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The mission of <strong>Operations</strong> <strong>Research</strong><br />

is to serve the entire operations research (OR)<br />

community, including practitioners, researchers,<br />

educators, and students. <strong>Operations</strong> <strong>Research</strong>, asthe<br />

flagship journal of our profession, strives to publish<br />

results that are truly insightful. Each issue of<br />

<strong>Operations</strong> <strong>Research</strong> attempts to provide a balance<br />

of well-written articles that span the wide array of<br />

creative activities in OR. Thus, the major criteria for<br />

acceptance of a paper in <strong>Operations</strong> <strong>Research</strong> are that<br />

the paper is important to more than a small subset<br />

of the OR community, contains important insights,<br />

and makes a substantial contribution to the field<br />

that will stand the test of time.<br />

For more details and up-to-date policies,<br />

please visit our home page:<br />

http://or.pubs.informs.org/.<br />

Advisory Board<br />

Patrick T. Harker<br />

University of Pennsylvania<br />

HauL.Lee<br />

Stanford University<br />

Thomas L. Magnanti<br />

Massachusetts Institute of Technology<br />

George L. Nemhauser<br />

Georgia Institute of Technology<br />

William P. Pierskalla<br />

University of California, Los Angeles<br />

H. Donald Ratliff<br />

Georgia Institute of Technology<br />

Ward Whitt<br />

Columbia University<br />

OPERATIONS RESEARCH<br />

Volume 54 • Number 5 • September–October 2006<br />

Volume 54<br />

•<br />

Number 5<br />

OPERATIONS RESEARCH<br />

September<br />

•<br />

October<br />

•<br />

2006<br />

Evaluating Academic Programs: With Applications to U.S. Graduate Decision<br />

Science Programs<br />

Ralph L. Keeney, Kelly E. See, and Detlof von Winterfeldt<br />

Optimizing Chemotherapy Scheduling Using Local Search Heuristics<br />

Zvia Agur, Refael Hassin, and Sigal Levy<br />

A Branch-and-Cut Algorithm Without Binary Variables for Nonconvex Piecewise<br />

Linear Optimization<br />

Ahmet B. Keha, Ismael R. de Farias Jr., and George L. Nemhauser<br />

Revenue Management of a Make-to-Stock Queue<br />

René Caldentey and Lawrence M. Wein<br />

Dynamic Control of a Multiclass Queue with Thin Arrival Streams<br />

Barı¸s Ata<br />

Revenue Management Through Dynamic Cross Selling in E-Commerce Retailing<br />

Serguei Netessine, Sergei Savin, and Wenqiang Xiao<br />

Revenue Management for a Multiclass Single-Server Queue via a Fluid Model Analysis<br />

Constantinos Maglaras<br />

A Continuum Model for a Re-entrant Factory<br />

Dieter Armbruster, Daniel E. Marthaler, Christian Ringhofer, Karl Kempf, and Tae-Chang Jo<br />

Capacitated Multi-Item Lot-Sizing Problems with Time Windows<br />

Nadjib Brahimi, Stéphane Dauzère-Pérès, and Najib M. Najid<br />

Models of the Spiral-Down Effect in Revenue Management<br />

William L. Cooper, Tito Homem-de-Mello, and Anton J. Kleywegt<br />

Controlling Inventories in Divergent Supply Chains with Advance-Order Information<br />

