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作者：WHITT, W
摘要：The simulation run length required to achieve desired statistical precision for a sample mean in a steady-state stochastic simulation experiment is largely determined by the asymptotic variance of the sample mean and, to a lesser extent, by the second-order asymptotics of the variance and the asymptotic bias. The asymptotic variance, the second-order asymptotics of the variance, and the asymptotic bias of the sample mean of a function of an ergodic Markov process can be expressed in terms of s...
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作者：GLASSERMAN, P
摘要：Countable-state, continuous-time Markov chains are often analyzed through simulation when simple analytical expressions are unavailable. Simulation is typically used to estimate costs or performance measures associated with the chain and also characteristics like state probabilities and mean passage times. Here we consider the problem of estimating derivatives of these types of quantities with respect to a parameter of the process. In particular, we consider the case where some or all transiti...
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作者：GROTSCHEL, M; MONMA, CL; STOER, M
作者单位：Telcordia Technologies
摘要：We describe a cutting plane approach to the problem of designing survivable fiber optic communication networks. This problem can be formulated as a minimum cost network design problem with certain low-connectivity constraints. Computational results on real-world telephone network design problems demonstrate the effectiveness of our cutting plane method. The facet-inducing inequalities for the convex hull of the solutions to this problem on which our algorithm is based are studied in detail in ...
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作者：BRANDEAU, ML
摘要：We characterize the trajectory of the Stochastic Queue Median (SQM) location problem in a planar region with discrete demands and a general L(p) travel metric (1 < p < infinity). The location objective is to minimize expected response time to customers (i.e., travel time plus queue delay). We use an epsilon-perturbed version of the SQM objective function (to account for points of nondifferentiability) to show that for the epsilon-perturbed problem the optimal SQM location occurs in a region bo...
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作者：DESROCHERS, M; DESROSIERS, J; SOLOMON, M
作者单位：Universite de Montreal; Universite de Montreal; HEC Montreal; Universite de Montreal; Polytechnique Montreal; Northeastern University
摘要：The vehicle routing problem with time windows (VRPTW) is a generalization of the vehicle routing problem where the service of a customer can begin within the time window defined by the earliest and the latest times when the customer will permit the start of service. In this paper, we present the development of a new optimization algorithm for its solution. The LP relaxation of the set partitioning formulation of the VRPTW is solved by column generation. Feasible columns are added as needed by ...
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作者：AGNIHOTHRI, SR; KARMARKAR, US
作者单位：University of Rochester
摘要：Field service support is important for certain products, such as computer systems and copiers, for which service performance has a significant impact on market share. In this paper, the problem of field service operations and its important characteristics are described. Models are developed to assist the field service manager in the evaluation of performance of a given service territory with heterogeneous machines scattered (typically, nonuniformly) over a region, repaired by a traveling servi...
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作者：XU, SH
摘要：This paper considers a stochastic system where a fixed number of nonpreemptive jobs (no new jobs arrive) are to be processed on multiple nonidentical processors. Each processor has an increasing hazard rate processing time distribution and the processors are ordered in ascending order of their expected processing times. It is shown that the policy which minimizes the total expected delay of all the jobs (flowtime) has a threshold structure. This policy would utilize the fastest available proce...
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作者：HIRAYAMA, T; KIJIMA, M
作者单位：University of Tsukuba
摘要：We consider single machine scheduling problems when the machine capacity varies stochastically over time. Suppose that R(t) greater-than-or-equal-to 0 processing requirements can be processed per unit of time at time t. First, we treat the general meachine capacity R(t) and then consider the machine breakdown models where R(t) = 0 or 1. Jobs may arrive according to an arbitrary process. We show that simple priority rules are optimal under some assumptions. Specifically, the c-mu rule minimizes...
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作者：FEDERGRUEN, A; ZHENG, YS
作者单位：University of Pennsylvania
摘要：We consider inventory systems with several distinct items. Demands occur at constant, item specific rates. The items are interdependent because of jointly incurred fixed procurement costs: The joint cost structure reflects general economies of scale, merely assuming a monotonicity and concavity (submodularity) property. Under a power-of-two policy each item is replenished with constant reorder intervals which are power-of-two multiples of some fixed or variable base planning period. Our main r...
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作者：HENIG, MI; LEVIN, N
摘要：We consider a producer who turns a raw material into a product. Before embarking upon production, the producer has to consider the quantity of raw material to order and the finished product delivery commitments; the actual amount produced is a random multiple of the amount of raw material ordered. A concave expected profit function is introduced which gives rise to simple formulas for determining the optimal quantities to order and to commit for delivery. We also analyze the relations between ...
