Optimal joint preventive maintenance and production policies

We study joint preventive maintenance (PM) and production policies for an unreliable production‐inventory system in which maintenance/repair times are non‐negligible and stochastic. A joint policy decides (a) whether or not to perform PM and (b) if PM is not performed, then how much to produce. We consider a discrete‐time system, formulating the problem as a Markov decision process (MDP) model. The focus of the work is on the structural properties of optimal joint policies, given the system state comprised of the system's age and the inventory level. Although our analysis indicates that the structure of optimal joint policies is very complex in general, we are able to characterize several properties regarding PM and production, including optimal production/maintenance actions under backlogging and high inventory levels, and conditions under which the PM portion of the joint policy has a control‐limit structure. In further special cases, such as when PM set‐up costs are negligible compared to PM times, we are able to establish some additional structural properties. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

On the effectiveness of returns policies in the price‐dependent newsvendor model

We study in this paper the price‐dependent (PD) newsvendor model in which a manufacturer sells a product to an independent retailer facing uncertain demand and the retail price is endogenously determined by the retailer. We prove that for a zero salvage value and some expected demand functions, in equilibrium, the manufacturer may elect not to introduce buybacks. On the other hand, if buybacks are introduced in equilibrium, their introduction has an insignificant effect on channel efficiency improvement, but, by contrast, may significantly shift profits from the retailer to the manufacturer. We further demonstrate that the introduction of buybacks increases the wholesale price, retail price, and inventory level, as compared to the wholesale price‐only contract, and that the corresponding vertically integrated firm offers the lowest retail price and highest inventory level. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

System reliability based on diffusion models for fatigue crack growth

Diffusion processes are commonly used to describe the dynamics of complex systems arising in a wide range of application fields. In this paper we propose, on the basis of diffusion processes, two models concerned with the stochastic behavior of fatigue cracks in a system. They are then used to get the distribution of the failure time, the first time the crack size of at least one of the cracks exceeds a given value. Several properties of our proposed models are presented, and the unknown parameters are estimated by the method of maximum likelihood. From these an estimate of failure time distribution is obtained. In this part, contrary to common practice, we do not assume availability of failure data. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

An economic lot‐sizing problem with perishable inventory and economies of scale costs: Approximation solutions and worst case analysis

The costs of many economic activities such as production, purchasing, distribution, and inventory exhibit economies of scale under which the average unit cost decreases as the total volume of the activity increases. In this paper, we consider an economic lot‐sizing problem with general economies of scale cost functions. Our model is applicable to both nonperishable and perishable products. For perishable products, the deterioration rate and inventory carrying cost in each period depend on the age of the inventory. Realizing that the problem is NP‐hard, we analyze the effectiveness of easily implementable policies. We show that the cost of the best Consecutive‐Cover‐Ordering (CCO) policy, which can be found in polynomial time, is guaranteed to be no more than (4 + 5)/7 ≈ 1.52 times the optimal cost. In addition, if the ordering cost function does not change from period to period, the cost of the best CCO policy is no more than 1.5 times the optimal cost. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

基于COM的开放式数控系统软件模块通信方法的研究

采用基于COM技术的软件设计方法 ,对数控系统软件进行模块化开发 ,模块间的通信问题是关键。应用COM技术中的“事件”和“事件槽”方式实现了客户组件模块与服务器之间、客户组件模块之间的通信。这为开放式数控系统软件设计中通信问题的解决提供了一种新的软件方法     

The joint signature of coherent systems

We investigate the joint signature of $m$ coherent systems, under the assumption that the components have independent and identically distributed lifetimes. The joint signature, for a particular ordering of failure times, is an $m$‐dimensional matrix depending solely on the composition of the systems and independent of the underlying distribution function of the component lifetimes. The elements of the $m$‐dimensional matrix are formulated based on the joint signatures of numerous series of parallel systems. The number of the joint signatures involved is an exponential function of the number of the minimal cut sets of each original system and may, therefore, be significantly large. We prove that although this number is typically large, a great number of the joint signatures are repeated, or removed by negative signs. We determine the maximum number of different joint signatures based on the number of systems and components. It is independent of the number of the minimal cut sets of each system and is polynomial in the number of components. Moreover, we consider all permutations of failure times and demonstrate that the results for one permutation can be of use for the others. Our theorems are applied to various examples. The main conclusion is that the joint signature can be computed much faster than expected.     

