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作者：WHITE, CC; ELDEIB, HK
摘要：We present new numerical algorithms and bounds for the infinite horizon, discrete stage, finite state and action Markov decision process with imprecise transition probabilities. We assume that the transition probability mass vector for each state and action is described by a finite number of linear inequalities. This model of imprecision appears to be well suited for describing statistically determined confidence limits and/or natural language statements of likelihood. The numerical procedures...
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作者：ABATE, J; WHITT, W
作者单位：Nokia Corporation; Nokia Bell Labs; AT&T
摘要：In this paper we describe the time-dependent moments of the workload process in the M/G/1 queue. The kth moment as a function of time can be characterized in terms of a differential equation involving lower moment functions and the time-dependent server-occupation probability. For general initial conditions, we show that the first two moment functions can be represented as the difference of two nondecreasing functions, one of which is the moment function starting at zero. The two nondecreasing...
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作者：JOHANSEN, SG
摘要：This paper concerns the optimal control of input to a FIFO jobshop with a single workstation. The input is jobs for which the processing and delivery times are observable upon arrival. The control is exercised by charging a price for each completed job. The objective is either profit maximization or welfare maximization. The semi-Markov decision processes that maximize the two objectives are studied simultaneously. Optimal prices are specified in terms of opportunity costs. The opportunity cos...
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作者：FISHER, ML
摘要：Given a graph with n + 1 nodes, a K-tree is defined to be a set of n + K edges that span the graph. This is paper presents an algorithm for finding a minimum cost K-tree with a specified degree at a designated node. The algorithm runs in O(n3) time and is useful in the optimal solution of certain Lagrangian relaxations arising in vehicle routing.
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作者：SILVERMAN, BG
摘要：There are many tools and much literature that combine the expert systems and mathematical modeling paradigms. This survey focuses on a subset consisting of: decision making and unification, and not mere co-existence, of the two approaches. The unification effort is new and presents many research challenges at the theoretical, methodological, and tool levels. At the theoretical level, accepted prescriptions now exist that stipulate in which situations it is valid to use various forms of mathema...
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作者：SMITH, JM
摘要：State-dependent queues and finite capacity queueing network models of facilities are important tools for the topological design of facilities, the routing of customers, and the allocation of resources to accommodate customer traffic. Key properties of these M/G/C/C queueing models and their applications in facility planning are described in detail. The incorporation of these concepts, tools, and techniques is important to the OR profession because they provide a unifying, system-wide planning ...
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作者：BAILEY, MP
摘要：This work gives a methodology for analyzing a class of discrete minimization problems with random element weights. The minimum weight solution is shown to be an absorbing state in a Markov chain, while the distribution of weight of the minimum weight element is shown to be of phase type. We then present two-sided bounds for matroids with NBUE distributed weights, as well as for weights with bounded positive hazard rates. We illustrate our method using a realistic military communications problem.
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作者：WHITE, CC; SCHERER, WT
作者单位：University of Michigan System; University of Michigan; University of Virginia
摘要：We develop bounds on the value function and a suboptimal design for the partially observed Markov decision process. These bounds and suboptimal design are based on the M most recent observations and actions. An a priori measure of the quality of these bounds is given. We show that larger M implies tighter bounds. An operations count analysis indicates that (#A#Z)M+1(#S) multiplications and additions are required per successive approximations iteration of the suboptimal design algorithm, where ...
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作者：FEDERGRUEN, A; TZUR, M
作者单位：University of Pennsylvania
摘要：We show for the general dynamic lot sizing model how minimal forecast horizons may be detected by a slight adaptation of an earlier O(n log n) or O(n) forward solution method for the model. A detailed numerical study indicates that minimal forecast horizons tend to be small, that is, include a small number of orders. We describe a new planning approach to ensure stability of the lot sizing decisions over an initial interval of time or stability horizon in those (relatively rare) cases where no...
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作者：BANERJEE, PK; KABADI, SN
作者单位：University of New Brunswick
摘要：A system with a functional life of T units of time requires a certain functional part for its operation. If this part fails before the failure of the system, it has to be replaced immediately to keep the system in operation. Two brands are available for replacements. These two brands differ in unit costs and life distributions. The objective is to determine a time-dependent replacement policy that minimizes the expected operational cost. We show that if certain conditions are satisfied, then t...
