three… (more)

▼ The allocation and management of scarce resources are of central importance in the design of policies to improve social well-being. This dissertation consists of three essays; the first two deals with the problem of allocating kidneys and the third one on power management in computing devices. Kidney exchange programs are an attractive alternative for patients who need a kidney transplant and who have a willing, but medically incompatible, donor. A registry that keeps track of such patient-donor pairs can nd matches through exchanges amongst such pairs. This results in a quicker transplant for the patients involved, and equally importantly, keeps such patients from the long wait list of patients without an intended donor. As of March 2014, there were at least 99,000 candidates waiting for a kidney transplant in the U.S. However, in 2013 only 16,893 transplants were conducted. This imbalance between supply and demand among other factors, has driven the development of multiple kidney exchange programs in the U.S. and the subsequent development of matching mechanisms to run the programs. In the first essay we consider a matching problem arising in kidney exchanges between hospitals. Focusing on the case of two hospitals, we construct a strategy-proof matching mechanism that is guaranteed to return a matching that is at least 3/4 the size of a maximum cardinality matching. It is known that no better performance is possible if one focuses on mechanisms that return a maximal matching, and so our mechanism is best possible within this natural class of mechanisms. For path-cycle graphs we construct a mechanism that returns a matching that is at least 4/5 the size of max-cardinality matching. This mechanism does not necessarily return a maximal matching. Finally, we construct a mechanism that is universally truthful on path-cycle graphs and whose performance is within 2/3 of optimal. Again, it is known that no better ratio is possible. In most of the existing literature, mechanisms are typically evaluated by their overall performance on a large exchange pool, based on which conclusions and recommendations are drawn. In our second essay, we consider a dynamic framework to evaluate extensively used kidney exchange mechanisms. We conduct a simulation-based study of a dynamically evolving exchange pool during 9 years. Our results suggest that some of the features that are critical in a mechanism in the static setting have only a minor impact in its longrun performance when viewed in the dynamic setting. More importantly, features that are generally underestimated in the static setting turn to be relevant when we look at dynamically evolving exchange pool. For example, the pairs' arrival rates. In particular we provide insights into the eect on the waiting times and the probability to receive an oer of controllable features such…

Subjects/Keywords: Operations research

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Herrera Humphries, T. (2014). On the Kidney Exchange Problem and Online Minimum Energy Scheduling. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D8125QSX

Chicago Manual of Style (16^th Edition):

Herrera Humphries, Tulia. “On the Kidney Exchange Problem and Online Minimum Energy Scheduling.” 2014. Doctoral Dissertation, Columbia University. Accessed January 18, 2020. https://doi.org/10.7916/D8125QSX.

MLA Handbook (7^th Edition):

Herrera Humphries, Tulia. “On the Kidney Exchange Problem and Online Minimum Energy Scheduling.” 2014. Web. 18 Jan 2020.

Vancouver:

Herrera Humphries T. On the Kidney Exchange Problem and Online Minimum Energy Scheduling. [Internet] [Doctoral dissertation]. Columbia University; 2014. [cited 2020 Jan 18]. Available from: https://doi.org/10.7916/D8125QSX.

Council of Science Editors:

Herrera Humphries T. On the Kidney Exchange Problem and Online Minimum Energy Scheduling. [Doctoral Dissertation]. Columbia University; 2014. Available from: https://doi.org/10.7916/D8125QSX

Columbia University

30. Plumettaz, Matthieu. Graph Structure and Coloring.

Degree: 2014, Columbia University

URL: https://doi.org/10.7916/D87M0637

► We denote by G=(V,E) a graph with vertex set V and edge set E. A graph G is claw-free if no vertex of G has… (more)

▼ We denote by G=(V,E) a graph with vertex set V and edge set E. A graph G is claw-free if no vertex of G has three pairwise nonadjacent neighbours. Claw-free graphs are a natural generalization of line graphs. This thesis answers several questions about claw-free graphs and line graphs. In 1988, Chvatal and Sbihi proved a decomposition theorem for claw-free perfect graphs. They showed that claw-free perfect graphs either have a clique-cutset or come from two basic classes of graphs called elementary and peculiar graphs. In 1999, Maffray and Reed successfully described how elementary graphs can be built using line graphs of bipartite graphs and local augmentation. However gluing two claw-free perfect graphs on a clique does not necessarily produce claw-free graphs. The first result of this thesis is a complete structural description of claw-free perfect graphs. We also give a construction for all perfect circular interval graphs. This is joint work with Chudnovsky. Erdos and Lovasz conjectured in 1968 that for every graph G and all integers s,t≥ 2 such that s+t-1=χ(G) > ω(G), there exists a partition (S,T) of the vertex set of G such that ω(G|S)≥ s and χ(G|T)≥ t. This conjecture is known in the graph theory community as the Erdos-Lovasz Tihany Conjecture. For general graphs, the only settled cases of the conjecture are when s and t are small. Recently, the conjecture was proved for a few special classes of graphs: graphs with stability number 2, line graphs and quasi-line graphs. The second part of this thesis considers the conjecture for claw-free graphs and presents some progresses on it. This is joint work with Chudnovsky and Fradkin. Reed's ω, ∆, χ conjecture proposes that every graph satisfies χ≤ ⎡½ (Δ+1+ω)⎤ ; it is known to hold for all claw-free graphs. The third part of this thesis considers a local strengthening of this conjecture. We prove the local strengthening for line graphs, then note that previous results immediately tell us that the local strengthening holds for all quasi-line graphs. Our proofs lead to polytime algorithms for constructing colorings that achieve our bounds: The complexity are O(n²) for line graphs and O(n³m²) for quasi-line graphs. For line graphs, this is faster than the best known algorithm for constructing a coloring that achieves the bound of Reed's original conjecture. This is joint work with Chudnovsky, King and Seymour.

Subjects/Keywords: Operations research

Record Details Similar Records Cite « Share

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Plumettaz, M. (2014). Graph Structure and Coloring. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/D87M0637

Chicago Manual of Style (16^th Edition):

Plumettaz, Matthieu. “Graph Structure and Coloring.” 2014. Doctoral Dissertation, Columbia University. Accessed January 18, 2020. https://doi.org/10.7916/D87M0637.

MLA Handbook (7^th Edition):

Plumettaz, Matthieu. “Graph Structure and Coloring.” 2014. Web. 18 Jan 2020.

Vancouver:

Plumettaz M. Graph Structure and Coloring. [Internet] [Doctoral dissertation]. Columbia University; 2014. [cited 2020 Jan 18]. Available from: https://doi.org/10.7916/D87M0637.

Council of Science Editors:

Plumettaz M. Graph Structure and Coloring. [Doctoral Dissertation]. Columbia University; 2014. Available from: https://doi.org/10.7916/D87M0637

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