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1.
This 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.  相似文献   

2.
扩频序列是扩频通信中最重要的部分。本文讨论了三类新型的代数型非线性扩频序列的生成方法,序列特性以及它们在扩频通信中的应用。  相似文献   

3.
We consider the problem of finding a plan that maximizes the expected discounted return when extracting a nonrenewable resource having uncertain reserves. An extraction plan specifies the rate at which the resource is extracted as a function of time until the resource is exhausted or the time horizon is reached. The return per unit of resource extracted may depend on the rate of extraction, time, and the amount of resource previously extracted. We apply a new method called the generalized search optimization technique to find qualitative features of optimal plans and to devise algorithms for the numerical calculation of optimal plans.  相似文献   

4.
The applicability of critical path scheduling is limited by the inability of the algorithm to cope with conflicting resource demands. This paper is an assessment of the effectiveness of many of the heuristic extensions to the critical path method which resolve the conflicts that develop between the resources demanded by an activity and those available. These heuristic rules are evaluated on their ability to solve a large multiproject scheduling problem.  相似文献   

5.
带费用的校对问题的最优停止   总被引:1,自引:0,他引:1  
本文用逼近的方法给出了校对问题中Poisson模型与二项模型的最优停止规则,并得出了二项模型中参数π具有先验分布β(a,b),a>0,b>0时报酬序列的结构。  相似文献   

6.
The problem of determining multicommodity flows over a capacitated network subject to resource constraints may be solved by linear programming; however, the number of potential vectors in most applications is such that the standard arc-chain formulation becomes impractical. This paper describes an approach—an extension of the column generation technique used in the multicommodity network flow problem—that simultaneously considers network chain selection and resource allocation, thus making the problem both manageable and optimal. The flow attained is constrained by resource availability and network capacity. A minimum-cost formulation is described and an extension to permit the substitution of resources is developed. Computational experience with the model is discussed.  相似文献   

7.
风冷式冷水机组的能效较低,为了提高机组性能,机组被设计成具有2个或多个制冷剂回路的多机头形式。对多机头风冷式冷水机组的运行控制进行了研究,探讨了其优化运行控制策略,利用TRNSYS软件建立了机组模型并进行了验证,最后利用典型的办公建筑来评估采用优化运行控制策略后机组的节能潜力。同常规控制策略相比,单纯优化运行制冷剂回路的控制策略能使机组年度能耗下降6.5%,同时优化运行制冷剂回路和压缩机的控制策略能使机组年度能耗下降7.9%,节能效果显著。  相似文献   

8.
This paper considers optimal staffing in service centers. We construct models for profit and cost centers using dynamic rate queues. To allow for practical optimal controls, we approximate the queueing process using a Gaussian random variable with equal mean and variance. We then appeal to the Pontryagin's maximum principle to derive a closed form square root staffing (SRS) rule for optimal staffing. Unlike most traditional SRS formulas, the main parameter in our formula is not the probability of delay but rather a cost‐to‐benefit ratio that depends on the shadow price. We show that the delay experienced by customers can be interpreted in terms of this ratio. Throughout the article, we provide theoretical support of our analysis and conduct extensive numerical experiments to reinforce our findings. To this end, various scenarios are considered to evaluate the change in the staffing levels as the cost‐to‐benefit ratio changes. We also assess the change in the service grade and the effects of a service‐level agreement constraint. Our analysis indicates that the variation in the ratio of customer abandonment over service rate particularly influences staffing levels and can lead to drastically different policies between profit and cost service centers. Our main contribution is the introduction of new analysis and managerial insights into the nonstationary optimal staffing of service centers, especially when the objective is to maximize profitability. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 615–630, 2017  相似文献   

9.
In this paper the problem of finding an optimal schedule for the n-job, M-machine flowshop scheduling problem is considered when there is no intermediate space to hold partially completed jobs and the objective function is to minimize the weighted sum of idle times on all machines. By assuming that jobs are processed as early as possible, the problem is modeled as a traveling salesman problem and solved by known solution techniques for the traveling salesman problem. A sample problem is solved and a special case, one involving only two machines, is discussed.  相似文献   

10.
A job shop must fulfill an order for N good items. Production is conducted in “lots,” and the number of good items in a lot can be accurately determined only after production of that lot is completed. If the number of good items falls short of the outstanding order, the shop must produce further lots, as necessary. Processes with “constant marginal production efficiency” are investigated. The revealed structure allows efficient exact computation of optimal policy. The resulting minimal cost exhibits a consistent (but not universal) pattern whereby higher quality of production is advantageous even at proportionately higher marginal cost.  相似文献   

