bluuebunny/crossref_metadata_2025_split huggingface dataset:
Some properties of optimal control policies for entry to an M/M/1 queue
Authors: Rue Robert C. , Rosenshine Matthew 
Published: May 2007

AbstractCustomers served by an M/M/1 queueing system each receive a reward R but pay a holding cost of C per unit time (including service time) spent in the system. The decision of whether or not a customer joins the queue can be made on an individual basis or a social basis. The effect of increasing the arrival rate on the optimal policy parameters is examined. Some limiting results are also derived.
The construction of an optimal distribution of search effort
Authors: Wegener Ingo 
Published: May 2007

AbstractSuppòse one object is hidden in the k‐th of n boxes with probability p(k). We know the probability q(t, k) of detecting the object if it is hidden in box k and we expend effort t searching box k. Our aim is to minimize the expected search effort of a successful search. Previously this problem has been solved only under the assumption that the functions q(·, k) are concave. We prove, without concavity assumptions, the existence of an optimal distribution of search effort and give a procedure for its construction.
On a shape estimator of weiss
Authors: Weissman Ishay 
Published: May 2007

AbstractThe problem of estimating the shape‐parameter of a distribution is considered. We introduce a class of estimators the distributions of which are independent of location and scale. An estimator proposed by Weiss [1] is a member of this class. We find the asymptotically most efficient estimator in this class which differs from that proposed by Weiss.
A note on sojourn times in M/G/1 queues with instantaneous, bernoulli feedback
Authors: Disney Ralph L. 
Published: May 2007

AbstractQueueing systems which include the possibility for a customer to return to the same server for additional service are called queueing systems with feedback. Such systems occur in computer networks for example. In these systems a chosen customer will wait in the queue, be serviced and then, with probability p, return to wait again, be serviced again and continue this process until, with probability (1 – p) = q, it departs the system never to return. The time of waiting plus service time, the nth time the customer goes through, we will call his nth sojourn time. The (random) sum of these sojourn times we will call the total sojourn time (abbreviated, sojourn time when there is no confusion which sojourn time we are talking about). In this paper we study the total sojourn time in a queueing system with feedback. We give the details for M/G/1 queues in which the decision to feedback or not is a Bernoulli process. While the details of the computations can be more difficult, the structure of the sojourn time process is unchanged for the M/G/1 queue with a more general decision process as will be shown. We assume the reader is familiar with Disney, McNickle and Simon [1].
A note on the two machine job shop with exponential processing times
Authors: Pinedo Michael 
Published: May 2007

AbstractConsider two machines, labeled 1 and 2. A set of tasks has to be processed first on machine 1 and after that on machine 2. A second set of tasks has to be processed first on machine 2 and after that on machine 1. All the processing times are exponentially distributed. We present a policy which minimizes the expected completion time of all tasks.
Production planning for multi‐resource network systems
Authors: Leachman Robert C. 
Published: May 2007

AbstractProduction planning for large‐scale production systems requiring the allocation of numerous resources is considered. It is demonstrated how the dynamic activity analysis developed by Shephard leads to linear programming solutions of production planning problems. Three types of planning problems are formulated: maximization of output levels for a given time horizon; minimization of production duration for given output histories; and minimization of production costs for given output histories.
The variance of the coverage of a randomly located area target by a salvo of weapons
Authors: Schroeter Gerhard 
Published: May 2007

AbstractWe derive formulas for the variance of that proportion of the value of a randomly located, circularly symmetric area target that is destroyed by N independently fired weapons of identical type whose damage functions are circularly symmetric about the respective impact points. The probability density functions of the target center location and of the weapon impact points are also circularly symmetric. The general results are specialized to uniform and Gaussian functions. In the latter case a closed‐form solution (triple integral) for the variance of the coverage is derived. Similar to some well‐known results on expected coverage, this expression for the variance of the coverage can be easily evaluated by numerical quadrature. Numerical results are given which indicate the target coverage variability caused by the combined effects of random target‐locating errors and weapon impact point fluctuations.
An integer programming algorithm for portfolio selection with fixed charges
Authors: Cooper Mary W. , Farhangian Keyvan 
Published: May 2007

AbstractA mean‐variance portfolio selection model with limited diversification is formulated in which transaction and management costs are incorporated as the sum of a linear cost and a fixed cost. The problem is a fixed charge integer programming problem solved by hypersurface search using dynamic programming. Fathoming is performed in the forward pass of dynamic programming so that values of the state variable which correspond to infeasible solutions are eliminated from the tables. This logic permits the solution of problems with 20–30 possible investments.
Scheduling of a single machine to minimize total weighted completion time subject to release dates
Authors: Bianco Lucio , Ricciardelli Salvatore 
Published: May 2007

