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Blockchain: A Review from the Perspective of operations researchers 22

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Blockchain: A Review from the Perspective of Operations Rese...

Proceedings of the Winter Simulation Conference

作者： Hong Wan Kejun Li Yining Huang Department of Industrial and Systems Engineering North Carolina State University Raleigh NC USA Operations Research Graduate Program North Carolina State University Raleigh NC USA

Blockchain is a distributed append-only digital ledger. The technology has caught much attention since the emergence of cryptocurrency, and there is an increasing number of blockchain applications in various businesses. The concept, however, is still novel to many members of the simulation and operations research community. In this tutorial, we introduce the blockchain technology and review its frontier related research. There are exciting opportunities for researchers in simulation, system analysis, and data science.

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Blockchain: A Review from the Perspective of operations researchers

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Blockchain: A Review from the Perspective of Operations Rese...

Simulation Winter Conference

ISBN: (纸本)9781665476621

关键词： Analytical models operations research Tutorials Data science Data models Blockchains Cryptocurrency

A fresh look at symmetric traffic assignment and algorithm convergence

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arXiv 2023年

作者： Patil, Priyadarshan N. Graduate Program in Operations Research and Industrial Engineering The University of Texas at Austin 204 E. Dean Keeton St. C2200 AustinTX United States

Extensions of the static traffic assignment problem with link interactions were studied extensively in the past. Much of the network modeling community has since shifted to dynamic traffic assignment incorporating these interactions. We believe there are several reasons to re-examine static assignment with link interactions. First, if link interactions can be captured in a symmetric, monotone manner, equilibrium always exists and is unique, and provably-correct algorithms exist. We show that several of the most efficient algorithms for the separable traffic assignment problem can be readily applied with symmetric interactions. We discuss how the (asymmetric) Daganzo merge model can be approximated by symmetric linear cost functions. Second, we present computational evidence suggesting that convergence to equilibrium is faster when symmetric, monotone link interactions are present. This is true even when interactions are asymmetric, despite the lack of a provable convergence result. Lastly, we present convergence behavior analysis for commonly used network and link metrics. For these reasons, we think static assignment with link interactions deserves additional attention in research and practice. © 2023, CC BY.

关键词： Cost functions

A two-dimensional expectation-perception analysis for RFID benefits in supply chain management

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A two-dimensional expectation-perception analysis for RFID b...

International Conference on Computers & Industrial Engineering (CIE)

作者： Pao-Tiao Chuang J. Wesley Barnes Department of Asia-Pacific Industrial and Business Management National University of Kaohsiung Kaohsiung Taiwan Graduate Program in Operations Research and Industrial Engineering University of Texas Austin Austin TX USA

This paper explores two important themes in the implementation of RFID in supply chain management: (1) analyzing differences between actual (perceived) and potential (expected) key benefits to see if there are benefit shortfalls for the key performances; and (2) performing a two-dimensional expectation-perception analysis (EPA) for the purpose of identifying competitive niche and strategically allocating and adjusting the company's resources. Empirical data were collected through surveys of executives of selected Taiwan based companies who had experienced RFID adoption in the supply chain practices. Finally, managerial implications and suggestions were provided for companies and industries that may be considering the adoption of RFID in SCM.

关键词： Radiofrequency identification Companies Supply chains Real time systems Materials handling Supply chain management

US Army Aviation air movement operations assignment, utilization and routing

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Journal of Defense Analytics and Logistics 2023年第1期7卷 2-28页

作者： Nelson, Russell King, Russell McConnell, Brandon M. Thoney-Barletta, Kristin Operations Research Graduate Program North Carolina State University Raleigh NC United States Department of Industrial and Systems Engineering North Carolina State University Raleigh NC United States Center for Additive Manufacturing and Logistics North Carolina State University Raleigh NC United States Department of Textile and Apparel Technology and Management North Carolina State University at Raleigh Raleigh NC United States

Purpose: The purpose of this study was to create an air movement operations planning model to rapidly generate air mission request (AMR) assignment and routing courses of action (COA) in order to minimize unsupported AMRs, aircraft utilization and routing cost. Design/methodology/approach: In this paper, the US Army Aviation air movement operations planning problem is modeled as a mixed integer linear program (MILP) as an extension of the dial-a-ride problem (DARP). The paper also introduces a heuristic as an extension of a single-vehicle DARP demand insertion algorithm to generate feasible solutions in a tactically useful time period. Findings: The MILP model generates optimal solutions for small problems (low numbers of AMRs and small helicopter fleets). The heuristic generates near-optimal feasible solutions for problems of various sizes (up to 100 AMRs and 10 helicopter team fleet size) in near real time. research limitations/implications: Due to the inability of the MILP to produce optimal solutions for mid- and large-sized problems, this research is limited in commenting on the heuristic solution quality beyond the numerical experimentation. Additionally, the authors make several simplifying assumptions to generalize the average performance and capabilities of aircraft throughout a flight. Originality/value: This research is the first to solve the US Army Aviation air movement operations planning problem via a single formulation that incorporates multiple refuel nodes, minimization of unsupported demand by priority level, demand time windows, aircraft team utilization penalties, aircraft team time windows and maximum duration and passenger ride time limits. © 2022, In accordance with section 105 of the US Copyright Act, this work has been produced by a US government employee and shall be considered a public domain work, as copyright protection is not available.

