bluuebunny/crossref_metadata_2025_split huggingface dataset:
M/M/1 queues with interdependent arrival and service processes
Authors: Mitchell C. R. , Paulson A. S. 
Published: May 2007

AbstractWe study via simulation an M/M/1 queueing system with the assumption that a customer's service time and the interarrival interval separating his arrival from that of his predecessor are correlated random variables having a bivariate exponential distribution. We show that positive correlation reduces the mean and variance of the total waiting time and that negative correlation has the opposite effect. By using spectral analysis and a nonparametric test applied to the sample power spectra associated with certain simulated waiting times we show the effect to be statistically significant.
Interval estimation of a global optimum for large combinatorial problems
Authors: Golden Bruce L. , Alt Frank B. 
Published: May 2007

AbstractConsider an “intractable” optimization problem for which no efficient solution technique exists. Given a systematic procedure for generating independent heuristic solutions, we seek to obtain interval estimates for the globally optimal solution using statistical inference. In previous work, accurate point estimates have been derived. Determining interval estimates, however, is a considerably more difficult task. In this paper, we develop straightforward procedures which compute confidence intervals efficiently in order to evaluate heuristic solutions and assess deviations from optimality. The strategy presented is applicable to a host of combinatorial optimization problems. The assumptions of our model, along with computational experience, are discussed.
The enumeration of all efficient solutions for a linear multiple‐objective transportation problem
Authors: Isermann Heinz 
Published: May 2007

AbstractAn algorithm is presented by which the set of all efficient solutions for a linear multiple‐objective transportation problem can be enumerated. First the algorithm determines an initial efficient basic solution. In a second step all efficient basic solutions are enumerated. Finally, the set of all efficient solutions is constructed as a union of a minimal number of convex sets of efficient solutions. The algorithm is illustrated by a numerical example.
Bayesian estimation and optimal designs in partially accelerated life testing
Authors: Degroot Morris H. , Goel Prem K. 
Published: May 2007

AbstractA method of life testing is proposed which combines both ordinary and accelerated life‐testing procedures. It is assumed that an item can be tested either in a standard environment or under stress. The amount of stress is fixed in advance and is the same for all items to be tested However, the time x at which an item on lest is taken out of the standard environment and put under stress can be chosen by the experimenter subject to a given cost structure. When an item is put under stress its lifetime is changed by the factor α. Let the random variable T denote the lifetime of an item in the standard environment, and let γ denote its lifetime under the partially accelerated test procedure just described. Then Y = T if T ≦ x, and Y = x + α (T > x) if T > x. It is assumed that T has an exponential distribution with parameter θ. The estimation of θ and α and the optimal design of a partially accelerated life test are studied in the framework of Bayesian decision theory.
Optimal state‐dependent pricing policies for a class of stochastic multiunit service systems
Authors: Gupta R. K. , Srinivasan V. , Yu P. L. 
Published: May 2007

AbstractThis paper models a k‐unit service system (e.g., a repair, maintenance, or rental facility) with Poisson arrivals, exponential service times, and no queue. If we denote the number of units that are busy as the state of the system, the state‐dependent pricing model formalizes the intuitive notion that when most units are idle, the price (i.e., the service charge per unit time) should be low, and when most units are busy, the price should be higher than the average. A computationally efficient algorithm based on a nonlinear programming formulation of the problem is provided for determination of the optimal state‐dependent prices. The procedure ultimately reduces to the search on a single variable in an interval to determine the unique intersection point of a concave increasing function and a linear decreasing function. The algorithm takes, on the average, only about 1/2 second per problem on the IBM 360/65 (FORTRAN G Compiler). A discrete optimal‐control approach to the problem is shown to result in essentially the same procedure as the nonlinear‐programming formulation. Several properties of the optimal state‐dependent prices are given. Comparisons of the optimal values of the objective function for the state‐dependent and state‐independent pricing policies show that the former is on the average, only about 0.7% better than the latter, which may explain partly why state‐dependent pricing is not prevalent in many service systems. Potential generalizations of the model are discussed.
On the first time a separately maintained parallel system has been down for a fixed time
Authors: Ross Sheldon M. , Schechtman Jack 
Published: May 2007

AbstractConsider a system consisting of n separately maintained independent components where the components alternate between intervals in which they are “up” and in which they are “down”. When the ith component goes up [down] then, independent of the past, it remains up [down] for a random length of time, having distribution Fi[Gi], and then goes down [up]. We say that component i is failed at time t if it has been “down” at all time points s ϵ[t‐A.t]: otherwise it is said to be working. Thus, a component is failed if it is down and has been down for the previous A time units. Assuming that all components initially start “up,” let T denote the first time they are all failed, at which point we say the system is failed. We obtain the moment‐generating function of T when n = l, for general F and G, thus generalizing previous results which assumed that at least one of these distributions be exponential. In addition, we present a condition under which T is an NBU (new better than used) random variable. Finally we assume that all the up and down distributions Fi and Gi i = l,….n, are exponential, and we obtain an exact expression for E(T) for general n; in addition we obtain bounds for all higher moments of T by showing that T is NBU.
On a single‐server queue with state‐dependent service
Authors: Shanthikumar J. G. 
Published: May 2007

