有最低回收量约束的逆向供应链定价策略分析

对由一个制造商和一个回收商组成的二级逆向供应链系统,研究了在对制造商有最低回收量约束情形下的制造商和回收商的定价策略问题,得到了系统的斯坦克尔伯格均衡策略和联合定价策略,并通过数值计算进行了比较分析.     

PH/M/1排队系统驱动的流模型

在流模型的研究中,传统的谱分析方法计算量极大,经常导致病态的数值结果.首先把PH/M/1排队系统的队长过程作为外部驱动环境,建立了一个新的流模型.其次,根据平衡条件给出流模型的稳态联合分布满足的矩阵微分方程,利用经典的Laplace变换(LT)方法给出稳态下缓冲器(库)的容量分布,进一步导出了稳态下的主要性能指标——平均缓冲器容量和空库概率的简洁表达式.最后,提出了数值例子展示了系统参数对性能指标的影响.     

需求受价格影响的三层供应链协调模型

针对由一个制造商、一个批发商和一个零售商构成的三层供应链系统,在随机市场需求且需求受商品零售价格影响的情况下,研究了零售商如何定价和确定订货量.在此基础上给出了一个能使供应链系统达到完美协调的收益分享合约策略,最后给出了数值例子.     

基于几何过程和位相分布休假的两部件并联可修系统的可靠性分析

主要以两不同型部件组成的并联可修系统为研究对象.在系统对失效相位存在记忆的基础上,考虑了修理工可单重休假且休假时间服从位相(PH)分布.每个工作部件均有可能因受到两种不同类型的故障而失效,且均"修复非新".在假定部件的工作时间,修理时间分别服从PH分布的几何过程和负指数分布的条件下,利用马尔可夫过程和矩阵分析的方法,对可修系统进行了可靠性分析,并给出了相应可靠性指标的数值算例.     

具有年龄等级结构的种群竞争系统的最优收获控制

该文研究一类带有年龄等级结构的种群竞争模型的最优收获强度控制问题.证明了最优策略的存在性,关于含有分布式和边界控制函数的偏微分积分系统建立了一个新的连续性定理,据此并运用法锥和共轭系统技巧对最优策略进行了精确刻画.此外,也展示了一些数值实验结果,考察了价格函数对最优收益的影响.     

双阶段休假M/PH/1排队驱动的流体模型性能分析

本文研究双阶段休假的M/PH/1排队系统驱动的流体模型.首先运用矩阵几何解法计算外部驱动系统的平稳队长.然后建立流排队模型,通过构造有效输入率函数得到流体模型满足的矩阵微分方程,结合矩阵几何解法、矢量化方法和迭代算法对其求解,可推导出缓冲器的平均库存量.最后通过数值实验分析了系统参数对其主要性能指标的影响.     

相依修理的可修排队系统 MAP/PH(M/PH)/2

系统地研究了两个不同并行服务台的可修排队系统MAP/PH(M/PH)/2,其中两个不同的服务台拥有一个修理工.若其中一台处于修理状态,则另一台失效后就处于待修状态.利用拟生灭过程理论,我们首先讨论了两个服务台的广义服务时间的相依性,然后给出了系统的稳态可用度和稳态故障度,最后得到了系统首次失效前的时间分布及其均值.     

基于两种不同延迟过程的退化系统之最优更换策略

将延迟几何过程进行推广并引入延迟α-幂过程,以用于处理退化过程会发生延迟且延迟发生的概率会随故障次数的增多而减小的系统.以系统的故障次数为更换策略,以平均费用率为目标函数,建立了维修更换模型,证明了最优维修更换策略的存在性.最后,通过一个数值例子验证了方法的有效性.     

同步N—策略多重休假M／M／c排队

研究了具有同步N-策略多重休假的M／M／c排队系统．在休假时间服从相型（PH）分布的假设下，给出了系统的稳态指标．证明在已知服务台全忙并且系统中顾客数大于或等于N的条件下，条件随机变量可分解成独立随机变量之和，其中一个是无休假经典M／M／c系统中的对应条件变量，另一个是休假引起的附加随机变量     

具有不耐烦顾客的生产服务库存系统最优生产策略

研究了基于(s,S)策略有不耐烦顾客的生产服务库存系统.建立了水平相依的拟生灭过程,通过截尾近似的方法求出系统稳态概率向量,并给出系统一些性能指标.最后,设计遗传算法并通过数值算例求解最优生产策略.     

Optimal order-replacement policy for a phase-type geometric process model with extreme shocks

A system is subject to random shocks that arrive according to a phase-type (PH) renewal process. As soon as an individual shock exceeds some given level the system will break down. The failed system can be repaired immediately. With the increasing number of repairs, the maximum shock level that the system can withstand will be decreasing, while the consecutive repair times after failure will become longer and longer. Undergoing a specified number of repairs, the existing system will be replaced by a new and identical one. The spare system for the replacement is available only by sending a purchase order to a supplier, and the duration of spare system procurement lead time also follows a PH distribution. Based on the number of system failures, a new order-replacement policy (also called $(K\text{,}N)$ policy) is proposed in this paper. Using the closure property of the PH distribution, the long-run average cost rate for the system is given by the renewal reward theorem. Finally, through numerical calculation, it is determined an optimal order-replacement policy such that the long-run expected cost rate is minimum.     

带负顾客和N-策略的Geo^{lambda_1, lambda_2/Geo/1(MWV)排队系统分析及最优控制策略N*

分析了一个带有负顾客、N-策略控制的Geo/Geo/1多重工作休假排队系统, 其中正顾客在工作休假及正规忙期以不同的到达率进入系统. 利用拟生灭过程和矩阵几何解方法, 给出了该模型的稳态队长分布及平均队长, 以及系统分别处于假期和忙期的概率. 同时, 对该系统的忙期进行了分析, 并讨论了稳态队长分布在系统容量的优化设计中的应用. 最后, 在给定的费用结构下, 用数值计算例子确定了使系统长期单位时间内期望费用最小的最优控制策 N*.     

