Operations Research

最新文章

• ORDERING POLICIES IN AN ENVIRONMENT OF STOCHASTIC YIELDS AND SUBSTITUTABLE DEMANDS AI翻译
  作者：BITRAN, GR; DASU, S
  作者单位：University of California System; University of California Los Angeles
  摘要：In this paper, we model production problems where yields are stochastic, demands are substitutable, and several items are jointly produced. We formulate this problem as a profit maximizing convex program, and study two approximation procedures. The first method solves finite horizon stochastic programs on a rolling horizon basis. We develop a decomposition algorithm for solving the finite horizon problems. The finite horizon problems are linear programs. Our algorithm utilizes the network-like...
• A CRITERION FOR COMPARING STRENGTH OF PREFERENCE WITH AN APPLICATION TO BARGAINING AI翻译
  作者：PETERS, H
  摘要：A criterion called improving faster than is proposed and characterized to compare the strength of preference of value functions. The result can be applied in decision models where no risk is involved or, at least, explicitly modeled. A bargaining theory example illustrates the criterion.
• CRAFT IN OPERATIONS-RESEARCH AI翻译
  作者：MISER, HJ
  摘要：As in any science, day-to-day work in operations research involves diverse craft skills. This informal essay discusses some early examples, based on the work of W. J. Youden, one of the unsung heroes of OR work during World War II. It is based on a banquet talk given September 5, 1991 at the Eighth International Symposium on Military Operational Research held at the Royal Military College of Science, Shrivenham, United Kingdom.
• MILITARY OPERATIONS-RESEARCH - PRESENTATIONS AT ORSA/TIMS MEETINGS AI翻译
  作者：HARTLEY, DS
  摘要：This paper highlights the methodologies, organizations, and applications of military operations research in practice as evidenced by presentations at ORSA/TIMS meetings over the last seven and a half years. Cross-tabulations address the questions of who does what kind of military OR, what methodologies are used in what applications, and what trends are evident.
• MEASURING PERFORMANCE OF INTEGRATED AIR DEFENSE NETWORKS USING STOCHASTIC NETWORKS AI翻译
  作者：BAILEY, MP
  摘要：A model reflecting the evolution of an engagement between an integrated air defense system (IADS) and a penetrating strike group is presented. The engagement is modeled as an optimization problem on a network with stochastic arc lengths. We produce the distribution of our measure of effectiveness, as well as calculating the importance of each IADS agent to the performance of the overall system. We demonstrate the effectiveness of several jamming plans against the network.
• TIGHT BOUNDS FOR STOCHASTIC CONVEX-PROGRAMS AI翻译
  作者：EDIRISINGHE, NCP; ZIEMBA, WT
  作者单位：University of British Columbia
  摘要：Variable and row aggregation as a technique of simplifying a mathematical program is utilized to develop bounds for two-stage stochastic convex programs with random fight-hand sides. If one is able to utilize the problem structure along with only first moment information, a tighter bound than the usual mean model bound (based on Jensen's inequality) may be obtained. Moreover, it is possible to construct examples for which the mean model bound will be arbitrarily poor. Consequently, one can tig...
• A LAGRANGIAN-RELAXATION TECHNIQUE FOR OPTIMIZING INTERCONNECTION OF LOCAL AREA NETWORKS AI翻译
  作者：FETTEROLF, PC; ANANDALINGAM, G
  作者单位：University of Pennsylvania
  摘要：This paper addresses the problem of interconnecting a group of Local Area Networks (LANs) with bridges. The network designer would like to minimize the cost of connecting the LANs while maintaining acceptable traffic intensity levels on each of the LANs and the bridges. This problem belongs to the class of fixed charge network flow problems. A Lagrangian relaxation algorithm is proposed that incorporates two sets of constraints into the objective function. The relaxed problem has a special str...
• A MULTIPERIOD CAPACITY PLANNING-MODEL FOR BACKBONE COMPUTER-COMMUNICATION NETWORKS AI翻译
  作者：DUTTA, A; LIM, JI
  作者单位：University System of Ohio; Cleveland State University
  摘要：The cost of transmission capacity constitutes a significant portion of the total investment cost of a backbone computer communications network. In this paper, we address the problem of deciding where, when and how much transmission capacity should be installed, over a multiperiod horizon, to meet increasing traffic requirements at minimum total discounted cost, while maintaining acceptable performance levels. The model allows traffic among existing nodes to increase, new nodes to be added to t...
• SIMTERPOLATION - A SIMULATION BASED INTERPOLATION APPROXIMATION FOR QUEUING-SYSTEMS AI翻译
  作者：REIMAN, MI; SIMON, B; WILLIE, JS
  作者单位：University of Colorado System; University of Colorado Denver
  摘要：In this paper, we approximate moments of the sojourn time distribution in open networks of priority queues via an interpolation approximation. The interpolation is constructed from five random variables (and their covariance matrix) that are simultaneously estimated from a single regenerative simulation of the system at any arrival rate. The random variables are consistent estimates of the zeroth and first-order light traffic limits, the heavy traffic limit, and the value of the function and i...
• DYNAMIC SCHEDULING OF A MULTICLASS MAKE-TO-STOCK QUEUE AI翻译
  作者：WEIN, LM
  摘要：Motivated by make-to-stock production systems, we consider a scheduling problem for a single server queue that can process a variety of different job classes. After jobs are processed, they enter a finished goods inventory that services customer demand. The scheduling problem is to dynamically decide which job class, if any, to serve next in order to minimize the long-run expected average cost incurred per unit of time, which includes linear costs (which may differ by class) for backordering a...