AbstractIn this paper the n/1/rj Σj wj Cj problem under the assumptions of nonpreemptive sequencing and sequence independent processing times is investigated. After pointing out the fundamental properties, some dominance sufficient conditions among sequences are obtained and a branch and bound algorithm is proposed. Computational results are reported and discussed.
Transportation problems with aggregated destinations when demands are uncertain
Authors: Zipkin Paul 
Published: May 2007

AbstractTransportation problems with uncertain demands are useful applied models themselves, and also they represent in a formal way the problem of estimating demands for use in deterministic models. We consider the effects of using a small, aggregate model of this type in place of a larger, more detailed one. Formulation of the aggregate objective function turns out to depend on how one chooses to use (disaggregate) the solution; several alternative methods are examined. Bounds are derived on the error induced by the approximation, thus facilitating comparison of alternative aggregations. We also consider the problem of estimating demands for an aggregate‐level deterministic problem. In a specific sense, it is often not the case (as one might expect) that such aggregate demands are easier to estimate than the detailed demands. This is because aggregation and centralization are not the same thing.
A class of parametric properties of transportation problems
Authors: Akinc Umit 
Published: May 2007

AbstractThis paper studies certain “second order” parametric relations in capacitated transportation problems. These relations concern the question of what happens to the effect of a parameter (first derivative) as another parameter is varied. These relationships have been found quite useful in the solution of many types of facility location and capacity expansion problems. The paper presents several results on the parametric behavior of the dual multipliers from which second order parametric relations can be derived.
Recruiters, advertising, and navy enlistments
Authors: Goldberg Lawrence 
Published: May 2007

AbstractRegression analysis is used to estimate the effects on Navy enlistments of recruiters, advertising, unemployment and other factors. In measuring the effects of these factors on enlistments, changes in both the demand for and supply of enlistments are taken into account. Advertising is treated as a capital investment; its effect is estimated using a maximum likelihood technique that was developed for measuring the effects of capital investments. We find strong evidence that recruiters and unemployment increase enlistments. Advertising also seems to increase enlistments, but its effect is highly uncertain. The results suggest that increases in recruiting resources would have eliminated the enlistment shortfalls experienced by the Navy in FY 1978–79.
Periodic replacement when minimal repair costs vary with time
Authors: Boland Philip J. 
Published: May 2007

AbstractA policy of periodic replacement with minimal repair at failure is considered for a complex system. Under such a policy the system is replaced at multiples of some period T while minimal repair is performed at any intervening system failures. The cost of a minimal repair to the system is assumed to be a nonde‐creasing function of its age. A simple expression is derived for the expected minimal repair cost in an interval in terms of the cost function and the failure rate of the system. Necessary and sufficient conditions for the existence of an optimal replacement interval are exhibited in the case where the system life distribution is strictly increasing failure rate (IFR).
Reliability of a single unit with k spares in case of the hyper‐exponential and the erlang failure distribution
Authors: Van Dam J. , Raaijmakers F. J. M. 
Published: May 2007

AbstractIn this paper formulas are derived for the reliability of a single unit to which identical spares in standby are allocated, with all of these units having a hyper‐exponential or Erlang distributed lifetime. Two advantages are obtained by using these distributions. First, the general procedure for calculating the effect of redundancy is applicable, in contrast with most of the common life distributions, such as Weibull. Moreover, both distributions are suitable for matching to observed curves and practical data by varying the values of the parameters, covering together most of the cases of practical interest.
Nonlinear integer programming for various forms of constraints
Authors: Cooper Mary W. , Farhangian Keyvan 
Published: May 2007

AbstractA theoretical and computational investigation is made of the performance of a dynamic‐programming‐based algorithm for nonlinear integer problems with various types of constraints. We include linear constraints, aggregated linear constraints, separable nonlinear constraints and constraints involving maxima and minima. Separability of the objective function is assumed. The new feature of the algorithm is that two types of fathoming or pruning are used to reduce the size of tables and number of computations: fathoming by bounds and fathoming by infeasibility.
Nonadjacent extreme point methods for solving linear programs
Authors: Sherali Hanif D. , Soyster Allen L. , Baines Stafford G. 
Published: May 2007

AbstractIn this article we present some advanced basis or block‐pivoting, relaxation, and feasible direction methods for solving linear programming problems. Preliminary computational results appear to indicate that the former two types of simplex‐based procedures may hold promise for solving linear programming problems, unlike the third type of scheme which is shown to be computationally unattractive.
A simulation–optimization method: Its convergence and utility
Authors: Curry Guy L. , Hartfiel Darald J. 
Published: May 2007

