工件可自由下线最小化总完工时间的平行分批排序问题

考虑工件可自由下线最小化总完工时间的有界平行分批排序问题. 在该问题中, 一台平行批机器可以同时处理 b 个工件作为一个平行批, 这里b 是批容量, 一个批的加工时间等于分配给这个批的工件的最大加工时间. 关于可自由下线工件, 每一个工件的完工时间等于包含这个工件的批的开工时间与工件的加工时间的和. 也就是, 如果一个批B 有一个开工时间S, 那么包含在批B 中的每一个工件J_j 的开工时间定义为S, 而它的完工时间定义为S+p_j, 这里p_j 是工件J_j 的加工时间. 对此问题, 首先研究最优排序的一些性质. 然后, 基于这些性质, 给出一个运行时间为O(n^{b (b-1)})的动态规划算法.     

Time consistency for set-valued dynamic risk measures for bounded discrete-time processes

In this paper, we introduce two kinds of time consistent properties for set-valued dynamic risk measures for discrete-time processes that are adapted to a given filtration, named time consistency and multi-portfolio time consistency. Equivalent characterizations of multi-portfolio time consistency are deduced for normalized dynamic risk measures. In the normalized case, multi-portfolio time consistency is equivalent to the recursive form for risk measures as well as a decomposition property for the acceptance sets. The relations between time consistency and multi-portfolio time consistency are addressed. We also provide a way to construct multi-portfolio time consistent versions of any dynamic risk measure. Finally, we investigate the relationship about time consistency and multi-portfolio time consistency between risk measures for processes and risk measures for random vectors on some product space.     

加工时间是开工时间线性分段函数的单机总误工问题

研究工件加工时间是开工时间的线性分段函数的单机排序问题,其中工件的加工时间是开工时间的线性增加函数,但是有一个上界,在时刻T(T是已知常数)以后开始加工的工件,其加工时间不再因开工时间的推迟而增大,优化的目标是极小化总误工工件数.当工件的工期与加工时间满足某种一致性关系的时候,不管工件的加工时间是开工时间的简单线性分段函数,还是其基本加工时间是与恶化率有关的分段线性函数,证明这两种情况都是多项式时间可解的.     

Lead time and response time in a pull production control system

In the late 80s, most manufacturers have shifted their manufacturing strategies from cost and quality to speed. This paper focuses on two performance measures of speed: manufacturing lead time and response time. Manufacturing lead time is the sum of the processing time to convert raw material to finished goods and the waiting time at the buffers. Response time is the time between the customer places an order and the customer receives the order. In this paper we develop a queueing model of a pull-based production control system for a single-stage facility. The intent of the model is two-fold. First, we highlight the trade-off between manufacturing lead time and response time. Second, we develop an optimization model to determine an optimal control system that guarantees certain delivery performance (in terms of response time).     

Mixture distributions for modelling demand during lead time

A mixture distribution approach to modelling demand during lead time in a continuous-review inventory model is described. Using this approach, both lead time and demand per unit time can follow state-dependent distributions. By using mixtures of truncated exponentials functions to approximate these distributions, mixture distributions that can be easily manipulated in closed form can be constructed as the marginal distributions for lead time and demand per unit time. These are then used to approximate the mixture of compound distributions for demand during lead time. The technique is illustrated by first applying it to a ‘normal-gamma’ inventory problem, then by modelling a problem with empirical distributions for lead time and demand per unit time.     

Optimizing replacement policy for a cold-standby system with waiting repair times

This paper presents the formulas of the expected long-run cost per unit time for a cold-standby system composed of two identical components with perfect switching. When a component fails, a repairman will be called in to bring the component back to a certain working state. The time to repair is composed of two different time periods: waiting time and real repair time. The waiting time starts from the failure of a component to the start of repair, and the real repair time is the time between the start to repair and the completion of the repair. We also assume that the time to repair can either include only real repair time with a probability p, or include both waiting and real repair times with a probability 1 − p. Special cases are discussed when both working times and real repair times are assumed to be geometric processes, and the waiting time is assumed to be a renewal process. The expected long-run cost per unit time is derived and a numerical example is given to demonstrate the usefulness of the derived expression.     

