A δ-shock maintenance model for a deteriorating system

In this paper, a δ-shock maintenance model for a deteriorating system is studied. Assume that shocks arrive according to a renewal process, the interarrival time of shocks has a Weibull distribution or gamma distribution. Whenever an interarrival time of shocks is less than a threshold, the system fails. Assume further the system is deteriorating so that the successive threshold values are geometrically nondecreasing, and the consecutive repair times after failure form an increasing geometric process. A replacement policy N is adopted by which the system will be replaced by an identical new one at the time following the Nth failure. Then the long-run average cost per unit time is evaluated. Afterwards, an optimal policy N^* for minimizing the long-run average cost per unit time could be determined numerically.     

Finite dams with double level of release

We considered a finite dam with discrete additive input and double level of release. If the current dam content is not greater than a certain boundM, the release is one unit unless the dam is empty; and if the current dam content is greater thanM, the release isr (? 1) units provided it is available, otherwise the whole content will be withdrawn. We derive all the expressions of the distributions of first emptiness with and without overflow, the distributions of emptiness with and without overflow, the time dependent distributions of dam content with and without overflow, and the distributions of overflow times and quantities. IfM is equal to the dam capacity, the results are reduced to the case of unit release; and ifM=0, the results are reduced to the case of releaser.     

A two-person zero-sum Markov game with a stopped set

We consider a two-person zero-sum Markov game with continuous time up to the time that the game process goes into a fixed subset of a countable state space, this subset is called a stopped set of the game. We show that such a game with a discount factor has optimal value function and both players will have their optimal stationary strategies. The same result is proved for the case of a nondiscounted Markov game under some additional conditions, that is a reward rate function is nonnegative and the first time τ (entrance time) of the game process going to the stopped set is finite with probability one (i.e., p(τ < ∞) = 1). It is remarkable that in the case of a nondiscounted Markov game, if the expectation of the entrance time is bounded, and the reward rate function need not be nonnegative, then the same result holds.     

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.     

A geometric process maintenance model with preventive repair

In this paper, a geometric process maintenance model with preventive repair is studied. A maintenance policy (T, N) is applied by which the system will be repaired whenever it fails or its operating time reaches T whichever occurs first, and the system will be replaced by a new and identical one following the Nth failure. The long-run average cost per unit time is determined. An optimal policy (T^∗, N^∗) could be determined numerically or analytically for minimizing the average cost. A new class of lifetime distribution which takes into account the effect of preventive repair is studied that is applied to determine the optimal policy (T^∗, N^∗).     

Large deviations for local time fractional Brownian motion and applications

Let be a fractional Brownian motion of Hurst index H∈(0,1) with values in R, and let be the local time process at zero of a strictly stable Lévy process of index 1<α?2 independent of WH. The α-stable local time fractional Brownian motion is defined by ZH(t)=WH(Lt). The process ZH is self-similar with self-similarity index and is related to the scaling limit of a continuous time random walk with heavy-tailed waiting times between jumps [P. Becker-Kern, M.M. Meerschaert, H.P. Scheffler, Limit theorems for coupled continuous time random walks, Ann. Probab. 32 (2004) 730-756; M.M. Meerschaert, H.P. Scheffler, Limit theorems for continuous time random walks with infinite mean waiting times, J. Appl. Probab. 41 (2004) 623-638]. However, ZH does not have stationary increments and is non-Gaussian. In this paper we establish large deviation results for the process ZH. As applications we derive upper bounds for the uniform modulus of continuity and the laws of the iterated logarithm for ZH.     

The optimal representation of disjoint iso-oriented rectangles in two-dimensional trees

Partitions of the plane are often used to design an efficient data structure for configurations in the plane. In this publication we will use recursive iso-oriented partitions in order to design a search tree data structure for a set S of mutually disjoint iso-oriented rectangles. We will consider two optimization criteria for the choice of the partitions: minimization of the size of the tree and minization of the search time. We will present polynomial time algorithms to find recursive iso-oriented partitions for both optimization criteria separately. We will show that for some arbitrarily large sets S there is a trade-off between the size of the tree and the height of the tree. However, we will prove that for each set S of rectangles logarithmic search time can be obtained with a tree of almost linear size. Such a tree can be found in time almost quadratic in the size of S.     