AbstractAn optimization method is given for solving problems where a portion of the explicit mathematical form is unknown but can be evaluated. The solution scheme is an iterative process utilizing optimization and subsystem evaluation (such as via simulation). Conditions for the convergence of the iterative process are given. Several published application articles are noted as using this basic methodology. The method is superior to most other numerical optimization procedures. However, the class of problems for which the method is applicable is restricted to problems with enough known structure to generate a convergent iterative procedure. Three numerical examples are given and comparisons made with several other methods of optimizing unknown systems.
A bounded dual (all‐integer) integer programming algorithm with an objective cut
Authors: Austin Larry M. , Hanna Michael E. 
Published: May 2007

AbstractIn this article, we describe a new algorithm for solving all‐integer, integer programming problems. We generate upper bounds on the decision variables, and use these bounds to create an advanced starting point for a dual all‐integer cutting plane algorithm. In addition, we use a constraint derived from the objective function to speed progress toward the optimal solution. Our basic vehicle is the dual all‐integer algorithm of Gomory, but we incorporate certain row‐ and column‐selection criteria which partially avoid the problem of dual‐degenerate iterations. We present the results of computational testing.
Vehicle fleet refueling strategies to maximize operational range
Authors: Mehrez Abraham , Stern Helman I. , Ronen David 
Published: May 2007

AbstractThe focus of this research is on self‐contained missions requiring round‐trip vehicle travel from a common origin. For a single vehicle the maximal distance that can be reached without refueling is defined as its operational range. Operational range is a function of a vehicle's fuel capacity and fuel consumption characteristics. In order to increase a vehicle's range beyond its operational range replenishment from a secondary fuel source is necessary. In this article, the problem of maximizing the range of any single vehicle from a fleet of n vehicles is investigated. This is done for four types of fleet configurations: (1) identical vehicles, (2) vehicles with identical fuel consumption rates but different fuel capacities, (3) vehicles which have the same fuel capacity but different fuel consumption rates, and (4) vehicles with both different fuel capacities and different consumption rates. For each of the first three configurations the optimal refueling policy that provides the maximal range is determined for a sequential refueling chain strategy. In such a strategy the last vehicle to be refueled is the next vehicle to transfer its fuel. Several mathematical programming formulations are given and their solutions determined in closed form. One of the major conclusions is that for an identical fleet the range of the farthest vehicle can be increased by at most 50% more than the operational range of a single vehicle. Moreover, this limit is reached very quickly with small values of n. The performance of the identical fleet configuration is further investigated for a refueling strategy involving a multiple‐transfer refueling chain, stochastic vehicle failures, finite refueling times, and prepositioned fleets. No simple refueling ordering rules were found for the most general case (configuration 4). In addition, the case of vehicles with different fuel capacities is investigated under a budget constraint. The analysis provides several benchmarks or bounds for which more realistic structures may be compared. Some of the more complex structures left for future study are described.
Recurrence relations between moments of order statistics
Authors: Khan A. H. , Yaqub Mohd , Parvez Saud 
Published: May 2007

AbstractA general result for obtaining recurrence relations between single moments of order statistics is obtained and has been used to establish the recurrence relations between moments of some doubly truncated distributions. The examples considered are Weibull, exponential, Pareto, power function, Cauchy, and logistic. Recurrence relations are also obtained for nontruncated gamma and beta distributions.
Solution of minisum and minimax location–allocation problems with Euclidean distances
Authors: Chen Reuven 
Published: May 2007

AbstractA new method for the solution of minimax and minisum location–allocation problems with Euclidean distances is suggested. The method is based on providing differentiable approximations to the objective functions. Thus, if we would like to locate m service facilities with respect to n given demand points, we have to minimize a nonlinear unconstrained function in the 2m variables x1,y1, ⃛,xm,ym. This has been done very efficiently using a quasi‐Newton method. Since both the original problems and their approximations are neither convex nor concave, the solutions attained may be only local minima. Quite surprisingly, for small problems of locating two or three service points, the global minimum was reached even when the initial position was far from the final result. In both the minisum and minimax cases, large problems of locating 10 service facilities among 100 demand points have been solved. The minima reached in these problems are only local, which is seen by having different solutions for different initial guesses. For practical purposes, one can take different initial positions and choose the final result with best values of the objective function. The likelihood of the best results obtained for these large problems to be close to the global minimum is discussed. We also discuss the possibility of extending the method to cases in which the costs are not necessarily proportional to the Euclidean distances but may be more general functions of the demand and service points coordinates. The method also can be extended easily to similar three‐dimensional problems.
A performance comparison of empirical Bayes and Bayes estimators of the Weibull and gamma scale parameters
Authors: Canavos George C. 
Published: May 2007

