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We consider the optimal control of a production inventory‐system with a single product and two customer classes where items are produced one unit at a time. Upon arrival, customer orders can be fulfilled from existing inventory, if there is any, backordered, or rejected. The two classes are differentiated by their backorder and lost sales costs. At each decision epoch, we must determine whether or not to produce an item and if so, whether to use this item to increase inventory or to reduce backlog. At each decision epoch, we must also determine whether or not to satisfy demand from a particular class (should one arise), backorder it, or reject it. In doing so, we must balance inventory holding costs against the costs of backordering and lost sales. We formulate the problem as a Markov decision process and use it to characterize the structure of the optimal policy. We show that the optimal policy can be described by three state‐dependent thresholds: a production base‐stock level and two order‐admission levels, one for each class. The production base‐stock level determines when production takes place and how to allocate items that are produced. This base‐stock level also determines when orders from the class with the lower shortage costs (Class 2) are backordered and not fulfilled from inventory. The order‐admission levels determine when orders should be rejected. We show that the threshold levels are monotonic (either nonincreasing or nondecreasing) in the backorder level of Class 2. We also characterize analytically the sensitivity of these thresholds to the various cost parameters. Using numerical results, we compare the performance of the optimal policy against several heuristics and show that those that do not allow for the possibility of both backordering and rejecting orders can perform poorly.© 2010 Wiley Periodicals, Inc. Naval Research Logistics 2010 相似文献
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We consider a stochastic partially observable system that can switch between a normal state and a transient abnormal state before entering a persistent abnormal state. Only the persistent abnormal state requires alarms. The transient and persistent abnormal states may be similar in appearance, which can result in excess false alarms. We propose a partially observable Markov decision process model to minimize the false alarm rate, subject to a given upper bound on the expected alarm delay time. The cost parameter is treated as the Lagrange multiplier, which can be estimated from the bound of the alarm delay. We show that the optimal policy has a control‐limit structure on the probability of persistent abnormality, and derive closed‐form bounds for the control limit and present an algorithm to specify the Lagrange multiplier. We also study a specialized model where the transient and persistent abnormal states have the same observation distribution, in which case an intuitive “watchful‐waiting” policy is optimal. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 320–334, 2016 相似文献
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针对资源受限情形下的两阶段攻防资源分配问题,提出一种基于多属性决策的资源分配对策模型。防守者首先将有限的防护资源分配到不同的目标上,继而进攻者选择一种威胁组合方式对目标实施打击。基于博弈论相关知识,模型的求解结果可以使防守者最小化自身损失,使进攻者最大化进攻收益。同时,针对模型的特点,给出了一些推论和证明。通过一个示例验证了模型的合理性以及相关推论的准确性,能够为攻、防双方规划决策提供辅助支持。 相似文献
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基于熵权多目标决策的雷达网战损装备抢修排序方法 总被引:1,自引:0,他引:1
分析了熵权的理论基础,给出了一种基于熵权多目标决策的雷达网战损装备抢修排序方法。其中,采用熵权与决策者的主观权重相结合的方法确定综合权重,使权重的确定更加合理。最后通过实例对该方法的可行性和实用性进行了说明。 相似文献
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针对光滑粒子动力学(SPH)主要计算量是近邻粒子搜索这一特点,提出了一种基于粒子分解的SPH并行计算方案。利用该方案可以方便的将任意串行SPH代码并行计算,而且每一个时间步内的信息传递量只和粒子总数有关,而和粒子的分布无关,因而特别适合于自由表面流动等大变形问题的并行数值模拟。对一个粒子总数为40万的三维溃坝问题的模拟结果表明,此方案能达到的最大加速比约为16,这一结果可能比空间分解方案(不考虑动态负载均衡)更优。 相似文献
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