无限批量调度中最小化加权完工时间和问题的一个线性时间近似方案

本文考虑n个工件的无限批量机器调度问题．一台机器可以同时加工B≥n个工件．每个工件具有一个正权因子、一个释放时间和一个加工时间．一个批次的加工时间是该批次所包含所有工件的加工时间的最大者．在同一批次中加工的工件有相同的完工时间，即它们的共同开始时间加上该批次的加工时间．对于最小化加权完工时间和问题，本文给出了第一个多项式时间近似方案(PTAS)．对任意给定精度，该算法的运行时间为线性的．     

带有固定区间的单机双代理可中断总误工问题

研究带有固定区间的两个代理单机排序问题.第一个代理工件可中断,且工件到达时间与工期满足一致关系,目标函数为最小化总误工.第二个代理工件被安排在固定时间窗口.目标是寻找一个排序,使得满足第二个代理目标可行情况下,第一个代理目标函数值最小.在固定区间等于加工时间的情况下,利用分块原则,提出了一个伪多项式时间动态规划算法,并给出了固定区间大于加工时间情况下的时间复杂度分析.     

Optimal deteriorating items production inventory models with random machine breakdown and stochastic repair time

This study develops deteriorating items production inventory models with random machine breakdown and stochastic repair time. The model assumes the machine repair time is independent of the machine breakdown rate. The classical optimization technique is used to derive an optimal solution. A numerical example and sensitivity analysis are shown to illustrate the models. The stochastic repair models with uniformly distributed repair time tends to have a larger optimal total cost than the fixed repair time model, however the production up time is less than the fixed repair time model. Production and demand rate are the most sensitive parameters for the optimal production up time, and demand rate is the most sensitive parameter to the optimal total cost for the stochastic model with exponential distribution repair time.     

Mining time series data for segmentation by using Ant Colony Optimization

In trying to distinguish data features within time series data for specific time intervals, time series segmentation technology is often required. This research divides time series data into segments of varying lengths. A time series segmentation algorithm based on the Ant Colony Optimization (ACO) algorithm is proposed to exhibit the changeability of the time series data. In order to verify the effect of the proposed algorithm, we experiment with the Bottom-Up method, which has been reported in available literature to give good results for time series segmentation. Simulation data and genuine stock price data are also used in some of our experiments. The research result shows that time series segmentation run by the ACO algorithm not only automatically identifies the number of segments, but its segmentation cost was lower than that of the time series segmentation using the Bottom-Up method. More importantly, during the ACO algorithm process, the degree of data loss is also less compared to that of the Bottom-Up method.     

On unconditionally positivity preserving DG schemes for shallow water flows with shock capturing by adaptive filtering procedures

In this work, we present an unconditionally positivity preserving implicit time integration scheme for the DG method applied to shallow water flows. For locally refined grids with very small elements, the ODE resulting from space discretization is stiff and requires implicit or partially implicit time stepping. However, for simulations including wetting and drying or regions with small water height, severe time step restrictions have to be imposed due to positivity preservation. Nevertheless, as implicit time stepping demands a significant amount of computational time in order to solve a large system of nonlinear equations for each time step we need large time steps to obtain an efficient scheme. In this context, we propose a novel approach to the strategy of positivity preservation. This new technique is based on the so-called Patankar trick and guarantees non-negativity of the water height for any time step size while still preserving conservativity. Due to this modification, the implicit scheme can take full advantage of larger time steps and is therefore able to beat explicit time stepping in terms of CPU time. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

马氏链的离散分布(Ⅱ)

设X(ω)={x(t,ω), t≥0}是定义在完备概率空间(Ω,,p)上的马氏链。其状态空间1={0,1,2,…}。如不作特别声明都假定X(ω)具有标准转移矩阵,完全可分,Borel可测,状态稳定。令     

?/M/1: On the equilibrium distribution of customer arrivals

Each day a facility commences service at time zero. All customers arriving prior to time T are served during that day. The queuing discipline is First-Come First-Served. Each day, each person in the population chooses whether or not to visit the facility that day. If he decides to visit, he arrives at an instant of time such that his expected waiting time in the queue is minimal. We investigate the arrival rate of customers in equilibrium, where each customer is fully aware of the characteristics of the system. We show that the arrival rate is constant before opening time, but that in general it is not constant between opening and closing time. For the case of exponential distribution of service time, we develop a set of equations from which the equilibrium queue size distribution and expected waiting time can be numerically computed as functions of time.     

