On generalized shock models for deteriorating systems

Standard assumptions in shock models are that failures of items are related either to the cumulative effect of shocks (cumulative models) or that they are caused by shocks that exceed a certain critical level (extreme shocks models). In this paper, we present useful generalizations of this setting to the case when an item is deteriorating itself, for example, when the boundary for the fatal shock magnitude is decreasing with time. Three stochastic failure models describing different impacts of shocks on items are considered. The cumulative effect of shocks is modeled in a way similar to the proportional hazards model. Explicit formulas for the corresponding survival functions are derived and several simple examples are considered. Copyright © 2012 John Wiley & Sons, Ltd.     

Burn-in and the performance quality measures in heterogeneous populations

Burn-in is a widely used engineering method of elimination of defective items before they are shipped to customers or put into field operation. Under the assumption that a population is described by the decreasing or bathtub-shaped failure rate functions, various optimal burn-in problems have been intensively studied in the literature. In this paper, we consider a new model and assume that a population is composed of stochastically ordered subpopulations described by their own performance quality measures. It turns out that this setting can justify burn-in even in situations when it is not justified in the framework of conventional approaches. For instance, it is shown that it can be reasonable to perform burn-in even when the failure rate function that describes the heterogeneous population of items increases and this is one of the main and important findings of our study.     

Two shock and wear systems under repair standing a finite number of shocks

A shock and wear system standing a finite number of shocks and subject to two types of repairs is considered. The failure of the system can be due to wear or to a fatal shock. Associated to these failures there are two repair types: normal and severe. Repairs are as good as new. The shocks arrive following a Markovian arrival process, and the lifetime of the system follows a continuous phase-type distribution. The repair times follow different continuous phase-type distributions, depending on the type of failure. Under these assumptions, two systems are studied, depending on the finite number of shocks that the system can stand before a fatal failure that can be random or fixed. In the first case, the number of shocks is governed by a discrete phase-type distribution. After a finite (random or fixed) number of non-fatal shocks the system is repaired (severe repair). The repair due to wear is a normal repair. For these systems, general Markov models are constructed and the following elements are studied: the stationary probability vector; the transient rate of occurrence of failures; the renewal process associated to the repairs, including the distribution of the period between replacements and the number of non-fatal shocks in this period. Special cases of the model with random number of shocks are presented. An application illustrating the numerical calculations is given. The systems are studied in such a way that several particular cases can be deduced from the general ones straightaway. We apply the matrix-analytic methods for studying these models showing their versatility.     

The effect of lifetime buys on warranty repair operations

Lifetime buys are a common practice in the electronics and telecommunication industries. Under this practice, manufacturers procure their repair parts inventory in one order to support the spare part needs of a product for the duration of its warranty repair period. In this paper, we consider a repair operation in which defective items under warranty are returned to a manufacturer who either repairs these items using its spare parts inventory or replaces each defective unit with a new product. We show how fixed repair capability costs, variable repair costs, inventory holding costs, and replacement costs affect a firm's optimal repair and replacement decisions. The model is used to gain insights for products from a major mobile device manufacturer in the United States.     

Scheduling of inbound and outbound trucks in cross docking systems with temporary storage

Cross docking is a warehouse management concept in which items delivered to a warehouse by inbound trucks are immediately sorted out, reorganized based on customer demands, routed and loaded into outbound trucks for delivery to customers without the items being actually held in inventory at the warehouse. If any item is held in storage, it is usually for a brief period of time that is generally less than 24 hours. This way, the turnaround times for customer orders, inventory management cost, and warehouse space requirements are reduced. One of the objectives for cross docking systems is how well the trucks can be scheduled at the dock and how the items in inbound trucks can be allocated to the outbound trucks to optimize on some measure of system performance. The objective of this research is to find the best truck docking or scheduling sequence for both inbound and outbound trucks to minimize total operation time when a temporary storage buffer to hold items temporarily is located at the shipping dock. The product assignment to trucks and the docking sequences of the inbound and outbound trucks are all determined simultaneously.     

