Network revenue management with product-specific no-shows

Revenue management practices often include overbooking capacity to account for customerswho make reservations but do not show up. In this paper, we consider the network revenuemanagement problem with no-shows and overbooking, where the show-up probabilities are specificto each product. No-show rates differ significantly by product (for instance, each itinerary andfare combination for an airline) as sale restrictions and the demand characteristics vary byproduct. However, models that consider no-show rates by each individual product are difficultto handle as the state-space in dynamic programming formulations (or the variable space inapproximations) increases significantly. In this paper, we propose a randomized linear program tojointly make the capacity control and overbooking decisions with product-specific no-shows. Weestablish that our formulation gives an upper bound on the optimal expected total profit andour upper bound is tighter than a deterministic linear programming upper bound that appearsin the existing literature. Furthermore, we show that our upper bound is asymptotically tightin a regime where the leg capacities and the expected demand is scaled linearly with the samerate. We also describe how the randomized linear program can be used to obtain a bid price controlpolicy. Computational experiments indicate that our approach is quite fast, able to scale to industrialproblems and can provide significant improvements over standard benchmarks.

Beyond Smith's rule: An optimal dynamic index, rule for single machine stochastic scheduling with convex holding costs

Most research on single machine scheduling has assumedthe linearity of job holding costs, which is arguablynot appropriate in some applications. This motivates ourstudy of a model for scheduling $n$ classes of stochasticjobs on a single machine, with the objective of minimizingthe total expected holding cost (discounted or undiscounted). We allow general holding cost rates that are separable,nondecreasing and convex on the number of jobs in eachclass. We formulate the problem as a linear program overa certain greedoid polytope, and establish that it issolved optimally by a dynamic (priority) index rule,whichextends the classical Smith's rule (1956) for the linearcase. Unlike Smith's indices, defined for each class, ournew indices are defined for each extended class, consistingof a class and a number of jobs in that class, and yieldan optimal dynamic index rule: work at each time on a jobwhose current extended class has larger index. We furthershow that the indices possess a decomposition property,as they are computed separately for each class, andinterpret them in economic terms as marginal expected cost rate reductions per unit of expected processing time.We establish the results by deploying a methodology recentlyintroduced by us [J. Niño-Mora (1999). "Restless bandits,partial conservation laws, and indexability. "Forthcomingin Advances in Applied Probability Vol. 33 No. 1, 2001],based on the satisfaction by performance measures of partialconservation laws (PCL) (which extend the generalizedconservation laws of Bertsimas and Niño-Mora (1996)):PCL provide a polyhedral framework for establishing theoptimality of index policies with special structure inscheduling problems under admissible objectives, which weapply to the model of concern.

Aspects thérapeutiques de la vitamine D: quels taux cibler avec quels traitements [Therapeutic goal of vitamin D: optimal serum level and dose requirements].

Therapeutic goal of vitamin D: optimal serum level and dose requirements Results of randomized controlled trials and meta-analyses investigating the effect of vitamin D supplementation on falls and fractures are inconsistent. The optimal serum level 25(OH) vitamin D for musculoskeletal and global health is > or = 30 ng/ml (75 nmol/l) for some experts and 20 ng/ml (50 nmol/l) for some others. A daily dose of vitamin D is better than high intermittent doses to reach this goal. High dose once-yearly vitamin D therapy may increase the incidence of fractures and falls. High serum level of vitamin D is probably harmful for the musculoskeletal system and health at large. The optimal benefits for musculoskeletal health are obtained with an 800 UI daily dose and a serum level of near 30 ng/ml (75 nmol/l).

A test of the predictive validity of non-linear QALY models using time trade-off utilities

This paper presents a test of the predictive validity of various classes ofQALY models (i.e., linear, power and exponential models). We first estimatedTTO utilities for 43 EQ-5D chronic health states and next these states wereembedded in health profiles. The chronic TTO utilities were then used topredict the responses to TTO questions with health profiles. We find that thepower QALY model clearly outperforms linear and exponential QALY models.Optimal power coefficient is 0.65. Our results suggest that TTO-based QALYcalculations may be biased. This bias can be avoided using a power QALY model.

