On two-echelon inventory systems with Poisson demand and lost sales

We consider a two-echelon, continuous review inventory system under Poisson demand and a one-for-one replenishment policy. Demand is lost if no items are available at the local warehouse, the central depot, or in the pipeline in between. We give a simple, fast and accurate approach to approximate the service levels in this system. In contrast to other methods, we do not need an iterative analysis scheme. Our method works very well for a broad set of cases, with deviations to simulation below 0.1% on average and below 0.36% for 95% of all test instances.     

Periodic review lost-sales inventory models with compound Poisson demand and constant lead times of any length

In almost all literature on inventory models with lost sales and periodic reviews the lead time is assumed to be either an integer multiple of or less than the review period. In a lot of practical settings such restrictions are not satisfied. We develop new models allowing constant lead times of any length when demand is compound Poisson. Besides an optimal policy, we consider pure and restricted base-stock policies under new lead time and cost circumstances. Based on our numerical results we conclude that the latter policy, which imposes a restriction on the maximum order size, performs almost as well as the optimal policy. We also propose an approximation procedure to determine the base-stock levels for both policies with closed-form expressions.     

Continuous-review,lost-sales inventory models with Poisson demand,a fixed lead time and no fixed order cost

This paper considers continuous-review lost-sales inventory models with no fixed order cost and a Poisson demand process. There is a holding cost per unit per unit time and a lost sales cost per unit. The objective is to minimise the long run total cost. Base stock policies are, in general, sub-optimal under lost sales. The optimal policy would have to take full account of the remaining lead times on all the orders currently outstanding and such a policy would be too complex to analyse, let alone implement. This paper considers policies which make use of the observation that, for lost sales models, base stock policies can be improved by imposing a delay between the placement of successive orders. The performance of these policies is compared with that of the corresponding base stock policy and also with the policy of ordering at fixed and regular intervals of time.     

A two-echelon inventory model for a deteriorating item with stock-dependent demand,partial backlogging and capacity constraints

This study investigates a two-echelon supply chain model for deteriorating inventory in which the retailer’s warehouse has a limited capacity. The system includes one wholesaler and one retailer and aims to minimise the total cost. The demand rate in retailer is stock-dependent and in case of any shortages, the demand is partially backlogged. The warehouse capacity in the retailer (OW) is limited; therefore the retailer can rent a warehouse (RW) if needed with a higher cost compared to OW. The optimisation is done from both the wholesaler’s and retailer’s perspectives simultaneously. In order to solve the problem a genetic algorithm is devised. After developing a heuristic a numerical example together with sensitivity analysis are presented. Finally, some recommendations for future research are presented.     

Equilibrium analysis of the observable queues with balking and delayed repairs

The equilibrium threshold balking strategies are investigated for the fully observable and partially observable single-server queues with server breakdowns and delayed repairs. Upon arriving, the customers decide whether to join or balk the queue based on observation of the queue length and status of the server, along with the consideration of waiting cost and the reward after finishing their service. By using Markov chain approach and system cost analysis, we obtain the stationary distribution of queue size of the queueing systems and provide algorithms in order to identify the equilibrium strategies for the fully and partially observable models. Finally, the equilibrium threshold balking strategies and the equilibrium social benefit for all customers are derived for the fully and partially observable system respectively, both with server breakdowns and delayed repairs.     

Fluid model driven by an M/G/1 queue with multiple exponential vacations

This paper studies a fluid model driven by an M/G/1 queue with multiple exponential vacations. By introducing various vacation strategies to the fluid model, we can provide greater flexibility for the design and control of input rate and output rate. The Laplace transform of the steady-state distribution of the buffer content is expressed through the minimal positive solution to a crucial equation. Then the performance measure-mean buffer content, which is independent of the vacation parameter, is obtained. Finally, with some numerical examples, the parameter effect on the mean buffer content is presented.     

Busy Periods of Poisson Arrival Queues with Loss

We consider two queues with loss, one is the finite dam with Poisson arrivals and the other is the M/G/1 queue with impatient customers. We use the method of Kolmogorov's backward differential equation and construct a type of renewal equation to obtain the Laplace transform of busy(or wet) period in both queues. As a consequence, we provide the explicit forms of expected busy periods.     