The singularity spectrum of Lévy processes in multifractal time

Let X=(Xt)_t?0 be a Lévy process and μ a positive Borel measure on R₊. Suppose that the integral of μ defines a continuous increasing multifractal time . Under suitable assumptions on μ, we compute the singularity spectrum of the sample paths of the process X in time μ defined as the process (XF(t))_t?0.A fundamental example consists in taking a measure μ equal to an “independent random cascade” and (independently of μ) a suitable stable Lévy process X. Then the associated process X in time μ is naturally related to the so-called fixed points of the smoothing transformation in interacting particles systems.Our results rely on recent heterogeneous ubiquity theorems.     

Multiscale diffusion approximations for stochastic networks in heavy traffic

Stochastic networks with time varying arrival and service rates and routing structure are studied. Time variations are governed by, in addition to the state of the system, two independent finite state Markov processes X and Y. The transition times of X are significantly smaller than typical inter-arrival and processing times whereas the reverse is true for the Markov process Y. By introducing a suitable scaling parameter one can model such a system using a hierarchy of time scales. Diffusion approximations for such multiscale systems are established under a suitable heavy traffic condition. In particular, it is shown that, under certain conditions, properly normalized buffer content processes converge weakly to a reflected diffusion. The drift and diffusion coefficients of this limit model are functions of the state process, the invariant distribution of X, and a finite state Markov process which is independent of the driving Brownian motion.     

The impact of data collection on fill rate performance in the (R,s, Q) inventory model

In this paper we consider the determination of the reorder point s in an (R, s, Q) inventory model subject to a fill rate service level constraint. We assume that the underlying demand process is a compound renewal process. We then derive an approximation method to compute the reorder level such that a target service level is achieved. Restrictions on the input parameters are given, within which this method is applicable. Moreover, we will investigate the effects on the fill rate performance in case the underlying demand process is indeed a compound renewal process, while the demand process is modelled as a discrete-time demand process. That is, the time axis is divided in time units (for example, days) and demands per time unit are independent and identically distributed random variables. It will be shown that smooth and erratic behaviour of the inter-arrival times have different impacts on the performance of the fill rate when demand is modelled as a discrete-time process and in case the underlying demand process is a compound renewal process.     

Optimal stopping problem with finite-period reservation

This paper presents a discrete-time optimal stopping problem with a finite planning horizon. For a search cost s, a random offer, w∼F(w), will be found for each time. Offers appearing subsequently are allowed to be not only accepted or passed up but also “reserved” for recall later. To reserve an offer with value w, a reserving cost r(w) is incurred with each reserved offer expiring k periods after. The objective is to maximize the expected discounted net profit with the provision that an offer must be accepted. The major finding is that an offer reserved during the search process must not be accepted prior to its maturity of reservation, however, it may be accepted on the maturity.     

A geometric process model for M/M/1 queueing system with a repairable service station

In this paper, we study a geometric process model for M/M/1 queueing system with a repairable service station. By introducing a supplementary variable, some queueing characteristics of the system and reliability indices of the service station are derived. Then a replacement policy N for the service station by which the service station will be replaced following the Nth failure is applied. An optimal replacement policy N¹ for minimizing the long-run average cost per unit time for the service station is then determined.     

How and where do we live in virtual reality and cyberspace —Threats and Potentials

