In this paper, we present a branch-and-price method to solve special structured multistage stochastic integer programming problems. We validate our method on two different versions of a multistage stochastic batch-sizing problem (SBSP). One version adopts a recourse formulation, and the other is...

We develop a new model for studying the phenomenon of congestion in a transient environment, focusing on the problem of aircraft landings at a busy "hub" airport. Our model is based on a Markov/semi-Markov treatment of changes in the weather, the principal source of uncertainty governing service...

This paper deals with a basic issue: How does one approach the problem of designing the "right" objective for a given resource allocation problem? The notion of what is right can be fairly nebulous; we consider two issues that we see as key: efficiency and fairness. We approach the problem of...

We present an Approximate Dynamic Programming (ADP) approach for the multidimensional knapsack problem (MKP). We approximate the value function (a) using parametric and nonparametric methods and (b)using a base-heuristic. We propose a new heuristic which adaptively rounds the solution of the...

We propose a new algorithm for solving integer programming (IP) problems that is based on ideas from algebraic geometry. The method provides a natural generalization of the Farkas lemma for IP, leads to a way of performing sensitivity analysis, offers a systematic enumeration of all feasible...