Implementing TURF analysis through binary linear programming

This paper introduces the approach of using Total Unduplicated Reach and Frequency analysis (TURF) to design a product line through a binary linear programming model. This improves the efficiency of the search for the solution to the problem compared to the algorithms that have been used to date. The results obtained through our exact algorithm are presented, and this method shows to be extremely efficient both in obtaining optimal solutions and in computing time for very large instances of the problem at hand. Furthermore, the proposed technique enables the model to be improved in order to overcome the main drawbacks presented by TURF analysis in practice.

Restless bandits, linear programming relaxations and a primal-dual index heuristic

We develop a mathematical programming approach for the classicalPSPACE - hard restless bandit problem in stochastic optimization.We introduce a hierarchy of n (where n is the number of bandits)increasingly stronger linear programming relaxations, the lastof which is exact and corresponds to the (exponential size)formulation of the problem as a Markov decision chain, while theother relaxations provide bounds and are efficiently computed. Wealso propose a priority-index heuristic scheduling policy fromthe solution to the first-order relaxation, where the indices aredefined in terms of optimal dual variables. In this way wepropose a policy and a suboptimality guarantee. We report resultsof computational experiments that suggest that the proposedheuristic policy is nearly optimal. Moreover, the second-orderrelaxation is found to provide strong bounds on the optimalvalue.

On bounds for network revenue management

The Network Revenue Management problem can be formulated as a stochastic dynamic programming problem (DP or the\optimal" solution V *) whose exact solution is computationally intractable. Consequently, a number of heuristics have been proposed in the literature, the most popular of which are the deterministic linear programming (DLP) model, and a simulation based method, the randomized linear programming (RLP) model. Both methods give upper bounds on the optimal solution value (DLP and PHLP respectively). These bounds are used to provide control values that can be used in practice to make accept/deny decisions for booking requests. Recently Adelman [1] and Topaloglu [18] have proposed alternate upper bounds, the affine relaxation (AR) bound and the Lagrangian relaxation (LR) bound respectively, and showed that their bounds are tighter than the DLP bound. Tight bounds are of great interest as it appears from empirical studies and practical experience that models that give tighter bounds also lead to better controls (better in the sense that they lead to more revenue). In this paper we give tightened versions of three bounds, calling themsAR (strong Affine Relaxation), sLR (strong Lagrangian Relaxation) and sPHLP (strong Perfect Hindsight LP), and show relations between them. Speciffically, we show that the sPHLP bound is tighter than sLR bound and sAR bound is tighter than the LR bound. The techniques for deriving the sLR and sPHLP bounds can potentially be applied to other instances of weakly-coupled dynamic programming.

Rabies postexposure prophylaxis in routine practice in view of the new centers for disease control and prevention and world health organization recommendations.

Background. New recommendations for rabies postexposure prophylaxis (PEP) were published by the Centers for Disease Control and Prevention and the World Health Organization in 2010. In view of these new recommendations, we investigated the adequacy of rabies PEP among patients consulting our travel clinic. Methods. A retrospective analysis of the files of all patients who consulted for rabies PEP at the Travel Clinic of the University Hospital in Lausanne, Switzerland, between January 2005 and August 2011 was conducted. Results. A total of 110 patients who received rabies PEP were identified. The median age of the patients was 34 years (range, 2-79 years), and 53% were women. Ninety subjects were potentially exposed to rabies while travelling abroad. Shortcomings in the management of these patients were (1) late initiation of rabies PEP in travelers who waited to seek medical care until returning to Switzerland, (2) administration of human rabies immunoglobulin (HRIG) to only 7 of 50 travelers (14%) who sought care abroad and for whom HRIG was indicated, and (3) antibody levels <0.5 IU/mL in 6 of 90 patients (6.7%) after 4 doses of vaccine. Conclusions. Patients do not always receive optimal rabies PEP under real-life conditions. A significant proportion of patients did not develop adequate antibody levels after 4 doses of vaccine. These data indicate that the measurement of antibody levels on day 21 of the Essen PEP regimen is useful in order to verify an adequate immune response.

