共查询到20条相似文献,搜索用时 15 毫秒
1.
Robert A. Agnew 《海军后勤学研究》1972,19(1):137-143
Suppose that a contractor is faced with a sequence of “minimum bid wins contract” competitions. Assuming that a contractor knows his cost to fulfill the contract at each competition and that competitors are merely informed whether or not they have won, bids may be selected sequentially via a tailored stochastic approximation procedure. The efficacy of this approach in certain bidding environments is investigated. 相似文献
2.
A modified generalized programming procedure is presented for solving concave programming problems with equality constraints. The procedure constructs convenient linear approximations of the gradient of the dual and finds points where the approximating functions vanish. In the quadratic programming case, the procedure is finitely convergent. Global convergence is established for the non-quadratic case. Illustrative numerical examples are included. 相似文献
3.
Lawrence D. Stone 《海军后勤学研究》1972,19(1):111-122
This paper concerns the approximation of optimal allocations by δ allocations. δ allocations are obtained by fixing an increment δ of effort and deciding at each step upon a single cell in which to allocate the entire increment. It is shown that δ allocations may be used as a simple method of approximating optimal allocations of effort resulting from constrained separable optimization problems involving a finite number of cells. The results are applied to find δ allocations (called δ plans) which approximate optimal search plans. δ plans have the property that as δ → 0, the mean time to find the target using a δ plan approaches the mean time when using the optimal plan. δ plans have the advantage that. they are easily computed and more easily realized in practice than optimal plans which tend to be difficult to calculate and to call for spreading impractically small amounts of effort over large areas. 相似文献
4.
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
5.
The effects of environmental stochasticity in a Lanchester-type model of combat are investigated. The methodology is based on a study of stochastic differential equations with random parameters characterized by dichotomous Markov processes. Exact expressions for the Laplace transforms of the time evolution of the first- and second-order moments of the system are obtained. A special case when the fluctuations in the parameters occur with great rapidity in comparison with the natural time scale of the system is also analyzed. The stochastic stability in the mean-square sense is discussed by using the Routh–Hurwitz criterion and it is found that the stochastic perturbations tend to destabilize the system. 相似文献
6.
We consider the problem of scheduling n tasks on two identical parallel processors. We show both in the case when the processing times for the n tasks are independent exponential random variables, and when they are independent hyperexponentials which are mixtures of two fixed exponentials, that the policy of performing tasks with longest expected processing time (LEPT) first minimizes the expected makespan, and that in the hyperexponential case the policy of performing tasks with shortest expected processing time (SEPT) first minimizes the expected flow time. The approach is simpler than the dynamic programming approach recently employed by Bruno and Downey. 相似文献
7.
The stochastic sequential assignment problem (SSAP) considers how to allocate available distinct workers to sequentially arriving tasks with stochastic parameters such that the expected total reward obtained from the sequential assignments is maximized. Implementing the optimal assignment policy for the SSAP involves calculating a new set of breakpoints upon the arrival of each task (i.e., for every time period), which is impractical for large‐scale problems. This article studies two problems that are concerned with obtaining stationary policies, which achieve the optimal expected reward per task as the number of tasks approaches infinity. The first problem considers independent and identically distributed (IID) tasks with a known distribution function, whereas in the second problem tasks are derived from r different unobservable distributions governed by an ergodic Markov chain. The convergence rate of the expected reward per task to the optimal value is also obtained for both problems. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013 相似文献
8.
Many mathematical models have been formulated to describe combat between two weapon systems. However, until recently duel models did not explicitly represent target detection within a duel, leading to the necessity for the development of new model for each tactical situation. An earlier article by two of the authors described a duel between weapons with constant firing times and explicit modeling of detection. This article enhances the study of this form of duel between weapons by introducing a variable parameter for firing times. This enhancement removes the discontinuities evident during parametric analysis of the earlier model and hence provides a more coherent model of this combat situation. © 1993 John Wiley & Sons, Inc. 相似文献
9.
A system of two parallel queues where the arrivals from a single stream of customers join the shorter queue is considered. Arrivals form a homogeneous Poisson stream and the service times in each of the two queues are independent exponential variates. By treating one of the queues as bounded, the steady-state probability vector for the system can be expressed in a modified matrix-geometric form and can be computed efficiently. Computational procedures for the sojourn time distribution and characteristics of the departure stream are developed. Some numerical results are presented, and based on these results an efficient approximation scheme for the model is developed which can be readily extended to systems with more than two parallel queues. 相似文献
10.
在普遍镜像法分析地面上垂直天线特性的基础上,提出了一种修正的镜像法,该方法能提高计算的速度.通过仿真计算以及对测量结果的比较,发现VLF天线输入阻抗随着地面电导率的改变而明显变化,而且大地的形状和地质在一定程度上影响VLF天线的发射效率. 相似文献
11.
The exact first four moments of lead-time demand L are derived for an AR(1) and a MA(1) demand structures where the arbitrary lead-time distribution is assumed to be independent of the demand structure. These moments then form a basis for the Pearson curve-fitting procedure for estimating the distribution of L. A normal approximation to L, a version of the central limit theorem, is obtained under some general conditions. Reorder points (ROPs) of an inventory system are then estimated based on the Pearson system and a normal approximation. Their performances are evaluated. Numerical investigation shows that the Pearson system performs extremely well. The normal approximation, however, is good only for some limited cases, and is sensitive to the choice of the lead-time distribution. A possible improvement is noted. 相似文献
12.
