Regarding professional service time as perishable goods, it should be possible to directly migrate the successful airline revenue management techniques to professional services firms (PSFs) for their analogous busines...
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Regarding professional service time as perishable goods, it should be possible to directly migrate the successful airline revenue management techniques to professional services firms (PSFs) for their analogous business characters. However, there are salient differences between airlines and PSFs should be highlighted-the network structure of length-of-continuance and capacity allocation of multifunctional staff. Customers booking to be served from a first continuance time to a last continuance time in consecutive time continuance. Multifunctional professionals should be properly allocated to maximize the benefit. The arrival demands and lengths of service are stochastic in nature. In this paper, we propose a network optimization model for PSFs revenue management under an uncertain environment. Multifunctional staff's capacity allocation is emphasized. The network optimization is in a stochastic programming formulation so as to capture the randomness of the unknown demand (unknown number of arrivals and unknown length of stays). A novel approach of robust optimization techniques is applied to solve the problem. We also discuss strategies for PSFs revenue management to take into account cancellations, early ends, extended continuance and overbooking. We show our proposed model can be modified to adopt these strategic considerations. (c) 2006 Elsevier B.V. All rights reserved.
We study the new problem of stochastic programs over trees with dependent random arc capacities. This problem can be used as a subproblem in decomposition methods that solve multi-stage networks with independent rando...
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We study the new problem of stochastic programs over trees with dependent random arc capacities. This problem can be used as a subproblem in decomposition methods that solve multi-stage networks with independent random arc capacities and random travel times. An efficient algorithm is provided to compute the expected total cost. (C) 2007 Wiley Periodicals, Inc.
Designing Code Division Multiple Access networks includes determining optimal locations of radio towers and assigning customer markets to the towers. In this paper, we describe a deterministic model for tower location...
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Designing Code Division Multiple Access networks includes determining optimal locations of radio towers and assigning customer markets to the towers. In this paper, we describe a deterministic model for tower location and a stochastic model to optimize revenue given a set of constructed towers. We integrate these models in a stochastic integer programming problem with simple recourse that optimizes the location of towers under demand uncertainty. We develop algorithms using Benders' reformulation, and we provide computational results. (c) 2006 Wiley Periodicals, Inc.
The aim of this research is to introduce a new type of stochastic optimal topology design method with iterative solution technique. The paper presents stochastic topology design procedure and compares the achieved res...
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The aim of this research is to introduce a new type of stochastic optimal topology design method with iterative solution technique. The paper presents stochastic topology design procedure and compares the achieved results with optimal obtained topologies on deterministic way. The standard mathematical programming problem is based on a minimum volume design procedure subjected to a bounded compliance constraint given in stochastic form. In the numerical method an optimality criteria procedure is used.
To make good flight to gate assignments, not only do all the relevant constraints have to be considered, but stochastic flight delays that occur in actual operations also have to be taken into account. In past researc...
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To make good flight to gate assignments, not only do all the relevant constraints have to be considered, but stochastic flight delays that occur in actual operations also have to be taken into account. In past research, airport gate assignments and stochastic disturbances have often been handled in the planning and the real-time stages separately, meaning that the interrelationship between these stages, as affected by such delays, has been neglected. In this research, we develop a heuristic approach embedded in a framework designed to help the airport authorities make airport gate assignments that are sensitive to stochastic flight delays. The framework includes three components, a stochastic gate assignment model, a realtime assignment rule, and two penalty adjustment methods. The test results are based on data supplied by a Taiwan international airport, and show that the proposed framework performs better than the current manual assignment process and the traditional deterministic model. (c) 2006 Elsevier B.V. All rights reserved.
We analyze the stability and sensitivity of stochastic optimization problems with stochastic dominance constraints of first order. We consider general perturbations of the underlying probability measures in the space ...
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We analyze the stability and sensitivity of stochastic optimization problems with stochastic dominance constraints of first order. We consider general perturbations of the underlying probability measures in the space of regular measures equipped with a suitable discrepancy distance. We show that the graph of the feasible set mapping is closed under rather general assumptions. We obtain conditions for the continuity of the optimal value and upper-semicontinuity of the optimal solutions, as well as quantitative stability estimates of Lipschitz type. Furthermore, we analyze the sensitivity of the optimal value and obtain upper and lower bounds for the directional derivatives of the optimal value. The estimates are formulated in terms of the dual utility functions associated with the dominance constraints.
To procure the electric energy to be sold to its clients, a retailer has to face two major difficulties. While buying electric energy, it must cope with uncertain pool prices or sign forward contracts at higher averag...
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To procure the electric energy to be sold to its clients, a retailer has to face two major difficulties. While buying electric energy, it must cope with uncertain pool prices or sign forward contracts at higher average prices. While selling electricity, it should handle the uncertainty of the end-user demand and the fact that customers might choose a different retailer if the selling price is not competitive enough. We propose a risk-constrained stochastic programming framework to decide which forward contracts the retailer should sign and at which price it must sell electricity so that its expected profit is maximized at a given risk level. The developed model takes into account the elastic behavior of end users with respect to the selling price offered by the retailer. A realistic case study illustrates the methodology proposed.
We describe two stochastic network interdiction models for thwarting nuclear smuggling. In the first model, the smuggler travels through a transportation network on a path that maximizes the probability of evading det...
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We describe two stochastic network interdiction models for thwarting nuclear smuggling. In the first model, the smuggler travels through a transportation network on a path that maximizes the probability of evading detection, and the interdictor installs radiation sensors to minimize that evasion probability. The problem is stochastic because the smuggler's origin-destination pair is known only through a probability distribution at the time when the sensors are installed. In this model, the smuggler knows the locations of all sensors and the interdictor and the smuggler "agree" on key network parameters, namely the probabilities the smuggler will be detected while traversing the arcs of the transportation network. Our second model differs in that the interdictor and smuggler can have differing perceptions of these network parameters. This model captures the case in which the smuggler is aware of only a subset of the sensor locations. For both models, we develop the important special case in which the sensors can only be installed at border crossings of a single country so that the resulting model is defined on a bipartite network. In this special case, a class of valid inequalities reduces the computation time for the identical-perceptions model.
As high-speed networks have proliferated across the globe, their topologies have become sparser due to the increased reliability of components and cost considerations. Reliability has been a traditional goal within ne...
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As high-speed networks have proliferated across the globe, their topologies have become sparser due to the increased reliability of components and cost considerations. Reliability has been a traditional goal within network design optimization. An alternative design consideration, network resilience, has not been studied or incorporated into network designs nearly as much. The authors propose a methodology for the difficult estimation of traffic efficiency (TE), a measure of network resilience, and a hybrid,genetic algorithm to design networks using this measure. (c) 2006 Elsevier Ltd. All rights reserved.
We derive a uniform (strong) Law of Large Numbers (LLN) for random set-valued mappings. The result can be viewed as an extension of both, a uniform LLN for random functions and LLN for random sets. We apply the establ...
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We derive a uniform (strong) Law of Large Numbers (LLN) for random set-valued mappings. The result can be viewed as an extension of both, a uniform LLN for random functions and LLN for random sets. We apply the established results to a consistency analysis of stationary points of sample average approximations of nonsmooth stochastic programs. (c) 2006 Elsevier Inc. All rights reserved.
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