-
作者:RUCKLE, WH
摘要:An inspection agreement, contained within a treaty proposal, determines a two-person, zero sum game which we call the implicit game. The value of the implicit game, called the upper risk, is an important parameter of the agreement. The upper risk and other parameters in the solution of the implicit game are useful for evaluating the proposal and comparing it to other proposals. The purpose of this paper is to define the implicit game which arises from an inspection arrangement, define the uppe...
-
作者:BIXBY, RE; GREGORY, JW; LUSTIG, IJ; MARSTEN, RE; SHANNO, DF
作者单位:University System of Georgia; Georgia Institute of Technology; Princeton University; Rutgers University System; Rutgers University New Brunswick
摘要:Experience with solving a 12,753,313 variable linear program is described. This problem is the linear programming relaxation of a set partitioning problem arising from an airline crew scheduling application. A scheme is described that requires successive solutions of small subproblems, yielding a procedure that has little growth in solution time in terms of the number of variables. Experience using the simplex method as implemented in CPLEX, an interior point method as implemented in OB1, and ...
-
作者:SARGENT, RG; KANG, K; GOLDSMAN, D
作者单位:United States Department of Defense; United States Navy; University System of Georgia; Georgia Institute of Technology
摘要:We investigate the small-sample behavior and convergence properties of confidence interval estimators (CIEs) for the mean of a stationary discrete process. We consider CIEs arising from nonoverlapping batch means, overlapping batch means, and standardized time series, all of which are commonly used in discrete-event simulation. The performance measures of interest are the coverage probability, and the expected value and variance of the half-length. We use empirical and analytical methods to ma...
-
作者:DULA, JH; MURTHY, RV
摘要:This work presents an upper bound on the expectation of sublinear polyhedral functions of multivariate random variables based on an inner linearization and domination by a quadratic function. The problem is formulated as a semi-infinite program which requires information on the first and second moments of the distribution, but without the need of an independence assumption. Existence of a solution and stability of this semi-infinite program are discussed. We show that an equivalent optimizatio...
-
作者:HOCHBAUM, DS
作者单位:University of California System; University of California Berkeley
摘要:This paper describes a randomized algorithm for solving the maximum-flow maximum-cut problem on connected random graphs. The algorithm is very fast-it does not look up most vertices in the graph. Another feature of this algorithm is that it almost surely provides, along with an optimal solution, a proof of optimality of the solution. In addition, the algorithm's solution is, by construction, a collection of vertex-disjoint paths which is maximum. Under a restriction on the graph's density, an ...
-
作者:LEE, YJ; ZIPKIN, P
摘要:This paper explores a natural generalization of the classic tandem-queue model, designed specifically to represent make-to-stock production processes. In such systems, intermediate and finished goods can be produced and stored in advance of demand. We consider the simplest version of the model, where demand is a Poisson process, and the unit production times are exponentially distributed. We propose and test a tractable approximation scheme. The approximation appears to be quite accurate.
-
作者:SPEARMAN, ML
摘要:In this paper, we consider the issue of customer service in pull production systems. We first discuss the meaning of customer service in a pull system and contrast it to push systems. We also discuss both pure and hybrid pull systems that are found in the literature. We then investigate the effects of changing inventory levels and processing time characteristics on customer service in a pure kanban system. Finally, we show that a hybrid system known as CONWIP not only has better service than a...
-
作者:GROENEVELT, H; PINTELON, L; SEIDMANN, A
作者单位:KU Leuven
摘要:We study the problem of selecting the economic lot size for an unreliable manufacturing facility with a constant failure rate and general randomly distributed repair times. Safety stocks must be used to meet the managerially prescribed service level (the fraction of lost sales) because these stochastic interventions reduce the effective production capacity. We develop bounds on the range of feasible service levels and investigate the impact of several system parameters on this range. We introd...
-
作者:AHMADI, RH; BAGCHI, U
作者单位:University of Texas System; University of Texas Austin
摘要:The paper presents a formulation of an n-job, m-machine flowshop problem whose objective is to determine a processing sequence of jobs that minimizes total job idleness subject to meeting job deadlines. A mirror image problem is defined with the property that there is a one-to-one correspondence between the feasible schedules of the original problem and the feasible schedules of the mirror image problem. The mirror image problem is a traditional scheduling problem with a regular performance me...
-
作者:AVRAM, F; WEIN, LM
作者单位:Massachusetts Institute of Technology (MIT)
摘要:We consider the product design problem of allocating the chip sites on a semiconductor wafer to various types of chips. The manufacturing facility sells chips to its customers in sets (a specified number of several different types of chips), and the objective of the facility is to maximize the average production rate of sets. Variability in the wafer fabrication process, in particular random yield, poses a major obstacle in producing sets in a reliable fashion. A stochastic analysis is employe...