Peter Kubat 《海军后勤学研究》1982,29(3):399-402
Let Xi be independent IFR random variables and let Yi be independent exponential random variables such that E[Xi]=E[Yi] for all i=1, 2, ? n. Then it is well known that E[min (Xi)] ≥E[min (Xi)]. Nevertheless, for 1≤i≤n exponentially distributed Xi's and for a decreasing convex function ?(.). it is shown that . 相似文献
13.
This article details several procedures for using path control variates to improve the accuracy of simulation-based point and confidence-interval estimators of the mean completion time of a stochastic activity network (SAN). Because each path control variate is the duration of the corresponding directed path in the network from the source to the sink, the vector of selected path controls has both a known mean and a known covariance matrix. This information is incorporated into estimation procedures for both normal and nonnormal responses. To evaluate the performance of these procedures experimentally, we examine the bias, variance, and mean square error of the controlled point estimators as well as the average half-length and coverage probability of the corresponding confidence-interval estimators for a set of SANs in which the following characteristics are systematically varied: (a) the size of the network (number of nodes and arcs); (b) the topology of the network; (c) the percentage of activities with exponentially distributed durations; and (d) the relative dominance of the critical path. The experimental results show that although large improvements in accuracy can be achieved with some of these procedures, the confidence-interval estimators for normal responses may suffer serious loss of coverage probability in some applications. 相似文献
14.
随机共振用于非周期信号处理的仿真 总被引:1,自引:0,他引:1
介绍了双稳系统及其数学模型,给出了该系统应用于非周期信号处理的应用模型,进行了仿真实验并给出了实验结果。在此基础上,对非周期随机共振信号处理的物理机制进行了分析。结果表明,非周期随机共振信号处理与传统的周期随机共振信号处理的机制类似,也是信号、噪声和双稳系统共同作用的结果。 相似文献
15.
John J. Kanet 《海军后勤学研究》1981,28(4):643-651
This paper considers a single-machine scheduling problem in which penalities occur when a job is completed early or late. The objective is to minimize the total penalty subject to restrictive assumptions on the due dates and penalty functions for jobs. A procedure is presented for finding an optimal schedule. 相似文献
16.
Wai Ki Ching 《海军后勤学研究》2001,48(1):65-78
This paper studies production planning of manufacturing systems of unreliable machines in tandem. The manufacturing system considered here produces one type of product. The demand is assumed to be a Poisson process and the processing time for one unit of product in each machine is exponentially distributed. A broken machine is subject to a sequence of repairing processes. The up time and the repairing time in each phase are assumed to be exponentially distributed. We study the manufacturing system by considering each machine as an individual system with stochastic supply and demand. The Markov Modulated Poisson Process (MMPP) is applied to model the process of supply. Numerical examples are given to demonstrate the accuracy of the proposed method. We employ (s, S) policy as production control. Fast algorithms are presented to solve the average running costs of the machine system for a given (s, S) policy and hence the approximated optimal (s, S) policy. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 65–78, 2001 相似文献
17.
研究搜索型多对二随机格斗战斗模型。假设格斗开始时A方有m件武器,B方有2件武器,B方处于隐蔽状态,格斗开始后B方可以直接对A方进行射击,A方需先搜索到B方后才能进行射击。双方各为同类武器,都是集火射击,所有开火都是独立的,每件武器开火射击直到毁伤对方才重新射击下一个目标。对搜索时间和毁伤间隔时间都服从一般分布的随机格斗模型,通过分析各状态的特征,利用状态概率分析方法和向后递归时间方法建立状态方程,求出了格斗处在各个状态的概率,并得到双方的获胜概率计算公式。 相似文献
18.
K. D. Glazebrook 《海军后勤学研究》1992,39(5):613-633
N jobs are available for processing by a single machine. Jobs make (stochastic) progress while being processed but deteriorate while awaiting processing. The pioneering work of Browne and Yechiali, who developed scheduling policies for such models, is extended (i) to incorporate a precedence relation on the job set, delimiting the class of admissible policies, and (ii) to preemptive scheduling models. For the latter, we demonstrate that under appropriate conditions there is an optimal policy which is nonpreemptive. This is also achieved for a class of preemptive models in which processing generates delays for waiting jobs. A single class of algorithms is shown to generate optimal policies for many of the problems considered. © 1992 John Wiley & Sons, Inc. 相似文献
19.
Kevin D. Glazebrook 《海军后勤学研究》1987,34(3):319-335
In most of the stochastic resource-allocation problems discussed in the literature it is supposed that the key resource, herein called the machine, is continuously available until all tasks are completed. Plainly, this will often be an unrealistic assumption. This paper supposes that intermittent availability of the machine is due to a breakdown proces, and describes various approaches to the evaluation of the effect of breakdowns. Firstly, for the case of geometric up times, conditions are given under which breakdowns have no effect on optimal allocation strategies. Secondly, two different procedures are given which yield an upper bound on the loss incurred when a processing strategy is adopted under the assumption of no breakdowns, when in fact breakdowns do occur. The first of these is based on Gittins's indices and is described for the case of geometric up times, and the second uses a bounding argument on the breakdown process. 相似文献
20.
This article studies a special case of stochastic three-machine, permutation flowshop scheduling. It is proved that a sequence where processing times on the first and third machines are in a monotone nondecreasing and nonincreasing order of the likelihood ratio, respectively, and on the second machine are equally distributed, minimizes distribution of schedule length. 相似文献