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11.
John R. McNamara 《海军后勤学研究》1986,33(3):501-512
A posynomial geometric programming problem formulated so that the number of objective function terms is equal to the number of primal variables will have a zero degree of difficulty when augmented by multiplying each constraint term by a slack variable and including a surrogate constraint composed of the product of the slack variables, each raised to an undetermined negative exponent or surrogate multiplier. It is assumed that the original problem is canonical. The exponents in the constraint on the product of the slack variables must be estimated so that the associated solution to the augmented problem, obtained immediately, also solves the original problem. An iterative search procedure for finding the required exponents, thus solving the original problem, is described. The search procedure has proven quite efficient, often requiring only two or three iterations per degree of difficulty of the original problem. At each iteration the well-known procedure for solving a geometric programming problem with a zero degree of difficulty is used and so computations are simple. The solution generated at each iteration is optimal for a problem which differs from the original problem only in the values of some of the constraint coefficients, so intermediate solutions provide useful information. 相似文献
12.
A large sample test based on normal approximation for the traffic intensity parameter ρ in the cases of single and multiple-server queues has been proposed. The test procedure is developed without imposing steady-state assumptions and is applicable to queueing systems with general interarrival and service-time distributions. 相似文献
13.
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
14.
A probabilistic model is developed that applies to military bombardment, advertising for a mass audience, and other kinds of situations in which striking a target means that less of it is left to strike. The model provides the basis for decision analysis based on marginal gain in such circumstances. Heterogneous resources are considered as well as composite targets. All expenditures are quantized. The model has been developed as part of a computer-based military expert system, to replace a large complex set of expert opinions. In that application it sharply improves efficiency, yet conforms to major tenets of tactical doctrine. 相似文献
15.
Multiechelon repairable-item provisioning systems are considered under a time-varying environment. Such conditions could arise, for example, in a military context where a shift from peacetime operation to wartime operation takes place; or, in a civilian setting where a public transit system decides to increase its hours of operation or frequency of service. Exact Markovian models, incorporating a finite population of repairable components and limited repair capacity (nonample service), are treated, with transient solutions obtained using the randomization technique. The exact models are compared with the approximate Dyna-METRIC model which assumes an infinite population of components and ample repair capacity. 相似文献
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17.
Capacity expansion models typically minimize the discounted cost of acquisition and operation over a given planning horizon. In this article we generalize this idea to one in which a capital supply curve replaces the usual discount rate. A capital supply curve is a means to model financial outlook, investment limits, and risk. We show that when such a curve is included in a capacity expansion model, it will, under certain conditions, provide a less capital intensive solution than one which incorporates a discount rate. In this article, we also provide an algorithm that solves capacity expansion models that incorporate a capital supply curve. The attractive feature of this algorithm is that it provides a means to utilize the “discount rate” models efficiently. Throughout, we give applications in power generation planning and computational experience for this application is also presented. 相似文献
18.
A Student's t-test proposed by Ogawa is considered for the hypothesis Ho: σ=σo against the alternative hypothesis H1: σ ≠ σo, where σ is the scale parameter of the Extremevalue distribution of smallest values with known location parameter μ. The test is based on a few sample quantiles chosen from a large sample so as to give asymptotically maximum power to the test when the number of sample quantiles is fixed. A table which facilitates the computation of the test statistic is given. Several schemes for determining the ranks of the sample quantiles by the optimal spacings are compared and the effect of the bias of the estimate of σ on the test is investigated through a Monte Carlo study. 相似文献
19.
Robert R. Read 《海军后勤学研究》1969,16(4):555-572
The paper treats the output process of a service center that has a large number of independent exponential channels in parallel. Initially all channels are working and there is a fixed backlog of items awaiting service. The moments are derived and central limit theorems are developed. Problems of computation are discussed and suitable formulae are developed. The joint distribution of the output of the center with the center's total busy time and total idle time are derived. Normal approximations to these distributions are presented. 相似文献
20.