bluuebunny/crossref_metadata_2025_split huggingface dataset:
On n/1/F̄ dynamic deterministic problems
Authors: Chandra Ramesh 
Published: May 2007

AbstractWe consider sequencing of n jobs which will arrive intermittently and are to be processed on a single machine; the arrival and the processing times of each jobs are assumed known. A schedule is to be developed that minimizes the mean flow time. Two models are considered: (i) when no pre‐emption or inserted idle time is allowed in the schedule, and (ii) when pre‐emption is allowed but the jobs follow a pre‐empt‐repeat discipline We illustrate that Cobham's and Phipp's SPT dispatching rule does not guarantee the optimum F̄ even for the non‐preemptive model We propose a branch and bound algorithm for both models and discuss our computational experience We also examine the relative performances of the optimum nonpre‐emptive sequence, and the optimum pre‐empt‐repeat sequence over that resulting from SPT dispatching rule on a large number of sets of jobs of varying sizes and tightness.
Damage calculations for unreliable warheads
Authors: Curran R. T. , Jaquette S. C. , Politzer J. L. 
Published: May 2007

AbstractFor large numbers of perfectly reliable, optimally targeted warheads the square‐root law approximates the expected fraction damage achieved on an area target. In this paper a more exact expression is derived for this damage fraction which Holds for all numbers of warheads. This expression is shown to converge to the square‐root law when a large number of warheads are fired. The more exact expression is used in a procedure to calculate expected damage when warheads are unreliable, and this procedure is shown to be superior to a modified square‐root approximation which has been used previously.
Test selection for a mass screeening program
Authors: Voelker John A. , Pierskalla William P. 
Published: May 2007

AbstractPeriodic mass screening is the scheduled application of a test to all members of a population to provide early detection of a randomly occurring defect or disease. This paper considers periodic mass screening with particular reference to the imperfect capacity of the test to detect an existing defect and the associated problem of selecting the kind of test to use. Alternative kinds of tests differ with respect to their reliability characteristics and their cost per application.Two kinds of imperfect test reliability are considered. In the first case, the probability that the test will detect an existing defect is constant over all values of elapsed time since the incidence of the defect. In the second case, the test will detect the defect if, and only if, the lapsed time since incidence exceeds a critical threshold T which characterizes the test.The cost of delayed detection is an arbitrary increasing function (the “disutility function”) of the duration of the delay. Expressions for the long‐run expected disutility per unit time are derived for the above two cases along with results concerning the best choice of type of test (where the decision rules make reference to characteristics of the disutility function).
The use of dynamic programming methodology for the solution of a class of nonlinear programming problems
Authors: Cooper Mary W. 
Published: May 2007

AbstractThis paper presents an application of a method for finding the global solution to a problem in integers with a separable objective function of a very general form. This report shows that there is a relationship between an integer problem with a separable nonlinear objective function and many constraints and a series of nonlinear problems with only a single constraint, each of which can be solved sequentially using dynamic programming. The first solution to any of the individual smaller problems that satisfies the original constraints in addition, will be the optimal solution to the multiply‐constrained problem.
The U.S. versus the Soviet incentive models
Authors: Hildebrandt Gregory G. 
Published: May 2007

AbstractThis paper is concerned with models of the use of performance incentives in the Soviet Union and United States. The principal analytical result is an extension of an analysis of the methods whereby Soviet planners make the decision about production targets a variable under control of the producer, who is the only one possessing a knowledge of the uncertain condition of production. It is shown that this device can be viewed as a classical inventory problem. There is also an examination of the “U.S. incentive program” referring to multi‐incentive contracts in which the profits received by the private producers are related to performance, outcome and cost. The analysis describes how this device can be extended to solve the target output selection problem of the Soviet planning system.
A note on determining operating strategies for probabilistic vehicle routing
Authors: Yee James R. , Golden Bruce L. 
Published: May 2007

AbstractThe stochastic vehicle routing problem is a problem of current importance and research interest. Applications include schoolbus routing, municipal waste collection, subscription bus scheduling, daily delivery of dairy goods, and a host of related transportation and distribution activities. In this paper, we assume that routes for vehicles have already been generated and we focus on determining operating strategies. That is, under what conditions should a driver return to the central depot in order to replenish his supply? We present a dynamic programming recursion which addresses this question and we show that the optimal policy is of a rather simple form. Finally, an algorithm and example illustrate the policy.
On the reliability, availability and bayes confidence intervals for multicomponent systems
Authors: Thompson William E. , Haynes Robert D. 
Published: May 2007

