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作者:Takine, T
作者单位:Kyoto University
摘要:This paper considers the nonpreemptive priority queue with MAP (Markovian Arrival Process) arrivals. Since MAP is weakly dense in the class of stationary point processes, it is a fairly general arrival process. Service times of customers of each priority class are independent and identically distributed according to a general distribution function that may differ among priority classes. Using both the generating function technique and the matrix analytic method, we derive various formulas for ...
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作者:Vázquez-Abad, FJ; Mason, LG
作者单位:Universite de Montreal; University of Quebec; Institut national de la recherche scientifique (INRS)
摘要:We introduce a permit-based adaptive control scheme for regulating traffic admission in high-speed connectionless data networks, such as the internet. Permits are awarded to potential customers arriving from outside and travel with them towards their destinations, where the permits are assigned to the local controllers. The controllers randomly distribute the permits among the entry gates at the nodes. Customers from outside are not allowed to enter the network unless there are permits availab...
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作者:Morton, DP; Wood, RK
作者单位:University of Texas System; University of Texas Austin; United States Department of Defense; United States Navy; Naval Postgraduate School
摘要:We consider the problem of bounding the expected value of a linear program (LP) containing random coefficients, with applications to solving two-stage stochastic programs. An upper bound for minimizations is derived from a restriction of an equivalent, penalty-based formulation of the primal stochastic LP, and a lower bound is obtained from a restriction of a reformulation of the dual. Our restricted-recourse bounds are more general and more easily computed than most other bounds because rando...
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作者:Clyman, DR; Walls, MR; Dyer, JS
作者单位:University of Virginia; Colorado School of Mines; University of Texas System; University of Texas Austin
摘要:This paper explores a seemingly paradoxical phenomenon associated with the use of expected-utility theory in capital-budgeting and risk-sharing decisions under uncertainity. As an investment prospect becomes better and better, decision makers using classic decision-analysis techniques may, in fact, prefer less and less of it. We explore this phenomenon in the very real context of petroleum company drilling-investment decisions and demonstrate that the phenomenon is pervasive. When we examined ...
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作者:Perry, D
作者单位:University of Haifa
摘要:We consider an inventory system in which both the arrival of items and the demand for those items are Poisson processes. The stored items have two phases of shelf-Life. If the item has nor been taken by a demand during the first phase it is inspected. With probability q it is removed and with probability p=1 -q it is transferred to the second phase. The blood bank model inspired this study. We compute ergodic limits for the number of items in the system, the lost demands. and the two types of ...
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作者:Gal, S
作者单位:University of Haifa
摘要:We present two new results for the asymmetric rendezvous problem on the line. We first show that it is never optimal for one player to be stationary during the entire search period in the two-player rendezvous. Then we consider the meeting One of n-players in the worst case and show that it has an asymptotic behavior of n/2 + O(log n).
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作者:Harker, PT
作者单位:University of Pennsylvania
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作者:Keeney, RL; McDaniels, TL
作者单位:University of Southern California; University of British Columbia
摘要:British Columbia Gas, a major utility, was required by the British Columbia Utilities Commission (BCUC) to develop an integrated resource plan that addressed multiple objectives and involved the participation of stakeholders. To assist BC Gas, we elicited values separately from most of the senior executives at BC Gas, members of the BCUC, and representatives of several stakeholder groups. Based on these values, we structured a set of objectives and associated performance measures for integrate...
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作者:Murphy, FH; Panchanadam, V
作者单位:Pennsylvania Commonwealth System of Higher Education (PCSHE); Temple University
摘要:In this paper we look at alternative ways of teaching linear programming model formulation and show that the material needs to be presented within the context of a structure that improves the ability of students to apply the models to subsequent problems. This work builds on the cognitive psychology literature on formulating algebra word problems. We show that presenting a conceptual framework prior to teaching linear programming examples is better then either no conceptual framework or presen...
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作者:Gans, N; Van Ryzin, G
作者单位:University of Pennsylvania; Columbia University
摘要:We analyze a general model of dynamic vehicle dispatching systems in which congestion is the primary measure of performance. In the model, a finite collection of tours are dynamically dispatched to deliver loads that arrive randomly over time. A load waits in queue until it is assigned to a tour. This representation, which is analogous to classical set-covering models, can be used to study a Variety of dynamic routing and load consolidation problems. We characterize the optimal work in the sys...