Other Topics

Hybrid Rebalancing with Dynamic Hubbing for Free-floating Bike Sharing Using Multi-objective Simulation Optimization

  • Hadi Charkhgard
  • Vahid Mahmoodian
  • Yu Zhang
    • Categories Optimization of Simulated Systems, Transportation Tags , , , ,

    For rebalancing problem of free-floating bike sharing systems, we propose dynamic hubbing (i.e. dynamically determining geofencing areas) and hybrid rebalancing (combining user-based and operator-based strategies) and solve the problem with a novel multi-objective simulation optimization approach. Given historical usage data and real-time bike GPS location information, dynamic geofenced areas (hubs) are determined to encourage users … Read more

    Reinforcement Learning via Parametric Cost Function Approximation for Multistage Stochastic Programming

  • Saeed Ghadimi
  • Raymond Perkins
  • Warren B. Powell
    • Categories Applications - OR and Management Sciences, Optimization of Simulated Systems, Stochastic Programming Tags , , , ,

    The most common approaches for solving stochastic resource allocation problems in the research literature is to either use value functions (“dynamic programming”) or scenario trees (“stochastic programming”) to approximate the impact of a decision now on the future. By contrast, common industry practice is to use a deterministic approximation of the future which is easier … Read more

    The Noncooperative Fixed Charge Transportation Problem

  • Simone Sagratella
  • Marcel Stefan Schmidt
  • Nathan Sudermann-Merx
    • Categories (Mixed) Integer Linear Programming, Game Theory Tags , ,

    We introduce the noncooperative fixed charge transportation problem (NFCTP), which is a game-theoretic extension of the fixed charge transportation problem. In the NFCTP, competing players solve coupled fixed charge transportation problems simultaneously. Three versions of the NFCTP are discussed and compared, which differ in their treatment of shared social costs. This may be used from … Read more

    A faster FPTAS for counting two-rowed contingency tables

  • Tzvi Alon
  • Nir Halman
    • Categories Approximation Algorithms, Dynamic Programming Tags , , ,

    In this paper we provide a deterministic fully polynomial time approximation scheme (FPTAS) for counting two-rowed contingency tables that is faster than any either deterministic or randomized approximation scheme for this problem known to date. Our FPTAS is derived via a somewhat sophisticated usage of the method of K-approximation sets and functions introduced by Halman … Read more

    Bookings in the European Gas Market: Characterisation of Feasibility and Computational Complexity Results

  • Martine Labbé
  • Martin Schmidt
  • Fränk Plein
    • Categories Applications - OR and Management Sciences, Dynamic Programming, Network Optimization Tags , , , , ,

    As a consequence of the liberalisation of the European gas market in the last decades, gas trading and transport have been decoupled. At the core of this decoupling are so-called bookings and nominations. Bookings are special capacity right contracts that guarantee that a specified amount of gas can be supplied or withdrawn at certain entry … Read more

    The Sard theorem for essentially smooth locally Lipschitz maps and applications in optimization

  • Xuan Duc Ha Truong
    • Categories Convex and Nonsmooth Optimization, Multi-Criteria Optimization Tags , , , ,

    The classical Sard theorem states that the set of critical values of a $C^{k}$-map from an open set of $\R^n$ to $\R^p$ ($n\geq p$) has Lebesgue measure zero provided $k\geq n-p+1$. In the recent paper by Barbet, Dambrine, Daniilidis and Rifford, the so called “preparatory Sard theorem” for a compact countable set $I$ of $C^k$ … Read more

    Policies for Inventory Models with Product Returns Forecast from Past Demands and Past Sales

  • Mabel C. Chou
  • Chee-Khian Sim
  • Xiao-Ming Yuan
    • Categories Dynamic Programming, Supply Chain Management

    Finite horizon periodic review backlog models are considered in this paper for an inventory system that remanufactures two types of cores: buyback cores and normal cores. Returns of used products as buyback cores are modelled to depend on past demands and past sales. We obtain an optimal inventory policy for the model in which returns … Read more

    On prime and minimal representations of a face of a polyhedron

  • Ta Van Van Tu
    • Categories Combinatorial Optimization, Multi-Criteria Optimization, Polyhedra

    In this paper, a new method for determining all minimal representations of a face of a polyhedron is proposed. A main difficulty for determining prime and minimal representations of a face is that the deletion of one redundant constraint can change the redundancy of other constraints. To reduce computational efforts in finding all minimal representations … Read more

    Decomposition Methods for Solving Markov Decision Processes with Multiple Models of the Parameters

  • Vinayak Ahluwalia
  • Brian T. Denton
  • Charmee Kamdar
  • Lauren Steimle
    • Categories Dynamic Programming, Stochastic Programming Tags , , , ,

    We consider the problem of decision-making in Markov decision processes (MDPs) when the reward or transition probability parameters are not known with certainty. We consider an approach in which the decision-maker (DM) considers multiple models of the parameters for an MDP and wishes to find a policy that optimizes an objective function that considers the … Read more

    An Algorithmic Approach to Multiobjective Optimization with Decision Uncertainty

  • Gabriele Eichfelder
  • Julia Niebling
  • Stefan Rocktäschel
    • Categories Global Optimization, Multi-Criteria Optimization, Robust Optimization Tags , ,

    In real life applications optimization problems with more than one objective function are often of interest. Next to handling multiple objective functions, another challenge is to deal with uncertainties concerning the realization of the decision variables. One approach to handle these uncertainties is to consider the objectives as set-valued functions. Hence, the image of one … Read more