AbstractThe problem of computing reliability and availability and their associated confidence limits for multi‐component systems has appeared often in the literature. This problem arises where some or all of the component reliabilities and availabilities are statistical estimates (random variables) from test and other data. The problem of computing confidence limits has generally been considered difficult and treated only on a case‐by‐case basis. This paper deals with Bayes confidence limits on reliability and availability for a more general class of systems than previously considered including, as special cases, series‐parallel and standby systems applications. The posterior distributions obtained are exact in theory and their numerical evaluation is limited only by computing resources, data representation and round‐off in calculations. This paper collects and generalizes previous results of the authors and others.The methods presented in this paper apply both to reliability and availability analysis. The conceptual development requires only that system reliability or availability be probabilities defined in terms acceptable for a particular application. The emphasis is on Bayes Analysis and the determination of the posterior distribution functions. Having these, the calculation of point estimates and confidence limits is routine.This paper includes several examples of estimating system reliability and confidence limits based on observed component test data. Also included is an example of the numerical procedure for computing Bayes confidence limits for the reliability of a system consisting ofNfailure independent components connected in series. Both an exact and a new approximate numerical procedure for computing point and interval estimates of reliability are presented. A comparison is made of the results obtained from the two procedures. It is shown that the approximation is entirely sufficient for most reliability engineering analysis.
Solving incremental quantity discounted transportation problems by vertex ranking
Authors: McKeown Patrick G. 
Published: May 2007

AbstractLogistics managers often encounter incremental quantity discounts when choosing the best transportation mode to use. This could occur when there is a choice of road, rail, or water modes to move freight from a set of supply points to various destinations. The selection of mode depends upon the amount to be moved and the costs, both continuous and fixed, associated with each mode. This can be modeled as a transportation problem with a piecewise‐linear objective function. In this paper, we present a vertex ranking algorithm to solve the incremental quantity discounted transportation problem. Computational results for various test problems are presented and discussed.
The role of internal storage capacity in fixed cycle production systems
Authors: Lev B. , Toof D. I. 
Published: May 2007

AbstractThe reliability of a serial production line is optimized with respect to the location of a single buffer. The problem was earlier defined and solved by Soyster and Toof for the special case of an even number of machines all having equal probability of failure. In this paper we generalize the results for any number of machines and remove the restriction of identical machine reliabilities. In addition, an analysis of multibuffer systems is presented with a closed form solution for the reliability when both the number of buffers and their capacity is limited. For the general multibuffer system we present an approach for determining system reliability.
Scheduling coupled tasks
Authors: Shapiro Roy D. 
Published: May 2007

AbstractConsider a set of task pairs coupled in time: a first (initial) and second (completion) tasks of known durations with a specified time between them. If the operator or machine performing these tasks is able to process only one at a time, scheduling is necessary to insure that no overlap occurs. This problem has a particular application to production scheduling, transportation, and radar operations (send‐receive pulses are ideal examples of time‐linked tasks requiring scheduling). This article discusses several candidate techniques for schedule determination, and these are evaluated in a specific radar scheduling application.
Evaluation of force structures under uncertainty
Authors: Johnson Charles R. , Loane Edward P. 
Published: May 2007

AbstractA model, for assessing the effectiveness of alternative force structures in an uncertain future conflict, is presented and exemplified. The methodology is appropriate to forces (e.g., the attack submarine force) where alternative unit types may be employed, albeit at differing effectiveness, in the same set of missions. Procurement trade‐offs, and in particular the desirability of special purpose units in place of some (presumably more expensive) general purpose units, can be addressed by this model. Example calculations indicate an increase in the effectiveness of a force composed of general purpose units, relative to various mixed forces, with increase in the uncertainty regarding future conflicts.
Reliability growth of repairable systems
Authors: Smith Stephen A. , Oren Shmuel S. 
Published: May 2007

AbstractThis paper considers the problem of modeling the reliability of a repairable system or device that is experiencing reliability improvement. Such a situation arises when system failure modes are gradually being corrected by a test‐fix‐test‐fix procedure, which may include design changes. A dynamic reliability model for this process is discussed and statistical techniques are derived for estimating the model parameters and for testing the goodness‐of‐fit to observed data. The reliability model analyzed was first proposed as a graphical technique known as Duane plots, but can also be viewed as a nonhomogeneous Poisson process with a particular mean value function.
On the distribution of the optimal value for a class of stochastic geometric programs
Authors: Ellnert Paul M. , Stark Robert M. 
Published: May 2007

AbstractAn approach is presented for obtaining the moments and distribution of the optimal value for a class of prototype stochastic geometric programs with log‐normally distributed cost coefficients. It is assumed for each set of values taken on by the cost coefficients that the resulting deterministic primal program is superconsistent and soluble. It is also required that the corresponding dual program has a unique optimal point with all positive components. It is indicated how one can apply the results obtained under the above assumptions to stochastic programs whose corresponding deterministic dual programs need not satisfy the above‐mentioned uniqueness and positivity requirements.
The bounded interval generalized assignment model
Authors: Ross G. Terry , Soland Richard M. , Zoltners Andris A. 
Published: May 2007

