bluuebunny/crossref_metadata_2025_split huggingface dataset:
Transshipment along a single road
Authors: Posner Marc E. , Szwarc Wlodzimierz 
Published: May 2007

AbstractThis article explores the problem of the transshipment of goods between centers that are situated along a single road. Costs are incurred both for goods that are shipped and for goods that remain in their original centers. A procedure is developed that determines a partial optimal assignment by use of a northwest corner rule solution. This partial assignment then is completed by solving a number of smaller tridiagonal transportation problems.
A time dependent continuous review inventory model with compound poisson demand
Authors: Banerjee P. , Hamidi‐Noori A. , Knight W. 
Published: May 2007

AbstractWe discuss a time dependent optimal ordering policy for a finite horizon inventory system for which the provision of service is essential and thus no stockout is allowed. It is assumed that the system can place an order at any point in time during the horizon when it cannot meet the customer's demand and that lead time is negligible. The demand is considered to be distributed as a compound Poisson process with known parameters and the functional equation approach of dynamic programming is used to formulate the objective function. An algorithm has been developed to obtain the solution for all the cases. In addition, analytical solutions of the basic equation under two limiting conditions are presented.
On finding spanning eulerian subgraphs
Authors: Richey M. B. , Parker R. Gary , Rardin R. L. 
Published: May 2007

AbstractIn this article, we examine the problem of producing a spanning Eulerian subgraph in an undirected graph. After the ℋ‐completeness of the general problem is established, we present polynomial‐time algorithms for both the maximization and minimization versions where instances are defined on a restricted class of graphs referred to as series‐parallel. Some novelties in the minimization case are discussed, as are heuristic ideas.
On the bivariate negative binomial distribution of mitchell and paulson
Authors: Ong S. H. , Lee P. A. 
Published: May 2007

AbstractThe bivariate negative binomial distribution of Mitchell and Paulson [17] for the caseb=c= 0 is shown to be equivalent to the accident proneness model of Edwards and Gurland [4] and Subrahmaniam [19,20]. The diagonal series expansion of its joint probability function is then derived. Two other formulations of this distribution are also considered: (i) as a mixture model, which showed how it arises as the discrete analogue to the Wicksell‐Kibble bivariate gamma distribution, and (ii) as a consequence of the linear birth‐and‐death process with immigration.
Statistical analysis of very high‐dimensional data sets of hierarchically structured binary variables with missing data: An application to marine corps readiness evaluations
Authors: Zacks S. , Marlow W. H. , Brier S. S. 
Published: May 2007

AbstractThe present analysis deals with very high‐dimensional data sets, each one containing close to 900 binary variables. Each data set corresponds to an evaluation of one complex system. These data sets are characterized by large portions of missing data where, moreover, the unobserved variables are not the same in different evaluations. Thus, the problems which confront the statistical analysis are those of multivariate binary data analysis, where the number of variables is much larger than the sample size and in which missing data varies with the sample elements. The variables, however, are hierarchically structured and the problem of clustering variables to groups does not exist in the present study. In order to motivate the statistical problem under consideration, the Marine Corps Combat Readiness Evaluation System (MCCRES) is described for infantry battalions and then used for exposition. The present article provides a statistical model for data from MCCRES and develops estimation and prediction procedures which utilize the dependence structure. The E‐M algorithm is applied to obtain maximum‐likelihood estimates of the parameters of interest. Numerical examples illustrate the proposed methods.
On failure modeling
Authors: Lemoine Austin J. , Wenocur Michael L. 
Published: May 2007

AbstractA promising approach to failure modeling, in particular to developing failure‐time distributions, is discussed. Under this approach, system state or wear and tear is modeled by an appropriately chosen random process—for example, a diffusion process—and the occurrences of fatal shocks are modeled by a Poisson process whose rate function is state dependent. The system is said to fail when either wear and tear accumulates beyond an acceptable or safe level or a fatal shock occurs. This approach has significant merit. First, it provides revealing new insights into most of the famous and frequently used lifetime distributions in reliability theory. Moreover, it suggests intuitively appealing ways for enhancing those standard models. Indeed, this approach provides a means of representing the underlying dynamics inherent in failure processes. Reasonable postulates for the dynamics of failure should lend credence to the prediction and estimation of reliability, maintainability, and availability. In other words, accuracy of representation could lead to better, more reliable prediction of failure.
A reliability model with states of partial operation
Authors: Bendell A. , Humble S. 
Published: May 2007

AbstractThis article generalizes the classical dichotomic reliability model to include states of partial operation. The generalized model can be considered as a special case of a general jump process. Both continuous and discrete state spaces are included. The relationship to cumulative damage shock models is discussed. Properties of the model are investigated and these are illustrated via examples. The equivalence of three forms of component independence is proved, but this equivalence does not generalize to the property of zero covariance. Alternative forms of series and parallel connections and the effect of component replacement are discussed.
An M/M/1 queue with a general bulk service rule
Authors: Curry Guy L. , Feldman Richard M. 
Published: May 2007

