Inventory Problems with Partially Observed Demands and Lost Sales

This paper considers the case of partially observed demand in the context of a multi-period inventory problem with lost sales. Demand in a period is observed if it is less than the inventory level in that period and the leftover inventory is carried over to the next period. Otherwise, only the event that it is larger than or equal to the inventory level is observed. These observations are used to update the demand distributions over time. The state of the resulting dynamic program consists of the current inventory level and the current demand distribution, which is infinite dimensional. The state evolution equation for the demand distribution becomes linear with the use of unnormalized probabilities. We study two demand cases. First, the demands evolve according to a Markov chain. Second, the demand distribution has an unknown parameter which is updated in the Bayesian manner. In both cases, we prove the existence of an optimal feedback ordering policy. Permanent address of J. Adolfo Minjárez-Sosa: Departamento de Matemáticas, Universidad de Sonora, Hermosillo, Sonora, México. This project was partially supported by NSF Grant 0509278, ARPATP Grant 009741-0019-2006, and CONACYT (Mexico) Grant 46633-F.     

Approximate Controllability of Neutral Functional Differential Systems with State-Dependent Delay

This paper deals with the approximate controllability of semilinear neutral functional differential systems with state-dependent delay. The fractional power theory and α-norm are used to discuss the problem so that the obtained results can apply to the systems involving derivatives of spatial variables. By methods of functional analysis and semigroup theory, sufficient conditions of approximate controllability are formulated and proved. Finally, an example is provided to illustrate the applications of the obtained results.     

Transient Analysis for State-Dependent Queues with Catastrophes

Abstract

Queueing systems with catastrophes and state-dependent arrival and service rates are considered. For two types of queueing systems namely, queues with discouraged arrivals and infinite server queue, explicit expressions for the transient probabilities of system size are obtained by using continued fractions technique. Some system performance measures and steady-state probabilities are studied. The effect of system parameters on system size probabilities are also illustrated numerically. It is observed that the steady-state probabilities differ when catastrophes are present, while they are identical in the absence of catastrophes.     

Mixture Inventory Model with Backorders and Lost Sales for Variable Lead Time

In a recent paper, Ben-Daya and Raouf presented a continuous review inventory model in which they considered both lead time and the order quantity as decision variables where the shortages are neglected. We assume here that the shortages are allowed and we extend the Ben-Daya and Raouf model by adding the stockout cost. Furthermore, the effects of parameters are also included.     

Interactive High-low Search: The Case of Lost Sales

We consider the problem of supplying perishable goods to disloyal customers. As in traditional stock-control literature, a penalty is incurred whenever there is a stockout. However, in contrast to mainstream models, loss of goodwill is explicitly treated by incorporating the behavioural assumption that a fixed proportion of unsatisfied demand is lost forever after each stockout. The problem consists of finding supply levels which minimize costs of over- and underproduction, given unknown but deterministic demand. We derive optimal adaptive search procedures under varying assumptions of a priori knowledge about demand. Optimal strategies are compared to myopic strategies. Our methodology extends the mathematical theory of ‘high-low search’ for a hidden point to incorporate the ‘Heisenberg principle’: the position of the hidden point (demand) is directly influenced by the actions (supply levels) of the searcher.     

The Use of Index Numbers for Measuring Output of Multi-Product Systems

Measurement of output for a multi-product system often relies on revenue as a yardstick, but such an approach is inadequate for measures of physical output or aggregate price. Many alternative methods, based on the use of index numbers, are outlined and compared for a simple example. The strengths and weaknesses of these methods are discussed, and ways of overcoming difficulties due to discontinuities in the product range are suggested.     

Exact Analysis of the State-Dependent Polling Model

We consider a polling model in which a number of queues are served, in cyclic order, by a single server. Each queue has its own distinct Poisson arrival stream, service time, and switchover time (the server's travel time from that queue to the next) distribution. A setup time is incurred if the polled queue has one or more customers present. This is the polling model with State-Dependent service (the SD model). The SD model is inherently complex; hence, it has often been approximated by the much simpler model with State-Independent service (the SI model) in which the server always sets up for a service at the polled queue, regardless of whether it has customers or not. We provide an exact analysis of the SD model and obtain the probability generating function of the joint queue length distribution at a polling epoch, from which the moments of the waiting times at the various queues are obtained. A number of numerical examples are presented, to reveal conditions under which the SD model could perform worse than the corresponding SI model or, alternately, conditions under which the SD model performs better than a corresponding model in which all setup times are zero. We also present expressions for a variant of the SD model, namely, the SD model with a patient server.     

两个约束条件下允许外购的多产品报童问题

研究在资源和预算约束条件下允许外购的多产品报童问题.为解决因资源有限而引起的缺货问题,允许外购,外购的最大可得到量是给定的.建立了在非零延迟时间外购情况下以求总体花费最小值为目标函数的的优化模型,分析了模型的结构特征,结合最优化理论,利用可行方向方法对模型进行了求解.数值结果表明了模型的合理性和算法的有效性.     