Production,remanufacturing and waste disposal models for the cases of pure and partial backordering

Production, remanufacture and waste disposal models in the literature assume that produced and recovered (repaired or remanufactured) items are of the same quality. However, a recent study considered a more realistic situation where produced and remanufactured items are incompatible. That is, they are not perceived by customers to have the same quality characteristics. This results in a lost sales situation for produced (remanufactured) items when they are requested by customers during the remanufacturing (production) period. In today’s competitive market, where firms thrive to sustain or increase the market share for their products, a stock-out situation where demand is completely lost seems to go contrary to the objectives of these firms. In reality, a firm may choose to either backorder fully or partially their unsatisfied demand. This paper extends along this line of research by modelling these stock-out situations. Several stock-out cases are considered for which mathematical models are developed and numerical examples are provided with their results discussed.     

The N-policy of a discrete time Geo/G/1 queue with disasters and its application to wireless sensor networks

We analyze an N-policy of a discrete time Geo/G/1 queue with disasters. We obtain the probability generating functions of the queue length, the sojourn time, and regeneration cycles such as the idle period and the busy period. We apply the queue to a power saving scheme in wireless sensor networks under unreliable network connections where data packets are lost by external attacks or shocks. We present various numerical experiments for application to power consumption control in wireless sensor networks. We investigate the characteristics of the optimal N-policy that minimizes power consumption and derive practical insights on the operation of the N-policy in wireless sensor networks.     

Tree search for the stacking problem

The stacking problem is a hard combinatorial optimization problem with high practical interest in, for example, steel storage or container port operations. In this problem, a set of items is stored in a warehouse for a period of time, and a crane is used to place them in a limited number of stacks. Since the entrance and exit of items occurs in an arbitrary order, items may have to be relocated in order to reach and deliver other items below them. The objective of the problem is to find a feasible sequence of movements that delivers all items, while minimizing the total number of movements. We study the scalability of an exact approach to this problem, and propose two heuristic methods to solve it approximately. The two heuristic approaches are a multiple simulation algorithm using semi-greedy construction heuristics, and a stochastic best-first tree search algorithm. The two methods are compared in a set of challenging instances, revealing a superior performance of the tree search approach in most cases.     

Virtual age,is it real? ‐ Discussing virtual age in reliability context

Several settings, where the notion of virtual age is employed, are discussed. We argue that the age reduction imperfect repair modeling is often not sufficiently justified in practice, as it is not possible to execute repair in most of real situations that conforms with this model. On the other hand, a shock‐based virtual age model is suggested and justified via the probabilities of failures on shocks. The new notion of virtual age for degrading items is also introduced. We discuss how to recalculate virtual age after switching from one regime to another. Several examples illustrating different notions of virtual age are presented.     

A reliability system under different types of shock governed by a Markovian arrival process and maintenance policy K

A reliability system subject to shocks producing damage and failure is considered. The source of shocks producing failures is governed by a Markovian arrival process. All the shocks produce deterioration and some of them failures, which can be repairable or non-repairable. Repair times are governed by a phase-type distribution. The number of deteriorating shocks that the system can stand is fixed. After a fatal failure the system is replaced by another identical one. For this model the availability, the reliability, and the rate of occurrence of the different types of failures are calculated. It is shown that this model extends other previously published in the literature.     

A servicing strategy for items sold under warranty

When repairable items sold under warranty fail, the rectification action taken by the manufacturer can be either a repair or a replacement. In this paper a new repair–replacement strategy is proposed for the manufacturer when the items are sold with a non-renewing free replacement warranty policy. The strategy involves splitting the warranty period into two intervals where only repairs are carried out, separated by a third interval with at most one replacement.     

Economic ordering policy for deteriorating items over an infinite time horizon

In this paper a total cost model is presented for the inventory problem of deteriorating items. A constant fraction of on hand inventory at the beginning of a period deteriorates during the period. The demand for the items during a period is supplied at the end of the period. However, shortages accumulated during a scheduling period are supplied at the start of the next scheduling period. An approach is suggested for determining economic ordering policy for the case of time varying demand and a search procedure is developed when demand is constant in each period.     

Optimal adaptive estimators for partially observed numbers of defective items in inventory models

In this paper, three discrete time integer-valued inventory models for perishable items are introduced. In these models, each item in the stock is assumed to perish in a given period with some probability. The dynamics of the models are affected by a demand process, a replenishment process, and perishability. However perished items are not observed while in stock, unless sold. Recursive estimates for the probability of the number of the perished items are derived.     

