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Operations Research, Systems Engineering and Industrial Engineering Commons

Open Access. Powered by Scholars. Published by Universities.®

Uncertainty

Business

Shih-Fen CHENG

Publication Year

Articles 1 - 3 of 3

Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

Robust Distributed Scheduling Via Time Period Aggregation, Shih-Fen Cheng, John Tajan, Hoong Chuin Lau Dec 2015

Robust Distributed Scheduling Via Time Period Aggregation, Shih-Fen Cheng, John Tajan, Hoong Chuin Lau

Shih-Fen CHENG

In this paper, we evaluate whether the robustness of a market mechanism that allocates complementary resources could be improved through the aggregation of time periods in which resources are consumed. In particular, we study a multi-round combinatorial auction that is built on a general equilibrium framework. We adopt the general equilibrium framework and the particular combinatorial auction design from the literature, and we investigate the benefits and the limitation of time-period aggregation when demand-side uncertainties are introduced. By using simulation experiments on a real-life resource allocation problem from a container port, we show that, under stochastic conditions, the performance variation …


Decentralized Decision Support For An Agent Population In Dynamic And Uncertain Domains, Pradeep Reddy Varakantham, Shih-Fen Cheng, Thi Duong Nguyen May 2013

Decentralized Decision Support For An Agent Population In Dynamic And Uncertain Domains, Pradeep Reddy Varakantham, Shih-Fen Cheng, Thi Duong Nguyen

Shih-Fen CHENG

This research is motivated by problems in urban transportation and labor mobility, where the agent flow is dynamic, non-deterministic and on a large scale. In such domains, even though the individual agents do not have an identity of their own and do not explicitly impact other agents, they have implicit interactions with other agents. While there has been much research in handling such implicit effects, it has primarily assumed controlled movements of agents in static environments. We address the issue of decision support for individual agents having involuntary movements in dynamic environments . For instance, in a taxi fleet serving …


Distributing Complementary Resources Across Multiple Periods With Stochastic Demand, Shih-Fen Cheng, John Tajan, Hoong Chuin Lau May 2013

Distributing Complementary Resources Across Multiple Periods With Stochastic Demand, Shih-Fen Cheng, John Tajan, Hoong Chuin Lau

Shih-Fen CHENG

In this paper, we evaluate whether the robustness of a market mechanism that allocates complementary resources could be improved through the aggregation of time periods in which resources are consumed. In particular, we study a multi-round combinatorial auction that is built on a general equilibrium framework. We adopt the general equilibrium framework and the particular combinatorial auction design from the literature, and we investigate the benefits and the limitation of time-period aggregation when demand-side uncertainties are introduced. By using simulation experiments, we show that under stochastic conditions the performance variation of the process decreases as the time frame length (time …