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作者：Kodialam, MS; Luss, H
作者单位：Nokia Corporation; Nokia Bell Labs; AT&T
摘要：We consider a simple resource allocation problem with a single resource constraint. The objective function is composed of separable, convex performance functions, one for each activity. Likewise, the constraint has separable, convex resource-usage functions, one for each activity. The objective is to minimize the sum of the performance functions, subject to satisfying the resource constraint and nonnegativity constraints. This problem extends the well-studied problem in which the resource cons...
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作者：Nakayama, MK
作者单位：New Jersey Institute of Technology
摘要：The mean time to failure (MTTF) of a Markovian system can be expressed as a ratio of two expectations. For highly reliable Markovian systems, the resulting ratio formula consists of one expectation that cannot be estimated with bounded relative error when using standard simulation, while the other, which we call a nonrare expectation, can be estimated with bounded relative error. We show that some derivatives of the nonrare expectation cannot be estimated with bounded relative error when using...
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作者：Mason, AJ; Ryan, DM; Panton, DM
作者单位：University of Auckland; University of South Australia
摘要：This paper details a new simulation and optimisation based system for personnel scheduling (rostering) of customs staff at the Auckland International Airport, New Zealand. An integrated approach using simulation, heuristic descent, and integer programming techniques has been developed to determine near-optimal staffing levels. The system begins by using a new simulation system embedded within a heuristic search to determine minimum staffing levels for arrival and departure work areas. These st...
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作者：Troutt, MD
作者单位：University System of Ohio; Kent State University; Kent State University Salem; Kent State University Kent
摘要：The OR/MS research and publication process provides a particularly effective setting in which to illustrate and emphasize the importance of several general quality improvement principles. From planning the scope and content to final manuscript production, numerous quality checks are beneficial. The academic writer never knows that the quality of an article is sufficient until it has actually been published. Even then, potential defects are possible and should be guarded against throughout the ...
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作者：Cormican, KJ; Morton, DP; Wood, RK
作者单位：United States Department of Defense; United States Navy; Naval Postgraduate School; University of Texas System; University of Texas Austin; Stanford University
摘要：Using limited assets, an interdictor attempts to destroy parts of a capacitated network through which an adversary will subsequently maximize flow. We formulate and solve a stochastic version of the interdictor's problem: Minimize the expected maximum flow through the network when interdiction successes are binary random variables. Extensions are made to handle uncertain are capacities and other realistic variations. These two-stage stochastic integer programs have applications to interdicting...
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作者：Smith, JE; McCardle, KF
作者单位：Duke University
摘要：There are two major competing procedures for evaluating risky projects where managerial flexibility plays an important role: one is decision analytic, based on stochastic dynamic programming, and the other is option pricing theory (or contingent claims analysis), based on the no-arbitrage theory of financial markets. In this paper, we show how these two approaches can be profitably integrated to evaluate oil properties. We develop and analyze a model of an oil property-either a developed prope...
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作者：Duenyas, I; Gupta, D; Olsen, TL
作者单位：University of Michigan System; University of Michigan
摘要：This paper considers the control of a single-server tandem queueing system with setups. Jobs arrive to the system according to a Poisson process and are produced to order. A single server must perform a number of different operations on each job. There is a setup time for the server to switch between different operations. We assume that there is a holding cost at each operation, which is nondecreasing in operation number (i.e., as value is added to a job, it becomes more expensive to hold). Th...
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作者：Schneur, RR; Orlin, JB
作者单位：Massachusetts Institute of Technology (MIT)
摘要：We present a penalty-based algorithm that solves the multicommodity flow problem as a sequence of a finite number of scaling phases. The basis of the algorithm is simple and consists of iteratively detecting and sending flow around negative cost cycles. Two parameters control the algorithm's behavior: the penalty parameter and the scaling parameter. In the epsilon-scaling phase, where epsilon is a function of the penalty and scaling parameters, the algorithm determines an E-optimal solution; a...
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作者：Holmberg, K; Hellstrand, J
作者单位：Linkoping University
摘要：The network design problem is a multicommodity minimal cost network flow problem with fixed costs on the arcs, i.e., a structured linear mixed-integer programming problem. It has various applications, such as construction of new links in transportation networks, topological design of computer communication networks, and planning of empty freight car transportation on railways. We present a Lagrangean heuristic within a branch-and-bound framework as a method for finding the exact optimal soluti...
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作者：Gopalan, R; Talluri, KT
作者单位：Pompeu Fabra University
摘要：Federal aviation regulations require that all aircraft undergo maintenance after flying a certain number of hours. To ensure high aircraft utilization, maintenance is done at night, and these regulations translate into requiring aircraft to overnight at a maintenance station every three to four days (depending on the fleet type), and to visit a balance-check station periodically. After the schedule is fleeted, the aircraft are routed to satisfy these maintenance requirements. We give fast and ...