On the GI/M/1/N queue with multiple working vacations—analytic analysis and computation

We consider finite buffer single server GI/M/1 queue with exhaustive service discipline and multiple working vacations. Service times during a service period, service times during a vacation period and vacation times are exponentially distributed random variables. System size distributions at pre-arrival and arbitrary epoch with some important performance measures such as, probability of blocking, mean waiting time in the system etc. have been obtained. The model has potential application in the area of communication network, computer systems etc. where a single channel is allotted for more than one source.     

Review of Some Functionals of Compound Poisson Processes and Related Stopping Times

The paper reviews recent results of D. Perry, W. Stadje and S. Zacks, on functionals of stopping times and the associated compound Poisson process with lower and upper linear boundaries. In particular, formulae of these functionals are explicitly developed for the total expected discounted cost of discarded service in an M/G/1 queue with restricted accessibility; for the expected total discounted waiting cost in an M/G/1 restricted queue; for the shortage, holding and clearing costs in an inventory system with continuous input; for the risk in sequential estimation and for the transform of the busy period when the upper boundary is random.      

Analysis of an M/G/∞ queue with batch arrivals and batch-dedicated servers

We analyze an M/G/∞ queue with batch arrivals, where jobs belonging to a batch have to be processed by the same server. The number of jobs in the system is characterized as a compound Poisson random variable through a scaling of the original arrival and batch size processes.     

Analysis of the M/M/1 Queue with Processor Sharing via Spectral Theory

We show in this paper that the computation of the distribution of the sojourn time of an arbitrary customer in a M/M/1 with the processor sharing discipline (abbreviated to M/M/1 PS queue) can be formulated as a spectral problem for a self-adjoint operator. This approach allows us to improve the existing results for this queue in two directions. First, the orthogonal structure underlying the M/M/1 PS queue is revealed. Second, an integral representation of the distribution of the sojourn time of a customer entering the system while there are n customers in service is obtained.     

Connection admission control for constant bit rate traffic at a multi‐buffer multiplexer using the oldest‐cell‐first discipline

Consider an ATM multiplexer where M input links contend for time slots on an output link which transmits C cells per second. Each input link has its own queue of size B cells. The traffic is delay sensitive so B is small (e.g., B=20). We assume that each of the M input links carries Constant Bit Rate (CBR) traffic from a large number of independent Virtual Connections (VCs) which are subject to jitter. The fluctuations of the aggregate traffic arriving at queue i, i=1,...,M, is modeled by a Poisson process with rate λ_i. The Quality of Service (QoS) of one connection is determined in part by the queueing delay across the multiplexer and the Cell Loss Ratio (CLR) or proportion of cells from this connection lost because the buffer is full. The Oldest‐Customer(Cell)‐First (OCF) discipline is a good compromise between competing protocols like round‐robin queueing or serving the longest queue. The OCF discipline minimizes the total cell delay among all cells arriving at the contending queues. Moreover, the CLR is similar to that obtained by serving the longest queue. We develop QoS formulae for this protocol that can be calculated on‐line for Connection Admission Control (CAC). These formulae follow from a simple new expression for the exact asymptotics of a M/D/1 queue. This revised version was published online in June 2006 with corrections to the Cover Date.     

Optimality of D-Policies for an M/G/1 Queue with a Removable Server

We consider an M/G/1 queue with a removable server. When a customer arrives, the workload becomes known. The cost structure consists of switching costs, running costs, and holding costs per unit time which is a nonnegative nondecreasing right-continuous function of a current workload in the system. We prove an old conjecture that D-policies are optimal for the average cost per unit time criterion. It means that for this criterion there is an optimal policy that either runs the server all the time or switches the server off when the system becomes empty and switches it on when the workload reaches or exceeds some threshold D.     

A note on the optimality of the N- and D-policies for the M/G/1 queue

This note considers the N- and D-policies for the M/G/1 queue. We concentrate on the true relationship between the optimal N- and D-policies when the cost function is based on the expected number of customers in the system.     