AbstractThe bounded interval generalized assignment model is a “many‐for‐one” assignment model. Each task must be assigned to exactly one agent; however, each agent can be assigned multiple tasks as long as the agent resource consumed by performing the assigned tasks falls within a specified interval. The bounded interval generalized assignment model is formulated, and an algorithm for its solution is developed. Algorithms for the bounded interval versions of the semiassignment model and sources‐to‐uses transportation model are also discussed.
An inventory model with search for best ordering price
Authors: Golabi Kamal 
Published: May 2007

AbstractThis paper presents a single‐item inventory model with deterministic demand where the buyer is allowed to search for the most favorable price before deciding on the order quantity. In the beginning of each period, a sequential random sample can be taken from a known distribution and there is a fixed cost per search. The decision maker is faced with the task of deciding when to initiate and when to stop the search process, as well as determining the optimal order quantity once the search process is terminated. The objective is to minimize total expected costs while satisfying all demands on time. We demonstrate that a set of critical numbers determine the optimal stopping and ordering strategies. We present recursive expressions yielding the critical numbers, as well as the minimal expected cost from the beginning of every period to the end of the horizon.
Preventive maintenance and replacement under additive damage
Authors: Chikte S. D. , Deshmukh S. D. 
Published: May 2007

AbstractA system deteriorates due to shocks received at random times, each shock causing a random amount of damage which accumulates over time and may result in a system failure. Replacement of a failed system is mandatory, while an operable one may also be replaced. In addition, the shock process causing system deterioration may be controlled by continuous preventive maintenance expenditures. The joint problem of optimal maintenance and replacement is analyzed and it is shown that, under reasonable conditions, optimal maintenance rate is decreasing in the cumulative damage level and that beyond a certain critical level the system should be replaced. Meaningful bounds are established on the optimal policies and an illustrative example is provided.
A theoretical and computational comparison of “equivalent” mixed‐integer formulations
Authors: Meyer R. R. 
Published: May 2007

AbstractThis paper provides a theoretical and computational comparison of alternative mixed integer programming formulations for optimization problems involving certain types of economy‐of‐scale functions. Such functions arise in a broad range of applications from such diverse areas as vendor selection and communications network design. A “nonstandard” problem formulation is shown to be superior in several respects to the traditional formulation of problems in this class.
Stochastic models for spread of motivating information
Authors: Berg Menachem 
Published: May 2007

AbstractIn this work we consider spread of information which motivates the hearer to perform some specified action. The time to completion of an action is assumed to be a random variable and the main focus is on the number of completed actions by time t, X(t). Some models, which reflect different degree of centralization in the spread process, are analyzed and the distribution of X(t), as well as that of some other stochastic processes of interest, are obtained. The relevance to propagation of epidemics is pointed out.All models are solved by employing two interrelated concepts, namely, the order statistics property of stochastic processes and the binomial closure property of collections of distributions. In this respect, the work also serves as an illustration of the application of these useful concepts.
An analysis of single item inventory systems with returns
Authors: Muckstadt John A. , Isaac Michael H. 
Published: May 2007

AbstractInventory systems with returns are systems in which there are units returned in a repairable state, as well as demands for units in a serviceable state, where the return and demand processes are independent. We begin by examining the control of a single item at a single location in which the stationary return rate is less than the stationary demand rate. This necessitates an occasional procurement of units from an outside source. We present a cost model of this system, which we assume is managed under a continuous review procurement policy, and develop a solution method for finding the policy parameter values. The key to the analysis is the use of a normally distributed random variable to approximate the steady‐state distribution of net inventory.Next, we study a single item, two echelon system in which a warehouse (the upper echelon) supports N(N ⩾ 1) retailers (the lower echelon). In this case, customers return units in a repairable state as well as demand units in a serviceable state at the retailer level only. We assume the constant system return rate is less than the constant system demand rate so that a procurement is required at certain times from an outside supplier. We develop a cost model of this two echelon system assuming that each location follows a continuous review procurement policy. We also present an algorithm for finding the policy parameter values at each location that is based on the method used to solve the single location problem.
Systems defense games: Colonel blotto, command and control
Authors: Shubik Martin , Weber Robert James 
Published: May 2007