11.
In this article we consider block replacement policies where the operating item is replaced by a new one at times kT, k = 1, 2, …, independently of its failure history. At failure the item is either replaced by a new or a used one or remains inactive until the next planned replacement. The mathematical model is defined and general analytical results are obtained. Computations are carried out for the case where the underlying life distribution is gamma or Weibull.  相似文献   

12.
In this article we consider a stochastic model for two products which have a single-period inventory structure and which can be used as substitutes for each other should the need arise. Substitution will occur with probability one, but at perhaps a different revenue level. We prove that the expected profit function is concave, allowing us to find optimal stocking levels for the two products. We compare optimum inventory levels for the case of single substitution with that where there is no substitution. It is demonstrated for the case of single substitution that total optimum order quantities can actually increase or decrease with the substitution revenue.  相似文献   

13.
本文提出这样一类新的最优停止问题:设{x_n, y_n, F_n}_n~∞=1是两个可积的适应随机序列,在使得E_(yt)≥V_y-α的停时类中求{x_n,F_n}_n~∞=1的最优停时,其中α是一常数,V_y是{y_n}_n~∞=1的值,且V_y<∞。我们分别用Lagrange方法和推广了的Snell外壳方法给出了存在性定理,并进行了一些比较,指出了对多目标最优停止问题的一个应用。  相似文献   

14.
A form of sequential decision problem is introduced in which options are presented in sequence. with no recall of rejected options (as in the secretary problem), but in which the value of each option may only he inferred from experiments. Decisions have thus to be made concerning both the acceptance and rejection of each option and the degree of experimentation. General properties of the optimal policy are derived, and an algorithm is obtained for the solution in a special case. This special case suggests a heuristic rule for more general situations. the performance of which rule has been investigated by a Monte Carlo study.  相似文献   

15.
含收益带费用的校对问题的最优停止   总被引:1,自引:0,他引:1       下载免费PDF全文
在假定每次校对费用可能不一样且带来一定收益的条件下,讨论了校对问题的最优停止,给出了Poisson模型与二项模型的最优停时。  相似文献   

16.
Most of the previous works on designing accelerated life test plans were concerned with the case where a single stress is employed for acceleration. In this article we develop optimal accelerated life test plans when two stresses are involved with possible interaction between them. The lifetimes of test items are assumed to follow an exponential distribution, the mean of which depends on the stresses according to the generalized Eyring law. A factorial arrangement of test points is considered for an efficient utilization of equipment, and the low level of each stress and the proportion of test items allocated to each test point are determined such that the asymptotic variance of the maximum-likelihood estimator of the mean lifetime at the use condition or of an acceleration factor is minimized. Patterns of optimal plans are identified and their efficiencies are compared with the corresponding single-stress accelerated life test plans. © 1996 John Wiley & Sons, Inc.  相似文献   

17.
具有最佳汉明相关性能的跳频序列族   总被引:5,自引:0,他引:5       下载免费PDF全文
在非正交跳频扩展频谱多址通信系统中用作跳频图样的P~k进制序列族要求具有小的汉明互相关。文[1]中得到了给定长度和字母表大小的序列的异相自相关及互相关的下限,并构造了具有最佳汉明相关性能的序列族。本文中提出一种更一般的构造方法,文[1]的构造是它的一个特例。构造出的序列族具有最佳汉明相关性能,并且可部分解决Hop—and—Stay问题。  相似文献   

18.
Unpredictable disruptive events significantly increase the difficulty of the management of automobile supply chains. In this paper, we propose an automobile production planning problem with component chips substitution in a finite planning horizon. The shortage of one chip can be compensated by another chip of the same type with a higher-end feature at an additional cost. Therefore, the automobile manufacturer can divert the on-hand inventory of chips to product lines that are more profitable in the event of shortages caused by supply chain disruptions. To cope with this, we propose a max-min robust optimization model that captures the uncertain supplies of chips. We show that the robust model has a mixed-integer programming equivalence that can be solved by a commercial IP solver directly. We compare the max-min robust model with the corresponding deterministic and two-stage stochastic models for the same problem through extensive numerical experiments. The computational results show that the max-min robust model outperforms the other two models in terms of the average and worst-case profits.  相似文献   

19.
雷达组网系统责任区抗干扰优化部署   总被引:2,自引:0,他引:2  
针对有源压制干扰对雷达组网系统的威胁,深入分析了雷达组网系统的抗干扰优化部署问题,建立了雷达组网系统责任区抗干扰优化布站决策模型,并给出了具体的算法和求解分析.仿真结果验证了该方法的有效性,可为雷达组网系统的实际优化部署提供参考.  相似文献   

20.
This 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.  相似文献   

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