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We consider a finite horizon periodic review, single product inventory system with a fixed setup cost and two stochastic demand classes that differ in their backordering costs. In each period, one must decide whether and how much to order, and how much demand of the lower class should be satisfied. We show that the optimal ordering policy can be characterized as a state dependent (s,S) policy, and the rationing structure is partially obtained based on the subconvexity of the cost function. We then propose a simple heuristic rationing policy, which is easy to implement and close to optimal for intensive numerical examples. We further study the case when the first demand class is deterministic and must be satisfied immediately. We show the optimality of the state dependent (s,S) ordering policy, and obtain additional rationing structural properties. Based on these properties, the optimal ordering and rationing policy for any state can be generated by finding the optimal policy of only a finite set of states, and for each state in this set, the optimal policy is obtained simply by choosing a policy from at most two alternatives. An efficient algorithm is then proposed. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010 相似文献
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Gonzalo F-de-Córdoba 《Defence and Peace Economics》2016,27(4):549-570
This paper develops a Dynamic Stochastic General Equilibrium model where national security is an argument in the agent’s utility function and the government chooses optimally the level of military spending to maximize social welfare. National defense depends on military expenditure and on the strategic environment reflecting a potential hostile external threat. We use aggregate data on consumption, investment, and military spending for the US economy to estimate the parameters of the model. Estimation results suggest that consumption and national defense are complements and that military spending variability is mainly explained by external threat shocks although it also depends on the macroeconomic conditions. We compute impulse response functions of the main macroeconomic variables to several shocks: a total factor productivity shock, a defense technology shock, and a strategic environment shock. Surprisingly, we find that the optimal response to an increase in the external threat (a worsening in the strategic environment) will rise output by reducing consumption and increasing investment. 相似文献
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Capacity providers such as airlines and hotels have traditionally increased revenues by practicing market segmentation and revenue management, enabling them to sell the same capacity pool to different consumers at different prices. Callable products can enhance profits and improve consumers' welfare by allowing the firm to broker capacity between consumers with different willingness to pay. A consumer who buys a callable product gives the capacity provider the right to recall capacity at a prespecified recall price. This article studies callable products in the context of the model most commonly used in industry, which handles time implicitly imposing fewer restrictions on the nature of randomness compared to the Poisson arrival process favored in academia. In the implicit time model, capacity providers set booking limits to protect capacity for future high-fare demand. Our numerical study identifies conditions where callable products result in significant gains in profits. 相似文献
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涡轮盘是航空发动机主要部件之一,一旦发生破坏性故障将导致严重的后果。在充分考虑影响涡轮盘高低周复合疲劳寿命因素不确定性基础上,以MATLAB为平台,设计了涡轮盘高低周复合疲劳寿命可靠性优化设计的联合仿真平台。利用寿命函数和寿命可靠性分析极限状态函数中的共性需求,提出了在优化迭代的过程中自适应构建寿命函数Kriging模型和寿命可靠性极限状态面Kriging模型时共用训练样本点的策略。同时,提出了一种构建寿命函数Kriging模型的学习函数。使用所搭建的疲劳寿命可靠性优化设计平台,完成了某型涡轮盘盘心、榫槽以及涡轮盘系统高低周复合疲劳寿命的可靠性优化设计。结果表明,最优设计方案的局部最大应力显著降低,均值寿命大幅提高,并满足可靠性约束。 相似文献
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在对军事决策问题的主要特点进行分析的基础上,提出从军事概念模型到数学模型再到定性推理模型的一体化建模思想.以空军航空兵遂行直接航空火力支援任务为想定背景,根据EATI模板,利用基于UML的Rose工具依次对想定任务的实体、任务、交互等进行分析;对于兵力筹划中的结构化问题建立了机会约束多目标规划数学模型;对于非结构化问题则构造了推理机,推理机体现了定量与定性相结合的决策分析思想.最后,以一个实例验证文章思路的可行性. 相似文献
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根据典型舰载单脉冲跟踪雷达的组成及工作原理,介绍一种舰载单脉冲跟踪雷达仿真建模方法。重点描述了仿真原理及仿真模型组成,介绍了雷达信号特性仿真、雷达伺服系统仿真、雷达信号处理系统仿真等关键环节的数学仿真模型。结合仿真软件功能需求,给出了软件结构、软件运行流程等仿真软件设计要点。 相似文献
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An area defense consists of several groups that act independently, i.e., do not communicate with each other. Each group has a fixed number of defenders and a controller that allocates these defenders optimally against the individual attackers comprising an attack. We analyze the effectiveness of this partially coordinated defense against a simultaneous attack of known size in which all attackers are considered to be equally lethal. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2005. 相似文献
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AbstractThe paper examines the relationship between health and military expenditures using pooled cross-sectional (197 countries) and time series (2000–2013) data. Simultaneous equation models were employed to estimate the relationship between an array of public sector expenditures in order to address potential endogeneity. Our empirical findings strongly support the crowding-out hypothesis whereby increased military expenditures reduce the capacity of government to direct expenditures to health expenditures. These findings were robust to alternative specifications explored in the sensitivity analyses. Compared with upper-middle-income countries, the crowding-out effect became more pronounced among lower-middle-income countries. Consequently, this study shows that increased military expenditures negatively impacts health expenditures, and therefore poses as an important risk factor for population health and individual well-being. Moreover, it is the poorest of nations that are most sensitive to the negative effects of increased military expenditures. 相似文献
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The correlated improvement in yield and reliability has been observed in the case studies on integrated circuits and electronic assemblies. This paper presents a model that incorporates yield and reliability with the addition of a burn‐in step to explain their correlated improvement. The proposed model includes as special cases several yield and reliability models that have been previously published and thus provides a unifying framework. The model is used to derive a condition for which yield functions can be multiplied to obtain the overall yield. Yield and reliability are compared as a function of operation time, and an analytical condition for burn‐in to be effective is also obtained. Finally, Poisson and negative binomial defects models are further considered to investigate how reliability is based on yield. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004. 相似文献