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11.
Suppose X is a random variable having an absolutely continuous distribution function F(x). We assume that F(x) has the Wald distribution. A relation between the probability density function of X−1 with that of X is used to characterize the Wald distribution. 相似文献
12.
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
13.
Classical inventory models generally assume either no backlogging of demands or unlimited backlogging. This paper treats the case wherein backlogged customers are willing to wait for a random period of time for service. A broad class of such models is discussed, with a more complete analysis performed on a simple subclass. Steady state equations are derived and solved assuming exponentially distributed interarrival times of customers, order delivery lead times, and customer patience. 相似文献
14.
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
15.
Bayes adaptive control policies are developed in the present paper for the special case of a one-station lower echelon: a Poisson distribution of demand, whose mean is assumed to have a prior gamma distribution. The cost structure is of a common type. The ordering policy for the upper echelon, which minimizes expected cost, is replaced by a new type of policy, called Bayes prediction policy. This policy does not require tedious computations, of the sort required by dynamic programming solutions. The characteristics of the policies are studied by Monte Carlo simulation, and supplemented by further theoretical development. 相似文献
16.
M. Mazumdar 《海军后勤学研究》1970,17(2):159-165
According to “interference theory” of reliability, a component fails if the maximum stress exceeds the component's strength. Assuming that both these quantities are random and their distributions are normal, we obtain in this paper some point and interval estimates of reliability when the stress distribution is known and a few observations exist on component strengths. 相似文献
17.
Under certain conditions, the re-supply capability of a combatant force may be limited by the characteristics of the transportation network over which supplies must flow. Interdiction by an opposing force may be used to reduce the capacity of that network. The effects of such efforts vary for differing missions and targets. With only a limited total budget available, the interdictor must decide which targets to hit, and with how much effort. An algorithm is presented for determining the optimum interdiction plan for minimizing network flow capacity when the minimum capacity on an arc is positive and the cost of interdiction is a linear function of arc capacity reduction. 相似文献
18.
M. E. Nightengale 《海军后勤学研究》1970,17(4):507-514
Frequently there exists an insufficient amount of actual data upon which to base a decision. In this paper a method is presented whereby the subjective opinions of a group of qualified persons are utilized to quantify the relative importance of a finite number of parameters or objectives. A means of testing the consistency among the judges is given which allows the decision maker to determine the validity of the opinions gathered. The application presented here is in the area of Multiple Incentive Contracting. Namely, a method is proposed to facilitate the answering of the question, “What is the value to the purchaser of an incremental change in the performance of a system?” Such a vehicle is not essential to the methodology proposed. 相似文献
19.
Industrial situations exist where it is necessary to estimate the optimum number of parts to start through a manufacturing process in order to obtain a given number of completed good items. The solution to this problem is not straightforward when the expected number of rejects from the process is a random variable and when there are alternative penalties associated with producing too many or too few items. This paper discusses various aspects of this problem as well as some of the proposed solutions to it. In addition, tables of optimum reject allowances based on a comprehensive model are presented. 相似文献
20.
An allocation problem is considered in lvhich different kinds of resources must be allocated to various activities, within a given time period. The opportunities for allo'cation appear randomly during this period. Certain assumptions about the values of possible allocations and the distribution of occurrences of opportunities lead to a dynamic programming formulation of the problem. This leads to a system of ordinary differential equations which are (in theory) solvable recursively, and can be solved numerically to any desired degree of precision. An example is given for the allocation of aircraft-carried weapons to targets of opportunity. 相似文献