Control d'una bobinadora automàtica

Un dels problemes típics de regulació en el camp de l’automatització industrial és el control de velocitat lineal d’entrada del fil a les bobines, ja que com més gruix acumulem a igual velocitat de rotació de la bobina s’augmenta notablement la velocitat lineal d’entrada del fil, aquest desajust s’ha de poder compensar de forma automàtica per aconseguir una velocitat d’entrada constant. Aquest problema de regulació de velocitats és molt freqüent i de difícil control a la indústria on intervé el bobinat d’algun tipus de material com cablejat, fil, paper, làmines de planxa, tubs, etc... Els dos reptes i objectius principals són, primer, la regulació de la velocitat de rotació de la bobina per aconseguir una velocitat lineal del fil d’entrada, i segon, mitjançant el guiatge de l’alimentació de fil a la bobina, aconseguir un repartiment uniforme de cada capa de fil. El desenvolupament consisteix amb l’automatització i control d’una bobinadora automàtica mitjançant la configuració i programació de PLC’s, servomotors i encoders. Finalment es farà el muntatge pràctic sobre una bancada per verificar i simular el seu correcte funcionament que ha de donar solució a aquests problemes de regulació de velocitats. Com a conclusions finals s’han aconseguit els objectius i una metodologia per fer una regulació de velocitats de rotació per bobines, amb accionaments de servomotors amb polsos, i a nivell de coneixements he aconseguit dominar les aplicacions d’aquest tipus d’accionaments aplicats a construccions mecàniques.

Optimal management of microgrids

Desenvolupament dels models matemàtics necessaris per a controlar de forma òptima la microxarxa existent als laboratoris del Institut de Recerca en Energia de Catalunya. Els algoritmes s'implementaran per tal de simular el comportament i posteriorment es programaran directament sobre els elements de la microxarxa per verificar el seu correcte funcionament.. Desenvolupament dels models matemàtics necessaris per a controlar de forma òptima la microxarxa existent als laboratoris del Institut de Recerca en Energia de Catalunya. Els algoritmes s'implementaran per tal de simular el comportament i posteriorment es programaran directament sobre els elements de la microxarxa per verificar el seu correcte funcionament.

Therapeutic strategies to improve control of hypertension.

Blood pressure is poorly controlled in most European countries and the control rate is even lower in high-risk patients such as patients with chronic kidney disease, diabetic patients or previous coronary heart disease. Several factors have been associated with poor control, some of which involve the characteristic of the patients themselves, such as socioeconomic factors, or unsuitable life-styles, other factors related to hypertension or to associated comorbidity, but there are also factors directly associated with antihypertensive therapy, mainly involving adherence problems, therapeutic inertia and therapeutic strategies unsuited to difficult-to-control hypertensive patients.It is common knowledge that only 30% of hypertensive patients can be controlled using monotherapy; all the rest require a combination of two or more antihypertensive drugs, and this can be a barrier to good adherence and log-term persistence in patients who also often need to use other drugs, such as antidiabetic agents, statins or antiplatelet agents. The fixed combinations of three antihypertensive agents currently available can facilitate long-term control of these patients in clinical practice. If well tolerated, a long-term therapeutic regimen that includes a diuretic, an ACE inhibitor or an angiotensin receptor blocker, and a calcium channel blocker is the recommended optimal triple therapy.

When "enough" is not enough: new perspectives on optimal methadone maintenance dose.