Explicit solutions for the steady state distributions in M/PH/1 queues with workload dependent balking

We consider an M/PH/1 queue with balking based on the workload. An arriving customer joins the queue and stays until served only if the system workload is below a fixed level at the time of arrival. The steady state workload distribution in such a system satisfies an integral equation. We derive a differential equation for Phase type service time distribution and we solve it explicitly, with Erlang, Hyper-exponential and Exponential distributions as special cases. We illustrate the results with numerical examples.     

Production-inventory control policy under warm/cold state-dependent fixed costs and stochastic demand: partial characterization and heuristics

The motivation for our study comes from some production and inventory systems in which ordering/producing quantities that exceed certain thresholds in a given period might eliminate some setup activities in the next period. Many examples of such systems have been discussed in prior research but the analysis has been limited to production settings under deterministic demand. In this paper, we consider a periodic-review production-inventory model under stochastic demand and incorporate the following fixed-cost structure into our analysis. When the order quantity in a given period exceeds a specified threshold value, the system is assumed to be in a “warm” state and no fixed cost is incurred in the next period regardless of the order quantity; otherwise the system state is considered “cold” and a positive fixed cost is required to place an order. Assuming that the unsatisfied demand is lost, we develop a dynamic programming formulation of the problem and utilize the concepts of quasi-K-convexity and non-K-decreasing to show some structural results on the optimal cost-to-go functions. This analysis enables us to derive a partial characterization of the optimal policy under the assumption that the demands follow a Pólya or uniform distribution. The optimal policy is defined over multiple decision regions for each system state. We develop heuristic policies that are aimed to address the partially characterized decisions, simplify the ordering policy, and save computational efforts in implementation. The numerical experiments conducted on a large set of test instances including uniform, normal and Poisson demand distributions show that a heuristic policy that is inspired by the optimal policy is able to find the optimal solution in almost all instances, and that a so-called generalized base-stock policy provides quite satisfactory results under reasonable computational efforts. We use our numerical examples to generate insights on the impact of problem parameters. Finally, we extend our analysis into the infinite horizon setting and show that the structure of the optimal policy remains similar.     

N-控制策略且温储备失效M/G/1可修排队的可靠性指标

本文研究N-门限值进入控制策略且温储备失效M/G/1可修排队系统, 其中系统在处于温储备失效的状态下最多容许N(1)个顾客进入系统。 运用全概率分解技术和拉普拉斯变换工具, 对服务台第一次失效前的寿命概率分布、不可用度、(0,t]时间内的平均失效次数以及处于温储备失效而等待修理的概率等可靠性指标进行了讨论, 并给出了其稳态结果表达式。 最后, 通过数值实例分析了服务台因温储备故障的稳态不可用度和稳态故障频度随一些参数的变化情况。     

Optimal control of a removable and non-reliable server in an infinite and a finite M/H2/1 queueing system

This paper deals with a single removable and non-reliable server in both an infinite and a finite queueing system with Poisson arrivals and two-type hyper-exponential distribution for the service times. The server may be turned on at arrival epochs or off at service completion epochs. Breakdown and repair times of the server are assumed to follow a negative exponential distribution. Conditions for a stable queueing system, that is steady-state, are provided. Cost models for both system capacities are respectively developed to determine the optimal operating policy numerically at minimum cost. This paper provides the minimum expected cost and the optimal operating policy based on assumed numerical values given to the system parameters, as well as to the cost elements. Sensitivity analysis is also investigated.     

A Semi-Markov decision problem for proactive and reactive transshipments between multiple warehouses

Lateral transshipments are an effective strategy to pool inventories. We present a Semi-Markov decision problem formulation for proactive and reactive transshipments in a multi-location continuous review distribution inventory system with Poisson demand and one-for-one replenishment policy. For a two-location model we state the monotonicity of an optimal policy. In a numerical study, we compare the benefits of proactive and different reactive transshipment rules. The benefits of proactive transshipments are the largest for networks with intermediate opportunities of demand pooling and the difference between alternative reactive transshipment rules is negligible.     

THE MATCHED QUEUEING SYSTEM GI。PH/PH/1

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Using state reduction for computing steady state vectors in Markov chains ofM/G/1 type

This paper presents a state reduction based algorithm for computing the steady state probability vectors of the embedded Markov chains ofM/G/1 type. The algorithm is based on the use of the notion of a state reduction box for streamlining compution. The computational details are linked directly to the theoretical results developed recently by Grassmann and Heyman [6]. Exploiting these connections and a method given in Neuts [18] for finding theG matrix forPH/PH/1 queues, we also propose an hybrid approach for solvingPH/PH/1 queues. Using several numerical examples, we report our computational experiences and present some observations about the relative merits of these approaches.     

Why certain discrete phase type representations have numerically stable spectral decomposition

The discrete-time phase type (PH) distributions are used in the numerical solution of many problems. The representation of a PH distribution consists of a vector and a substochastic matrix. The common feature of the PH distributions is that they have rational moment generating function. The moment generating function depends on the eigendecomposition of the transition probability matrix of the PH distribution, but the eigenvalues and eigenvectors are important in other cases as well. Due to the finite precision of the numerical calculations or other reasons, a representation may contain errors that change the eigendecomposition. This paper presents upper bounds on the change of the eigendecomposition when the PH representation is perturbed. Since these bounds do not depend on a particular representation, but they hold for all, the analysed PH representations have uniformly stable spectral decompositions.