PRIORS: An Interactive Computer Program for Formulating and Updating Prior Distributions

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Managing Capacity by Drift Control

We model the problem of managing capacity in a build-to-order environment as a Brownian drift control problem and seek a policy that minimizes the long-term average cost. We assume the controller can, at some cost, shift the processing rate among a finite set of alternatives by, for example, adding or removing staff, increasing or reducing the number of shifts or opening or closing production lines. The controller incurs a cost for capacity per unit time and a delay cost that reflects the opportunity cost of revenue waiting to be recognized or the customer service impacts of delaying delivery of orders. Furthermore he incurs a cost per unit to reject orders or idle resources as necessary to keep the workload of waiting orders within a prescribed range. We introduce a practical restriction on this problem, called the $Ss$-restricted Brownian control problem, and show how to model it via a structured linear program. We demonstrate that an optimal solution to the $Ss$-restricted problem can be found among a special class of policies called deterministic non-overlapping control band policies. These results exploit apparently new relationships between complementary dual solutions and relative value functions that allow us to obtain a lower bound on the average cost of any non-anticipating policy for the problem even without the $Ss$ restriction. Under mild assumptions on the cost parameters, we show that our linear programming approach is asymptotically optimal for the unrestricted Brownian control problem in the sense that by appropriately selecting the $Ss$-restricted problem, we can ensure its solution is within an arbitrary finite tolerance of a lower bound on the average cost of any non-anticipating policy for the unrestricted Brownian control problem

An algorithm for weighted fractional matroid matching

Let M be a matroid on ground set E. A subset l of E is called a `line' when its rank equals 1 or 2. Given a set L of lines, a `fractional matching' in (M,L) is a nonnegative vector x indexed by the lines in L, that satisfies a system of linear constraints, one for each flat of M. Fractional matchings were introduced by Vande Vate, who showed that the set of fractional matchings is a half-integer relaxation of the matroid matching polytope. It was shown by Chang et al. that a maximum size fractional matching can be found in polynomial time. In this paper we give a polynomial time algorithm to find for any given weights on the lines in L, a maximum weight fractional matching.Comment: 15 page

Stable marriage with general preferences

We propose a generalization of the classical stable marriage problem. In our model, the preferences on one side of the partition are given in terms of arbitrary binary relations, which need not be transitive nor acyclic. This generalization is practically well-motivated, and as we show, encompasses the well studied hard variant of stable marriage where preferences are allowed to have ties and to be incomplete. As a result, we prove that deciding the existence of a stable matching in our model is NP-complete. Complementing this negative result we present a polynomial-time algorithm for the above decision problem in a significant class of instances where the preferences are asymmetric. We also present a linear programming formulation whose feasibility fully characterizes the existence of stable matchings in this special case. Finally, we use our model to study a long standing open problem regarding the existence of cyclic 3D stable matchings. In particular, we prove that the problem of deciding whether a fixed 2D perfect matching can be extended to a 3D stable matching is NP-complete, showing this way that a natural attempt to resolve the existence (or not) of 3D stable matchings is bound to fail.Comment: This is an extended version of a paper to appear at the The 7th International Symposium on Algorithmic Game Theory (SAGT 2014

Improving solution times for stable matching problems through preprocessing

We present new theory, heuristics, and algorithms for preprocessing instances of the Stable Marriage problem with Ties and Incomplete lists (SMTI) and the Hospitals/Residents problem with Ties (HRT). Instances of these problems can be preprocessed by removing from the preference lists of some agents entries such that the set of stable matchings is not affected. Removing such entries reduces the problem size, creating smaller models that can be more easily solved by integer programming (IP) solvers. The new theorems are the first to describe when preference list entries can be removed from instances of HRT when ties are present on both sides, and also extend existing results on preprocessing instances of SMTI. A number of heuristics, as well as an IP model and a graph-based algorithm, are presented to find and perform this preprocessing. Experimental results show that our new graph-based algorithm achieves a 44% reduction in the average running time to find a maximum weight stable matching in real-world instances of SMTI compared to existing preprocessing techniques, and 80% compared to not using preprocessing. We also show that, when solving MAX-HRT instances with ties on both sides, our new techniques can reduce runtimes by up to 55%

Stable Fractional Matchings

We study a generalization of the classical stable matching problem that allows for cardinal preferences (as opposed to ordinal) and fractional matchings (as opposed to integral). After observing that, in this cardinal setting, stable fractional matchings can have much higher social welfare than stable integral ones, our goal is to understand the computational complexity of finding an optimal (i.e., welfare-maximizing) or nearly-optimal stable fractional matching. We present simple approximation algorithms for this problem with weak welfare guarantees and, rather unexpectedly, we furthermore show that achieving better approximations is hard. This computational hardness persists even for approximate stability. To the best of our knowledge, these are the first computational complexity results for stable fractional matchings. En route to these results, we provide a number of structural observations

The linear matroid parity problem

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1985.MICROFICHE COPY AVAILABLE IN ARCHIVES AND ENGINEERING.Bibliography: leaves 94-96.by John H. Vande Vate.Ph.D

Build-to-order meets global sourcing: planning challenge for the auto industry

Due to copyright restrictions, the access to the full text of this article is only available via subscription.Auto manufacturers today face many challenges: The industry is plagued with excess capacity that drives down prices, international competitors are seizing share at both ends of the market and consumers are well informed about options and prices. All these factors combine to heighten competitive pressures, squeeze margins, and leave manufacturers struggling to increase revenues and market share

The Stability of Two-Station Multi-Type Fluid Networks

This paper studies the fluid models of two-station multiclass queueing networks with deterministic routing. A fluid model is globally stable if the fluid network eventually empties under each nonidling dispatch policy. We explicitly characterize the global stability region in terms of the arrival and service rates. We show that the global stability region is defined by the nominal workload conditions and the "virtual workload conditions" and we introduce two intuitively appealing phenomena: virtual stations and push starts, that explain the virtual workload conditions. When any of the workload conditions is violated, we construct a fluid solution that cycles to innity, showing that the fluid network is unstable. When all of the workload conditions are satisfied, we solve a network flow problem to find the coefficients of a piecewise linear Lyapunov function. The Lyapunov function decreases to zero proving that the fluid level eventually reaches zero under any non-idling dispatch policy. Under certain assumptions on the interarrival and service time distributions, a queueing network is stable or positive Harris recurrent if the corresponding uid network is stable. Thus, the workload conditions are sufficient to ensure the global stability of two-station multiclass queueing networks with deterministic routing