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1.
Repetitive testing is a fairly common practice in the final testing stage of a chip manufacturing. Decisions on setting initial lot size and the number of testing repetitions are crucial to the effectiveness of the testing process. The task of setting optimal parameters for a testing process is often difficult in practical situations due to uncertainties in both incoming product yield and testing equipment condition during the testing process. In this paper, we investigate a repetitive testing process where the testing equipment may shift randomly from an in-control state to an inferior state during the testing process which, correspondingly, results in different testing errors. We develop a quantitative model that helps us to find optimal test parameters that maximizes system performance. Based on the model, we performed extensive numerical experiments to test the effects of incoming product defective rate, testing equipment shift rate, especially, type II testing errors on decision and system performance. We find that test equipment condition may significantly affect the optimal decisions on the number of test repetitive and initial testing batch size. Further, we find that, while a small type II testing error may have negligible negative effect of system performance, the effect increases as the error or the incoming product yield increases. The results of this research may potentially provide practitioners with insights and a quantitative tool for designing an efficient repetitive testing process. 相似文献
2.
Irwin Greenberg 《Operations Research Letters》1982,1(4):144-147
The buyer in a seller-first offer bargaining situation use deception to cause the seller to arrive at an inaccurate subjective probability distribution of the buyer's position. The effects on the optimal behavior of the seller and on the payoffs to the two parties are examined. 相似文献
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For the manufacturer that intends to reduce the processing costs without sacrificing product quality, the identification of the optimal process mean is a problem frequently revisited. The traditional method to solving this problem involves making assumptions on the process parameter values and then determining the ideal location of the mean based upon various constraints such as cost or the degree of quality loss when a product characteristic deviates from its desired target value. The optimal process mean, however, is affected not only by these settings but also by any shift in the variability of a process, thus making it extremely difficult to predict with any accuracy. In contrast, this paper proposes the use of a reverse programming scheme to determine the relationship between the optimal process mean and the settings within an experimental factor space. By doing so, one may gain increased awareness of the sensitivity and robustness of a process, as well as greater predictive capability in the setting of the optimal process mean. Non-linear optimization programming routines are used from both a univariate and multivariate perspective in order to illustrate the proposed methodology. 相似文献
4.
We propose a goodness-of-fit test for the hypothesis that the observed Poisson point process has a given periodic intensity
function against a nonparametric close alternative of known smoothness. We obtain rate and sharp asymptotics for the errors
in the minimax setup.
相似文献
5.
Hui JIANG 《Frontiers of Mathematics in China》2016,11(2):291-307
This paper studies hypothesis testing in the Ornstein-Ulenbeck process with linear drift. With the help of large and moderate deviations for the log-likelihood ratio process, the decision regions and the corresponding decay rates of the error probabilities related to this testing problem are established. 相似文献
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A. A. Yushkevich 《Mathematical Methods of Operations Research》1994,40(3):253-288
After an introduction into sensitive criteria in Markov decision processes and a discussion of definitions, we prove the existence of stationary Blackwell optimal policies under following main assumptions: (i) the state space is a Borel one; (ii) the action space is countable, the action sets are finite; (iii) the transition function is given by a transition density; (iv) a simultaneous Doeblin-type recurrence condition holds. The proof is based on an aggregation of randomized stationary policies into measures. Topology in the space of those measures is at the same time a weak and a strong one, and this fact yields compactness of the space and continuity of Laurent coefficients of the expected discounted reward. Another important tool is a lexicographical policy improvement. The exposition is mostly self-contained.Supported by the National Science Foundation. 相似文献
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A. A. Yushkevich 《Mathematical Methods of Operations Research》1995,42(1):93-108
We consider a Markov decision process with a Borel state space, a countable action space, finite action sets, bounded rewards and a bounded transition density satisfying a simultaneous Doeblin condition. The existence of stationary strong 0-discount optimal polices is proved.Supported by NSF grant DMS-9404177. 相似文献
10.
We establish first, in the setting of infinite dimensional Hilbert space, a result concerning the existence of solutions for
perturbed sweeping processes whose perturbations are Lipschitz single-valued maps. Then we use this result to extend to the infinite dimensional setting
a relaxation result concerning optimal control problems involving such processes.
Dedicated to R. Tyrrell Rockafellar on the occasion of his 70th birthday 相似文献
11.
This paper presents a system cost model to assist a manufacturer in assessing the minimum cost allocations of quality improvement targets to suppliers. The model accounts for the effects of autonomous learning and induced learning on quality improvement, via variance reductions of supplier processes. The model further accounts for the effects of planned and unplanned disruptions in supplier production processes, where such gaps in production decreases the amount of autonomous learning while providing an opportunity for induced learning, thereby counteracting the effect of disruptions on process improvement. An optimization model is developed that obtains the quality improvement allocations that minimize system expected cost to both suppliers and manufacturer. The proposed models also account for both the uncertainty in the realized induced learning rate as well as uncertainty in the realized level of process disruptions. An example is used to demonstrate an implementation of the proposed models and to assess the sensitivity of the optimal target allocations to several model parameters. 相似文献
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Anthony G. Pakes 《Stochastic Processes and their Applications》1979,8(3):277-303
The concept of a limiting conditional age distribution of a continuous time Markov process whose state space is the set of non-negative integers and for which {0} is absorbing is defined as the weak limit as t→∞ of the last time before t an associated “return” Markov process exited from {0} conditional on the state, j, of this process at t. It is shown that this limit exists and is non-defective if the return process is ρ-recurrent and satisfies the strong ratio limit property. As a preliminary to the proof of the main results some general results are established on the representation of the ρ-invariant measure and function of a Markov process. The conditions of the main results are shown to be satisfied by the return process constructed from a Markov branching process and by birth and death processes. Finally, a number of limit theorems for the limiting age as j→∞ are given. 相似文献
14.