Moreau-Yosida Regularization of State-Dependent Sweeping Processes with Nonregular Sets

The existence and the convergence (up to a subsequence) of the Moreau-Yosida regularization for the state-dependent sweeping process with nonregular (subsmooth and positively alpha-far) sets are established. Then, by a reparametrization technique, the existence of solutions for bounded variation continuous state-dependent sweeping processes with nonregular (subsmooth and positively alpha-far) sets is proved. An application to vector hysteresis is discussed, where it is shown that the Play operator with positively alpha-far sets is well defined for bounded variation continuous inputs.     

Approximate Controllability of Fractional Differential Equations with State-Dependent Delay

The systems governed by delay differential equations come up in different fields of science and engineering but often demand the use of non-constant or state-dependent delays. The corresponding model equation is a delay differential equation with state-dependent delay as opposed to the standard models with constant delay. The concept of controllability plays an important role in physics and mathematics. In this paper, first we study the approximate controllability for a class of nonlinear fractional differential equations with state-dependent delays. Then, the result is extended to study the approximate controllability fractional systems with state-dependent delays and resolvent operators. A set of sufficient conditions are established to obtain the required result by employing semigroup theory, fixed point technique and fractional calculus. In particular, the approximate controllability of nonlinear fractional control systems is established under the assumption that the corresponding linear control system is approximately controllable. Also, an example is presented to illustrate the applicability of the obtained theory.     

Smoothness Properties of Semiflows for Differential Equations with State-Dependent Delays

Differential equations with state-dependent delay can often be written as (t)=f(x_t) with a continuously differentiable map f from an open subset of the space C¹=C¹([-h,0], {}^n), {h>0}, into {}^n. In a previous paper we proved that under two mild additional conditions the set is a continuously differentiable n-codimensional submanifold of C ¹, on which the solutions define a continuous semiflow F with continuously differentiable solution operators F_t=F(t,·), t 0. Here we show that under slightly stronger conditions the semiflow F is continuously differentiable on the subset of its domain given by {t> h}. This yields, among others, Poincaré return maps on transversals to periodic orbits. All hypotheses hold for an example which is based on Newton's law and models automatic position control by echo.     

随机生产系统安全库存的ЛТ控制策略

本文研究了随机工件加工时间的生产系统在ЛТ（Ｊｕｓｔ－Ｉｎ一Ｔｉｍｅ）控制策略下的运行机制．基于文［１］所提出的看板控制生产系统的生产率与其马尔柯夫模型的状态空间相对应的理论．本文探讨了在ЛТ控制策略下生产系统的看板在安全库存受限的条件下的最优配置问题，并给出了工作站数目小于５的生产系统看板最优配置公式．     

需求依赖销售努力和销售价格的库存模型

在假定在确定性需求的前提下,提出了一种需求同时依赖销售价格和销售努力的决策模型.然后通过与没有增加销售努力手段时的最优平均利润函数的比较,显示了该分析方法的优越性.最后通过数值实例验证了模型的可行性,得出相关启示.     

A Table for Determining the Probability of a Stock out and Potential Lost Sales for a Gamma Distributed Demand

A table is given for determining the probability of a stock out and potential lost sales for a gamma distribution of demand. In addition to general applicability it is shown that the table enables a fundamental equation in inventory theory associated with the problem of minimizing the total cost of holding stock to be solved approximately.     

Infinite Horizon Controlled Diffusions with Randomly Varying and State-Dependent Discount Cost Rates

This work focuses on optimal controls of diffusions in an infinite horizon. It has several distinct features in contrast to the existing literature. The discount factor is allowed to be randomly varying and state dependent. The existence and uniqueness of the viscosity solution to the associated Hamilton–Jacobi–Bellman equation are established. The verification theorem is also obtained. Because closed-form solutions are virtually impossible to obtain in most cases, we develop numerical methods. Using the Markov chain approximation methods, numerical schemes are constructed; viscosity solution methods are used to prove the convergence of the algorithm. In addition, examples are given for demonstration purpose.     

带交货期的工件族生产与配送的排序问题

本文考虑了多个客户订购不同种类的工件,工件生产完后需要运输到客户的单机供应链排序问题.由于工件属于不同的种类,在加工不同种类工件前要有一个准备时间.每个客户分布在不同位置,客户的每个工件都有一个交货期,工件是分批配送的,每一批配送需要花费一定的时间及费用.考虑了两个与交货期有关的目标函数,分别给出了它们的最优算法.     

Periodic Solutions of a Second-Order Functional Differential Equation with State-Dependent Argument

In this paper, we use Schauder and Banach fixed point theorem to study the existence, uniqueness and stability of periodic solutions of a class of iterative differential equation

$$\begin{aligned} c_0x''(t)+c_1x'(t)+c_2x(t)=x(p(t)+bx(t))+h(t). \end{aligned}$$