AbstractThis paper discusses a class of queueing models in which the service time of a customer al a single server facility is dependent on the queue size at the onset of its service. The Laplace transform for the wait in queue distribution is derived and the utilization of the server is given when the arrival is a homogeneous Poisson process.
Approximation techniques in the solution of queueing problems
Authors: Bhat U. Narayan , Shalaby Mohamed , Fischer Martin J. 
Published: May 2007

AbstractIn the study of complex queueing systems, analysis techniques aimed al providing exact solutions become ineffective. Approximation techniques provide an attractive alternative in such cases. This paper gives an overview of different types of approximation techniques available in the literature and points out their relative merits. Also, the need for proper validation procedures of approximation techniques is emphasized.
Optimal project compression with due‐dated events
Authors: Elmaghraby S. E. , Pulat P. S. 
Published: May 2007

AbstractThe paper proposes an algorithm for the determination of the solution of the activities to be shortened and the amount by which they are to be shortened in order to minimize the total cost of project completion. This cost involves a linear penalty for tardienss of a set of key events and a linear cost of activity compression from its normal duration. The procedure is a generalization of the work of Fulkerson.
Some simple victory‐prediction conditions for lanchester‐type combat between two homogeneous forces with supporting fires
Authors: Taylor James G. 
Published: May 2007

AbstractThis paper develops new “simple” victory‐prediction conditions for a linear Lanchester‐type model of combat between two homogeneous forces with superimposed effects of supporting fires not subject to attrition. These simple victory‐prediction conditions involve only the initial conditions of battle and certain assumptions about the nature of temporal variations in the attrition‐rate coefficients. They are developed for a fixed‐force‐ratio‐breakpoint battle by studying the force‐ratio equation for the linear combat model. An important consideration is shown to be required for developing such simple victory‐prediction conditions: victory is not guaranteed in a fixed‐force‐ratio‐breakpoint battle even when the force ratio is always changing to the advantage of one of the combatants. One must specify additional conditions to hold for the cumulative fire effectivenesses of the primary weapon systems in order to develop correct victory‐prediction conditions. The inadequacy of previous victory‐prediction results is explained by examining (for the linear combat model without the supporting fires) new “exact” victory‐prediction conditions, which show that even the range of possible battle outcomes may be significantly different for variable‐coefficient and constant‐coefficients models.
A comparison of waiting time approximations in series queueing systems
Authors: Shimshak Daniel G. 
Published: May 2007

AbstractThe determination of steady‐state characteristics in systems of tandem queues has been left to computer simulation because of the lack of exact solutions in all but the simplest newtorks. In this paper, several methods developed for approximating the average waiting time in single‐server queues are extended to systems of queues in series. Three methods, due to Fraker, Page, and Marchal, are compared along with results gathered through GPSS simulation. Various queueing networks with Erlangian service distributions are investigated.
Scheduling of stochastic tasks on two parallel processors
Authors: Pinedo Michael , Weiss Gideon 
Published: May 2007

AbstractWe consider the problem of scheduling n tasks on two identical parallel processors. We show both in the case when the processing times for the n tasks are independent exponential random variables, and when they are independent hyperexponentials which are mixtures of two fixed exponentials, that the policy of performing tasks with longest expected processing time (LEPT) first minimizes the expected makespan, and that in the hyperexponential case the policy of performing tasks with shortest expected processing time (SEPT) first minimizes the expected flow time. The approach is simpler than the dynamic programming approach recently employed by Bruno and Downey.
Optimal maintenance‐repair policies for the machine repair problem
Authors: Albright S. Christian 
Published: May 2007

AbstractWe consider a model with M + N identical machines. As many as N of these can be working at any given time and the others act as standby spares. Working machines fail at exponential rate λ, spares fail at exponential rale γ, and failed machines are repaired at exponential rate μ. The control variables are λ. μ, and the number of removable repairman, S, to be operated at any given time. Using the criterion of total expected discounted cost, we show that λ, S, and μ are monotonic functions of the number of failed machines M, N, the discount factor, and for the finite time horizon model, the amount of time remaining.
Benders' partitioning scheme applied to a new formulation of the quadratic assignment problem
Authors: Bazaraa Mokhtar S. , Sherali Hanif D. 
Published: May 2007

