摘要:

AbstractThis paper examines a convex programming problem that arises in several contexts. In particular, the formulation was motivated by a generalization of the stochastic multilocation problem of inventory theory. The formulation also subsumes some “active” models of stochastic programming. A qualititative analysis of the problem is presented and it is shown that optimal policies have a certain geometric form. Properties of the optimal policy and of the optimal value function are descri

ISSN:0028-1441    

DOI:10.1002/nav.3800260102

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

年代:1979

数据来源: WILEY

摘要:

AbstractAbout thirty references that feature naval logistics environments are considered. All are unclassified and all appear in the open literature or are available from the Defense Logistics Studies Information Exchange. Three approaches are identified–data analysis, theoretical models, and readiness indexes–and conclusions are presented as to possibilities for answering two questions: (a) Can the unit do the job? (b) How does readiness depend on resources? Four cases are treated in detail to illustrate methodol

ISSN:0028-1441    

DOI:10.1002/nav.3800260103

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

年代:1979

数据来源: WILEY

摘要:

AbstractThis paper reconsiders the classical model for selling an asset in which offers come in daily and a decision must then be made as to whether or not to sell. For each day the item remains unsold a continuation (or maintenance cost)cis incurred. The successive offers are assumed to be independent and identically distributed random variables having an unknown distributionF. The model is considered both in the case where once an offer is rejected it may not be recalled at a later time and in the case where such recall of previous offers is allowed.

ISSN:0028-1441    

DOI:10.1002/nav.3800260104

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

年代:1979

数据来源: WILEY

摘要:

AbstractIn this paper, a branch‐and‐bound procedure is presented for treating the general knapsack problem. The fundamental notion of the procedure involves a variation of traditional branching strategies as well as the incorporation of penalties in order to improve bounds. Substantial computational experience has been obtained, the results of which would indicate the feasibility of the procedure for problems of large s

ISSN:0028-1441    

DOI:10.1002/nav.3800260105

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

年代:1979

数据来源: WILEY

摘要:

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.

ISSN:0028-1441    

DOI:10.1002/nav.3800260106

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

年代:1979

数据来源: WILEY

摘要:

AbstractOne‐sided sequential tests for the mean of an exponential distribution are proposed, and the related confidence intervals are computed. The tests behave like the classical sequential probability‐ration test when the mean is small and like a fixed‐time test when the mean is large and accurate estimation is impo

ISSN:0028-1441    

DOI:10.1002/nav.3800260107

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

年代:1979

数据来源: WILEY

摘要:

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 discus

ISSN:0028-1441    

DOI:10.1002/nav.3800260108

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

年代:1979

数据来源: WILEY

摘要:

AbstractThis paper concerns itself with the problem of estimating the parameters of one‐way and two‐way classification models by minimization of the sum of the absolute deviations of the regression function from the observed points. The one‐way model reduces to obtaining a set of medians from which optimal parameters can be obtained by simple arithmetic manipulations. The two‐way model is transformed into a specially structured linear programming problem, and two algorithms are presented to solve this problem. The occurrence of alternative optimal solutions in both models is discussed, and numerical examples are pr

ISSN:0028-1441    

DOI:10.1002/nav.3800260109

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

年代:1979

数据来源: WILEY

摘要:

AbstractIn this paper we consider the multiproduct, multiperiod production‐scheduling model of Manne under the assumption that, across products, demands are interrelated over time. When demand requirements are proportional we show that the solution has a specific structure determined by the ratio of setup to production‐run time of each product. This structure holds for any length horizon and may permit a substantial (time) savings for column generation solution procedu

ISSN:0028-1441    

DOI:10.1002/nav.3800260110

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

年代:1979

数据来源: WILEY

摘要:

AbstractThe quadratic‐assignment problem is a difficult combinatorial problem which still remains unsolved. In this study, an exact branch‐and‐bound procedure, which is able to produce optimal solutions for problems with twelve facilities or less, is developed. The method incorporates the concept of stepped fathoming to reduce the effort expended in searching the decision trees. Computational experience with the procedure is pres

ISSN:0028-1441    

DOI:10.1002/nav.3800260111

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

年代:1979

数据来源: WILEY