摘要:

AbstractA multistate system is assumed to be constantly monitored; i.e., the state of the system is always known with certainty. Damage to the system accumulates via a continuous‐time Markov process. A model of the system including restoration costs and state occupation costs is developed. It is shown that under certain conditions the optimal restoration policy for the system is a control limit rule. A control limit rule is a policy which requires restoration of the system whenever the damage exceeds a certain level. Examples are presented to show that there are several situations in which, perhaps surprisingly, control limit rules are not optima

ISSN:0894-069X    

DOI:10.1002/1520-6750(198808)35:4<461::AID-NAV3220350402>3.0.CO;2-K

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1988

数据来源: WILEY

摘要:

AbstractThis paper considers a problem of warranty reserving, namely, the current practice of setting aside part of a product revenue to meet future claims arising from the warranty. We define a Compound Poisson stochastic model for warranty claims and reserve and obtain, using a sample paths technique, the long‐run probability distribution of a warranty reserves, managed under alternative warranties and reserve policie

ISSN:0894-069X    

DOI:10.1002/1520-6750(198808)35:4<473::AID-NAV3220350403>3.0.CO;2-C

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1988

数据来源: WILEY

摘要:

AbstractDeteriorating reliability systems that are subject to catastrophic failure are analyzed in order to propose and evaluate some deterministic and stochastic inspection models. The underlying deterioration process is assumed to be an increasing Markov renewal process where the true state of the system can not be determined by simple observations. Instead, some tests can be done in order to detect if the system has positive deterioration or not. The results of the tests, however, are not perfect so that the probability of true and false detections depend on the unobserved state of the system. The system is inspected either deterministically at prespecified points in time, or stochastically at random points in time. Both types of models are considered to present explicit computational expressions for various performance measures like the expected number of inspections with different results and the probability of detection. Some practical applications of the results are also included.

ISSN:0894-069X    

DOI:10.1002/1520-6750(198808)35:4<481::AID-NAV3220350404>3.0.CO;2-8

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1988

数据来源: WILEY

摘要:

AbstractWe consider a multiperiod model in which limited resources are allocated among competing activities in each period. The objective is to minimize the maximum weighted deviation of the cumulative activity levels from the cumulative demands among all activities at all periods. All resources are assumed to be storable; that is, surpluses at one period can be used later on. This model is useful, for example, in multiperiod production planning for high‐technology industries that assemble a large variety of circuit boards using numerous electronic components. The model is formulated with a minimax objective. We develop an efficient algorithm that can solve large‐scale problems very quickly. At each iteration, the algorithm makes use of the solution to a relaxed problem to identify activities that should be permanently set to zero, as well as groups of activities that should have the same va

ISSN:0894-069X    

DOI:10.1002/1520-6750(198808)35:4<493::AID-NAV3220350405>3.0.CO;2-0

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1988

数据来源: WILEY

摘要:

AbstractGiven point‐to‐point demand forecasts of transmission facilities for services such as voice or data transmission in each period of a finite planning horizon, a decision has to be made as to which types of transmission facilities—together with the amounts of transmission circuits—are to be installed, if any, on each link of the telecommunications network, in each period of the planning horizon. The availability of alternative transmission systems with significantly different costs and circuit capacities necessitates the determination of a minimum (discounted) cost facility installation scheme. This combinatoric choice problem is complicated by the availability of switching equipments enabling the transmission of some of the traffic through intermediary points. This possibility of alternately routing the traffic or the facility requirements of certain point pairs further complicates the problem while creating the opportunity to benefit from economies of scale. We present here a heuristic method for finding a good solution for the general problem; namely, we consider multiple transmission systems and multiple alternate routes. Numerical examples are given and computational experience is r

ISSN:0894-069X    

DOI:10.1002/1520-6750(198808)35:4<503::AID-NAV3220350406>3.0.CO;2-N

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1988

数据来源: WILEY

摘要:

AbstractWe consider the probability distribution of the waiting time until a lifetime in excess ofToccurs in a renewal process. That distribution is a geometric mixture of the successive convolutions of a distribution with bounded support. Algorithms are developed for certain broad classes of lifetime distributions. Applications to warranty policies are discussed.

ISSN:0894-069X    

DOI:10.1002/1520-6750(198808)35:4<529::AID-NAV3220350407>3.0.CO;2-8

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1988

数据来源: WILEY

摘要:

AbstractThis article considers the determination of the optimal base‐stock inventory policy for the newsboy inventory model when there is uncertainty about either or both of its basic cost inputs: eitherCu, the marginal cost of an undersupply mistake, orCo, the marginal cost of an oversupply mistake. Such uncertainties often arise in implementing the newsboy model, especially with respect toCu, whose value depends mostly on the often‐imponderable economic consequences of a lost sale or backorder. Given this uncertainty, we use decision theory to propose and analyze two measures of policy “goodness” and two base‐stock selection criteria, which in combination provide four alternative “optimal” base‐stock policies. Formulas and/or conditions defining each alternative policy are provided. Our empirical study indicates that the recommended policy can bequite sensitiveto the measure/criterion chosen, and that the consequences of the wrong choice can be qui

ISSN:0894-069X    

DOI:10.1002/1520-6750(198808)35:4<539::AID-NAV3220350408>3.0.CO;2-2

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1988

数据来源: WILEY

摘要:

AbstractThe methodology of determining simultaneous visibility probabilities and points on line segments is extended to problems of three‐dimensional spaces, with Poisson random fields of obscuring spheres. Required functions are derived analytically and a numerical example is given for a special case of a standard Poisson field, with uniform distribution of sphere diameter

ISSN:0894-069X    

DOI:10.1002/1520-6750(198808)35:4<555::AID-NAV3220350409>3.0.CO;2-Y

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1988

数据来源: WILEY

摘要:

AbstractTwo new algorithms are presented for solving linear programs which employ the opposite‐sign property defined for a set of vectors inmspace. The first algorithm begins with a strictly positive feasible solution and purifies it to a basic feasible solution having objective function value no less under maximization. If this solution is not optimal, then it is drawn back into the interior with the same objective function value, and a restart begins. The second algorithm can begin with any arbitrary feasible point. If necessary this point is purified to a basic feasible solution by dual‐feasibility–seeking directions. Should dual feasibility be attained, then a duality value interval is available for estimating the unknown objective function value. If at this juncture the working basis is not primal feasible, then further purification steps are taken tending to increase the current objective function value, while simultaneously seeking another dual feasible solution. Both algorithms terminate with an optimal basic solution in a finite number of

ISSN:0894-069X    

DOI:10.1002/1520-6750(198808)35:4<571::AID-NAV3220350410>3.0.CO;2-L

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1988

数据来源: WILEY

摘要:

AbstractThe gas turbine engine is used to power many different types of commercial and military aircraft. During the scheduled maintenance of these engines, many of the turbine components are replaced. Of particular importance to us is the replacement of nozzle guide vanes in the nozzle assembly section of the engine. Individual vanes are selected from inventory to make up sets, and each set must meet certain characteristics in order to be feasible. The vanes in each set must then be sequenced in order to meet additional criteria. In this article, we give heuristics for the above partitioning and sequencing problems. Empirical analyses, using actual data from a branch of the armed services and a major engine manufacturer, are used to evaluate the proposed heuristics. The results of these analyses indicate that the heuristics are effective.

ISSN:0894-069X    

DOI:10.1002/1520-6750(198808)35:4<585::AID-NAV3220350411>3.0.CO;2-B

出版商:Wiley Subscription Services, Inc., A Wiley Company    

年代:1988

数据来源: WILEY