AbstractIn this paper we present a new formulation of the quadratic assignment problem. This is done by transforming the quadratic objective function into a linear objective function by introducing a number of new variables and constraints. The resulting problem is a 0‐1 linear integer program with a highly specialized structure. This permits the use of the partitioning scheme of Benders where only the original variables need be considered. The algorithm described thus iterates between two problems. The master problem is a pure 0‐1 integer program, and the subproblem is a transportation problem whose optimal solution is shown to be readily available from the master problem in closed form. Computational experience on problems available in the literature is provided.
The dynamic transportation problem: A survey
Authors: Bookbinder James H. , Sethi Suresh P. 
Published: May 2007

AbstractThe dynamic transportation problem is a transportation problem over time. That is, a problem of selecting at each instant of time t, the optimal flow of commodities from various sources to various sinks in a given network so as to minimize the total cost of transportation subject to some supply and demand constraints. While the earliest formulation of the problem dates back to 1958 as a problem of finding the maximal flow through a dynamic network in a given time, the problem has received wider attention only in the last ten years. During these years, the problem has been tackled by network techniques, linear programming, dynamic programming, combinational methods, nonlinear programming and finally, the optimal control theory. This paper is an up‐to‐date survey of the various analyses of the problem along with a critical discussion, comparison, and extensions of various formulations and techniques used. The survey concludes with a number of important suggestions for future work.
Statistical analysis of the output data from terminating simulations
Authors: Law Averill M. 
Published: May 2007

AbstractIn this paper we precisely define the two types of simulations (terminating and steady‐state) with regard to analysis of simulation output and discuss some common measures of performance for each type. In addition, we conclude, on the basis of discussions with many simulation practitioners, that both types of simulations are important in practice. This is contrary to the impression one gets from reading the simulation literature, where the steady‐state case is almost exclusively considered.Although analyses of terminating simulations are considerably easier than are those of steady‐state simulations, they have not received a careful treatment in the literature. We discuss and give empirical results for fixed sample size, relative width, and absolute width procedures that can be used for constructing confidence intervals for measures of performance in the terminating case.
A note on the “value” of bounds on EVPI in stochastic programming
Authors: Morris J. G. , Thompson H. E. 
Published: May 2007

AbstractThe existing literature concentrates on determining sharp upper bounds for EVPI in stochastic programming problems. This seems to be a problem without an application. Lower bounds, which we view as having an important application, are only the incidental subject of study and in the few instances that are available are obtained at an extremely high cost.In order to suggest a rethinking of the course of this research, we analyze the need for bounds on EVPI in the context of its significance in decision problems.
Optimal replacement of parts having observable correlated stages of deterioration
Authors: Shaw L. , Hsu C‐L , Tyan S. G. 
Published: May 2007

AbstractA single component system is assumed to progress through a finite number of increasingly bad levels of deterioration. The system with level i (0 ≤ i ≤ n) starts in state 0 when new, and is definitely replaced upon reaching the worthless state n. It is assumed that the transition times are directly monitored and the admissible class of strategies allows substitution of a new component only at such transition times. The durations in various deterioration levels are dependent random variables with exponential marginal distributions and a particularly convenient joint distribution. Strategies are chosen to maximize the average rewards per unit time. For some reward functions (with the reward rate depending on the state and the duration in this state) the knowledge of previous state duration provides useful information about the rate of deterioration.
On the generation of deep disjunctive cutting planes
Authors: Sherali Hanif D. , Shetty C. M. 
Published: May 2007

AbstractIn this paper we address the question of deriving deep cuts for nonconvex disjunctive programs. These problems include logical constraints which restrict the variables to at least one of a finite number of constraint sets. Based on the works of Balas. Glover, and Jeroslow, we examine the set of valid inequalities or cuts which one may derive in this context, and defining reasonable criteria to measure depth of a cut we demonstrate how one may obtain the “deepest” cut. The analysis covers the case where each constraint set in the logical statement has only one constraint and is also extended for the case where each of these constraint sets may have more than one constraint.
Storage problems when demand is “all or nothing”
Authors: Gaver D. P. , Jacobs P. A. 
Published: May 2007

AbstractAn inventory of physical goods or storage space (in a communications system buffer, for instance) often experiences “all or nothing” demand: if a demand of random size D can be immediately and entirely filled from stock it is satisfied, but otherwise it vanishes. Probabilistic properties of the resulting inventory level are discussed analytically, both for the single buffer and for multiple buffer problems. Numerical results are presented.
A network flow approach for capacity expansion problems with two facility types
Authors: Luss Hanan 
Published: May 2007