Johan Marklund


EDITOR-IN-CHIEF<br />

David Simchi-Levi<br />

Massachusetts Institute of Technology<br />

77 Massachusetts Avenue<br />

Room 1-171<br />

Cambridge, MA 02139-4307<br />

dslevi@mit.edu<br />

(617) 253–6160 (617) 258-8029 (fax)<br />

AREA EDITORS<br />

Computing and Information Technologies<br />

Robert Fourer<br />

Northwestern University<br />

Department of Industrial Eng. & Mgmt.<br />

Sciences, Technological Institute<br />

Evanston, Illinois<br />

4er@iems.northwestern.edu<br />

(847) 491-3151<br />

Decision Analysis<br />

Gordon B. Hazen<br />

Northwestern University<br />

Dept. of Industrial Eng. & Mgmt.<br />

Sciences, Technological Institute<br />

Evanston, Illinois<br />

gbh305@lulu.it.northwestern.edu<br />

(847) 491-5673<br />

Environment, Energy, and Natural Resources<br />

Shmuel S. Oren<br />

University of California at Berkeley<br />

Berkeley, California<br />

oren@ieor.berkeley.edu<br />

(510) 642-1836 (510) 642-1403<br />

Financial Engineering<br />

Mark N. Broadie<br />

Columbia University<br />

Graduate School of Business<br />

New York, New York<br />

mnb2@columbia.edu<br />

(212) 854-4103<br />

Manufacturing, Service, and Supply<br />

Chain <strong>Operations</strong><br />

Izak Duenyas<br />

University of Michigan–Ann Arbor<br />

Business School<br />

Ann Arbor, Michigan<br />

duenyas@umich.edu<br />

(734) 615-1288<br />

and<br />

Jing-Sheng (Jeannette) Song<br />

Duke University<br />

Fuqua School of Business<br />

Durham, North Carolina<br />

jssong@duke.edu<br />

(919) 660-7828<br />

O PERATIONS R ESEARCH<br />

MANAGING EDITOR<br />

Janet Kerrigan<br />

Massachusetts Institute of Technology<br />

77 Massachusetts Avenue<br />

Room 1-176<br />

Cambridge, MA 02139<br />

kerrigan@mit.edu<br />

(617) 258-8409 (617) 324-2546 (fax)<br />

Marketing Science<br />

Duncan Simester<br />

Massachusetts Institute of Technology<br />

Sloan School of Management<br />

Cambridge, Massachusetts<br />

simester@mit.edu<br />

(617) 258-0679<br />

Military and Homeland Security<br />

Moshe Kress<br />

Naval Postgraduate School<br />

<strong>Operations</strong> <strong>Research</strong> Department<br />

Monterey, California<br />

mkress@nps.mil<br />

(831) 656-2927<br />

Optimization<br />

Yinyu Ye<br />

Stanford University<br />

Department of Mgmt. Science<br />

and Engineering<br />

Stanford, California<br />

yinyu-ye@stanford.edu<br />

(650) 723-7262<br />

OR Forum<br />

Michael A. Trick<br />

Carnegie Mellon University<br />

Tepper School of Business<br />

Pittsburgh, Pennsylvania<br />

trick@cmu.edu<br />

(412) 268-3697<br />

OR Practice<br />

Stephen C. Graves<br />

Massachusetts Institute of Technology<br />

Sloan School of Management<br />

Cambridge, Massachusetts<br />

sgraves@mit.edu<br />

(617) 253-6602<br />

Policy Modeling and Public Sector OR<br />

Stefanos A. Zenios<br />

Stanford University<br />

Graduate School of Business<br />

Stanford, California<br />

zenios.stefanos@gsb.stanford.edu<br />

(650) 725-9663<br />

(Editorial Board membership continued on inside back cover.)<br />

PRODUCTION EDITOR<br />

Candita P. Gerzevitz<br />

INFORMS<br />

12 Breakneck Hill Road<br />

Suite 102<br />

Lincoln, RI 02865<br />

candita.gerzevitz@informs.org<br />

(401) 722-2595 (401) 722-2951 (fax)<br />

Revenue Management<br />

Garrett J. van Ryzin<br />

Columbia University<br />

Graduate School of Business<br />

New York, New York<br />

gjv1@columbia.edu<br />

(212) 854-4280<br />

