Multiple-attribute decision making with partial information: The comparative hypervolume criterion

A new approach is presented for analyzing multiple-attribute decision problems in which the set of actions is finite and the utility function is additive. The problem can be resolved if the decision makers (or group of decision makers) specifies a set of nonnegative weights for the various attributes or criteria, but we here assume that the decision maker(s) cannot provide a numerical value for each such weight. Ordinal information about these weights is therefore obtained from the decision maker(s), and this information is translated into a set of linear constraints which restrict the values of the weights. These constraints are then used to construct a polytope W of feasible weight vectors, and the subsets H_i (polytopes) of W over which each action a_i has the greatest utility are determined. With the Comparative Hypervolume Criterion we calculate for each action the ratio of the hypervolume of H_i to the hypervolume of W and suggest the choice of an action with the largest such ratio. Justification of this choice criterion is given, and a computational method for accurately approximating the hypervolume ratios is described. A simple example is provided to evaluate the efficiency of a computer code developed to implement the method.     

The initial provisioning decision for insurance type items

Initial provisioning decisions (inventory stocking requirements) for low demand items often have to be made without much knowledge of what future demand rates will be. When the nature of an item is such that little demand for it is expected, the problem of whether to stock initially or risk not stocking the item is most critical. This report discusses this problem and presents decision procedures which can be used to handle this aspect of initial provisioning. The procedures relate an item's provisioning desirability to its provisioning characteristics, such as expected cost, expected resupply time, current information on its likely demand rate, and to an overall operating policy or criterion. The criterion function measures the total system degredation as a function of the events of having items out of stock when demand occurs. Several different policy functions are discussed and the provisioning decision rules which apply to each are presented. Demand rate information is handled through a Bayesian type approach. The decision rules presented in this report can be utilized to either determine stocking requirements within a budgetary constraint, or determine the relative stocking desirability on an item-by-item basis.     

A lagrangean relaxation algorithm for the constrained matrix problem

We present variants of a convergent Lagrangean relaxation algorithm for minimizing a strictly convex separable quadratic function over a transportation polytope. The algorithm alternately solves two “subproblems,” each of which has an objective function that is defined by using Lagrange multipliers derived from the other. Motivated by the natural separation of the subproblems into independent and very easily solved “subsubproblems,” the algorithm can be interpreted as the cyclic coordinate ascent method applied to the dual problem. We exhibit our computational results for different implementations of the algorithm applied to a set of large constrained matrix problems.     

Statistical decision analysis of stochastic linear programming problems

This paper presents a statistical decision analysis of a one-stage linear programming problem with deterministic constraints and stochastic criterion function. Procedures for obtaining numerical results are given which are applicable to any problem having this general form. We begin by stating the statistical decision problems to be considered, and then discuss the expected value of perfect information and the expected value of sample information. In obtaining these quantities, use is made of the distribution of the optimal value of the linear programming problem with stochastic criterion function, and so we discuss Monte Carlo and numerical integration procedures for estimating the mean of this distribution. The case in which the random criterion vector has a multivariate Normal distribution is discussed separately, and more detailed methods are offered. We discuss dual problems, including some relationships of this work with other work in probabilistic linear programming. An example is given in Appendix A showing application of the methods to a sample problem. In Appendix B we consider the accuracy of a procedure for approximating the expected value of information.     

Sensitivity analysis of the optimal location of a facility

We perform a sensitivity analysis of the Euclidean, single-facility minisum problem, which is also known as the Weber problem. We find the sensitivity of the optimal site of the new facility to changes in the locations and weights of the demand points. We apply these results to get the optimal site if some of the parameters in the problem are changed. We also get approximate formulas for the set of all possible optimal sites if demand points are restricted to given areas, and weights must be within given ranges, which is a location problem under conditions of uncertainty.     