Some methadone maintenance treatment (MMT) programs prescribe inadequate daily methadone doses. Patients complain of withdrawal symptoms and continue illicit opioid use, yet practitioners are reluctant to increase doses above certain arbitrary thresholds. Serum methadone levels (SMLs) may guide practitioners dosing decisions, especially for those patients who have low SMLs despite higher methadone doses. Such variation is due in part to the complexities of methadone metabolism. The medication itself is a racemic (50:50) mixture of 2 enantiomers: an active "R" form and an essentially inactive "S" form. Methadone is metabolized primarily in the liver, by up to five cytochrome P450 isoforms, and individual differences in enzyme activity help explain wide ranges of active R-enantiomer concentrations in patients given identical doses of racemic methadone. Most clinical research studies have used methadone doses of less than 100 mg/day [d] and have not reported corresponding SMLs. New research suggests that doses ranging from 120 mg/d to more than 700 mg/d, with correspondingly higher SMLs, may be optimal for many patients. Each patient presents a unique clinical challenge, and there is no way of prescribing a single best methadone dose to achieve a specific blood level as a "gold standard" for all patients. Clinical signs and patient-reported symptoms of abstinence syndrome, and continuing illicit opioid use, are effective indicators of dose inadequacy. There does not appear to be a maximum daily dose limit when determining what is adequately "enough" methadone in MMT.

Risk of cardiovascular events and blood pressure control in hypertensive HIV-infected patients: Swiss HIV Cohort Study (SHCS).

BACKGROUND: Prevalence of hypertension in HIV infection is high, and information on blood pressure control in HIV-infected individuals is insufficient. We modeled blood pressure over time and the risk of cardiovascular events in hypertensive HIV-infected individuals. METHODS: All patients from the Swiss HIV Cohort Study with confirmed hypertension (systolic or diastolic blood pressure above 139 or 89 mm Hg on 2 consecutive visits and presence of at least 1 additional cardiovascular risk factor) between April 1, 2000 and March 31, 2011 were included. Patients with previous cardiovascular events, already on antihypertensive drugs, and pregnant women were excluded. Change in blood pressure over time was modeled using linear mixed models with repeated measurement. RESULTS: Hypertension was diagnosed in 2595 of 10,361 eligible patients. Of those, 869 initiated antihypertensive treatment. For patients treated for hypertension, we found a mean (95% confidence interval) decrease in systolic and diastolic blood pressure of -0.82 (-1.06 to -0.58) mm Hg and -0.89 (-1.05 to -0.73) mm Hg/yr, respectively. Factors associated with a decline in systolic blood pressure were baseline blood pressure, presence of chronic kidney disease, cardiovascular events, and the typical risk factors for cardiovascular disease. In patients with hypertension, increase in systolic blood pressure [(hazard ratio 1.18 (1.06 to 1.32) per 10 mm Hg increase], total cholesterol, smoking, age, and cumulative exposure to protease inhibitor-based and triple nucleoside regimens were associated with cardiovascular events. CONCLUSIONS: Insufficient control of hypertension was associated with increased risk of cardiovascular events indicating the need for improved management of hypertension in HIV-infected individuals.

Somewhere between illusion of control and powerlessness : trying to situate the pathological gambler's locus of control

It has been suggested that pathological gamblers develop illusory perceptions of control regarding the outcome of the games and should express higher Internal and Chance locus of control. A sample of 48 outpatients diagnosed with pathological gambling disorder who participated in this ex post facto study, completed the Internality, Powerful Others, and Chance scale, the South Oaks Gambling Screen questionnaire, and the Beck Depression Inventory. Results for the locus of control measure were compared with a reference group. Pathological gamblers scored higher than the reference group on the Chance locus of control, which increased with the severity of cases. Moreover, Internal locus of control did show a curvilinear relationship with the severity of cases. Pathological gamblers have specific locus of control scores that vary in function of the severity, in a linear fashion or a non-linear fashion according to the scale. This effect might be caused by competition between "illusion of control" and the tendency to attribute adverse consequence of gambling to external causes.

Optimal dividend strategies for a compound Poisson risk process under transaction costs and power utility

We characterize the value function of maximizing the total discounted utility of dividend payments for a compound Poisson insurance risk model when strictly positive transaction costs are included, leading to an impulse control problem. We illustrate that well known simple strategies can be optimal in the case of exponential claim amounts. Finally we develop a numerical procedure to deal with general claim amount distributions.