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101.
For a service provider facing stochastic demand growth, expansion lead times and economies of scale complicate the expansion timing and sizing decisions. We formulate a model to minimize the infinite horizon expected discounted expansion cost under a service‐level constraint. The service level is defined as the proportion of demand over an expansion cycle that is satisfied by available capacity. For demand that follows a geometric Brownian motion process, we impose a stationary policy under which expansions are triggered by a fixed ratio of demand to the capacity position, i.e., the capacity that will be available when any current expansion project is completed, and each expansion increases capacity by the same proportion. The risk of capacity shortage during a cycle is estimated analytically using the value of an up‐and‐out partial barrier call option. A cutting plane procedure identifies the optimal values of the two expansion policy parameters simultaneously. Numerical instances illustrate that if demand grows slowly with low volatility and the expansion lead times are short, then it is optimal to delay the start of expansion beyond when demand exceeds the capacity position. Delays in initiating expansions are coupled with larger expansion sizes. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009 相似文献
102.
在逐步type-II结尾场合下,研究产品简单步进应力加速寿命试验的优化设计。假定产品服从几何分布,讨论了几何分布产品加速方程如何建立,利用次序统计量的大样本性质,得到相应的Fisher信息矩阵,以对数特征寿命极大似然估计的渐进方差最小为准则结合Fisher信息矩阵,给出了步进应力加速寿命试验的最优分配比例,通过模拟验证最优设计的有效性。 相似文献
103.
《防务技术》2020,16(1):208-216
As the generalization of intuitionistic fuzzy set (IFS) and Pythagorean fuzzy set (PFS), the q-rung orthopair fuzzy set (q-ROFS) has emerged as a more meaningful and effective tool to solve multiple attribute group decision making (MAGDM) problems in management and scientific domains. The MABAC (multi-attributive border approximation area comparison) model, which handles the complex and uncertain decision making issues by computing the distance between each alternative and the bored approximation area (BAA), has been investigated by an increasing number of researchers more recent years. In our article, consider the conventional MABAC model and some fundamental theories of q-rung orthopair fuzzy set (q-ROFS), we shall introduce the q-rung orthopair fuzzy MABAC model to solve MADM problems. at first, we briefly review some basic theories related to q-ROFS and conventional MABAC model. Furthermore, the q-rung orthopair fuzzy MABAC model is built and the decision making steps are described. In the end, An actual MADM application has been given to testify this new model and some comparisons between this novel MABAC model and two q-ROFNs aggregation operators are provided to further demonstrate the merits of the q-rung orthopair fuzzy MABAC model. 相似文献
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105.
针对结构可靠性分析问题,提出了Kriging与改进一次二阶矩方法相融合的分析方法。传统的改进一次二阶矩需要计算结构功能函数的梯度信息,在处理包含有限元模型的隐式极限状态问题时会比较困难。该方法将Kriging代理模型与改进一次二阶矩迭代有效而充分地结合,借助Kriging方法提供功能函数的梯度信息,以解决隐式极限状态函数的求导难题,提高分析效率。通过数值与工程算例验证了所提方法的可行性和高效性。 相似文献
106.
舰船机电系统在使用维修过程中所记录的故障数据通常质量不高,信息记录不完整、不准确。针对这类不完备数据,利用图示法给出故障趋势的判定。在此基础上,分别利用齐次泊松过程、非齐次泊松过程和几何过程,对装备的历史故障数据进行分析。结果表明,几何过程产生的拟合误差最小,可预测装备的未来故障强度。 相似文献