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作者：WILSON, JG; BENMERZOUGA, A
作者单位：Sultan Qaboos University
摘要：Much research has been performed in finding optimal group replacement policies for production systems consisting of parallel components, where the failure times of the components are independent identically distributed exponential random variables with a common parameter lambda. This paper introduces a class of decision rules that utilizes the statistical information obtained during operation of the components. Two forms of statistical input are allowed. We assume that a prior distribution ove...
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作者：MULVEY, JM; RUSZCZYNSKI, AJ
作者单位：International Institute for Applied Systems Analysis (IIASA)
摘要：A novel parallel decomposition algorithm is developed for large, multistage stochastic optimization problems. The method decomposes the problem into subproblems that correspond to scenarios. The subproblems are modified by separable quadratic terms to coordinate the scenario solutions. Convergence of the coordination procedure is proven for linear programs. Subproblems are solved using a nonlinear interior point algorithm. The approach adjusts the degree of decomposition to fit the available h...
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作者：BARNHART, C; HATAY, L; JOHNSON, EL
作者单位：University System of Georgia; Georgia Institute of Technology
摘要：The long-haul crew pairing problem involves the assignment of crews to scheduled flights such that overall costs are minimized and crew availability and work rule restrictions are satisfied. These problems are characterized by international flights that typically do not operate on a daily schedule, resulting in a sparsity of flights and extended periods of inactivity for crews at some stations. To eliminate these extended rest periods and reduce overall costs, it is advantageous in some cases ...
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作者：GAL, S; KLOTS, B
摘要：We consider an optimal partitioning problem that occurs in the assignment of computer jobs to a multiple cache and in other combinatorial optimization problems: For a given set of n elements, where each element i has a given frequency p(i) and a specific weight w(i), we would like to divide the elements into m mutually exclusive groups such that the sum over all the groups of the average group weight is maximal. We characterize the optimal solution and present an algorithm which is polynomial ...
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作者：ANDRADOTTIR, S; HEYMAN, DP; OTT, TJ
作者单位：Telcordia Technologies
摘要：In the simulation of Markov chains, importance sampling involves replacing the original transition matrix, say P, with a suitably chosen transition matrix Q that tends to visit the states of interest more frequently. The likelihood ratio of P relative to Q is an important random variable in the importance sampling method. It always has expectation one, and for any interesting pair of transition matrices P and Q, there is a sample path length that causes the likelihood ratio to be close to zero...
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作者：ZHAO, Y; GRASSMANN, WK
作者单位：University of Saskatchewan
摘要：In this paper, we solve a type of shortest queue problem, which is related to multibeam satellite systems. We assume that the packet interarrival times are independently distributed according to an arbitrary distribution function, that the service times are Markovian with possibly different service rates, that each server has its own buffer for packet waiting, and that jockeying among buffers is permitted. Packets always join the shortest buffer(s). Jockeying takes place as soon as the differe...
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作者：MASUDA, Y
摘要：We often try to draw inferences from partial observations of queueing systems in real-life situations. For example, if we observe many customer arrivals, we may presume that the system is crowded and many customers are served. Unfortunately, such an intuitive statement is not necessarily valid. We provide sufficient conditions under which the intuition can be justified, and investigate related properties of queueing systems. We also study a way to exploit the partial information in a quantitat...
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作者：CHAO, X
摘要：We consider a network of queues with multiple classes of customers, signals, and arbitrary service time distributions. The signals bring commands to the service nodes and may trigger customers to move instantly within the network. We consider symmetric service disciplines (e.g., processor sharing, LIFO preemptive, infinite server) similar to those in F. Kelly (1979), and show that when each node has a single server operating under a symmetric service discipline, the stationary distribution has...
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作者：OKEEFE, RM
摘要：Management (at least as reflected by popular management culture) is now more interested in redesigning systems completely than in marginal or continuing improvements. Some practical MS/OR work has recognized this and produced new systems that have changed their sponsoring organizations and provided them with competitive advantages. This paper considers the importance for MS/OR workers of focusing on system design rather than analysis aimed at supporting improvements in existing systems. It not...
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作者：NICHOLLS, MG
摘要：This paper develops a nonlinear bilevel programming model of an aluminium smelter that is capable of representing all the major production processes. The model encompasses all the areas of the smelter which operates in a multilevel way. However, as shown, it can be reduced quite simply to a bilevel programming problem. The problem specification involves nonlinearities with respect to the variables and the presence of ratios among the constraints. The problem is also characterized by a two-way ...