Simulation<br />

Shane G. Henderson<br />

Cornell University<br />

School of <strong>Operations</strong> <strong>Research</strong><br />

and Industrial Engineering<br />

Ithaca, New York<br />

sgh9@cornell.edu<br />

(607) 255-9126<br />

Stochastic Models<br />

Sunil Kumar<br />

Stanford University<br />

Graduate School of Business<br />

Stanford, California<br />

skumar@stanford.edu<br />

(605) 725-9220<br />

Telecommunications and Networking<br />

Anant Balakrishnan<br />

The University of Texas at Austin<br />

IROM Department, CBA 5.202<br />

Austin, Texas<br />

anantb@mail.utexas.edu<br />

(512) 471-5216<br />

Transportation<br />

Michael O. Ball<br />

University of Maryland<br />

Robert H. Smith School of Business<br />

Decision & Information Technologies<br />

College Park, Maryland<br />

mball@rhsmith.umd.edu<br />

(301) 405-2227<br />

<strong>Operations</strong> <strong>Research</strong> (ISSN 0030-364X) is a bimonthly journal published by the Institute for <strong>Operations</strong> <strong>Research</strong> and the Management Sciences at 7240 Parkway Drive, Suite<br />

310, Hanover, Maryland 21076. Periodicals postage paid at Hanover, MD 21076, and at additional mailing offices. POSTMASTER: Send address changes to <strong>Operations</strong> <strong>Research</strong>,<br />

INFORMS, 7240 Parkway Drive, Suite 310, Hanover, Maryland 21076. Subscription prices per volume, print and online: institutions—$435, members—$98, nonmembers—$201,<br />

students and retired members—$49. Additional subscription options and rates are available online at www.informs.org/Pubs. Printed by Cadmus Professional Communications,<br />

Columbia, MD 21090-2909. Printed in the U.S.A. <strong>Front</strong> cover graphic: Mark Tomalty/Masterfile. As a condition of final acceptance of a paper for publication in <strong>Operations</strong><br />

<strong>Research</strong>, the author(s) must indicate if their paper is posted on a working paper website, other than their own. They are responsible for assuring that, if any part of the paper has<br />

been copyrighted for prepublication as a working paper, the copyright can and will be transferred to INFORMS when the paper has been accepted. This includes both print and<br />

electronic forms of the paper. Authors may post their working papers on websites after acceptance and prior to publication, as long as the sites are not copyrighted or do not serve<br />

as formal repositories. Permission to make digital/hard copy of part or all of this work for personal or classroom use is granted without fee provided that copies are not made or<br />

distributed for profit or commercial advantage, the copyright notice, the title of the publication and its date appear, and notice is given that copying is by permission of the Institute for<br />

<strong>Operations</strong> <strong>Research</strong> and the Management Sciences (INFORMS). Distribution through coursepacks is permitted provided that permission is obtained from INFORMS and a fee is<br />

paid. To republish, post on servers, or redistribute to lists requires prior specific permission and, in some cases, a fee. Address requests regarding reprint permission to the Institute for<br />

<strong>Operations</strong> <strong>Research</strong> and the Management Sciences, 7240 Parkway Drive, Suite 310, Hanover, Maryland 21076, permissions@informs.org. To copy otherwise is permitted provided<br />

that a per-copy fee is paid through the Copyright Clearance Center, 222 Rosewood Drive, Danvers, MA 01923, www.copyright.com.


