Analysis of the finite‐source multiclass priority queue with an unreliable server and setup time

In this article, we study a queueing system serving multiple classes of customers. Each class has a finite‐calling population. The customers are served according to the preemptive‐resume priority policy. We assume general distributions for the service times. For each priority class, we derive the steady‐state system size distributions at departure/arrival and arbitrary time epochs. We introduce the residual augmented process completion times conditioned on the number of customers in the system to obtain the system time distribution. We then extend the model by assuming that the server is subject to operation‐independent failures upon which a repair process with random duration starts immediately. We also demonstrate how setup times, which may be required before resuming interrupted service or picking up a new customer, can be incorporated in the model. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

The single and multi‐item transshipment problem with fixed transshipment costs

This article deals with supply chain systems in which lateral transshipments are allowed. For a system with two retailers facing stochastic demand, we relax the assumption of negligible fixed transshipment costs, thus, extending existing results for the single‐item case and introducing a new model with multiple items. The goal is to determine optimal transshipment and replenishment policies, such that the total centralized expected profit of both retailers is maximized. For the single‐item problem with fixed transshipment costs, we develop optimality conditions, analyze the expected profit function, and identify the optimal solution. We extend our analysis to multiple items with joint fixed transshipment costs, a problem that has not been investigated previously in the literature, and show how the optimality conditions may be extended for any number of items. Due to the complexity involved in solving these conditions, we suggest a simple heuristic based on the single‐item results. Finally, we conduct a numerical study that provides managerial insights on the solutions obtained in various settings and demonstrates that the suggested heuristic performs very well. © 2014 Wiley Periodicals, Inc. Naval Research Logistics, 61: 637–664, 2014     

An exact aggregation/disaggregation algorithm for large scale markov chains

Many Markov chain models have very large state spaces, making the computation of stationary probabilities very difficult. Often the structure and numerical properties of the Markov chain allows for more efficient computation through state aggregation and disaggregation. In this article we develop an efficient exact single pass aggregation/disaggregation algorithm which exploits structural properties of large finite irreducible mandatory set decomposable Markov chains. The required property of being of mandatory set decomposable structure is a generalization of several other Markov chain structures for which exact aggregation/disaggregation algorithms exist. © 1995 John Wiley & Sons, Inc.     

Inequality‐based reliability estimates for complex systems

Full‐system testing for large‐scale systems is often infeasible or very costly. Thus, when estimating system reliability, it is desirable to use a method that uses subsystem tests, which are often less expensive and more feasible. This article presents a method for bounding full‐system reliabilities based on subsystem tests and, if available, full‐system tests. The method does not require that subsystems be independent. It accounts for dependencies through the use of certain probability inequalities. The inequalities provide the basis for valid reliability calculations while not requiring independent subsystems or full‐system tests. The inequalities allow for test information on pairwise subsystem failure modes to be incorporated, thereby improving the bound on system reliability. We illustrate some of the properties of the estimates via an example application. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

A heuristic with tie breaking for certain 0–1 integer programming models

A heuristic for 0–1 integer programming is proposed that features a specific rule for breaking ties that occur when attempting to determine a variable to set to 1 during a given iteration. It is tested on a large number of small- to moderate-sized randomly generated generalized set-packing models. Solutions are compared to those obtained using an existing well-regarded heuristic and to solutions to the linear programming relaxations. Results indicate that the proposed heuristic outperforms the existing heuristic except for models in which the number of constraints is large relative to the number of variables. In this case, it performs on par with the existing heuristic. Results also indicate that use of a specific rule for tie breaking can be very effective, especially for low-density models in which the number of variables is large relative to the number of constraints.     

Primal dual algorithms for the vehicle refueling problem

Mehrez, Stern, and Ronen have defined a vehicle refueling problem in which a fleet of vehicles travels on a round-trip, self-contained mission from a common origin, with the objective of maximizing the operational range of the fleet. They have defined a “pure refueling chain” strategy for transferring fuel between vehicles in the fleet, and have solved the problem in the special cases when all vehicles have the same fuel capacity or consumption rate. In this article we present algorithms for the general case, where vehicles have different capacities and consumption rates. Our approach is based on a new primal dual formulation of the problem. The exact algorithm was effective to find the optimal solution for a fleet size n ⩽13. For larger fleets, we present an approximation version of it, which very quickly found a solution within 1% of the maximum possible range for arbitrarily large (up to n = 200) fleets. We also show that a small number of the best vehicles can always reach almost the same range as a large fleet. © 1992 John Wiley & Sons, Inc.     

