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1.
We consider the salvo policy problem, in which there are k moments, called salvos, at which we can fire multiple missiles simultaneously at an incoming object. Each salvo is characterized by a probability pi: the hit probability of a single missile. After each salvo, we can assess whether the incoming object is still active. If it is, we fire the missiles assigned to the next salvo. In the salvo policy problem, the goal is to assign at most n missiles to salvos in order to minimize the expected number of missiles used. We consider three problem versions. In Gould's version, we have to assign all n missiles to salvos. In the Big Bomb version, a cost of B is incurred when all salvo's are unsuccessful. Finally, we consider the Quota version in which the kill probability should exceed some quota Q. We discuss the computational complexity and the approximability of these problem versions. In particular, we show that Gould's version and the Big Bomb version admit pseudopolynomial time exact algorithms and fully polynomial time approximation schemes. We also present an iterative approximation algorithm for the Quota version, and show that a related problem is NP-complete.  相似文献   
2.
We consider the problem of nonparametric multi-product dynamic pricing with unknown demand and show that the problem may be formulated as an online model-free stochastic program, which can be solved by the classical Kiefer-Wolfowitz stochastic approximation (KWSA) algorithm. We prove that the expected cumulative regret of the KWSA algorithm is bounded above by where κ1, κ2 are positive constants and T is the number of periods for any T = 1, 2, … . Therefore, the regret of the KWSA algorithm grows in the order of , which achieves the lower bounds known for parametric dynamic pricing problems and shows that the nonparametric problems are not necessarily more difficult to solve than the parametric ones. Numerical experiments further demonstrate the effectiveness and efficiency of our proposed KW pricing policy by comparing with some pricing policies in the literature.  相似文献   
3.
In networks, there are often more than one sources of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity, and contract capacity. We use a scenario tree to model the uncertainty, and build a multi‐stage stochastic integer program that can incorporate multiple sources and multiple types of capacities in a general network. We propose two solution methodologies for the problem. Firstly, we design an asymptotically convergent approximation algorithm. Secondly, we design a cutting plane algorithm based on Benders decomposition to find tight bounds for the problem. The numerical experiments show superb performance of the proposed algorithms compared with commercial software. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 600–614, 2017  相似文献   
4.
文中为解决超长帧编码系统中联合帧数过多导致LSP参数量化性能下降这个问题,将多项式拟合引入超长帧编码系统中,利用多项式拟合压缩LSP参数矩阵,以降低量化时实际联合的帧数。再用分裂矩阵量化器进行量化。仿真结果表明,在120 bps的参数量化速率下,此算法的量化性能优于矩阵量化算法(MQ),平均谱失真比MQ算法降低了0.0719 dB,平均分段信噪比提高了0.1971 dB。  相似文献   
5.
This article studies a min‐max path cover problem, which is to determine a set of paths for k capacitated vehicles to service all the customers in a given weighted graph so that the largest path cost is minimized. The problem has wide applications in vehicle routing, especially when the minimization of the latest service completion time is a critical performance measure. We have analyzed four typical variants of this problem, where the vehicles have either unlimited or limited capacities, and they start from either a given depot or any depot of a given depot set. We have developed approximation algorithms for these four variants, which achieve approximation ratios of max{3 ‐ 2/k,2}, 5, max{5 ‐ 2/k,4}, and 7, respectively. We have also analyzed the approximation hardness of these variants by showing that, unless P = NP , it is impossible for them to achieve approximation ratios less than 4/3, 3/2, 3/2, and 2, respectively. We have further extended the techniques and results developed for this problem to other min‐max vehicle routing problems.© 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010  相似文献   
6.
We consider the problem of scheduling orders on identical machines in parallel. Each order consists of one or more individual jobs. A job that belongs to an order can be processed by any one of the machines. Multiple machines can process the jobs of an order concurrently. No setup is required if a machine switches over from one job to another. Each order is released at time zero and has a positive weight. Preemptions are not allowed. The completion time of an order is the time at which all jobs of that order have been completed. The objective is to minimize the total weighted completion time of the orders. The problem is NP‐hard for any fixed number (≥2) of machines. Because of this, we focus our attention on two classes of heuristics, which we refer to as sequential two‐phase heuristics and dynamic two‐phase heuristics. We perform a worst case analysis as well as an empirical analysis of nine heuristics. Our analyses enable us to rank these heuristics according to their effectiveness, taking solution quality as well as running time into account. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006  相似文献   
7.
We develop the first approximation algorithm with worst‐case performance guarantee for capacitated stochastic periodic‐review inventory systems with setup costs. The structure of the optimal control policy for such systems is extremely complicated, and indeed, only some partial characterization is available. Thus, finding provably near‐optimal control policies has been an open challenge. In this article, we construct computationally efficient approximate optimal policies for these systems whose demands can be nonstationary and/or correlated over time, and show that these policies have a worst‐case performance guarantee of 4. We demonstrate through extensive numerical studies that the policies empirically perform well, and they are significantly better than the theoretical worst‐case guarantees. We also extend the analyses and results to the case with batch ordering constraints, where the order size has to be an integer multiple of a base load. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 304–319, 2014  相似文献   
8.
In this paper, we present the heavy‐traffic bottleneck phenomenon under multiclass deterministic routing and discuss how it can be addressed by decomposition approximation. Examples show that Bitran and Tirupati's method and Whitt's enhancements for deterministic routing may not properly account for this phenomenon. We propose refinements to these methods based on Whitt's variability functions. Results of numerical experiments on simple networks and semiconductor manufacturing process show significant improvement in the approximation of expected waiting time at bottleneck stations. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.  相似文献   
9.
We study new decision and optimization problems of finding a simple path between two given vertices in an arc weighted directed multigraph such that the path length is equal to a given number or it does not fall into the given forbidden intervals (gaps). A fairly complete computational complexity classification is provided and exact and approximation algorithms are suggested.  相似文献   
10.
We consider a short‐term capacity allocation problem with tool and setup constraints that arises in the context of operational planning in a semiconductor wafer fabrication facility. The problem is that of allocating the available capacity of parallel nonidentical machines to available work‐in‐process (WIP) inventory of operations. Each machine can process a subset of the operations and a tool setup is required on a machine to change processing from one operation to another. Both the number of tools available for an operation and the number of setups that can be performed on a machine during a specified time horizon are limited. We formulate this problem as a degree‐constrained network flow problem on a bipartite graph, show that the problem is NP‐hard, and propose constant factor approximation algorithms. We also develop constructive heuristics and a greedy randomized adaptive search procedure for the problem. Our computational experiments demonstrate that our solution procedures solve the problem efficiently, rendering the use of our algorithms in real environment feasible. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005  相似文献   
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