-
作者：JOHNSON, SA; STEDINGER, JR; SHOEMAKER, CA; LI, Y; TEJADAGUIBERT, JA
作者单位：Cornell University
摘要：This paper demonstrates that the computational effort required to develop numerical solutions to continuous-state dynamic programs can be reduced significantly when cubic piecewise polynomial functions, rather than tensor product linear interpolants, are used to approximate the value function. Tensor product cubic splines, represented in either piecewise polynomial or B-spline form, and multivariate Hermite polynomials are considered. Computational savings are possible because of the improved ...
-
作者：SONG, WMT; SCHMEISER, BW
作者单位：Purdue University System; Purdue University
摘要：Many commonly used estimators of the variance of the sample mean from a covariance-stationary process can be written as quadratic forms. We study the class of quadratic-form estimators algebraically and graphically, including five specific types of estimators, some from the literature and some that are new. Finite and asymptotic bias, variance, and co are derived and examined, with emphasis on developing intuition and insight by interpreting these properties graphically. The graphs depict the ...
-
作者：ROBINSON, SM
摘要：This is the first of two Papers dealing with the establishment of shadow prices for measures effectiveness in an optimization-based combat model. In this paper we explain how the requirement for the analysis arose, and we show how to build a simple linear model that produces shadow prices for kill requirements. When the model is further specialized, these shadow prices become the classical eigenvalue weights familiar from Lanchester theory.
-
作者：ROBINSON, SM
摘要：This is the second of a pair of papers describing a two-sided game model of combat. In this paper, each side attempts to develop a force structure attaining the maximum of a prescribed merit function, subject to certain constraints expressed by a set of prescribed measures of effectiveness. These measures can be different for the two sides; furthermore, those of each side can depend on the other side's actions. A solution of the model is a generalized Nash equilibrium of this game, and such a ...
-
作者：AGGARWAL, A; PARK, JK
作者单位：United States Department of Energy (DOE); Sandia National Laboratories; Massachusetts Institute of Technology (MIT)
摘要：Many problems in inventory control, production planning, and capacity planning can be formulated in terms of a simple economic lot Size model Proposed independently by A. S. Manne (1958) and by H. M. Wagner and T. M. Whitin (1958). The Manne-Wagner-Whitin model and its variants have been studied widely in the operations research and management science communities, and a large number of algorithms have been proposed for solving various problems expressed in terms of this model, most of which as...
-
作者：FEO, TA; PROVAN, JS
作者单位：University of North Carolina; University of North Carolina Chapel Hill
摘要：A simple, O(\V\2) time algorithm is presented that reduces a connected two-terminal, undirected, planar graph to a single edge, by way of series and parallel reductions and delta-wye transformations. The method is applied to a class of optimization/equilibrium problems which includes max flow, shortest path. and electrical resistance problems.
-
作者：LOVEJOY, WS
摘要：A parameter adaptive decision process is a sequential decision process -here some parameter or parameter set impacting the rewards and/or transitions of the process is not known with certainty. Signals from the performance of the system can be processed by the decision maker as time progresses, yielding information regarding which parameter set is operative. Active learning is an essential feature of these processes, and the decision maker must choose actions that simultaneously guide the syst...
-
作者：STADJE, W
摘要：For the GI/G/1 queue with finite capacity we derive the time-dependent distributions of the number of customers in the system and of the duration of a busy period and a busy cycle under an arbitrary initial condition at time zero.
-
作者：INMAN, RR; JONES, PC
作者单位：Northwestern University
摘要：In some flexible manufacturing systems, tool magazine capacity naturally divides parts into families so that substantial setups occur only when switching production between families. For this situation (positive setup times and costs only between families), we show that the production planning problem decomposes into two simpler problems: an aggregate scheduling problem, and a disaggregation. First, we derive a disaggreption that determines the optimal intrafamily product schedules correspondi...
-
作者：MURPHY, FH
摘要：While building complex models is an important part of operations research practice, OR workers have focused too often on modeling's technical aspects instead of making the models manageable, that is, designing them around the ways people will operate them. The issues raised for complex models are different from those most widely discussed for decision support systems because the focus is on models that require a staff to maintain and operate them and on how the staff functions. Operations mana...