O PERATIONS R ESEARCH<br />

Contents Volume 54 • Number 5 • September–October 2006<br />

http://or.pubs.informs.org/<br />

In this issue<br />

OR Chronicle<br />

813 Evaluating Academic Programs: With Applications to U.S. Graduate Decision<br />

Science Programs<br />

Ralph L. Keeney, Kelly E. See, and Detlof von Winterfeldt<br />

Articles<br />

829Optimizing Chemotherapy Scheduling Using Local Search Heuristics<br />

Zvia Agur, Refael Hassin, and Sigal Levy<br />

847 A Branch-and-Cut Algorithm Without Binary Variables for Nonconvex Piecewise<br />

Linear Optimization<br />

Ahmet B. Keha, Ismael R. de Farias Jr., and George L. Nemhauser<br />

859Revenue Management of a Make-to-Stock Queue<br />

René Caldentey and Lawrence M. Wein<br />

876 Dynamic Control of a Multiclass Queue with Thin Arrival Streams<br />

Barı¸s Ata<br />

893 Revenue Management Through Dynamic Cross Selling in E-Commerce Retailing<br />

Serguei Netessine, Sergei Savin, and Wenqiang Xiao<br />

914 Revenue Management for a Multiclass Single-Server Queue via a Fluid Model Analysis<br />

Constantinos Maglaras<br />

933 A Continuum Model for a Re-entrant Factory<br />

Dieter Armbruster, Daniel E. Marthaler, Christian Ringhofer, Karl Kempf, and Tae-Chang Jo<br />