AbstractA model of an M/M/1, bulk queue with service rates dependent on the batch size is developed. The operational policy is to commence service when at least L customers are available with a maximum batch size of K. Arriving customers are not allowed to join in‐process service. The solution procedure utilizes the matrix geometric methodology and reduces to obtaining the inverse of a square matrix of dimension K + 1 ‐ L. For the case where the service rates are not batch size dependent, the limiting probabilities can be written in closed form. A numerical example illustrates the variability of the system cost as a function of the minimum batch service size L.
An optimal sequential procedure for selecting the best bernoulli process—a review
Authors: Bechhofer Robert E. 
Published: May 2007

AbstractThis article describes a new closed adaptive sequential procedure proposed by Bechhofer and Kulkarni for selecting the Bernoulli population which has the largest success probability. It can be used effectively for selecting the production process with the largest proportion of conforming items, and thus is applicable in vendor selection situations. The performance of this procedure is compared to that of the Sobel‐Huyett single‐stage procedure, and to a curtailed version of the single‐stage procedure, all of which guarantee the same probability of a correct selection. Optimal properties of the Bechhofer‐Kulkarni procedure are stated; quantitative assessments of important performance characteristics of the procedure are given. These demonstrate conclusively the superiority of the new procedure over that of the competing procedures. Relevant areas of application (including clinical trials) are described. Appropriate literature references are provided.
New algorithms for (Q,r) systems with complete backordering using a fill‐rate criterion
Authors: Yano Candace Arai 
Published: May 2007

AbstractWe present an algorithm which determines optimal parameter values for order quantity‐reorder point systems with complete backordering. The service level is measured as fraction of demand satisfied directly from shelf, also known as “fill‐rate.” This algorithm differs from existing algorithms because an exact cost function is used rather than an approximation. We also present a new heuristic algorithm, which is more efficient computationally than the optimal procedure and provides excellent results. Results of extensive computational experience also are reported.
Single‐ and multiple‐processor models for minimizing completion time variance
Authors: Hall Nicholas G. 
Published: May 2007

AbstractThis article concerns the scheduling of n jobs around a common due date, so as to minimize the average total earliness plus total lateness of the jobs. Optimality conditions for the problem are developed, based on its equivalence to an easy scheduling problem. It seems that this problem inherently has a huge number of optimal solutions and an algorithm is developed to find many of them. The model is extended to allow for the availability of multiple parallel processors and an efficient algorithm is developed for that problem. In this more general case also, the algorithm permits great flexibility in finding an optimal schedule.
An application of empirical bayes techniques to the simultaneous estimation of many probabilities
Authors: Brier S. S. , Zacks S. , Marlow W. H. 
Published: May 2007

AbstractConsider the following situation: Each ofNdifferent combat units is presented with a number of requirements to satisfy, each requirement being classified into one ofKmutually exclusive categories. For each unit and each category, an estimate of the probability of that unit satisfying any requirement in that category is desired. The problem can be generally stated as that of estimatingNdifferentK‐dimensional vectors of probabilities based upon a corresponding set ofK‐dimensional vectors of sample proportions. An empirical Bayes model is formulated and applied to an example from the Marine Corps Combat Readiness Evaluation System (MCCRES). The EM algorithm provides a convenient method of estimating the prior parameters. The Bayes estimates are compared to the ordinary estimates, i.e., the sample proportions, by means of cross validation, and the Bayes estimates are shown to provide considerable improvement.
Approximation for the departure process of a queue in a network
Authors: Albin Susan L. , Kai Sheng‐Roan 
Published: May 2007

AbstractA simple renewal process is identified to approximate the complex departure process of a queue often found in queueing network models. The arrival process to the queue is the superposition or merging of several independent component‐renewal processes that are approximations of departure processes from other queues and external arrival processes; there is a single server with exponential service times, and the waiting space is infinite. The departure process of this queue is of interest because it is the arrival process to other queues in the network. The approximation proposed is a hybrid; the mean and variance of the approximating departure intervals is a weighted average of those determined by basic methods in Whitt [41] with the weighting function empirically determined using simulation. Tandem queueing systems with superposition arrival processes and exponential service times are used to evaluate the approximation. The departure process of the first queue in the tandem is approximated by a renewal process, the tandem system is replaced by two independent queues, and the second queue is solved analytically. When compared to simulation estimates, the average absolute error in hybrid approximations of the expected number in the second queue is 6%, a significant improvement over 22–41% in the basic methods.
The interactive fixed charge linear programming problem
Authors: Erenguc S. Selcuk , Benson Harold P. 
Published: May 2007

