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相关论文: Lead-Time Quotations in Unobservable Make-To-Order…

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We develop a model for lead-time quotation in a Markovian make-to-order production or service system with strategic customers who exhibit risk aversion. Based on a CARA utility function of their net benefit, customers make individual…

最优化与控制 · 数学 2021-01-12 Myron Benioudakis , Apostolos Burnetas , George Ioannou

Today's queueing network systems are more rapidly evolving and more complex than those of even a few years ago. The goal of this paper is to study customers' behavior in an unobservable Markovian M/M/1 queue where consumers have to choose…

最优化与控制 · 数学 2019-01-11 Tesnim Naceur , Yezekael Hayel

We consider a Markovian clearing queueing system, where the customers are accumulated according to a Poisson arrival process and the server removes all present customers at the completion epochs of exponential service cycles. This system…

最优化与控制 · 数学 2011-12-26 Antonis Economou , Athanasia Manou

We consider a Markovian queue subject to Poisson generated catastrophes. Whenever a catastrophe occurs, all customers are forced to abandon the system, the server is rendered inoperative and an exponential repair time is set on. We assume…

概率论 · 数学 2011-07-13 Olga Boudali , Antonis Economou

A firm that sells a non perishable product considers intertemporal price discrimination in the objective of maximizing its long-run average revenue. We consider a general model of patient customers with changing valuations. Arriving…

最优化与控制 · 数学 2020-02-17 Araman Victor , Fayad Bassam

We consider the problem of customer equilibrium behavior of a single server Markovian queue with dynamic control of the service rate. Customers arrive according a Poisson procedure and the system administrator makes a service rate choice…

最优化与控制 · 数学 2018-05-17 Apostolos Burnetas , Yiannis Dimitrakopoulos

In Naor's model [17], customers decide whether or not to join a queue after observing its length. This work considers a variation in which customers are heterogeneous in their service value (reward) $R$ from completed service and…

统计理论 · 数学 2026-03-25 Daniel Podorojnyi , Liron Ravner

We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the…

最优化与控制 · 数学 2023-11-01 Boxiao Chen , Jiashuo Jiang , Jiawei Zhang , Zhengyuan Zhou

Purpose: The model allocates the system components orders to the suppliers to minimize the parts price and the system construction delay penalties and maximize the system availability during its use. It considers the quantity-based discount…

最优化与控制 · 数学 2026-01-21 Zahra Sobhani , Mahmoud Shahrokhi

We consider a dynamic system with multiple types of customers and servers. Each type of waiting customer or server joins a separate queue, forming a bipartite graph with customer-side queues and server-side queues. The platform can match…

最优化与控制 · 数学 2024-11-19 Zixian Yang , Lei Ying

We consider a Markovian single server queue with impatient customers. There is a customer abandonment cost and a holding cost for customers in the system. We consider two versions of the problem. In the first version, customers pay a reward…

最优化与控制 · 数学 2025-11-12 Runhua Wu , Hayriye Ayhan

Strategic customer behavior is strongly influenced by the level of information that is provided to customers. Hence, to optimize the design of queueing systems, many studies consider various versions of the same service model and compare…

最优化与控制 · 数学 2019-06-14 Yiannis Dimitrakopoulos , Antonis Economou , Stefanos Leonardos

Individuals are often faced with temptations that can lead them astray from long-term goals. We're interested in developing interventions that steer individuals toward making good initial decisions and then maintaining those decisions over…

机器学习 · 计算机科学 2022-03-15 Shruthi Sukumar , Adrian F. Ward , Camden Elliott-Williams , Shabnam Hakimi , Michael C. Mozer

We study the optimal timing of derivative purchases in incomplete markets. In our model, an investor attempts to maximize the spread between her model price and the offered market price through optimally timing her purchase. Both the…

证券定价 · 定量金融 2011-10-12 Tim Leung , Michael Ludkovski

Motivated by the operational problems in click and collect systems, such as curbside pickup programs, we study a joint admission control and capacity allocation problem. We consider a system where arriving customers have preferred service…

最优化与控制 · 数学 2022-03-04 Melis Boran , Bahar Cavdar , Tugce Isik

This paper studies the equilibrium behavior of customers in the Geo/Geo/1 queueing system with multiple working vacations. The arriving customers decide whether to join or to balk the queueing systems based on the information of the queue…

概率论 · 数学 2014-04-29 Yang Bixuan , Hou Zhenting , Wu Jinbiao , Liu Zaiming

We consider an M/M/1 feedback queue in which service attempts may fail, requiring the customer to rejoin the queue. Arriving customers act strategically, deciding whether to join the queue based on a threshold strategy that depends on the…

概率论 · 数学 2025-07-16 Peter Taylor , Jiesen Wang

We study service scheduling problems in a slotted system in which agents arrive with service requests according to a Bernoulli process and have to leave within two slots after arrival, service costs are quadratic in service rates, and there…

系统与控制 · 电气工程与系统科学 2022-02-03 Ramya Burra , Chandramani Singh , Joy Kuri

This paper introduces a novel stochastic control framework to enhance the capabilities of automated investment managers, or robo-advisors, by accurately inferring clients' investment preferences from past activities. Our approach leverages…

最优化与控制 · 数学 2024-06-05 Haoyang Cao , Zhengqi Wu , Renyuan Xu

We investigate the behavior of equilibria in an $M/M/1$ feedback queue where price and time sensitive customers are homogeneous with respect to service valuation and cost per unit time of waiting. Upon arrival, customers can observe the…

最优化与控制 · 数学 2022-02-02 Mark Fackrell , Peter Taylor , Jiesen Wang
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