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作者：Patterson, RA; Rolland, E
作者单位：University of Alberta; University of California System; University of California Riverside
摘要：Much interest exists in broadband network services to deliver a variety of products to consumers, such as Internet access, telephony, interactive TV, and video on demand. Due to its cost efficiency, Hybrid Fiber Coaxial (HFC) technology is currently being considered by most Telcos and cable companies as the technology to deliver these products. The topological HFC network design problem as implemented by several major companies is a form of the capacitated tree-star network design problem. We ...
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作者：Dayanik, S; Gürler, U
作者单位：Columbia University; Ihsan Dogramaci Bilkent University
摘要：In this study, an adaptive Bayesian decision model is developed to determine the optimal replacement age for the systems maintained according to a general age-replacement policy. It is assumed that when a failure occurs, it is either critical with probability p or noncritical with probability 1 - p, independently. A maintenance policy is considered where the noncritical failures are corrected with minimal repair and the system is replaced either at the first critical failure or at age 7, which...
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作者：Asmussen, S; O'Cinneide, C
作者单位：Lund University
摘要：We show that the exponential decay parameter of the waiting time in a Markov-modulated M/G/1 queue is no larger than that of the corresponding M/G/1 queue with averaged parameters, and we give a necessary and sufficient condition for equality. We also explore the effect of speeding up the modulation process. A key tool is a Markov-modulated fluid model.
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作者：Chick, SE; Inoue, K
作者单位：INSEAD Business School
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作者：Keskinocak, P; Wu, F; Goodwin, R; Murthy, S; Akkiraju, R; Kumaran, S; Derebail, A
作者单位：University System of Georgia; Georgia Institute of Technology; International Business Machines (IBM); IBM USA; International Business Machines (IBM); IBM USA
摘要：This paper describes a decision support system for paper production scheduling. This is the first system to provide an integrated solution to paper production scheduling and to consider interactions between different stages of the manufacturing and distribution process. Using a multicriteria optimization approach, the system generates multiple enterprise,,vide schedules to reveal tradeoffs between the multiple, often competing, objectives. The large portfolio of algorithms used by the system i...
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作者：Chardaire, R; Lisser, A
作者单位：University of East Anglia; Universite Paris Saclay
摘要：Multicommodity network flow models arise in a wide variety of contexts, typical among which is the dimensioning of telecommunication networks. In this paper. we present various approaches based on specialization of the simplex algorithm and interior-point methods to solve nonoriented multicommodity flow problems. Algorithms are tested with data from the France-Telecom Paris district transmission network, First, we focus on a specialization for the node-are formulation of the problem. Primal si...
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作者：Stepanova, M; Thomas, L
作者单位：University of Southampton
摘要：Credit scaring is one of the most successful applications of quantitative analysis in business. This paper shows how using survival-analysis tools from reliability and maintenance modeling allows one to build credit-scoring models that assess aspects of profit as well as default. This survival-analysis approach is also finding favor in credit-risk modeling of bond prices. The paper looks at three extensions of Cox's proportional hazards model applied to personal loan data. A new way of coarse-...
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作者：Block, HW; Savits, TH; Singh, H
作者单位：Pennsylvania Commonwealth System of Higher Education (PCSHE); University of Pittsburgh; West Virginia University; Panjab University
摘要：Optimum burn-in times have been determined for a variety of criteria such as mean residual life and conditional survival. In this paper we consider a residual coefficient of variation that balances mean residual life with residual variance. To study this quantity, we develop a general result concerning the preservation of bathtub distributions. Using this result, we give a condition so that the residual coefficient of variation is bathtub-shaped. Furthermore, we show that it attains its optimu...
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作者：Tseng, CL; Barz, G
作者单位：University System of Maryland; University of Maryland College Park; McKinsey & Company
摘要：This paper discusses using real options to value power plants with unit commitment constraints over a short-term period. We formulate the problem as a multistage stochastic problem and propose a solution procedure that integrates forward-moving Monte Carlo simulation with backward-moving dynamic programming. We assume that the power plant operator maximizes expected profit by deciding in each hour whether or not to run the unit, that a certain lead time for commitment and decommitment decision...
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作者：Alpern, S; Gal, S
作者单位：University of London; London School Economics & Political Science; University of Haifa
摘要：There is an extensive theory regarding optimal continuous path search for a mobile or immobile target. The traditional theory assumes that the target is one of three types: (i) an object with a known distribution of paths, (ii) a mobile or immobile hider who wants to avoid or delay capture, or (iii) a rendezvouser who wants to find the searcher. This paper introduces a new type of search problem by assuming that aims of the target are not known to the searcher. The target may be either a type ...
