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41.
Queuing models have been extensively used in the literature for obtaining performance measures and developing staffing policies. However, most of this work has been from a pure probabilistic point of view and has not addressed issues of statistical inference. In this article, we consider Bayesian queuing models with impatient customers with particular emphasis on call center operations and discuss further extensions. We develop the details of Bayesian inference for queues with abandonment such as the M/M/s + M model (Erlang‐A). In doing so, we discuss the estimation of operating characteristics and its implications on staffing. We illustrate the implementation of the Bayesian models using actual arrival, service, and abandonment data from call centers. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012 相似文献
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We consider the decision‐making problem of dynamically scheduling the production of a single make‐to stock (MTS) product in connection with the product's concurrent sales in a spot market and a long‐term supply channel. The spot market is run by a business to business (B2B) online exchange, whereas the long‐term channel is established by a structured contract. The product's price in the spot market is exogenous, evolves as a continuous time Markov chain, and affects demand, which arrives sequentially as a Markov‐modulated Poisson process (MMPP). The manufacturer is obliged to fulfill demand in the long‐term channel, but is able to rein in sales in the spot market. This is a significant strategic decision for a manufacturer in entering a favorable contract. The profitability of the contract must be evaluated by optimal performance. The current problem, therefore, arises as a prerequisite to exploring contracting strategies. We reveal that the optimal strategy of coordinating production and sales is structured by the spot price dependent on the base stock and sell‐down thresholds. Moreover, we can exploit the structural properties of the optimal strategy to conceive an efficient algorithm. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010 相似文献
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We consider the optimal control of a production inventory‐system with a single product and two customer classes where items are produced one unit at a time. Upon arrival, customer orders can be fulfilled from existing inventory, if there is any, backordered, or rejected. The two classes are differentiated by their backorder and lost sales costs. At each decision epoch, we must determine whether or not to produce an item and if so, whether to use this item to increase inventory or to reduce backlog. At each decision epoch, we must also determine whether or not to satisfy demand from a particular class (should one arise), backorder it, or reject it. In doing so, we must balance inventory holding costs against the costs of backordering and lost sales. We formulate the problem as a Markov decision process and use it to characterize the structure of the optimal policy. We show that the optimal policy can be described by three state‐dependent thresholds: a production base‐stock level and two order‐admission levels, one for each class. The production base‐stock level determines when production takes place and how to allocate items that are produced. This base‐stock level also determines when orders from the class with the lower shortage costs (Class 2) are backordered and not fulfilled from inventory. The order‐admission levels determine when orders should be rejected. We show that the threshold levels are monotonic (either nonincreasing or nondecreasing) in the backorder level of Class 2. We also characterize analytically the sensitivity of these thresholds to the various cost parameters. Using numerical results, we compare the performance of the optimal policy against several heuristics and show that those that do not allow for the possibility of both backordering and rejecting orders can perform poorly.© 2010 Wiley Periodicals, Inc. Naval Research Logistics 2010 相似文献
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在航天器发射工程中,存在组织过程可靠性评估难以量化的问题。基于航天器发射组织过程的时间特性呈现多个子过程并发执行且子过程具有Markov性和齐次性的特点,使用连续时间Markov链(CTMC)建立多吸收态的组织过程可靠度模型,利用互模拟等价关系(BER)简化组织过程的状态空间,并进一步给出各种状态转移率和组织过程可靠度计算方法。最后,通过数据分析说明模型在航天器发射工程进度计划评估中的作用和意义。 相似文献
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对于高可靠、长寿命产品,基于性能退化数据分析可靠性是一种行之有效的技术途径。结合航空航天产品性能退化的机理与现场试验小子样的特点,建立了基于Normal-Poisson过程的性能退化模型。论文在对产品性能退化建模的基础上,结合Bayes方法给出了退化模型参数的估计算法和可靠性推断的公式,最后结合实例说明了方法的有效性。 相似文献
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针对现有的二维隐马氏模型算法给出了一种简化算法及参数估计方法。该算法与现有的算法相比非常简单。基于此方法给出了相应的识别方法和参数估计,并且该估计与极大似然估计是等同的。 相似文献
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计算机网络攻击效果评估技术研究 总被引：32，自引：0，他引：32
计算机网络攻击效果评估技术是信息系统安全评估中一个重要而具有挑战性的课题。目前 ,相关的理论尚不成熟 ,有关的研究报道较少。简要总结了当前已经存在的主要信息安全的评估方法 ,在此基础上 ,从便于实际度量和计算的角度出发 ,提出了基于网络信息熵的评估技术、基于系统安全层次分析的安全评估框架和基于指标分析的网络攻击效果综合评估技术等三种评估模型 ,并分析了各自在使用中应注意的问题 相似文献
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针对复杂电磁环境机载雷达智能抗干扰问题,提出一种基于马尔可夫决策过程（markov decision processes,MDP）的机载雷达波形设计方法。为实现最优决策,建立雷达和干扰MDP博弈模型,融合利用目标、杂波、噪声、雷达和干扰信号等多维度电磁信息,设置信号和干扰噪声比为奖励函数;基于贝尔曼方程和策略迭代法计算信号频域最优策略,通过迭代变换法设计时域最优波形,并采用目标检测概率衡量算法性能。仿真结果表明,和线性调频信号、跳频信号相比,该方法设计波形具有更好的环境适应性和抗干扰能力,在此基础上提高了机载雷达目标检测概率。 相似文献