AbstractA deterministic capacity expansion model for two facility types with a finite number of discrete time periods is described. The model generalizes previous work by allowing for capacity disposals, in addition to capacity expansions and conversions from one facility type to the other. Furthermore, shortages of capacity are allowed and upper bounds on both shortages and idle capacities can be imposed. The demand increments for additional capacity of any type in any time period can be negative. All cost functions are assumed to be piecewise, concave and nondecreasing away from zero. The model is formulated as a shortest path problem for an acyclic network, and an efficient search procedure is developed to determine the costs associated with the links of this network.
Solving multifacility location problems involving euclidean distances
Authors: Calamai Paul , Charalambous Christakis 
Published: May 2007

AbstractThis paper considers the problem of locating multiple new facilities in order to minimize a total cost function consisting of the sum of weighted Euclidean distances among the new facilities and between the new and existing facilities, the locations of which are known. A new procedure is derived from a set of results pertaining to necessary conditions for a minimum of the objective function. The results from a number of sample problems which have been executed on a programmed version of this algorithm are used to illustrate the effectiveness of the new technique.
The United States Coast Guard Computer‐Assisted Search Planning system (CASP)
Authors: Richardson Henry R. , Discenza Joseph H. 
Published: May 2007

AbstractThis paper provides an overview of the Computer‐Assisted Search Planning (CASP) system developed for the United States Coast Guard. The CASP information processing methodology is based upon Monte Carlo simulation to obtain an initial probability distribution for target location and to update this distribution to account for drift due to currents and winds. A multiple scenario approach is employed to generate the initial probability distribution. Bayesian updating is used to reflect negative information obtained from unsuccessful search. The principal output of the CASP system is a sequence of probability “maps” which display the current target location probability distributions throughout the time period of interest. CASP also provides guidance for allocating search effort based upon optimal search theory.
Spike swapping in basis reinversion
Authors: Helgason R. V. , Kennington J. L. 
Published: May 2007

AbstractDuring basis reinversion of either a product form or elimination form linear programming system, it may become necessary to swap spike columns to effect the reinversion and maintain the desired sparsity characteristics. This note shows that the only spikes which need be examined when an interchange is required are those not yet processed in the current external bump.
An alternative proof of the IFRA property of some shock models
Authors: Derman C. , Smith D. R. 
Published: May 2007

AbstractLet , where A (t)/t is nondecreasing in t, {P(k)1/k} is nonincreasing. It is known that H(t) = 1 — H(t) is an increasing failure rate on the average (IFRA) distribution. A proof based on the IFRA closure theorem is given. H(t) is the distribution of life for systems undergoing shocks occurring according to a Poisson process where P(k) is the probability that the system survives k shocks. The proof given herein shows there is an underlying connection between such models and monotone systems of independent components that explains the IFRA life distribution occurring in both models.
Surrogate duality in a branch‐and‐bound procedure
Authors: Karwan Mark H. , Rardin Ronald L. 
Published: May 2007

AbstractRecent research has led to several surrogate multiplier search procedures for use in a primal branch‐and‐bound procedure. As single constrained integer programming problems, the surrogate subproblems are also solved via branch‐and‐bound. This paper develops the inner play between the surrogate subproblem and the primal branch‐and‐bound trees which can be exploited to produce a number of computational efficiencies. Most important is a restarting procedure which precludes the need to solve numerous surrogate subproblems at each node of a primal branch‐and‐bound tree. Empirical evidence suggests that this procedure greatly reduces total computation time.
Manpower modeling in cost effectiveness studies of usaf program to reduce the incidence of heart disease
Authors: Petersen Clifford C. 
Published: May 2007

AbstractPlanning for a cardiovascular disease reduction program, soon to be initiated by the United States Air Force, has required an evaluation of its expected cost effectiveness. During the course of this evaluation, it was necessary to consider manpower flows and their expected changes in response to the disease reduction program. This paper describes several manpower models that were applied: a simple expected value equilibrium model; a cross‐sectional model that considered the length of service of personnel; and a staffing model used to optimize the allocation of paramedics to the many Air Force bases of various sizes. The relevance of these models to the cost effectiveness evaluation is shown but the detailed cost effectiveness results are not presented.
Applications of renewal theory in analysis of the free‐replacement warranty
Authors: Blischke Wallace R. , Scheuer Ernest M. 
Published: May 2007

AbstractUnder a free‐replacement warranty of durationW, the customer is provided, for an initial cost ofC, as many replacement items as needed to provide service for a periodW. Payments ofCare not made at fixed intervals of lengthW, but in random cycles of lengthY = W + γ(W), whereγ(W)is the (random) remaining life‐time of the item in serviceWtime units after the beginning of a cycle. The expected number of payments over the life cycle,L, of the item is given byMY(L), the renewal function for the random variableY. We investigate this renewal function analytically and numerically and compare the latter with known asymptotic results. The distribution ofY, and hence the renewal function, depends on the underlying failure distribution of the items. Several choices for this distribution, including the exponential, uniform, gamma and Weibull, are considered.