Satellite constellation design for forest fire monitoring via a stochastic programing approach

There is significant value in the data collected by satellites during and after a natural disaster. The current operating paradigm in practice is for satellites to passively collect data when they happen to fly over a disaster location. Conversely, this article considers the alternative approach of actively maneuvering satellites to fly directly overhead of the disaster site on a routine basis. Toward this end, we seek to compute a satellite constellation design that minimizes the expected maneuver costs for monitoring an unknown forest fire. In this article, we present a 2‐stage stochastic programing model for this problem as well as a accelerated L‐shaped decomposition approach. A comparison between our approach and the current operating paradigm indicates that our solution provides longer duration data collections and a greater number of data collections. Analysis also shows that our proposed solution is robust over a wide array of scenarios.     

Workload distribution of discrete‐time parallel queues with two servers

We study discrete‐time, parallel queues with two identical servers. Customers arrive randomly at the system and join the queue with the shortest workload that is defined as the total service time required for the server to complete all the customers in the queue. The arrivals are assumed to follow a geometric distribution and the service times are assumed to have a general distribution. It is a no‐jockeying queue. The two‐dimensional state space is truncated into a banded array. The resulting modified queue is studied using the method of probability generating function (pgf) The workload distribution in steady state is obtained in form of pgf. A special case where the service time is a deterministic constant is further investigated. Numerical examples are illustrated. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 440–454, 2000     

Discrete equal‐capacity p‐median problem

This paper examines the discrete equal‐capacity p‐median problem that seeks to locate p new facilities (medians) on a network, each having a given uniform capacity, in order to minimize the sum of distribution costs while satisfying the demand on the network. Such problems arise, for example, in local access and transport area telecommunication network design problems where any number of a set of p facility units can be constructed at the specified candidate sites (hence, the net capacity is an integer multiple of a given unit capacity). We develop various valid inequalities, a separation routine for generating cutting planes that are specific members of such inequalities, as well as an enhanced reformulation that constructs a partial convex hull representation that subsumes an entire class of valid inequalities via its linear programming relaxation. We also propose suitable heuristic schemes for this problem, based on sequentially rounding the continuous relaxation solutions obtained for the various equivalent formulations of the problem. Extensive computational results are provided to demonstrate the effectiveness of the proposed valid inequalities, enhanced formulations, and heuristic schemes. The results indicate that the proposed schemes for tightening the underlying relaxations play a significant role in enhancing the performance of both exact and heuristic solution methods for this class of problems. © 2000 John & Sons, Inc. Naval Research Logistics 47: 166–183, 2000.     

Capacity expansion under a service‐level constraint for uncertain demand with lead times

For a service provider facing stochastic demand growth, expansion lead times and economies of scale complicate the expansion timing and sizing decisions. We formulate a model to minimize the infinite horizon expected discounted expansion cost under a service‐level constraint. The service level is defined as the proportion of demand over an expansion cycle that is satisfied by available capacity. For demand that follows a geometric Brownian motion process, we impose a stationary policy under which expansions are triggered by a fixed ratio of demand to the capacity position, i.e., the capacity that will be available when any current expansion project is completed, and each expansion increases capacity by the same proportion. The risk of capacity shortage during a cycle is estimated analytically using the value of an up‐and‐out partial barrier call option. A cutting plane procedure identifies the optimal values of the two expansion policy parameters simultaneously. Numerical instances illustrate that if demand grows slowly with low volatility and the expansion lead times are short, then it is optimal to delay the start of expansion beyond when demand exceeds the capacity position. Delays in initiating expansions are coupled with larger expansion sizes. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009