基于核与灰度的区间灰数多属性群决策方法

针对属性值为区间灰数且专家权重未知、属性权重部分已知的不确定多属性群决策问题,提出了一种基于区间灰数的核和灰度的决策方法。给出了区间灰数的基于核和灰度的简化形式,充分利用区间灰数的核和灰度的信息建立优化模型求得属性的权重。在求出属性权重的基础上,运用灰色关联方法分别求取各专家的核与灰度距理想方案值的关联系数,综合两者得到专家权重,最终综合专家意见并对方案比较排序得出最优结果。鉴于此,提出一种基于区间灰数相对核与灰度的决策方法。最后以一个算例验证该方法的有效性和可行性。     

CON/SLK due date assignment and scheduling on a single machine with two agents

We consider scheduling problems involving two agents (agents A and B), each having a set of jobs that compete for the use of a common machine to process their respective jobs. The due dates of the A‐jobs are decision variables, which are determined by using the common (CON) or slack (SLK) due date assignment methods. Each agent wants to minimize a certain performance criterion depending on the completion times of its jobs only. Under each due date assignment method, the criterion of agent A is always the same, namely an integrated criterion consisting of the due date assignment cost and the weighted number of tardy jobs. Several different criteria are considered for agent B, including the maxima of regular functions (associated with each job), the total (weighted) completion time, and the weighted number of tardy jobs. The overall objective is to minimize the performance criterion of agent A, while keeping the objective value of agent B no greater than a given limit. We analyze the computational complexity, and devise polynomial or pseudo‐polynomial dynamic programming algorithms for the considered problems. We also convert, if viable, any of the devised pseudopolynomial dynamic programming algorithms into a fully polynomial‐time approximation scheme. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 416–429, 2016     

基于粗糙集和TOPSIS的弹药目标匹配研究

针对多种弹药打击同一目标的弹种选取顺序问题,即弹药目标匹配顺序问题,从弹药毁伤和目标抗毁伤机理人手,构建弹药目标匹配指标体系,利用粗糙集理论约简弹药目标匹配指标体系并确定指标的客观权重,运用加权TOPSIS确定弹药目标综合匹配顺序,为最优火力分配决策提供了理论依据。     

基于组合赋权方法的多目标攻击排序

针对未来超视距空战条件下的多目标攻击排序问题,以多属性决策理论为基础,提出了一种多目标攻击排序的综合优势指数模型.多属性决策问题的关键是确定各属性权重,综合各种赋权法的特点,采用离差平方和的最优赋权方法求解多目标攻击的综合优势指数.最后,通过实例分析,说明采用该方法进行多目标排序,有利于提高决策的准确性.     

A bicriterion approach to common flow allowances due window assignment and scheduling with controllable processing times

We investigate a single‐machine scheduling problem for which both the job processing times and due windows are decision variables to be determined by the decision maker. The job processing times are controllable as a linear or convex function of the amount of a common continuously divisible resource allocated to the jobs, where the resource allocated to the jobs can be used in discrete or continuous quantities. We use the common flow allowances due window assignment method to assign due windows to the jobs. We consider two performance criteria: (i) the total weighted number of early and tardy jobs plus the weighted due window assignment cost, and (ii) the resource consumption cost. For each resource consumption function, the objective is to minimize the first criterion, while keeping the value of the second criterion no greater than a given limit. We analyze the computational complexity, devise pseudo‐polynomial dynamic programming solution algorithms, and provide fully polynomial‐time approximation schemes and an enhanced volume algorithm to find high‐quality solutions quickly for the considered problems. We conduct extensive numerical studies to assess the performance of the algorithms. The computational results show that the proposed algorithms are very efficient in finding optimal or near‐optimal solutions. © 2017 Wiley Periodicals, Inc. Naval Research Logistics, 64: 41–63, 2017     

Techniques for establishing ergodic and recurrence properties of continuous-valued markov chains

We present techniques for classifying Markov chains with a continuous state space as either ergodic or recurrent. These methods are analogous to those of Foster for countable space chains. The theory is presented in the first half of the paper, while the second half consists of examples illustrating these techniques. The technique for proving ergodicity involves, in practice, three steps: showing that the chain is irreducible in a suitable sense; verifying that the mean hitting times on certain (usually bounded) sets are bounded, by using a “mean drift” criterion analogous to that of Foster; and finally, checking that the chain is such that bounded mean hitting times for these sets does actually imply ergodicity. The examples comprise a number of known and new results: using our techniques we investigate random walks, queues with waiting-time-dependent service times, dams with general and random-release rules, the s-S inventory model, and feedback models.     