关键词： Aircraft Demand priority Dial-a-ride problem Helicopter routing Heuristic Military aviation Multiple refuel nodes Vehicle utilization

Differentially Private Log-Location-Scale Regression Using Functional Mechanism

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arXiv 2024年

作者： Sheng, Jiewen Fang, Xiaolei Graduate Program in Operations Research North Carolina State University United States Edward P. Fitts Department of Industrial and Systems Engineering North Carolina State University United States

This article introduces differentially private log-location-scale (DP-LLS) regression models, which incorporate differential privacy into LLS regression through the functional mechanism. The proposed models are established by injecting noise into the log-likelihood function of LLS regression for perturbed parameter estimation. We will derive the sensitivities utilized to determine the magnitude of the injected noise and prove that the proposed DP-LLS models satisfy ϵ-differential privacy. In addition, we will conduct simulations and case studies to evaluate the performance of the proposed models. The findings suggest that predictor dimension, training sample size, and privacy budget are three key factors impacting the performance of the proposed DP-LLS regression models. Moreover, the results indicate that a sufficiently large training dataset is needed to simultaneously ensure decent performance of the proposed models and achieve a satisfactory level of privacy protection. © 2024, CC BY.

关键词： Budget control

On Data-Driven Prescriptive Analytics with Side Information: A Regularized Nadaraya-Watson Approach

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arXiv 2021年

作者： Srivastava, Prateek R. Wang, Yijie Hanasusanto, Grani A. Ho, Chin Pang Graduate Program in Operations Research and Industrial Engineering The University of Texas at Austin AustinTX78712-1591 United States School of Data Science City University of Hong Kong Hong Kong

We consider generic stochastic optimization problems in the presence of side information which enables a more insightful decision. The side information constitutes observable exogenous covariates that alter the conditional probability distribution of the random problem parameters. A decision maker who adapts her decisions according to the observed side information solves an optimization problem where the objective function is specified by the conditional expectation of the random cost. If the joint probability distribution is unknown, then the conditional expectation can be approximated in a data-driven manner using the Nadaraya-Watson (NW) kernel regression. While the emerging approximation scheme has found successful applications in diverse decision problems under uncertainty, it is largely unknown whether the scheme can provide any reasonable out-of-sample performance guarantees. In this paper, we establish guarantees for the generic problems by leveraging techniques from moderate deviations theory. Our analysis motivates the use of a variance-based regularization scheme which, in general, leads to a non-convex optimization problem. We adopt ideas from distributionally robust optimization to obtain tractable formulations. We present numerical experiments for newsvendor and wind energy commitment problems to highlight the effectiveness of our regularization scheme. Copyright © 2021, The Authors. All rights reserved.

关键词： Decision making

Transmission switching under wind uncertainty using linear decision rules

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arXiv 2019年

作者： Zhou, Yuqi Zhu, Hao Hanasusanto, Grani A. Department of Electrical and Computer Engineering University of Texas at Austin AustinTX United States Graduate Program in Operations Research and Industrial Engineering University of Texas at Austin AustinTX United States

Increasing penetration of wind and renewable generation poses significant challenges to the power system operations and reliability. This paper considers the real-time optimal transmission switching (OTS) problem for determining the generation dispatch and network topology that can account for uncertain energy resources. To efficiently solve the resultant two-stage stochastic program, we propose a tractable linear decision rule (LDR) based approximation solution that can eliminate the uncertain variables and lead to fixed number of constraints. The proposed LDR approach can guarantee feasibility, and significantly reduces the computational complexity of existing approaches that grows with the number of randomly generated samples of uncertainty. Numerical studies on IEEE test cases demonstrate the high approximation accuracy of the proposed LDR solution and its computational efficiency for real-time OTS implementations. Copyright © 2019, The Authors. All rights reserved.

关键词： Electric load dispatching

Bayesian classification of multiclass functional data

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arXiv 2018年

作者： Li, Xiuqi Ghosal, Subhashis Operations Research Graduate Program North Carolina State University RaleighNC27695 United States Department of Statistics North Carolina State University RaleighNC27695 United States

We propose a Bayesian approach to estimating parameters in multiclass functional models. Unordered multinomial probit, ordered multinomial probit and multinomial logistic models are considered. We use finite random series priors based on a suitable basis such as B-splines in these three multinomial models, and classify the functional data using the Bayes rule. We average over models based on the marginal likelihood estimated from Markov Chain Monte Carlo (MCMC) output. Posterior contraction rates for the three multinomial models are computed. We also consider Bayesian linear and quadratic discriminant analyses on the multivariate data obtained by applying a functional principal component technique on the original functional data. A simulation study is conducted to compare these methods on different types of data. We also apply these methods to a phoneme dataset. Copyright © 2018, The Authors. All rights reserved.

关键词： Discriminant analysis