AbstractIn many decision‐making situations, each activity that can be undertaken may have associated with it both a fixed and a variable cost. Recently, we have encountered serveral practical problems in which the fixed cost of undertaking an activity depends upon which other activities are also undertaken. To our knowledge, no existing optimization model can accomodate such a fixed cost structure. To do so, we have therefore developed a new model called the interactive fixed charge linear programming problem (IFCLP). In this paper we present and motivate problem (IFCLP), study some of its characteristics, and present a finite branch and bound algorithm for solving it. We also discuss the main properties of this algorithm.
An entropy model for marketing structure analysis and price decision of new brand
Authors: Arizono Ikuo , Ohta Hiroshi 
Published: May 2007

AbstractThe concept of maximum entropy has been applied to specify the probabilistic model of consumer purchase behavior. This article is concerned with the marketing structure analysis based on entropy model when a new brand has pushed into the existing two‐brand market. A comparison between the proposed model and the initial three‐brand model is attempted based on their marketing structures. An optimal price decision maximizing the sales is also discussed.
The analysis of some algorithms for generating random variates with a given hazard rate
Authors: Devroye Luc 
Published: May 2007

AbstractWe analyze the expected time performance of two versions of the thinning algorithm of Lewis and Shedler for generating random variates with a given hazard rate on [0,∞]. For thinning with fixed dominating hazard rate g(x) = c for example, it is shown that the expected number of iterations is cE(X) where X is the random variate that is produced. For DHR distributions, we can use dynamic thinning by adjusting the dominating hazard rate as we proceed. With the aid of some inequalities, we show that this improves the performance dramatically. For example, the expected number of iterations is bounded by a constant plus E(log+(h(0)X)) (the logarithmic moment of X).
Optimal selection with alternative information
Authors: Monahan George E. 
Published: May 2007

AbstractThis article examines the problem of optimally selecting from several unknown rewards when there are given alternative, costly sources of information. The optimal rule, indicating the information to be purchased and the reward to be selected, is specified as a function of the decision maker's prior probabilities regarding the value of each alternative. The rule is surprisingly complex, balancing prior beliefs, the “informativeness” of the relevant information system, and the cost of acquiring information.
Comparative evaluation of prior versus progressive articulation of preference in bicriterion optimization
Authors: Klein Gary , Moskowitz H. , Ravindran A. 
Published: May 2007

AbstractProcedures for solving multiple criteria problems are receiving increasing attention. Two major solution approaches are those involving prior articulation and progressive articulation of preference information. A progressive articulation (interactive) optimization approach, called the Paired Comparison Method (PCM) is compared to the prior articulation approach of a priori utility function measurement in a quality control decision environment from the perspective of the decision maker. The three major issues investigated included: (1) the ease of use of each method, (2) the preferences of solutions obtained, and (3) the insight provided by the methodology into the nature and structure of the problem. The problem setting involved management students who were rquired to determine an acceptance sampling plan using both methods. The PCM provided the most preferred solutions and was considered easier to use and understand. The prior articulation of preference method was found to give more insight into the problem structure. The results suggest that a hybrid approach, combining both prior preference assessment and an interactive procedure exploiting the advantages of each, should be employed to solve multiple criteria problems.
Successive approximation in separable programming: An improved procedure for convex separable programs
Authors: Thakur Lakshman S. 
Published: May 2007

AbstractWe implement a solution procedure for general convex separable programs where a series of relatively small piecewise linear programs are solved as opposed to a single large one, and where, based on bound calculations developed in [13] and [14], the ranges of linearization are systematically reduced for successive programs. The procedure inherits ε‐convergence to the global optimum in a finite number of steps, but perhaps its most distinct feature is the rigorous way in which ranges containing an optimal solution are reduced from iteration to iteration. This paper describes the procedure, called successive approximation, discusses its convergence, tightness of the bounds, bound‐calculation overhead, and its robustness. It presents a computer implementation to demonstrate its effectiveness for general problems and compares it (1) with the more standard separable programming approach and (2) with one of the recent augmented Lagrangian methods [10] included in a comprehensive study of nonlinear programming codes [12]. It seems clear from over 130 cases resulting from 80 distinct problems studied here that significant savings in terms of computational effort can be realized by a judicious use of the procedure, and the ease with which it can be used is appreciably increased by the robustness it shows. Moreover, for most of these problems, the advantage increases as the size, nonlinearity, and the degree of desired accuracy increase. Other important benefits include significantly smaller storage requirements, the ability to estimate the error in the current solution, and to terminate the algorithm as soon as the acceptable level of accuracy has been achieved. Problems requiring up to about 10,000 nonzero elements in their specification and about 45,000 nonzero elements in the generated separable programs resulting from up to 70 original nonlinear variables and 70 nonlinear constraints are included in the computations.
Warranty analysis and renewal function estimation
Authors: Frees Edward W. 
Published: May 2007