基于模糊MODM的空袭目标威胁评估

针对当前空中来袭目标的主要特点,运用模糊多目标决策(MODM)理论和方法,提出了一种空袭目标威胁评估方法。首先对影响空袭目标威胁程度的因素进行了分析;然后阐述了如何确定影响目标威胁评估的各个指标值;最后依据多目标决策方法,建立了在各指标权重值只有部分已知的情况下,目标威胁评估的数学模型,并通过示例介绍了威胁评估的求解过程。仿真结果表明,该方法有效地解决了目标威胁评估与排序问题,提高了防空作战效能。     

Maximizing deviation method for multiple attribute decision making under q-rung orthopair fuzzy environment

Because of the uncertainty and subjectivity of decision makers in the complex decision-making environment, the evaluation information of alternatives given by decision makers is often fuzzy and uncertain. As a generalization of intuitionistic fuzzy set (IFSs) and Pythagoras fuzzy set (PFSs), q-rung orthopair fuzzy set (q-ROFS) is more suitable for expressing fuzzy and uncertain information. But, in actual multiple attribute decision making (MADM) problems, the weights of DMs and attributes are always completely unknown or partly known, to date, the maximizing deviation method is a good tool to deal with such issues. Thus, combine the q-ROFS and conventional maximizing deviation method, we will study the maximizing deviation method under q-ROFSs and q-RIVOFSs in this paper. Firstly, we briefly introduce the basic concept of q-rung orthopair fuzzy sets (q-ROFSs) and q-rung interval-valued orthopair fuzzy sets (q-RIVOFSs). Then, combine the maximizing deviation method with q-rung orthopair fuzzy information, we establish two new decision making models. On this basis, the proposed models are applied to MADM problems with q-rung orthopair fuzzy information. Compared with existing methods, the effectiveness and superiority of the new model are analyzed. This method can effectively solve the MADM problem whose decision information is represented by q-rung orthopair fuzzy numbers (q-ROFNs) and whose attributes are incomplete.     

Optimizing usage and maintenance decisions for k‐out‐of‐n systems of moving assets

We consider an integrated usage and maintenance optimization problem for a k‐out‐of‐n system pertaining to a moving asset. The k‐out‐of‐n systems are commonly utilized in practice to increase availability, where n denotes the total number of parallel and identical units and k the number of units required to be active for a functional system. Moving assets such as aircraft, ships, and submarines are subject to different operating modes. Operating modes can dictate not only the number of system units that are needed to be active, but also where the moving asset physically is, and under which environmental conditions it operates. We use the intrinsic age concept to model the degradation process. The intrinsic age is analogous to an intrinsic clock which ticks on a different pace in different operating modes. In our problem setting, the number of active units, degradation rates of active and standby units, maintenance costs, and type of economic dependencies are functions of operating modes. In each operating mode, the decision maker should decide on the set of units to activate (usage decision) and the set of units to maintain (maintenance decision). Since the degradation rate differs for active and standby units, the units to be maintained depend on the units that have been activated, and vice versa. In order to minimize maintenance costs, usage and maintenance decisions should be jointly optimized. We formulate this problem as a Markov decision process and provide some structural properties of the optimal policy. Moreover, we assess the performance of usage policies that are commonly implemented for maritime systems. We show that the cost increase resulting from these policies is up to 27% for realistic settings. Our numerical experiments demonstrate the cases in which joint usage and maintenance optimization is more valuable. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 418–434, 2017     

基于粗糙集的空袭目标威胁评估排序

通过对影响空袭目标威胁排序因素的分析,针对定性与定量因素并存的情况,提出利用粗糙集理论进行威胁排序的方法.将已有决策表转化为成对比较表,利用优势属性集来推理决策规则,从而确定各目标的排序.案例表明此方法有效地解决了空袭目标威胁排序中的如何处理不确定信息的问题,大大提高了决策的准确性和客观性.     

