相关论文: Leakage Inventory Model without shortages under fu…

Since its inception in the mid-60s, the inventory staggering problem has been explored and exploited in a wide range of application domains, such as production planning, stock control systems, warehousing, and aerospace/defense logistics.…

We consider a general class of high-volume, fast-moving production-inventory systems based on both lost-sales and backorder inventory models. Such systems require a fundamental understanding of the asymptotic behavior of key performance…

A novel high-frequency market-making approach in discrete time is proposed that admits closed-form solutions. By taking advantage of demand functions that are linear in the quoted bid and ask spreads with random coefficients, we model the…

Inaccurate records of inventory occur frequently, and by some measures cost retailers approximately 4% in annual sales. Detecting inventory inaccuracies manually is cost-prohibitive, and existing algorithmic solutions rely almost…

This paper presents a fuzzy system approach to the prediction of nonlinear time-series and dynamical systems. To do this, the underlying mechanism governing a time-series is perceived by a modified structure of a fuzzy system in order to…

Optimal execution in financial markets refers to the process of strategically transacting a large volume of assets over a period to achieve the best possible outcome by balancing the trade-off between market impact costs and timing or…

In this paper, we propose a continuous time model for a multi-echelon inventory system. Items in the inventory are deteriorating. Lateral transshipment are allowed among the warehouses in the same echelon where transshipment rate depends on…

We introduce the study of information leakage through \emph{guesswork}, the minimum expected number of guesses required to guess a random variable. In particular, we define \emph{maximal guesswork leakage} as the multiplicative decrease,…

Invoice or payment dilution is the gap between the approved invoice amount and the actual collection is a significant source of non credit risk and margin loss in supply chain finance. Traditionally, this risk is managed through the buyer's…

An innovative numerical technique is presented to adjust the inflow to a supply chain in order to achieve a desired outflow, reducing the costs of inventory, or the goods timing in warehouses. The supply chain is modelled by a conservation…

Hub location Problems seek to find hub facilities and assign non-hub nodes to them in such a way that the flow between origin and destination should be effectively established according to the desired goal. In general, in the literature of…

We study a utility maximization problem in a financial market with a stochastic drift process, combining a worst-case approach with filtering techniques. Drift processes are difficult to estimate from asset prices, and at the same time…

We study the design of mechanisms -- e.g., auctions -- when the designer does not control information flows between mechanism participants. A mechanism equilibrium is leakage-proof if no player conditions their actions on leaked…

Linearized models of power systems are often desirable to formulate tractable control and optimization problems that still reflect real-world physics adequately under various operating conditions. In this paper, we propose an approach that…

In this paper, we consider a financial market with assets exposed to some risks inducing jumps in the asset prices, and which can still be traded after default times. We use a default-intensity modeling approach, and address in this…

Demand forecasting is a crucial component of demand management. While shortening the forecasting horizon allows for more recent data and less uncertainty, this frequently means lower data aggregation levels and a more significant data…

We introduce a privacy measure called pointwise maximal leakage, generalizing the pre-existing notion of maximal leakage, which quantifies the amount of information leaking about a secret $X$ by disclosing a single outcome of a (randomized)…

The latest Industrial revolution has helped industries in achieving very high rates of productivity and efficiency. It has introduced data aggregation and cyber-physical systems to optimize planning and scheduling. Although, uncertainty in…

Solutions to address the periodic review inventory control problem with nonstationary random demand, lost sales, and stochastic vendor lead times typically involve making strong assumptions on the dynamics for either approximation or…

Inventory models with lost sales and large lead times have traditionally been considered intractable due to the curse of dimensionality. Recently, Goldberg and co-authors laid the foundations for a new approach to solving these models, by…