AbstractThe classical “Colonel Blotto” games of force allocation are generalized to include situations in which there are complementarities among the targets being defended. The complementarities are represented by means of a system “characteristic function,” and a valuation technique from the theory of cooperative games is seen to indicate the optimal allocations of defense and attack forces. Cost trade‐offs between systems defense and alternative measures, such as the hardening of targets, are discussed, and a simple example is analyzed in order to indicate the potential of this approach.
On nonpreemptive strategies in stochastic scheduling
Authors: Glazebrook K. D. 
Published: May 2007

AbstractIt is shown that there is an optimal strategy for a class of stochastic scheduling problems which is nonpreemptive. The results which yield this conclusion are generalizations of previous ones due to Glazebrook and Gittins. These new results also lead to an evaluation of the performance of nonpreemptive strategies in a large class of problems of practical interest.
An efficient algorithm for the location‐allocation problem with rectangular regions
Authors: Marucheck Ann S. , Aly Adel A. 
Published: May 2007

AbstractThe location‐allocation problem for existing facilities uniformly distributed over rectangular regions is treated for the case where the rectilinear norm is used. The new facilities are to be located such that the expected total weighted distance is minimized. Properties of the problem are discussed. A branch and bound algorithm is developed for the exact solution of the problem. Computational results are given for different sized problems.
A note on a maximin disposal policy under nwue pricing
Authors: Bhattacharjee Manish C. 
Published: May 2007

AbstractFor the classical disposal model for selling an asset with unknown price distribution which is NWUE (new worse than used in expectation) with a given finite mean price, this note derives a policy which is maximin. The gain in using the maximin policy relative to the option of selling right away is convex decreasing in the continuation cost to mean price ratio. The relevant results of Derman, Lieberman and Ross also follow as a consequence of our analysis. Our theorem provides a practical justification of their main result on the cutoff bid for the disposal model subject to NWUE pricing.
Monotone optimal preventive maintenance policies for stochastically failing equipment
Authors: Anderson Michael Q. 
Published: May 2007

AbstractThis paper examines various models for maintenance of a machine operating subject to stochastic deterioration. Three alternative models are presented for the deterioration process. For each model, in addition to the replacement decision, the option exists of performing preventive maintenance. The effect of this maintenance is to “slow” the deterioration process. With an appropriate reward structure imposed on the processes, the models are formulated as continuous time Markov decision processes. the optimality criterion being the maximization of expected discounted reward earned over an infinite time horizon. For each model conditions are presented under which the optimal maintenance policy exhibits the following monotonic structure. First, there exists a control limit rule for replacement. That is, there exists a number i* such that if the state of machine deterioration exceeds i* the optimal policy replaces the machine by a new machine. Secondly, prior to replacement the optimal level of preventive maintenance is a nonincreasing function of the state of machine deterioration. The conditions which guarantee this result have a cost/benefit interpretation.
Optimal selection from a random sequence with observation errors
Authors: Stewart T. J. 
Published: May 2007

AbstractA form of sequential decision problem is introduced in which options are presented in sequence. with no recall of rejected options (as in the secretary problem), but in which the value of each option may only he inferred from experiments. Decisions have thus to be made concerning both the acceptance and rejection of each option and the degree of experimentation. General properties of the optimal policy are derived, and an algorithm is obtained for the solution in a special case. This special case suggests a heuristic rule for more general situations. the performance of which rule has been investigated by a Monte Carlo study.
Decomposition algorithms for minimal cut problems
Authors: Tufekci Suleyman 
Published: May 2007

AbstractConsider a network G(N. A) with n nodes, where node 1 designates its source node and node n designates its sink node. The cuts (Zi, =), i= 1…, n ‐ 1 are called one‐node cuts if 1 ϵ Zi,. n q Zi, Z1‐− {1}, Zi ϵ Zi+1 and Zi and Zi+l differ by only one node. It is shown that these one‐node cuts decompose G into 1 m n/2 subnetworks with known minimal cuts. Under certain circumstances, the proposed one‐node decomposition can produce a minimal cut for G in 0(n2 ) machine operations. It is also shown that, under certain conditions, one‐node cuts produce no decomposition. An alternative procedure is also introduced to overcome this situation. It is shown that this alternative procedure has the computational complexity of 0(n3).
On queues with dependent interarrival and service times
Authors: Niu Shun‐Chen 
Published: May 2007

AbstractAnM/G/1 queueing system is studied in which the service time required by a customer is dependent on the interarrival time between his arrival and that of his predecessor Assuming the two variables are “associated,” we prove that the expected delay in this system is less than or equal to than of a conventional M/G/1 queue This conclusion has been verified via simulation by Mitchell and Paulson [9] for a special class of dependent M/M/1 queue. Their model is a special case of the one we consider here. We also study another modified GI/G/1 queue. where the arrival process and/or the service process are individually “associated”.