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421.
422.
Steven E. Shreve 《海军后勤学研究》1981,28(1):185-190
Let f1 and f2 map [0, T] into the real numbers. A system is following either f1 or f2 and earning the associated reward ∫ f1 or ∫ f2, respectively. It is possible at any time to switch from fi to fj by paying a switching cost b > 0. We determine a switching policy which maximizes the total reward. Conditions which guarantee a planning horizon are established. 相似文献
423.
Alvin E. Roth 《海军后勤学研究》1977,24(3):517-520
An axiomatic formulation is given of a class of values for cooperative games. This class includes the Shapley value and the Banzhaf index, and is related to the multilinear extension of a game. 相似文献
424.
In multi-commodity inventory systems with variable setup costs, the mixed ordering policy assumes that commodities may be ordered either individually, or may be arbitrarily grouped for joint ordering. Thus, for a two-commodity system, commodity one or commodity two or commodities one and two may be ordered incurring respectively fixed order costs of K, K1, or K2, where max (K1, K2) ≤ K ≤ K1 + K2, This paper considers a two-commodity periodic review system. The stationary characteristics of the system are analyzed, and, for a special case, explicit solutions are obtained for the distribution of the stock levels at the beginning of the periods. In a numerical example, optimal policy variables are computed, and the mixed ordering policy is compared with individual and joint ordering policies. 相似文献
425.
426.
James G. Taylor 《海军后勤学研究》1973,20(1):25-39
We show that the well-known necessary and sufficient conditions for a relative maximum of a nonlinear differentiable objective function with nonnegative variables constrained by nonlinear differentiable inequalities may be derived using the classical theory of equality constrained optimization problems with unrestricted variables. To do this we transform the original inequality-constrained problem to an equivalent equality-constrained problem by means of a well-known squared-variable transformation. Our major result is to show that second order conditions must be used to obtain the Kuhn-Tucker conditions by this approach. Our nonlinear programming results are motivated by the development of some well-known linear programming results by this approach. 相似文献
427.
428.
We consider the problem of temporal expansion of the capacity of, say, a plant or road given estimates of its desired usage (demand). The basic problem is: given a sequence of predicted demands for N time periods, determine the optimal investment decision in each period to minimize a linear investment cost and a strictly convex cost of capacity. The relationship between capacity and the investment decisions is assumed to be linear, but time varying. Constraints on both the individual decisions and on the sum of the decisions are considered. An algorithm for solving this problem is derived. 相似文献
429.
430.
Salah E. Elmaghraby 《海军后勤学研究》1968,15(2):205-232
The deterministic sequencing problem is reviewed from the points of view of variety, models, context, methodology, and current state of the art. The relationship between the theory of sequencing and other areas of control is illustrated with the relationship of sequencing to inventory. The “cyclical EMQ (Economical Manufacturing Quantities)” problem is discussed and new formulations are presented which promise a computationally feasible resolution of this outstanding problem. 相似文献