Operations Research articles from March 2006

Operations Research archives from March 2006

In this issue.
March 1, 2006... Improving Treatment Quality for Cancer Patients The efficacy of radiation therapy in curing or controlling cancer is limited by the radiation damage of healthy or functional tissues. Clinical implementation of a modern treatment technique...

A new linear programming approach to radiation therapy treatment planning problems.
March 1, 2006... We consider the problem of radiation therapy treatment planning for cancer patients. During radiation therapy, beams of radiation pass through a patient, killing both cancerous and normal cells. Thus, the radiation therapy must be carefully...

Exact simulation of stochastic volatility and other affine jump diffusion processes.
March 1, 2006... The stochastic differential equations for affine jump diffusion models do not yield exact solutions that can be directly simulated. Discretization methods can be used for simulating security prices under these models. However, discretization...

Tracking a financial benchmark using a few assets.
March 1, 2006... We study the problem of tracking a financial benchmark--a continuously compounded growth rate or a stock market index--by dynamically managing a portfolio consisting of a small number of traded stocks in the market. In either case, we formulate...

Sensitivity of performance in the Erlang-A queueing model to changes in the model parameters.
March 1, 2006... This paper studies the M/M/s + M queue, i.e., the M/M/s queue with customer abandonment, also called the Erlang-A model, having independent and identically distributed customer abandon times with an exponential distribution (the +M), focusing...

Combined network design and multiperiod pricing: modeling, solution techniques, and computation.
March 1, 2006... In this paper we describe an efficient algorithm for solving novel optimization models arising in the context of multiperiod capacity expansion of optical networks. We assume that the network operator must make investment decisions over a...

Maximum entropy utility.
March 1, 2006... This paper presents a method to assign utility values when only partial information is available about the decision maker's preferences. We introduce the notion of a utility density function and a maximum entropy principle for utility...

Dynamic mechanism design for online commerce.
March 1, 2006... This paper is a mechanism design study for a monopolist selling multiple identical items to potential buyers arriving over time. Participants in our model are time sensitive, with the same discount factor; potential buyers have unit demand and...

An optimal lot-sizing and offline inspection policy in the case of nonrigid demand.
March 1, 2006... A batch production process that is initially in the in-control state can fail with constant failure rate to the out-of-control state. The probability that a unit is conforming if produced while the process is in control is constant and higher...

Inventory policies in a decentralized assembly system.
March 1, 2006... We consider a system in which a single finished good is assembled from two components. Demand for the finished product is stochastic and stationary, and procurement and assembly lead times are constant. Unsatisfied demand is backordered. The...

Effective heuristics for multiproduct partial shipment models.
March 1, 2006... Motivated by real applications, we consider the problem of shipping products to multiple customers from limited inventory. After formulating the optimization problems under different restrictions on partial shipments, we find that commercially...

Firefighter staffing including temporary absences and wastage.
March 1, 2006... We examine the problem of determining the annual staffing level that minimizes total expected costs for a fire department, subject to minimum service-level-based staffing requirements. We develop a quantitative model that allows for stochastic...

The black and white traveling salesman problem.
March 1, 2006... The black and white traveling salesman problem (BWTSP) is defined on a graph G whose vertex set is partitioned into black and white vertices. The aim is to design a shortest Hamiltonian tour on G subject to cardinality and length constraints:...

Optimal selection of a connected reserve network.
March 1, 2006... Spatial considerations are important in conservation reserve design. A particularly important spatial requirement is the connectivity of selected sites. Direct connections between reserve sites increase the likelihood of species persistence by...

Optimal inventory policy with two suppliers.(TECHNICAL NOTE)
March 1, 2006... We analyze a periodic-review inventory model where the decision maker can buy from either of two suppliers. With the first supplier, the buyer incurs a high variable cost but negligible fixed cost; with the second supplier, the buyer incurs a...

Requirements planning with pricing and order selection flexibility.
March 1, 2006... Past requirements-planning research has typically assumed that the firm's demands are determined prior to production planning. In contrast, we explore a single-stage planning model that implicitly decides, through pricing decisions, the demand...