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作者:WASHBURN, A; WOOD, K
摘要:A single evader attempts to traverse a path between two nodes in a network while a single interdictor attempts to detect the evader by setting up an inspection point along one of the network arcs. For each are there is a known probability of detection if the evader traverses the are that the interdictor is inspecting. The evader must determine a probabilistic ''path-selection'' strategy which minimizes the probability of detection while the interdictor must determine a probabilistic ''arc-insp...
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作者:ROBINSON, LW
摘要:This paper addresses the question of when to refuse discount bookings from airline passengers to reserve seats for potential future passengers who are willing to pay a higher fare. When passengers arrive in sequential fare classes, the optimal policy will be to accept reservation requests as long as the cumulative seats booked does not exceed a given booking limit. This paper relates the probability of filling the plane, under the optimal policy, with the ratios of the current to the highest r...
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作者:MULVEY, JM; VANDERBEI, RJ; ZENIOS, SA
作者单位:University of Cyprus; University of Pennsylvania
摘要:Mathematical programming models with noisy, erroneous, or incomplete data are common in operations research applications. Difficulties with such data are typically dealt with reactively-through sensitivity analysis-or proactively-through stochastic programming formulations. In this paper, we characterize the desirable properties of a solution to models, when the problem data are described by a set of scenarios for their value, instead of using point estimates. A solution to an optimization mod...
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作者:DAMERDJI, H
摘要:In steady-state simulation output analysis, mean-square consistency of the process-variance estimator is important for a number of reasons. One way to construct an asymptotically valid confidence interval around a sample mean is via construction of a consistent estimator of the process variance and a central limit theorem. Also, if an estimator is consistent in the mean-square sense, a mean-square error analysis is theoretically justified. Finally, batch-size selection is an open research prob...
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作者:MUTHOO, A
摘要:This paper studies a model of the situation in which two players are bargaining face-to-face over the partition of a unit size cake and, moreover, one of the players can choose to temporarily leave the negotiating table to search for an outside option. A main conclusion is that the equilibrium outcome does not depend on whether a bargainer is allowed (within the game form) to choose to return to the negotiating table to resume bargaining after having searched for some finite time. Moreover, it...
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作者:BERTSIMAS, D; NAKAZATO, D
摘要:This paper discusses the distributional Little's law and examines its applications in a variety of queueing systems. The distributional law relates the steady-state distributions of the number in the system (or in the queue) and the time spent in the system (or in the queue) in a queueing system under FIFO. We provide a new proof of the distributional law and in the process we generalize a well known theorem of Burke on the equality of pre-arrival and postdeparture probabilities. More importan...
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作者:YANO, CA; LEE, HL
作者单位:Stanford University
摘要:This paper reviews the literature on quantitatively-oriented approaches for determining lot sizes when production or procurement yields are random. We discuss issues related to the modeling of costs, yield uncertainty, and performance in the context of systems with random yields. We provide a review of the existing literature, concentrating on descriptions of the types of problems that have been solved and important structural results. We identify a variety of shortcomings of the literature in...
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作者:ATKINS, D; SUN, D
摘要:For deterministic series inventory systems with backlogging, we show that the continuous relaxation of the best integer frequency policies is a lower bound on all feasible policies. The problem with backlogging can be reduced, in O(n) time, to an equivalent problem without backlogging. Therefore, based on the result of R. O. Roundy (1983), the best integer frequency policy provides a solution which is within 2% of the optimal.
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作者:POTTS, CN; SEVASTJANOV, SV; STRUSEVICH, VA; VANWASSENHOVE, LN; ZWANEVELD, CM
作者单位:INSEAD Business School; Russian Academy of Sciences; University of Greenwich; Erasmus University Rotterdam - Excl Erasmus MC; Erasmus University Rotterdam
摘要:This paper introduces a new two-stage assembly scheduling problem. There are m machines at the first stage, each of which produces a component of a job. When all m components are available, a single assembly machine at the second stage completes the job. The objective is to schedule jobs on the machines so that the makespan is minimized. We show that the search for an optimal solution may be restricted to permutation schedules. The problem is proved to be NP-hard in the strong sense even when ...
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作者:MURTHY, DNP; ISKANDAR, BP; WILSON, RJ
摘要:A two-dimensional warranty policy is characterized by a region in a two-dimensional plane with the horizontal axis representing time and the vertical axis the usage. In this paper, we study two-dimensional failure-free warranty policies for nonrepairable items that require the manufacturer to replace all items which fail under warranty by new ones at no cost to the buyer. We derive expressions for the expected warranty cost per item sold and for the expected life cycle cost for four different ...