中美经济冲击传播途径研究

本文应用近似因子模型以及因子增广的向量自回归模型,考察了1995～2009年间美国的经济冲击对我国经济的传播渠道.本文发现出口和消费者信息指数比进口以及金融市场对美国的经济冲击更为敏感;而就冲击的类型来看,美国经济的需求冲击比供给冲击对我国经济的影响更大.     

Generating facets for the cut polytope of a graph by triangular elimination

The cut polytope of a graph arises in many fields. Although much is known about facets of the cut polytope of the complete graph, very little is known for general graphs. The study of Bell inequalities in quantum information science requires knowledge of the facets of the cut polytope of the complete bipartite graph or, more generally, the complete k-partite graph. Lifting is a central tool to prove certain inequalities are facet inducing for the cut polytope. In this paper we introduce a lifting operation, named triangular elimination, applicable to the cut polytope of a wide range of graphs. Triangular elimination is a specific combination of zero-lifting and Fourier–Motzkin elimination using the triangle inequality. We prove sufficient conditions for the triangular elimination of facet inducing inequalities to be facet inducing. The proof is based on a variation of the lifting lemma adapted to general graphs. The result can be used to derive facet inducing inequalities of the cut polytope of various graphs from those of the complete graph. We also investigate the symmetry of facet inducing inequalities of the cut polytope of the complete bipartite graph derived by triangular elimination.      

多种变质性物品的经济批量问题

本文考虑了多种变质性物品在同一台设备上生产的最优基本生产周期问题。本文采用了基本周期法,给出了问题的数学模型,分析了模型最优解的存在性,并给出了求解该模型的算法和算例,从算例的结果说明基本周期法比公共周期法解决经济批量问题更优。     

带冲突关系装箱问题的启发式求解算法

现实物流活动中大量存在的食品、药品和危险品等货物的分组包装问题属于带冲突关系的装箱问题(BPPC),其优化目标是在满足货物间冲突限制的前提下完成装箱操作,并最小化使用货箱的数量。本文从实际需求出发,基于货物之间的冲突关系、装箱顺序和货箱容量等约束建立相应的数学规划模型;随后设计了求解BPPC问题的启发式算法,算法通过迭代求解最大团结构实现货物间冲突关系的消去,根据当前货物最大团采用改进降序首次适应算法(FFD)完成货物装箱操作,并通过“洗牌”策略对已有装箱方案进行局部优化;最后,针对Iori算例数据,将以上算法与基于图着色的启发式算法进行比较分析,结果表明,本文算法是求解BPPC问题更为有效的方法。     

Economic order quantity models for ameliorating/deteriorating items under inflation and time discounting

The items that incur a gradual loss in quality or quantity over time while in inventory are usually called deteriorating items. In reality, there are some items whose value or utility or quantity increase with time and those items can be termed as ameliorating items. In this paper, an effort has been made to incorporate these two opposite physical characteristics of stored items into inventory model. We develop models for ameliorating/deteriorating items with time-varying demand pattern over a finite planning horizon, taking into account the effects of inflation and time value of money. Optimal solutions of the proposed models are derived and the effects of amelioration/deterioration on the inventory replenishment policies are studied with the help of numerical examples.     

Stability of transonic shocks in supersonic flow past a wedge

In this paper we study the stability of transonic shocks in steady supersonic flow past a wedge. We take the potential flow equation as the mathematical model to describe the compressible flow. It is known that in generic case such a problem admits two possible location of shock, connecting the flow ahead it and behind it. They can be distinguished as supersonic-supersonic shock and supersonic-subsonic shock (or transonic shock). Both these possible shocks satisfy the Rankine-Hugoniot conditions and entropy condition. In this paper we prove that the transonic shock is also stable under perturbation of the coming flow provided the pressure at infinity is well controlled.     

VANISHING VISCOSITY FOR NON-ISENTROPIC GAS DYNAMICS WITH INTERACTING SHOCKS

In this paper,we study the vanishing viscosity limit for non-isentropic gas dynamics with interacting shocks.Given any entropy solution of non-isentropic gas dynamics which consists of two different families of shocks interacting at some positive time,we show that such solution is the vanishing viscosity limit of a family of smooth global solutions for a viscous system of conservation law.We remark that,after the interacting time,not only shocks but also contact discontinuity are generated.