951 Capacitated Multi-Item Lot-Sizing Problems with Time Windows<br />

Nadjib Brahimi, Stéphane Dauzère-Pérès, and Najib M. Najid<br />

968 Models of the Spiral-Down Effect in Revenue Management<br />

William L. Cooper, Tito Homem-de-Mello, and Anton J. Kleywegt<br />

988 Controlling Inventories in Divergent Supply Chains with Advance-Order Information<br />

Johan Marklund<br />

Contributors<br />

1011 Author Biographies<br />

Vol. 54, No. 5, September–October 2006, p. i<br />

issn 0030-364X eissn 1526-5463 06 5405 000i<br />

1014 Appreciation to 2005 Referees<br />

1016 2005 Meritorious Service Award Recipients<br />

<strong>Operations</strong> <strong>Research</strong><br />

© 2006 INFORMS


ASSOCIATE EDITORS<br />

Dan Adelman<br />

University of Chicago<br />

G. Anandalingam<br />

University of Maryland<br />

Ravi Anupindi<br />

University of Michigan–Ann<br />

Arbor<br />

Alper Atamturk<br />

University of<br />

California–Berkeley<br />

Derek R. Atkins<br />

University of British Columbia<br />

Yossi Aviv<br />

Washington University<br />

Manel Baucells<br />

IESE Business School<br />

Fernando Bernstein<br />

Duke University<br />

John R. Birge<br />

University of Chicago<br />

James B. Bushnell<br />

University of<br />

California–Berkeley<br />

Raymond K. Cheung<br />

Hong Kong University of<br />

Science and Technology<br />

Stephen E. Chick<br />

INSEAD<br />

Rama Cont<br />

CNRS—École Polytechnique<br />

Wade Cook<br />

York University<br />

William L. Cooper<br />

University of Minnesota<br />

Charles J. Corbett<br />

University of California–<br />

Los Angeles<br />

Etienne de Klerk<br />

Tilburg University<br />

Francis E. de Vericourt<br />

Duke University<br />

Shijie Deng<br />

Georgia Institute of Technology<br />

Marina A. Epelman<br />

University of Michigan–<br />

Ann Arbor<br />

Awi Federgruen<br />

Columbia University<br />

Lisa Fleischer<br />

IBM T. J. Watson<br />

<strong>Research</strong> Center<br />

Ronald D. Fricker Jr.<br />

Naval Postgraduate School<br />

David Gamarnik<br />

Massachusetts Institute<br />

of Technology<br />

Noah Gans<br />

University of Pennsylvania<br />

Michel Gendreau<br />

University of Montreal<br />

Albert Y. Ha<br />

Hong Kong University of<br />

Science and Technology<br />

Peter Haas<br />

IBM Almaden <strong>Research</strong> Center<br />

Nicholas G. Hall<br />

Ohio State University<br />

Mark M. Hansen<br />

University of California–<br />

Berkeley<br />

John Hasenbein<br />

University of Texas–Austin<br />

Mordechai I. Henig<br />

Tel Aviv University<br />

Tito Homem-de-Mello<br />

Northwestern University<br />

Seyed M. R. Iravani<br />

Northwestern University<br />

Ananth V. Iyer<br />

Purdue University<br />

Kamal Jain<br />

Microsoft <strong>Research</strong><br />

Jian-Min Jia<br />

Chinese University<br />

of Hong Kong<br />

William C. Jordan<br />

General Motors<br />

Roman Kapuscinski<br />

University of Michigan–<br />

Ann Arbor<br />

Seong-Hee Kim<br />

Georgia Institute of Technology<br />

Diego Klabjan<br />

Massachusetts Institute<br />

of Technology<br />

Anton J. Kleywegt<br />

Georgia Institute of Technology<br />

Panos Kouvelis<br />

Washington University<br />

Chung-Yee Lee<br />

Hong Kong University of<br />

Science and Technology<br />

Kyle Y. Lin<br />

Naval Postgraduate School<br />

Vadim Linetsky<br />

Northwestern University<br />

Robin Lougee-Heimer<br />

IBM T. J. Watson<br />

<strong>Research</strong> Center<br />

Constantinos Maglaras<br />

Columbia University<br />

Patrice Marcotte<br />

University of Montreal<br />

Jeff McGill<br />

Queen’s University<br />

Sanjay Mehrotra<br />

Northwestern University<br />

John Milne<br />

IBM<br />

Kamran Moinzadeh<br />

University of Washington<br />

David Morton<br />

University of Texas–Austin<br />

Robert F. Nau<br />

Duke University<br />

James B. Orlin<br />

Massachusetts Institute<br />

of Technology<br />

Jonathan H. Owen<br />

General Motors <strong>Research</strong><br />

and Development<br />

Georgia Perakis<br />

Massachusetts Institute<br />

of Technology<br />

Robert Phillips<br />

Nomis Solutions<br />

Edieal J. Pinker<br />

University of Rochester<br />

Erica Lee Plambeck<br />

Stanford University<br />

Theodore K. Ralphs<br />

Lehigh University<br />

R. Ravi<br />

Carnegie Mellon University<br />

Rhonda Righter<br />

University of California–<br />

Berkeley<br />

Randall S. Robinson<br />

Richard E. Rosenthal<br />

Naval Postgraduate School<br />

Kaj A. Rosling<br />

Växjö University<br />

Matthew J. Saltzman<br />

Clemson University<br />

Iraj Saniee<br />

Bell Laboratories Lucent<br />

Technologies<br />

Sergei V. Savin<br />

Columbia University<br />

Alan Scheller-Wolf<br />

Carnegie Mellon University<br />

Stefan Scholtes<br />

Cambridge University<br />

Suvrajeet Sen<br />

University of Arizona<br />

Ross Shachter<br />

Stanford University<br />

Max Zuo-jun Shen<br />

University of<br />

California–Berkeley<br />

Christine A. Shoemaker<br />

Cornell University<br />

Robert Shumsky<br />

Dartmouth College<br />

Ronnie Sircar<br />

Princeton University<br />

Mark S. Squillante<br />

IBM T. J. Watson<br />

<strong>Research</strong> Center<br />

Jeremy Staum<br />

Northwestern University<br />

Alexander Stolyar<br />

Bell Laboratories<br />

Lucent Technologies<br />

Peng Sun<br />

Duke University<br />

Sridhar R. Tayur<br />

Carnegie Mellon University<br />

Andre Tits<br />

University of Maryland<br />

Benjamin van Roy<br />

Stanford University<br />

Andrés P. Weintraub<br />

Universidad de Chile<br />

Susan Xu<br />

Pennsylvania State University<br />

Assaf Zeevi<br />

Columbia University<br />

Jaiwei Zhang<br />

New York University<br />

Shuzhong Zhang<br />

Chinese University<br />

of Hong Kong<br />

Xun Yu Zhou<br />

Chinese University<br />

of Hong Kong<br />

Uwe Zimmermann<br />

Braunschweig University<br />

of Technology<br />

A Journal of the Institute for <strong>Operations</strong> <strong>Research</strong> and the Management Sciences

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