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331.
Tûba Aktaran‐Kalaycı Christos Alexopoulos Nilay Tanık Argon David Goldsman James R. Wilson 《海军后勤学研究》2007,54(4):397-410
We formulate exact expressions for the expected values of selected estimators of the variance parameter (that is, the sum of covariances at all lags) of a steady‐state simulation output process. Given in terms of the autocovariance function of the process, these expressions are derived for variance estimators based on the simulation analysis methods of nonoverlapping batch means, overlapping batch means, and standardized time series. Comparing estimator performance in a first‐order autoregressive process and the M/M/1 queue‐waiting‐time process, we find that certain standardized time series estimators outperform their competitors as the sample size becomes large. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007 相似文献
332.
Mustapha Bouhtou Alexander Grigoriev Stan van Hoesel Anton F. van der Kraaij Frits C.R. Spieksma Marc Uetz 《海军后勤学研究》2007,54(4):411-420
We consider a pricing problem in directed, uncapacitated networks. Tariffs must be defined by an operator, the leader, for a subset of m arcs, the tariff arcs. Costs of all other arcs in the network are assumed to be given. There are n clients, the followers, and after the tariffs have been determined, the clients route their demands independent of each other on paths with minimal total cost. The problem is to find tariffs that maximize the operator's revenue. Motivated by applications in telecommunication networks, we consider a restricted version of this problem, assuming that each client utilizes at most one of the operator's tariff arcs. The problem is equivalent to pricing bridges that clients can use in order to cross a river. We prove that this problem is APX‐hard. Moreover, we analyze the effect of uniform pricing, proving that it yields both an m approximation and a (1 + lnD)‐approximation. Here, D is upper bounded by the total demand of all clients. In addition, we consider the problem under the additional restriction that the operator must not reject any of the clients. We prove that this problem does not admit approximation algorithms with any reasonable performance guarantee, unless P = NP, and we prove the existence of an n‐approximation algorithm. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007 相似文献
333.
R. H. Baker 《Defense & Security Analysis》1989,5(3):271-274
Izbrannye Proizvedennia. By M. V. Frunze. Moscow (1957) 相似文献
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Control charts are widely used for process surveillance. The design of a control chart refers to the choice of sample size, the width of the control limits, and the interval between samples. Economic designs have been widely investigated and shown to be an effective method of determining control chart parameters. This article describes two different manufacturing process models to which the X¯ control chart is applied: The first model assumes that the process continues in operation while searches for the assignable cause are made, and the second assumes that the process must be shut down during the search. Economic models of the control chart for these two manufacturing process models are developed, and the sensitivity of the control chart parameters to the choice of model is explored. It is shown that the choice of the proper manufacturing process model is critical because selection of an inappropriate process model may result in significant economic penalties. 相似文献
336.
Nature of Renyi's entropy and associated divergence function is discussed in terms of concave (convex) and pseudoconcave (pseudoconvex) functions. 相似文献
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This paper considers sequential test procedures to decision problems where there exists time delays in obtaining observations. 相似文献