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91.
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. 相似文献
92.
This paper presents an efficient algorithm for scheduling a single-category work force on 4-day or 3-day work weeks. Employees work 4 or 3 days each week, have A out of every B weekends off, and work no more than 5 consecutive days in a work stretch on 4-day work weeks and no more than 4 days in a work stretch on 3-day work weeks. Such conditions often prevail in 7-day-a-week organizations such as hospitals, manufacturing plants, and retail stores. We determine the minimum number of workers required to satisfy the scheduling constraints under any pattern of daily requirements. Then we present the algorithm for assigning days off for each worker, thereby determining the work schedules. We show that the algorithm, by construction, will necessarily satisfy the scheduling constraints. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 839–853, 1998 相似文献
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Kathryn M. Schumacher Richard Li‐Yang Chen Amy E.M. Cohn Jeremy Castaing 《海军后勤学研究》2016,63(3):236-246
We consider the problem of determining the capacity to assign to each arc in a given network, subject to uncertainty in the supply and/or demand of each node. This design problem underlies many real‐world applications, such as the design of power transmission and telecommunications networks. We first consider the case where a set of supply/demand scenarios are provided, and we must determine the minimum‐cost set of arc capacities such that a feasible flow exists for each scenario. We briefly review existing theoretical approaches to solving this problem and explore implementation strategies to reduce run times. With this as a foundation, our primary focus is on a chance‐constrained version of the problem in which α% of the scenarios must be feasible under the chosen capacity, where α is a user‐defined parameter and the specific scenarios to be satisfied are not predetermined. We describe an algorithm which utilizes a separation routine for identifying violated cut‐sets which can solve the problem to optimality, and we present computational results. We also present a novel greedy algorithm, our primary contribution, which can be used to solve for a high quality heuristic solution. We present computational analysis to evaluate the performance of our proposed approaches. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 236–246, 2016 相似文献
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Emma Matanle Rosemary Durward Richard Mills John C. Jackson 《Defense & Security Analysis》1995,11(2):217-222
Nuclear Non-Proliferation and Global Order. By Harald Muller, David Fischer, and Wolfgang Kotter. SIPRI, Oxford, Oxford University Press, (1994) ISBN 0-19-329155-8, hardback, £25.00
Conventional Arms Control: Perspectives on Verification By Sergey Koulik and Richard Kokoski, SIPRI, Oxford University Press, (1994) ISBN 0-19-829149-3 and
Implementing the Comprehensive Test Ban: New Aspects of Definition, Organisation and Verification Edited by Eric Arnett, SIPRI Research Report No. 8, Oxford University Press, (1994) ISBN 019-829188-4
Military Technological Innovation and Stability in a Changing World: Politically assessing and Influencing Weapons Innovation and Military Research and Development, By Wim A. Smit, John Grin and Lev Voronkov (eds.) VU University Press, Amsterdam, Netherlands (1992), ISBN 90-5383-158-4.
Security, democracy, and development in US - Latin American relations. By Lars Schoultz, William C. Smith and Augusto Varas (eds.) Transaction Publishers, New Brunswick (USA), and London (UK) (1994). ISBN 1-56000-760-5 相似文献
Conventional Arms Control: Perspectives on Verification By Sergey Koulik and Richard Kokoski, SIPRI, Oxford University Press, (1994) ISBN 0-19-829149-3 and
Implementing the Comprehensive Test Ban: New Aspects of Definition, Organisation and Verification Edited by Eric Arnett, SIPRI Research Report No. 8, Oxford University Press, (1994) ISBN 019-829188-4
Military Technological Innovation and Stability in a Changing World: Politically assessing and Influencing Weapons Innovation and Military Research and Development, By Wim A. Smit, John Grin and Lev Voronkov (eds.) VU University Press, Amsterdam, Netherlands (1992), ISBN 90-5383-158-4.
Security, democracy, and development in US - Latin American relations. By Lars Schoultz, William C. Smith and Augusto Varas (eds.) Transaction Publishers, New Brunswick (USA), and London (UK) (1994). ISBN 1-56000-760-5 相似文献
99.
Richard Ehrhardt 《海军后勤学研究》1985,32(2):347-359
The operating characteristics of (s,S) inventory systems are often difficult to compute, making systems design and sensitivity analysis tedious and expensive undertakings. This article presents a methodology for simplified sensitivity analysis, and derives approximate expressions for operating characteristics of a simple (s,S) inventory system. The operating characteristics under consideration are the expected values of total cost per period, holding cost per period, replenishment cost per period, backlog cost per period, and backlog frequency. The approximations are obtained by using least-squares regression to fit simple functions to the operating characteristics of a large number of inventory items with diverse parameter settings. Accuracy to within a few percent of actual values is typical for most approximations. Potential uses of the approximations are illustrated for several idealized design problems, including consolidating demand from several locations, and tradeoffs for increasing service or reducing replenishment delivery lead time. 相似文献
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