An exact branch‐and‐price algorithm for multitasking scheduling on unrelated parallel machines

We consider the multitasking scheduling problem on unrelated parallel machines to minimize the total weighted completion time. In this problem, each machine processes a set of jobs, while the processing of a selected job on a machine may be interrupted by other available jobs scheduled on the same machine but unfinished. To solve this problem, we propose an exact branch‐and‐price algorithm, where the master problem at each search node is solved by a novel column generation scheme, called in‐out column generation, to maintain the stability of the dual variables. We use a greedy heuristic to obtain a set of initial columns to start the in‐out column generation, and a hybrid strategy combining a genetic algorithm and an exact dynamic programming algorithm to solve the pricing subproblems approximately and exactly, respectively. Using randomly generated data, we conduct numerical studies to evaluate the performance of the proposed solution approach. We also examine the effects of multitasking on the scheduling outcomes, with which the decision maker can justify making investments to adopt or avoid multitasking.     

基于效用函数的随伴支援炮兵弹药选择模型

随着火炮武器系统的发展,火炮所配属的弹药类型越来越多,针对不同目标选择合适的弹药以达到最佳作战效能具有重要意义。首先,按照"最大化对敌火力效果、最小化附带损伤,最小化费用"的原则,分析了随伴支援炮兵弹药选择模型要考虑的决策指标,包括毁伤比、压制比、非敌伤亡率、安全距离、费用。建立了决策指标的效用函数,在此基础上建立了整体的决策指标,对决策指标的权重系数进行了分析探讨。最后用实例证明该方法是一种有效综合各类因素的弹药选择方法,能够很好地解决弹药选择问题。     

Minimizing makespan in a multimode multiprocessor shop scheduling problem

We study the problem of multimode scheduling tasks on dedicated processors, with the objective of minimizing the maximum completion time. Each task can be undertaken in one among a set of predefined alternative modes, where each mode specifies a required set of dedicated processors and a processing time. At any time each processor can be used by a single task at most. General precedence constraints exist among tasks, and task preemption is not allowed. The problem consists of assigning a mode and a starting time to each task, respecting processor and precedence constraints, to minimize the time required to complete all tasks. The problem is NP-hard in several particular cases. In previous works, we studied algorithms in which a solution was obtained by means of an iterative procedure that combines mode assignment and sequencing phases separately. In this paper, we present some new heuristics where the decision on the mode assignment is taken on the basis of a partial schedule. Then, for each task, the mode selection and the starting time are chosen simultaneously considering the current processor usage. Different lower bounds are derived from a mathematical formulation of the problem and from a graph representation of a particular relaxed version of the problem. Heuristic solutions and lower bounds are evaluated on randomly generated test problems. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 893–911, 1999     

Inventory control under substitutable demand: A stochastic game application

Substitutable product inventory problem is analyzed using the concepts of stochastic game theory. It is assumed that there are two substitutable products that are sold by different retailers and the demand for each product is random. Game theoretic nature of this problem is the result of substitution between products. Since retailers compete for the substitutable demand, ordering decision of each retailer depends on the ordering decision of the other retailer. Under the discounted payoff criterion, this problem is formulated as a two‐person nonzero‐sum stochastic game. In the case of linear ordering cost, it is shown that there exists a Nash equilibrium characterized by a pair of stationary base stock strategies for the infinite horizon problem. This is the unique Nash equilibrium within the class of stationary base stock strategies. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 359–375, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10018