-
作者：CALVIN, J
摘要：An important parameter of the regenerative method of simulation output analysis is the choice of return state used for blocking observations. Computational experience has shown that the statistical properties of estimators based on different regeneration points can vary widely. In this paper we study the limiting joint distribution of the normalized regenerative point and standard-deviation estimators for general state-space Markov chains. The asymptotic covariance between the point and standa...
-
作者：LAPORTE, G; LOUVEAUX, FV; MERCURE, H
作者单位：Universite de Montreal; HEC Montreal
摘要：The probabilistic traveling salesman problem (PTSP) is defined on a graph G = (V, E), where V is the vertex set and E is the edge set. Each vertex v(i) has a probability p(i) of being present. With each edge (v(i), v(j)) is associated a distance or cost c(ij). In a first stage, an a priori Hamiltonian tour on G is designed. The list of present vertices is then revealed. In a second stage, the a priori tour is followed by skipping the absent vertices. The PTSP consists of determining a first-st...
-
作者：DUPREEZ, JP
作者单位：Swansea University
摘要：In recent years various structures have been proposed for estimating intensity of consumer preference in consumer surveys. Empirical studies have shown intensity measures to be reliable and cost effective by providing more information per question. These structures use consumers' responses to determine whether the relevant preference function to be estimated is interval, ratio or ordinal in nature. This paper shows that the statistical tests to determine the nature of the preference function i...
-
作者：ANSTREICHER, KM; TERLAKY, T
作者单位：Delft University of Technology
摘要：We devise a new simplex pivot rule which has interesting theoretical properties. Beginning with a basic feasible solution, and any nonbasic variable having a negative reduced cost the pivot rule produces a sequence of pivots such that ultimately the originally chosen nonbasic variable enters the basis, and all reduced costs which were originally nonnegative remain nonnegative. The pivot rule thus monotonically builds up to a dual feasible, and hence optimal, basis. A surprising property is tha...
-
作者：ROUNDY, RO; SUN, DN
摘要：We show that an O(n3 log n) algorithm can find optimal power-of-two lot size policies for finite production rate assembly systems. This improves an O(n5) algorithm proposed in D. Atkins, M. Queyranne and D. Sun's 1992 paper.
-
作者：CURIEL, I; POTTERS, J; PRASAD, R; TIJS, S; VELTMAN, B
作者单位：Radboud University Nijmegen; Indian Statistical Institute; Indian Statistical Institute Bangalore; Tilburg University
摘要：In machine scheduling the first problem is to find a timetable that is optimal with respect to some efficiency criterion. If the jobs come from different clients the solution of the optimization problem is not the end of the story. In addition, we have to decide how the minimal total cost must be distributed among the parties involved. In this note, cost allocation problems will be considered to arise from one-machine scheduling problems with an additive and weakly increasing cost function. We...