AbstractEstimation of the expected cost of a warranty for a stochastically failing unit is closely tied to estimation of the renewal function. The renewal function is a basic tool also used in probabilistic models arising in other areas such as reliability theory, inventory theory, and continuous sampling plans. In these other areas, estimation of a straight line approximation of the renewal function instead of direct estimation of the renewal function has proved successful. This approximation is based on a limit expression for large values of the argument, sayt, of the renewal function. However, in warranty analusis, typicallytis small compared to the mean failure time of the unit. Hence, alternative methods for renewal function estimation, both parametric and nonparametric, are presented and discussed. An important aspect of this paper is to discuss the performance of the renewal function estimators when only a small number of failed units is available. A Monte Carlo study is given which suggests guidelines for choosing an estimator under various circumstances.
The asymptotic joint distribution of the state occupancy times in an alternating renewal process
Authors: Angus J. E. 
Published: May 2007

AbstractAn alternating renewal process starts at time zero and visits states 1,2,…,r, 1,2, …,r1,2, …,r, … in sucession. The time spent in stateiduring any cycle has cumulative distribution functionFi, and the sojourn times in each state are mutually independent, positive and nondegenerate random variables. In the fixed time interval [0,T], letUi(T)denote the total amount of time spent in statei. In this note, a central limit theorem is proved for the random vector (Ui(T), 1 ≤i≤r) (properly normed and centered) asT→ ∞.
A note on circular error probabilities
Authors: Govindarajulu Z. 
Published: May 2007

AbstractAn approximation for P(X2 + Y2 ≤ K2σ21) based on an unpublished result of Kleinecke is derived, where X and Y are independent normal variables having zero means and variances σ21 and σ22 and σ1 ≥ σ2. Also, we provide asymptotic expressions for the probabilities for large values of β = K2(1 ‐ c2)/4c2 where c = σ2/σ1. These are illustrated by comparing with values tabulated by Harter [6]. Solution of K for specified P and c is also considered. The main point of this note is that simple and easily calculable approximations for P and K can be developed and there is no need for numerical evaluation of integrals.
Optimal maintenance policy for stochastically failing equipment: A diffusion approximation
Authors: Zuckerman Dror 
Published: May 2007

AbstractA system receives shocks at random points of time. Each shock causes a random amount of damage which accumulates over time. The system fails when the accumulated damage exceeds a fixed threshold. Upon failure the system is replaced by a new one. The damage process is controlled by means of a maintenance policy. There are M possible maintenance actions. Given that a maintenance action m is employed, then the cumulative damage decreases at rate rm. Replacement costs and maintenance costs are considered. The objective is to determine an optimal maintenance policy under the following optimality criteria: (1) long‐run average cost; (2) total expected discounted cost over an infinite horizon. For a diffusion approximation, we show that the optimal maintenance expenditure rate is monotonically increasing in the cumulative damage level.
One‐ and two‐sided sampling plans based on the exponential distribution
Authors: Kocherlakota S. , Balakrishnan N. 
Published: May 2007

AbstractIn this paper we examine the one‐ and two‐sided sampling plans for the exponential distribution. Solutions are provided for several situations arising out of the assumptions on the knowledge of the parameters of the distribution. The values of the constants are tabled in the special case of p1 = p2 for the two‐sided plans.
On estimating population characteristics from record‐breaking observations. i. parametric results
Authors: Samaniego Francisco J. , Whitaker Lyn R. 
Published: May 2007

AbstractConsider an experiment in which only record‐breaking values (e.g., values smaller than all previous ones) are observed. The data available may be represented asX1,K1,X2,K2, …, whereX1,X2, … are successive minima andK1,K2, … are the numbers of trials needed to obtain new records. We treat the problem of estimating the mean of an underlying exponential distribution, and we consider both fixed sample size problems and inverse sampling schemes. Under inverse sampling, we demonstrate certain global optimality properties of an estimator based on the “total time on test” statistic. Under random sampling, it is shown than an analogous estimator is consistent, but can be improved for any fixed sample size.
Quality control and the sales process
Authors: Lee Hau L. , Tapiero Charles S. 
Published: May 2007

AbstractProduct quality is emerging as a major strategic instrument for competition. The purpose of this article is to assess the effects of quality control on sales, and, vice versa, the effects of the sales process on quality control. A model relating quality control and the sales process (advertising, repeat purchase, and word‐of‐mouth effects) is developed to evaluate the above relationships. Two special cases, with degenerate and beta distribution for defect items in the production lot, are analyzed in detail. In the former case, analytical results for the optimal quality control schemes are obtained, whereas in the latter, efficient bounds are derived to search for the optimal scheme. It is shown, analytically and numerically, that the sales parameters have significant impact on whether more “stringent” or “tighter” quality control is warranted. Future research directions are also discussed.