作者:Song, JS; Yao, DD
作者单位:University of California System; University of California Irvine; Columbia University
摘要:We study a single product assembly system in which the final product is assembled to order whereas the components (subassemblies) are built to stock Customer demand follows a Poisson process and replenishment lead times for each component are independent and identically distributed random variables For any given base-stock policy the exact performance analysis reduces to the evaluation of a set of M/G/infinity queues with a common arrival stream We show that unlike the standard M/G/infinity qu...
作者:Berkelaar, A; Dert, C; Oldenkamp, B; Zhang, S
作者单位:Erasmus University Rotterdam; Erasmus University Rotterdam - Excl Erasmus MC; Vrije Universiteit Amsterdam; Vrije Universiteit Amsterdam; Chinese University of Hong Kong
摘要:Decision making under uncertainty is a challenge faced by many decision makers Stochastic programming is a major tool developed to deal with optimization with uncertainties which has found applications in e g finance such as asset-liability and bond-portfolio management Computationally however many models in stochastic programming remain unsolvable because of overwhelming dimensionality For a model to be well solvable its special structure must be explored Most of the solution methods are base...