Statistical analysis of very high-dimensional data sets of hierarchically structured binary variables with missing data: An application to marine corps readiness evaluations

The present analysis deals with very high-dimensional data sets, each one containing close to 900 binary variables. Each data set corresponds to an evaluation of one complex system. These data sets are characterized by large portions of missing data where, moreover, the unobserved variables are not the same in different evaluations. Thus, the problems which confront the statistical analysis are those of multivariate binary data analysis, where the number of variables is much larger than the sample size and in which missing data varies with the sample elements. The variables, however, are hierarchically structured and the problem of clustering variables to groups does not exist in the present study. In order to motivate the statistical problem under consideration, the Marine Corps Combat Readiness Evaluation System (MCCRES) is described for infantry battalions and then used for exposition. The present article provides a statistical model for data from MCCRES and develops estimation and prediction procedures which utilize the dependence structure. The E-M algorithm is applied to obtain maximum-likelihood estimates of the parameters of interest. Numerical examples illustrate the proposed methods.     

基于Monte-Carlo方法的火炮瞄准校验系统精度评定

基于双经纬仪的火炮瞄准校验系统需要给出其校验精度,但传统的测量不确定度传递公式需要大量微分运算,校验精度计算很复杂,为此,提出了基于Monte-Carlo方法的火炮瞄准校验系统测量不确定度的评定。以调炮精度校验为例分析了校验系统的原理,结合调炮精度校验过程设计了基于Monte-Carlo方法的测量不确定度评定过程,分析比较了计算量的大小,并将评定结果与传统评定方法的结果进行比较。结果表明:二者一致性良好,Monte-Carlo方法能够完成对瞄准校验系统各校验项目的校验精度评定,并且简化了计算,节省了时间。     

An attacker‐defender model for analyzing the vulnerability of initial attack in wildfire suppression

Wildfire managers use initial attack (IA) to control wildfires before they grow large and become difficult to suppress. Although the majority of wildfire incidents are contained by IA, the small percentage of fires that escape IA causes most of the damage. Therefore, planning a successful IA is very important. In this article, we study the vulnerability of IA in wildfire suppression using an attacker‐defender Stackelberg model. The attacker's objective is to coordinate the simultaneous ignition of fires at various points in a landscape to maximize the number of fires that cannot be contained by IA. The defender's objective is to optimally dispatch suppression resources from multiple fire stations located across the landscape to minimize the number of wildfires not contained by IA. We use a decomposition algorithm to solve the model and apply the model on a test case landscape. We also investigate the impact of delay in the response, the fire growth rate, the amount of suppression resources, and the locations of fire stations on the success of IA.     

气泡输运方程及其应用

舰船尾流中含有大量的不同直径的气泡 ,尾流的几何特性与产生它的舰船大小、航行速度、海面风速等因素有很大的关系 ,对气泡规律的研究无论在理论还是在应用中都具有重要的意义。介绍了水中气泡分布函数 ,推导了分布函数所满足的输运方程 ,并给出了气泡输运方程的特征解。对影响分布函数的因素作了探讨 ,并利用输运方程对具体问题进行了计算。结果表明 ,运用气泡输运方程可解决气泡的分布、输运问题 ,并可对气泡分布与气泡半径、气泡所处深度的关系作出定量分析     

Solution algorithms for the parallel replacement problem under economy of scale

We consider the parallel replacement problem in which machine investment costs exhibit economy of scale which is modeled through associating both fixed and variable costs with machine investment costs. Both finite- and infinite-horizon cases are investigated. Under the three assumptions made in the literature on the problem parameters, we show that the finite-horizon problem with time-varying parameters is equivalent to a shortest path problem and hence can be solved very efficiently, and give a very simple and fast algorithm for the infinite-horizon problem with time-invariant parameters. For the general finite-horizon problem without any assumption on the problem parameters, we formulate it as a zero-one integer program and propose an algorithm for solving it exactly based on Benders' decomposition. Computational results show that this solution algorithm is efficient, i.e., it is capable of solving large scale problems within a reasonable cpu time, and robust, i.e., the number of iterations needed to solve a problem does not increase quickly with the problem size. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 279–295, 1998     

Minimal forecast horizon procedures for dynamic lot size models

This article presents new results which should be useful in finding production decisions while solving the dynamic lot sizing problem of Wagner–Whitin on a rolling horizon basis. In a rolling horizon environment, managers obtain decisions for the first period (or the first few periods) by looking at the forecasts for several periods. This article develops procedures to find optimal decisions for any specified number of initial periods (called planning horizon in the article) by using the forecast data for the minimum possible number of future periods. Computational results comparing these procedures with the other procedures reported in the literature are very encouraging.     