With Virtual Reality and CyberSpace as latest computer-based developments approaching Mankind at a quickening pace, their dangerous and hallucinating perspectives are linked in this paper to a specific feature of computers: the incomprehensibility of their processesin principle. (This will be explained as resulting from the virtual, non-sensible nature of software as well as from the “incompatibility” of process structures on the hardware and operating system levels.) The question is asked whether, or how, an unprecedented threat of globally manipulating the human mind could be successfully faced. Starting with traditional Technology it is pointed out that in spite of damaging influences looming, and as a consequence of Man being exposed to Technology, quite positive inner capabilities have been developed or refined, such as an extended, inward form of the Sense of Touch or novel human qualities of trusting other persons in an organizational role that could be calledsuperpersonal in that it does not require to personally know the trusted person. While such was first the experience of technical experts these faculties have already, in the course of time, been acquired by all people, through general or school education. Specifically within Computer Technology a novel form of flexible, lively thinking is required, for coping with both scientific and engineering tasks. Also scientists and practitioners in Computer Technology are, through their professional activity, trained in a kind ofsuperpersonal sociality (and this will be used to explain why America is the center of software (and hardware) development). Again, and this time through Virtual Reality CyberSpace, the stage is set for Mankind to be generally and globally confronted with these issues. The key problem will be to not be drawn into unprecedented and horrifying illusions and addictions but to stand the enormous challenges from Virtual Reality, and to avoid an unparalleled deception. In a stepwise procedure it will be presented how eventually novel human faculties will be individually achieved, much beyond intellectual capacities and out of everybody's own strength and effort. On a larger historical scale, three different steps of modern Science Technology will be identified: Mechanical Technology, Electricity Electrical Engineering, Computer Technology, each of them sided by corresponding modern forms of Art: Painting Sculpture, Music, Eurythmy, respectively. The first phase was started in the 14th 15th century through Leonardo da Vinci, the father of modern Science and Technology as well as of modern Painting, the second phase was established through the second half of the 18th century, the third one came about during the first half of the 20th century. It will be made clear that, and how, Mankind is involved in a global and general education process during the past 500 years, aimed at developing higher or refined senses, or faculties of perception, following a learning procedure of finding and maintaining an inner equilibrium. The present and future perspectives will be addressed.     

Integrated production and delivery scheduling with disjoint windows

Consider a company that manufactures perishable goods. The company relies on a third party to deliver goods, which picks up delivery products at regular or irregular times. At each delivery time, there is a time window that products can be produced to be delivered at that delivery time. The time windows are disjoint. Suppose we have a set of jobs with each job specifying its delivery time, processing time and profit. The company can earn the profit if the job is produced and delivered at its specified delivery time. From the company point of view, we are interested in picking a subset of jobs to produce and deliver so as to maximize the total profit. The unpicked jobs will be discarded without penalty. We consider both the single machine case and the parallel and identical machine case.In this article we consider three kinds of profits: (1) arbitrary profit, (2) equal profit, and (3) profit proportional to its processing time. In the first case, we give a fully polynomial time approximation scheme (FPTAS) for a single machine with running time . Using the bound improvement technique of Kovalyov, the running time can be further reduced to . In the second case, we give an O(nlogn)-time optimal algorithm for a single machine. In the third case, we give an FPTAS for a single machine with running time . All of our algorithms can be extended to parallel and identical machines with a degradation of performance ratios.     

Structural characterization of taboo-stationarity for general processes in two-sided time

This note considers the taboo counterpart of stationarity. A general stochastic process in two-sided time is defined to be taboo-stationary if its global distribution does not change by shifting the origin to an arbitrary non-random time in the future under taboo, that is, conditionally on some taboo-event not having occurred up to the new time origin. The main result is the following basic structural characterization: a process is taboo-stationary if and only if it can be represented as a stochastic process with origin shifted backward in time by an independent exponential random variable. An application to reflected Brownian motion is given.     

A united search particle swarm optimization algorithm for multiobjective scheduling problem

The performance of a scheduling system, in practice, is not evaluated to satisfy a single objective, but to obtain a trade-off schedule regarding multiple objectives. Therefore, in this research, I make use of multiple objective decision-making method, a global criterion approach, to develop a multi-objective scheduling problem model with different due-dates on parallel machines processes, in which consider three performance measures, namely minimum run time of every machine, earlierness time (no tardiness) and process time of every job, simultaneously. According to this special multi-objective scheduling problem, the method of reverse order drawing GATT will be proposed, at the same time, bring forward a united search particle swarm optimization algorithm (USPSOA) solves this multi-objective scheduling problem. The validity and adaptability of the USPSOA is investigated through experimental results.     

The efficiency of unidirectionally patrolled machines

This paper solves the problem of determining the efficiency of N (not identical) machines which are unidirectionally patrolled by one operative. Generally the machines will be equally spaced in a circular configuration so that the time to walk from one machine to the next will be a constant. However, the case of unequal spacing is just as easy to handle. It is assumed that breakdowns of machine j occur at random at average rate γ_j in running time, and that the time to repair this machine is a constant, c_j. This situation could arise from a mix of new and old machines or, in a textile context, in a situation where different types of yarn are being processed on different machines.