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作者：Rosenthal, RE; Walsh, WJ
摘要：Suppose that an aircraft carrier is in transit to an assigned position within strike range of a designated target, and is required to be there at a specified time. The carrier may use aircraft assets for defense against threats that may be encountered en route, but doing so will encumber the carrier's progress toward the required objective. We present a highly detailed integer programming model for scheduling aircraft launches and recoveries,to achieve an optimal balance between the conflictin...
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作者：Miyamoto, JM; Wakker, P
作者单位：Leiden University - Excl LUMC; Leiden University
摘要：Methods for determining the form of utilities are: needed for the implementation of utility theory in specific decisions. An important step forward was achieved when utility theorists characterized useful parametric families of utilities and simplifying decompositions of multiattribute utilities. The standard development of these results is based on expected utility theory which is now known to be descriptively invalid. The empirical violations of expected utility impair the credibility of uti...
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作者：Avramidis, AN; Wilson, JR
作者单位：North Carolina State University
摘要：We develop strategies for integrated use of certain well-known variance reduction techniques to estimate a mean response in a finite-horizon simulation experiment. The building blocks for these integrated variance reduction strategies are the techniques of conditional expectation, correlation induction (including antithetic variates and Latin hypercube sampling), and control variates; all pairings of these techniques are examined. For each integrated strategy, we establish sufficient condition...
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作者：Ferland, JA; Hertz, A; Lavoie, A
作者单位：Swiss Federal Institutes of Technology Domain; Ecole Polytechnique Federale de Lausanne
摘要：Because of its specificity, it is usually difficult to reuse computer code developed for a given combinatorial problem to deal with another one. We use the Object Oriented Programming methodology to derive general purpose software including four different neighborhood search techniques (descent method, tabu search, exchange procedure, simulated annealing) to deal with any assignment-type problem with a bare minimum of coding effort. The structure of the software even allows a more advanced use...
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作者：Parmigiani, G
作者单位：Carnegie Mellon University
摘要：This paper gives the exact optimal solution to the problem of designing inspection schedules with fallible and time-consuming test procedures. The optimality criterion is designed to achieve a balance between the cost of inspections and the cost of undetected failure. The solution is derived in continuous time, with arbitrary failure distribution, and is based on infinite-horizon dynamic programming with time-dependent utilities, and with an additional optimization with respect to initial cond...
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作者：Choudhury, GL; Lucantoni, DM
摘要：We present a simple, fast, and robust algorithm for numerically computing the first N moments (arbitrary N) of a nonnegative probability distribution from its Laplace-Stieltjes transform (continuous-mixed case) or z-transform (discrete case). The algorithm is based on numerically inverting an adaptively modified moment generating function. It only requires computation of the transform al several complex values of its argument. We also show that the high-order moments may be used in detecting t...
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作者：Denardo, EV; Lee, TYS
作者单位：University of Illinois System; University of Illinois Chicago; University of Illinois Chicago Hospital
摘要：This paper studies a serial production line that is uncertain. We introduce a linear model of the uncertainty that can exit in the demand for the product and in each stage's processing time, yield, rework probability, and reliability. We construct a Linear discrete-time rule for controlling production, and we show that repeated application of this rule leads the system to steady-state conditions, which include closed-form formulas for the mean and variance of each buffer's stock and the mean a...
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作者：Nagurney, A; Thore, S; Pan, J
作者单位：University of Texas System; University of Texas Austin; Saint Joseph's University
摘要：In this paper we show bow the theory of variational inequalities can be applied to the formulation, qualitative analysis, and computation of a new competitive spatial market model in the presence of goal targets. The model allows the decision maker to impose supply goals at production locations, demand goals at consumption locations, and transportation goals between supply and demand locations, along with associated penalties for failure to comply. This work may be viewed as a contribution to ...
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作者：Yu, G
摘要：Given a set of items, a set of scenarios, and a knapsack of fixed capacity, a nonnegative weight is associated with each item; and a value is associated with each item under each Scenario. The max-min Knapsack (MNK) problem is defined as filling the knapsack with a selected set of items so that the minimum total value gained under all scenarios is maximized. The MNK problem is a generalization of the conventional knapsack problem to situations with multiple scenarios. This extension significan...
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作者：Liu, LW
摘要：This paper corrects the error in the article ''Some Discrete Processes in the Theory of Stochastic Duels,'' by C. J. Ancker and Trevor Williams published in this Journal in March-April 1965, and proves again that the strategy of the second square duel for A is better than that of the first square duel, which forms one of the fundamentals of the optimum strategy of two-side contestants.