In supply chain co-opetition, firms simultaneously compete and co-operate in order to maximize their profits. We consider the nature of co-opetition between two firms: The product supplier invests in the technology to improve quality, and the purchasing firm (buyer) invests in selling effort to develop the market for the product before uncertainty in demand is resolved. We consider three different decision making structures and discuss the optimal configuration from each firm’s perspective. In case 1, the supplier invests in product quality and sets the wholesale price for the product. The buyer then exerts selling effort to develop the market and following demand potential realization, sets the resale price. In case 2, the supplier invests in product quality followed by the buyer’s investment in selling effort. Then, after demand potential is observed, the supplier sets the wholesale price and the buyer sets the resale price. Finally, in case 3, both firms simultaneously invest in product quality and selling effort, respectively. Subsequently, observing the demand potential, the supplier sets the wholesale price and the buyer sets the resale price. We compare all configuration options from both the perspective of the supplier and the buyer, and show that the level of investment by the firms depends on the nature of competition between them and the level of uncertainty in demand. Our analysis reveals that although configuration 1 results in the highest profits for the integrated channel, there is no clear dominating preference on system configuration from the perspective of both parties. The incentives of the co-opetition partners and the investment levels are mainly governed by the cost structure and the level of uncertainty in demand. We examine and discuss the relation between system parameters and the incentives in desiging the supply contract structure. 相似文献
15.
Jukka Lempa 《Operations Research Letters》2010,38(1):11-16
We consider a class of optimal stopping problems of diffusions with a two-sided optimal rule. We propose an approach for finding and characterizing the solution. We establish that the optimal stopping rule can be associated with the unique fixed point of an auxiliary function. The results are illustrated with an explicit example. 相似文献
16.
In this paper, we address the simultaneous determination of price and inventory replenishment in a newsvendor setting when the firm faces demand from two or more market segments in which the firm can set different prices. We allow for demand leakage from higher-priced segments to lower-priced segments and assume that unsatisfied demand can be backlogged. We examine the case where the demands occur concurrently without priority and are met from a single inventory. We consider customer’s buy-down behavior explicitly by modeling demand leakage as a function of segment price differentiation, and characterize the structure of optimal inventory and pricing policies. 相似文献
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K. Muralidharan 《商业与工业应用随机模型》2001,17(4):331-343
The modulated power law process (MPLP) is often used to model failure data from repairable system, when both renewal type behaviour and time trends are present. The MPLP allows for the failure rate of a system to be affected by the failure and repair. Since the MLEs of the estimates do not have closed form expressions, they have to be approximated, and hence deriving a test procedure will be difficult. Black and Rigdon (1996) have proposed asymptotic MLEs and asymptotic likelihood ratio tests for the parameters which also do not have closed form expressions and hence are not easy for application. In this paper, we derive a closed form expression for the test statistics which is simple and easy to apply for testing (i) H0: β=1 versus H1: β≠1 when κ is known and (ii) H0: (β=1 and κ=1) versus H1: (β≠1 or κ≠1). The simulation study for percentiles and powers are given. We also compare the performance of the test with that of Black and Rigdon's (1996) test. Some numerical examples are also provided to illustrate the testing procedures. Copyright © 2001 John Wiley & Sons, Ltd. 相似文献
18.
W. K. Grassmann 《Annals of Operations Research》1987,8(1):165-174
The variance of a time average is important for planning, running and interpreting experiments. This paper derives a simple method to find this variance for the case of a Markov process. This method is then applied to obtain the variance of a time average for the case of a birth-death process. 相似文献
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Cross-training of nursing staff has been used in hospitals to reduce labor cost, provide scheduling flexibility, and meet patient demand effectively. However, cross-trained nurses may not be as productive as regular nurses in carrying out their tasks because of a new work environment and unfamiliar protocols in the new unit. This leads to the research question: What is the impact of productivity on optimal staffing decisions (both regular and cross-trained) in a two-unit and multi-unit system. We investigate the effect of mean demand, cross-training cost, contract nurse cost, and productivity, on a two-unit, full-flexibility configuration and a three-unit, partial flexibility and chaining (minimal complete chain) configurations under centralized and decentralized decision making. Under centralized decision making, the optimal staffing and cross-training levels are determined simultaneously, while under decentralized decision making, the optimal staffing levels are determined without any knowledge of future cross-training programs. We use two-stage stochastic programming to derive closed form equations and determine the optimal number of cross-trained nurses for two units facing stochastic demand following general, continuous distributions. We find that there exists a productivity level (threshold) beyond which the optimal number of cross-trained nurses declines, as fewer cross-trained nurses are sufficient to obtain the benefit of staffing flexibility. When we account for productivity variations, chaining configuration provides on average 1.20% cost savings over partial flexibility configuration, while centralized decision making averages 1.13% cost savings over decentralized decision making. 相似文献