AbstractA mean‐squared error comparison of smooth empirical Bayes and Bayes estimators for the Weibull and gamma scale parameters is studied based on a computer simulation. The smooth empirical Bayes estimators are determined as functions of up to 15 past estimates of the parameter of interest. Results indicate that at best the mean‐squared errors of the empirical Bayes estimators are about 20–40% larger than those of the corresponding squared‐error optimal Bayes estimators.
A finite‐range distribution of failure times
Authors: Mukherjee S. P. , Islam A. 
Published: May 2007

AbstractProperties of a finite‐range failure‐time distribution, that includes the exponential as a particular case, have been studied. The distribution is IFR when the shape parameter exceeds unity, but is IFRA always. For a given value of the shape parameter, the distribution is NBUE over a segment of its range. Estimators of parameters have been derived. Distributions of two‐component series, parallel, and standby system lives have also been worked out.
A heuristic procedure for allocating tasks in fault‐tolerant distributed computer systems
Authors: Mazzola Joseph B. , Neebe Alan W. 
Published: May 2007

AbstractOne way of achieving the increased levels of system reliability and availability demanded by critical computer‐based control systems is through the use of fault‐tolerant distributed computer systems. This article addresses the problem of allocating a set of m tasks among a set of n processors in a manner that will satisfy various task assignment, system capacity, and task scheduling constraints while balancing the workload across processors. We discuss problem background, problem formulation, and a known heuristic procedure for the problem. A new solution‐improving heuristic procedure is introduced, and computational experience with the heuristics is presented. With only a modest increase in the amount of computational effort, the new procedure is demonstrated to improve dramatically solution quality as well as obtain near‐optimal solutions to the test problems.
Optimal replacement policies with two or more loaded sliding standbys
Authors: Henin Claude , Perrakis Stylianos 
Published: May 2007

AbstractThis article defines optimal replacement policies for identical components performing different functions in a given system, when more than one spare part is available. The problem is first formulated for two components and any number of spare parts and the optimal replacement time y(x) at time x is found to have a certain form. Sufficient conditions are then provided for y(x) to be a constant y* for x > y*, and y(x) = x for x > y* (single‐critical‐number policy). Under the assumption that the optimal policies are of the single‐critical‐number type, the results are extended to the n‐component case, and a theorem is provided that reduces the required number of critical numbers. Finally, the theory is applied to the case of the exponential and uniform failure laws, in which single‐critical‐number policies are optimal, and to another failure law in which they are not.
Optimal advertising and inventory control of perishable goods
Authors: Balcer Yves 
Published: May 2007

AbstractThe primary goal of this article is to extend the results of a previous article to the case where the effect of advertisement on sales lasts more than one period. Monotonicity of the optimal advertising and inventory policies in the various factors is investigated. Also, attention will be focused on the relationship between the fluctuations over time of the optimal policies and the variations over time of the factors involved, such as demand distributions and holding costs. For example, if over a finite interval the demand decreases from one period to the next, reaches a minimum, and then increases, then the optimal advertising policy will produce the opposite effect. The period of minimum demand never precedes that of maximum goodwill; moreover, the optimal inventory level decreases while the demand decreases. Finally, when demand distributions are just translates of one another, the results of this article can be extended to nonperishable goods.
An optimum group maintenance policy
Authors: Okumoto K. , Elsayed E. A. 
Published: May 2007

AbstractIn this article we present an optimum maintenance policy for a group of machines subject to stochastic failures where the repair cost and production loss due to the breakdown of machines are minimized. A nomograph was developed for machines with exponential failure time distributions. The optimal schedule time for repair as well as the total repair cost per cycle can be obtained easily from the nomograph. Conditions for the existence of a unique solution for the optimum schedule and the bounds for the schedule are discussed.
One‐ and two‐stage scheduling of two products with distributed inserted idle time: The benefits of a controllable production rate
Authors: Buzacott J. A. , Ozkarahan I. A. 
Published: May 2007

AbstractConsider the problem of scheduling two products on a single machine or through two machines in series when demand is constant and there is a changeover cost between runs of different products on the same machine. As well as setting batch sizes, it is assumed that the production scheduler can choose the production rate for each product, provided an upper bound is not exceeded. This is equivalent to permitting distributed inserted idle time over the production run. It is shown that characteristic of the optimum schedule is that there is no idle time concentrated between runs; it is all distributed over the run. If the inventory charge is based on average inventory then one product is always produced at maximum rate on the bottleneck stage; however, if there is an inventory constraint based on maximum inventory then in the single‐stage case it can occur that neither product is produced at maximum rate.