Adaptive weak approximation of stochastic differential equations

Adaptive time‐stepping methods based on the Monte Carlo Euler method for weak approximation of Itô stochastic differential equations are developed. The main result is new expansions of the computational error, with computable leading‐order term in a posteriori form, based on stochastic flows and discrete dual backward problems. The expansions lead to efficient and accurate computation of error estimates. Adaptive algorithms for either stochastic time steps or deterministic time steps are described. Numerical examples illustrate when stochastic and deterministic adaptive time steps are superior to constant time steps and when adaptive stochastic steps are superior to adaptive deterministic steps. Stochastic time steps use Brownian bridges and require more work for a given number of time steps. Deterministic time steps may yield more time steps but require less work; for example, in the limit of vanishing error tolerance, the ratio of the computational error and its computable estimate tends to 1 with negligible additional work to determine the adaptive deterministic time steps. © 2001 John Wiley & Sons, Inc.     

A characterization of dynamic reasoning: Reasoning with time as parameter

Students incorporate and use the implicit and explicit parameter time to support their mathematical reasoning and deepen their understandings as they participate in a differential equations class during instruction on solutions to systems of differential equations. Therefore, dynamic reasoning is defined as developing and using conceptualizations about time as a parameter that implicitly or explicitly coordinates with other quantities to understand and solve problems. Students participate in the following types of mathematical activity related to dynamic reasoning: making time an explicit quantity, using the metaphor of time as “unidimensional space”, using time to reason both quantitatively and qualitatively, using three-dimensional visualization of time related functions, fusing context and representation of time related functions, and using the fictive motion metaphor for function. The purpose of this article is to present a characterization of dynamic reasoning and promote more explicit attention to this type of reasoning by teachers in K-16 mathematics in order to improve student understanding in time related areas of mathematics.     

极小化最大完工时间的单机分批加工问题

本文考虑极小化最大完工时间的单机分批加工问题．设有n个工件和一台批加工机器．每个工件有一个释放时间和一个加工时间．批加工机器可以同时加工b(b相似文献   

Single-machine group scheduling with time-dependent learning effect and position-based setup time learning effect

As to learning effect, it may be more appropriate to assume that position-based learning takes place during machine setups only, while sum-of-processing-time-based learning occurs in considering the experience that workers have gained from producing jobs. Thus, in this paper, we consider sum-of-processing-time-based learning on job processing time and position-based learning on setup time in single-machine group scheduling problems. The objectives are to minimize the makespan and the total completion time, respectively. We provide two polynomial time algorithms to solve the makespan minimization problems. On the other hand, we also provide two polynomial time algorithms to solve the total completion time minimization problems under certain conditions.     

Nonparametric estimation of the spectral density of amplitude-modulated time series with missing observations

Consider a real-valued and second-order stationary time series with mean zero. The aim is to estimate its spectral density. A minimax solution of this problem is known when either the time series is observed directly, or some observations are missed according to an independent Bernoulli process, or for some special cases when the time series is multiplied by an amplitude-modulating time series with known distribution. It is shown that if a time series of interest, a Bernoulli time series defining missing mechanism, and an amplitude-modulating time series are mutually independent, then the shape of spectral density of an underlying time series of interest can be estimated with the minimax rate known for the case of direct observations. Furthermore, in some special cases the spectral density can be estimated with the minimax rate known for directly observed time series of interest.     

离散时间单重休假两部件并联可修系统的可靠性分析

利用离散向量Markov过程方法研究了离散时间单重休假两同型部件并联可修系统.在部件寿命服从几何分布,修理时间和修理工休假时间服从一般离散型概率分布的假定下,引入修理时间和休假时间尾概率,求得了系统的稳态可用度、稳态故障频度、待修概率、修理工空闲概率和休假概率,以及首次故障前平均时间等可靠性指标.并通过具体数值实例展示了离散向量马氏链状态转移频度的具体计算方法.     

基于自适应控制的四元数时滞神经网络的有限时间同步

文章主要研究了自适应控制下四元数时滞神经网络的有限时间完全同步,通过设计一组有效新颖的自适应控制器,使得主从系统实现有限时间同步,并计算出停息时间的理论估计.利用Lyapunov函数方法和不等式技巧,给出了四元数时滞神经网络主从系统有限时间同步的充分条件.最后,通过数值仿真验证了所得理论结果的有效性.