中国与西方民主社会主义国家的混合经济体制比较

混合经济体制在科学社会主义的中国与民主社会主义的西方世界同时存在，并且都发挥了积极的作用。但是，学者们对混合经济体制的认识却存在较大差异，进而导致了论证上的分歧，文章在论述上将采取在国家意志层面上的混合经济体制概念内涵。通过对两种混合经济体制从所处的文明发展阶段、国家的指导思想、发生学、组成成分的功能以及目标趋向等层面进行比较分析，改变传统对混合经济体制研究中对两者在政治哲学、历史哲学等方面的不足。两种混合经济体制的相似点关涉到混合经济体制模式未来发展和对二者关系的认识问题，而传统对此研究的认识论基础主要是一分为二的矛盾分析法，故而在思想认识产生了上一些问题，文章将采用“一分为三”的方法论对此进行一些尝试。     

Simulation of stochastic activity networks using path control variates

This article details several procedures for using path control variates to improve the accuracy of simulation-based point and confidence-interval estimators of the mean completion time of a stochastic activity network (SAN). Because each path control variate is the duration of the corresponding directed path in the network from the source to the sink, the vector of selected path controls has both a known mean and a known covariance matrix. This information is incorporated into estimation procedures for both normal and nonnormal responses. To evaluate the performance of these procedures experimentally, we examine the bias, variance, and mean square error of the controlled point estimators as well as the average half-length and coverage probability of the corresponding confidence-interval estimators for a set of SANs in which the following characteristics are systematically varied: (a) the size of the network (number of nodes and arcs); (b) the topology of the network; (c) the percentage of activities with exponentially distributed durations; and (d) the relative dominance of the critical path. The experimental results show that although large improvements in accuracy can be achieved with some of these procedures, the confidence-interval estimators for normal responses may suffer serious loss of coverage probability in some applications.     

The performance of cannibalization policies in a maintenance system with spares,repair, and resource constraints

This article presents the results of comparing the performance of several cannibalization policies using a simulation model of a maintenance system with spares, repair, and resource constraints. Although the presence of cannibalization has been incorporated into a number of maintenance system models reported in the literature, the questions of whether cannibalization should be done and what factors affect canibalization have received little attention. Policies tested include both no cannibalization and unlimited cannibalization as well as other based on the number of maintenance personnel available, the short-term machine failure rate at the time of cannibalization, and the relationship between the mean cannibalization and repair rates. The best policies found are those that allow cannibalization only when it can be done quickly relative to repair or when it can be done without delaying part repair actions. The policy of complete cannibalization (always cannibalize when it is possible) is found to perform poorly except when either average maintenance personnel utilization is very low or when mean cannibalization times are very short relative to mean repair times. The latter result casts doubts on the appropriateness of the assumption of complete cannibalization in many models in the literature.     

大型柔性空间结构的多级分散化振动控制

文中直接以结构的动力学变量作为系统状态,从理论上推导出了反馈和状态变量的解析表达式。基于该表达式,对一空间站模型进行了仿真。结果表明,该方法具有计算量小、稳定性好的优点,便于在线控制。     

A two-on-one stochastic duel with maneuvering and fire allocation tactics

The large body of work on stochastic duels represents an attempt to model combat situations, or parts of it, by means of formal probability models. Most, but not all, of the existing stochastic duel models, however, relate to static posture and fail to capture dynamic aspects as well as tactical considerations that may be present. In this article we propose a simple model of a two-on-one duel in which dynamic and tactical aspects are considered. The model represents a combat situation that is typical of a battle in which a maneuvering force attacks a smaller defending unit that is static.     

Modified discrete preventive maintenance policies

This article proposes a modified preventive maintenance (PM) policy which may be done only at scheduled times nT (n = 1,2, …): The PM is done at the next such time if and only if the total number of failures exceeds a specified number k. The optimal number k^* to minimize the expected cost rate is discussed. Further, four alternative similar PM models are considered, when the system fails due to a certain number of faults, uses, shocks, and unit failures.     

On efficiency of multistage channel with bargaining over wholesale prices

This article considers a multistage channel with deterministic price‐sensitive demand. Two systems for pricing decisions, that is, the bargaining system and the leader‐follower system, are compared. We characterize the necessary and sufficient conditions on the power structure, under which the solution of the bargaining system Pareto dominates that of the leader‐follower system. Also, under such conditions, we give a tight upper bound of channel efficiency of the bargaining system, which converges to 100% channel efficiency as the number of stages increases to infinity. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 449–459, 2016     

A note on the costly surveillance of a stochastic system

We consider the costly surveillance of a stochastic system with a finite state space and a finite number of actions in each state. There is a positive cost of observing the system and the system earns at a rate depending on the state of the system and the action taken. A policy for controlling such a system specifies the action to be taken and the time to the next observation, both possibly random and depending on the past history of the system. A form of the long range average income is the criterion for comparing different policies. If R ^Δ denotes the class of policies for which the times between successive observations of the system are random variables with cumulative distribution functions on [0, Δ], Δ < ∞, we show that there exists a nonrandomized stationary policy that is optimal in R ^Δ. Furthermore, for sufficiently large Δ, this optimal policy is independent of Δ.