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作者:MOSKOWITZ, H; PRECKEL, PV; YANG, AN
摘要:An approach to the solution of decision analysis problems under uncertainty with imprecise and incomplete information is presented. The methodology is designed for cases in which payoffs (conditional on the state of nature) are known precisely, but only limited or imprecise probability and utility information is available regarding a decision maker's beliefs and tastes. A decision maker provides: conditional payoffs, (optionally) bounds on state probabilities, bounds on the certainty equivalen...
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作者:DONOHUE, JM; HOUCK, EC; MYERS, RH
作者单位:Virginia Polytechnic Institute & State University
摘要:Construction of simulation designs for the estimation of response surface metamodels is often based on optimal design theory. Underlying such designs is the assumption that the postulated model provides the correct representation of the simulated response. As a result, the location of design points and the assignment of pseudorandom number streams to these experiments are determined through the minimization of some function of the covariance matrix of the model coefficient estimators. In contr...
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作者:BITRAN, GR; DASU, S
作者单位:University of California System; University of California Los Angeles
摘要:We study a class of point processes generated by transitions in Markov chains. We are primarily concerned with approximating superposed phase renewal processes by these point processes. We identify a subclass of Markov chains that we call Super-Erlang chains. These chains have special properties that facilitate the development of approximations. We outline an approximation procedure and provide computational results that demonstrate the potential of the approach. The primary motivation for thi...
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作者:HAMADA, T; GLAZEBROOK, KD
作者单位:Newcastle University - UK
摘要:In this paper, we consider a scheduling problem in which m classes, J1, J2, ..., J(m), of independent jobs with ready time 0 are to be processed by a single machine. The number of jobs of class J(i) is n(i) and the processing times of these n(i) jobs are independent and identically distributed exponentially distributed with unknown parameter theta(i), which has a conjugate gamma prior. The objective is to minimize the expected (weighted) sum of flowtimes of all the jobs, where R(i) is the weig...
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作者:THOMPSON, PM; PSARAFTIS, HN
作者单位:National Technical University of Athens
摘要:This paper investigates the application of a new class of neighborhood search algorithms-cyclic transfers-to multivehicle routing and scheduling problems. These algorithms exploit the two-faceted decision structure inherent to this problem class: First, assigning demands to vehicles and, second, routing each vehicle through its assigned demand stops. We describe the application of cyclic transfers to vehicle routing and scheduling problems. Then we determine the worst-case performance of these...
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作者:BOWMAN, RA; MUCKSTADT, JA
作者单位:Cornell University
摘要:A cyclic schedule is a sequence of tasks on a set of machines that is repeated indefinitely. We model cyclic schedules as Markov chains and use ergodic theory to analyze and improve the performance of cyclic schedules in environments with machine breakdowns, yield losses, and other sources of variability. The concept of cyclic task criticality is developed as a natural extension of task criticalities in PERT networks. We show that cyclic task criticalities can and should be used to guide the m...
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作者:KLEIN, RS; LUSS, H; ROTHBLUM, UG
作者单位:Technion Israel Institute of Technology
摘要:Resource allocation problems focus on the allocation of limited resources among competing activities. We examine such problems when certain substitutions among resources are possible. The substitutional relations can be represented by a graph comprised of multiple components. In each component, the nodes correspond to resources and the ares correspond to feasible substitutions. The objective is of the minimax form, where each term is a continuous, strictly decreasing function of a single activ...
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作者:DEMEULEMEESTER, E; DODIN, B; HERROELEN, W
作者单位:University of California System; University of California Riverside
摘要:Exact and heuristic procedures are often developed to obtain optimal and near-optimal solutions to decision problems modeled as activity networks. Testing the accuracy and efficiency of these procedures requires the use of activity networks with various sizes, structures and parameters. The size of the network is determined by its number of nodes and arcs, where the structure is chosen from the set of all structures for the specified network size. The network parameters depend on the nature of...
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作者:MONMA, CL; POTTS, CN
作者单位:University of Southampton
摘要:The problem of preemptively scheduling N jobs on M identical parallel machines to minimize the maximum completion time is considered. Jobs are divided into B batches and a setup time on a machine is necessary whenever there is a switch from processing a job in one batch to a job in another batch. Setup times are assumed to depend only on the batch of the job to be scheduled next. Two types of heuristics are proposed and analyzed. The first type uses list scheduling for complete batches and the...
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作者:BRUMELLE, S; GRANOT, D
摘要:The repair kit problem is concerned with finding an optimal kit of parts and tools to carry for on-site repairs. The choice of a kit involves evaluating two attributes - an annual holding cost and a penalty for failing to complete repairs. We present a unifying approach for the repair kit problem which demonstrates that a monotone sequence of optimal kits exists for several parameterizations of the objective function combining the two attributes. We analyze the structure of the Pareto set of t...