The Virtual Waiting Time of the M/G/1 Queue with Impatient Customers

The M/G/1 queue with impatient customers is studied. The complete formula of the limiting distribution of the virtual waiting time is derived explicitly. The expected busy period of the queue is also obtained by using a martingale argument.     

Generate upper boundary vectors meeting the demand and budget for a p-commodity network with unreliable nodes

The system capacity for a single-commodity flow network is the maximum flow from the source to the sink. This paper discusses the system capacity problem for a p-commodity limited-flow network with unreliable nodes. In such a network, arcs and nodes all have several possible capacities and may fail. Different types of commodity, which are transmitted through the same network simultaneously, competes the capacities of arcs and nodes. In particular, the consumed capacity by different types of commodity varies from arcs and nodes. We first define the system capacity as a vector and then a performance index, the probability that the upper bound of the system capacity is a given pattern subject to the budget constraint, is proposed. Such a performance index can be easily computed in terms of upper boundary vectors meeting the demand and budget. A simple algorithm based on minimal cuts is thus presented to generate all upper boundary vectors. The manager can apply this performance index to measure the system capacity level for a supply-demand system.     

Analysis of M/G/1-Queues with Setup Times and Vacations under Six Different Service Disciplines

Single server M/G/1-queues with an infinite buffer are studied; these permit inclusion of server vacations and setup times. A service discipline determines the numbers of customers served in one cycle, that is, the time span between two vacation endings. Six service disciplines are investigated: the gated, limited, binomial, exhaustive, decrementing, and Bernoulli service disciplines. The performance of the system depends on three essential measures: the customer waiting time, the queue length, and the cycle duration. For each of the six service disciplines the distribution as well as the first and second moment of these three performance measures are computed. The results permit a detailed discussion of how the expected value of the performance measures depends on the arrival rate, the customer service time, the vacation time, and the setup time. Moreover, the six service disciplines are compared with respect to the first moments of the performance measures.     

A recursive method for the F-policy G/M/1/K queueing system with an exponential startup time

This paper deals with the optimal control of a finite capacity G/M/1 queueing system combined the F-policy and an exponential startup time before start allowing customers in the system. The F-policy queueing problem investigates the most common issue of controlling arrival to a queueing system. We provide a recursive method, using the supplementary variable technique and treating the supplementary variable as the remaining interarrival time, to develop the steady-state probability distribution of the number of customers in the system. We illustrate a recursive method by presenting three simple examples for exponential, 3-stage Erlang, and deterministic interarrival time distributions, respectively. A cost model is developed to determine the optimal management F-policy at minimum cost. We use an efficient Maple computer program to determine the optimal operating F-policy and some system performance measures. Sensitivity analysis is also studied.     

A companion matrix approach to the study of zeros and critical points of a polynomial

In this paper, we introduce a new type of companion matrices, namely, D-companion matrices. By using these D-companion matrices, we are able to apply matrix theory directly to study the geometrical relation between the zeros and critical points of a polynomial. In fact, this new approach will allow us to prove quite a number of new as well as known results on this topic. For example, we prove some results on the majorization of the critical points of a polynomial by its zeros. In particular, we give a different proof of a recent result of Gerhard Schmeisser on this topic. The same method allows us to prove a higher order Schoenberg-type conjecture proposed by M.G. de Bruin and A. Sharma.     

A queueing theoretic methodology for the analysis of separable conflict resolution algorithms with variable length elementary events

We describe a queueing theoretic approach to the delay analysis for the class of synchronous random-access protocols consisting of a Capetanakis-type Tree Algorithm for conflict resolution and a window algorithm for channel access. Our method features a stochastic decomposition, in which a major component of the delay is viewed as a discrete time queueing problem, where each window (selected by the channel access algorithm) becomes a customer requiring service in the form of conflict resolution. This technique is sufficiently powerful to give us the distribution of the packet delay in steady state. In this paper, we extend our method to allow the durations of elementary algorithmic steps to take on a general distribution (rather than being constants), which allows us to provide a unified treatment of channels with shared errors, some types of explicit reservation systems, and Local Area Networks with carrier sensing and/or collision detection, possibly in combination with variable size packets.