The role of internal storage capacity in fixed cycle production systems

The reliability of a serial production line is optimized with respect to the location of a single buffer. The problem was earlier defined and solved by Soyster and Toof for the special case of an even number of machines all having equal probability of failure. In this paper we generalize the results for any number of machines and remove the restriction of identical machine reliabilities. In addition, an analysis of multibuffer systems is presented with a closed form solution for the reliability when both the number of buffers and their capacity is limited. For the general multibuffer system we present an approach for determining system reliability.     

Analyzing availability using transfer function models and cross spectral analysis

If we look at the literature of reliability and life testing we do not see much on the use of the powerful methods of time series analysis. In this paper we show how the methods of multivariate time series analysis can be used in a novel way to investigate the interrelationships between a series of operating (running) times and a series of maintenance (down) times of a complex system. Specifically, we apply the techniques of cross spectral analysis to help us obtain a Box-Jenkins type transfer function model for the running times and the down times of a nuclear reactor. A knowledge of the interrelationships between the running times and the down times is useful for an evaluation of maintenance policies, for replacement policy decisions, and for evaluating the availability and the readiness of complex systems.     

Optimal admission pricing policies for M/Ek/1 queues

This paper extends the Low-Lippman M/M/1 model to the case of Gamma service times. Specifically, we have a queue in which arrivals are Poisson, service time is Gamma-distributed, and the arrival rate to the system is subject to setting an admission fee p. The arrival rate λ(p) is non-increasing in p. We prove that the optimal admission fee p^* is a non-decreasing function of the customer work load on the server. The proof is for an infinite capacity queue and holds for the infinite horizon continuous time Markov decision process. In the special case of exponential service time, we extend the Low-Lippman model to include a state-dependent service rate and service cost structure (for finite or infinite time horizon and queue capacity). Relatively recent dynamic programming techniques are employed throughout the paper. Due to the large class of functions represented by the Gamma family, the extension is of interest and utility.     

The use of dynamic programming methodology for the solution of a class of nonlinear programming problems

This paper presents an application of a method for finding the global solution to a problem in integers with a separable objective function of a very general form. This report shows that there is a relationship between an integer problem with a separable nonlinear objective function and many constraints and a series of nonlinear problems with only a single constraint, each of which can be solved sequentially using dynamic programming. The first solution to any of the individual smaller problems that satisfies the original constraints in addition, will be the optimal solution to the multiply-constrained problem.     

Statistical analysis of the output data from terminating simulations

In this paper we precisely define the two types of simulations (terminating and steady-state) with regard to analysis of simulation output and discuss some common measures of performance for each type. In addition, we conclude, on the basis of discussions with many simulation practitioners, that both types of simulations are important in practice. This is contrary to the impression one gets from reading the simulation literature, where the steady-state case is almost exclusively considered. Although analyses of terminating simulations are considerably easier than are those of steady-state simulations, they have not received a careful treatment in the literature. We discuss and give empirical results for fixed sample size, relative width, and absolute width procedures that can be used for constructing confidence intervals for measures of performance in the terminating case.     

A note on integer linear fractional programming

This note consists of developing a method for enforcing additional constraints to linear fractional programs and showing its usefulness in solving integer linear fractional programs.     

On the equivalence between the Node-ARC and ARC-Chain formulations for the multi-commodity maximal flow problem

The purpose of this article is to formulate the multi-commodity maximal flow problem into a node-arc form and to show that when decomposition is applied to this form the resulting master and subproblems become precisely those described by Ford & Fulkerson [3] using the arc-chain formulation. A generalization to the problem is then considered which can potentially speed its convergence.     

Optimal spares for stochastically failing equipment

A mathematical model is formulated for determining the number of spare components to purchase when components stochastically fail according to a known life distribution function and there is a cost incurred when a component is replaced. Bounds are determined for the optimal inventory which indicate that the inclusion of the replacement cost lowers the optimal inventory. Since these bounds are no easier to calculate than the optimal spares level, the theory is specialized to components with exponentially distributed time to failure. Procedures are given for calculating the optimal spares level, and numerical examples are provided.     

Uniformly minimum variance unbiased estimates of operational readiness and reliability in a two-state system

This paper obtains the uniformly minimum variance unbiased estimates of two indices of performance of a system which alternates between two states “up” or “down” in accordance with a Markov process. The two indices are (1) operational readiness, which measures the probability that the system will be up when needed; and (2) operational reliability, which measures the probability that the system will be up during the entire time of need. For the purpose of obtaining these estimates, two types of observations are considered: (a) those which reveal only the state of system at isolated time-points, and (b) those which continuously record the duration of the “up” and “down” times of the system.