Multi-level lot sizing and job shop scheduling with compressible process times: A cutting plane approach

This paper proposes an integer linear programming formulation for a simultaneous lot sizing and scheduling problem in a job shop environment. Among others, one of our realistic assumptions is dealing with flexible machines which enable the production manager to change their working speeds. Then, a number of valid inequalities are developed based on problem structures. As the valid inequalities can help in reducing the non-optimal parts of the solution space, they are dealt with as some cutting planes. The proposed cutting planes are used to solve the problem in (i) cut-and-branch, and (ii) branch-and-cut approaches. The performance of each cutting plane is investigated with CPLEX 12.2 on a set of randomly-generated test data. Then, some performance criteria are identified and the proposed cutting planes are ranked by TOPSIS method.     

Dynamic process scheduling and resource allocation in distributed environment: an agent-based modelling and simulation

This paper addresses the issues concerning resource allocation and process scheduling in a dynamic environment, where resources are distributed and availability of them is uncertain. In this context, we introduce a new multi-agent-based resource allocation and process scheduling approach, where agents communicate and cooperate among themselves to produce an optimal schedule. A distributed constraint optimization problem-based model in accordance with Markov Decision Process is proposed in this regard. We overcome the hardship of existing centralized approach and our technique optimizes not only the process completion delay but also the number of resources being idle, which is much more beneficial. Apart from the theoretical approach, we take a case study in its practical application domain to validate our claim. Analysis and experimental results show that this proposed method outperforms the state-of-the-art methods and bridges the gap between theory and its applications.     

Controlling jumps in correlated processes of Poisson counts

Processes of autocorrelated Poisson counts can often be modelled by a Poisson INAR(1) model, which proved to apply well to typical tasks of SPC. Statistical properties of this model are briefly reviewed. Based on these properties, we propose a new control chart: the combined jumps chart. It monitors the counts and jumps of a Poisson INAR(1) process simultaneously. As the bivariate process of counts and jumps is a homogeneous Markov chain, average run lengths (ARLs) can be computed exactly with the well‐known Markov chain approach. Based on an investigation of such ARLs, we derive design recommendations and show that a properly designed chart can be applied nearly universally. This is also demonstrated by a real‐data example from the insurance field. Copyright © 2008 John Wiley & Sons, Ltd.     

Product concept and prototype flexibility in manufacturing: Implications for customer satisfaction

A rapidly changing competitive landscape and dynamic customer expectations require manufacturing firms to seek flexibility in product development. Product concept flexibility (i.e., developing design options) and product prototype flexibility (i.e., creating working models) emerge as effective ways to quickly develop new products that meet competitive challenges and satisfy customer demands. Product concept flexibility enables firms to fully explore various product definitions and ideas. Product prototype flexibility allows firms to gather customers’ feedback and investigate design feasibility. Using data from 273 manufacturing firms, this research tests mediating, moderating, and additive models that relate product concept flexibility, product prototype flexibility, and customer satisfaction. The results indicate that firms with high product concept flexibility are more likely to benefit from prototype flexibility than firms with low product concept flexibility, and that product concept flexibility and product prototype flexibility act independently and additively to predict customer satisfaction.     

Subordination in the sense of Bochner of L p -semigroups and associated Markov processes

We show that the subordination induced by a convolution semigroup（subordination in the sense of Bochner）of a C0-semigroup of sub-Markovian operators on an Lpspace is actually associated to the subordination of a right（Markov）process.As a consequence,we solve the martingale problem associate with the Lp-infinitesimal generator of the subordinate semigroup.We also prove quasi continuity properties for the elements of the domain of the Lp-generator of the subordinate semigroup.It turns out that an enlargement of the base space is necessary.A main step in the proof is the preservation under such a subordination of the property of a Markov process to be a Borel right process.We use several analytic and probabilistic potential theoretical tools.     

Optimal dynamic asset allocation of pension fund in mortality and salary risks framework

In this paper, we consider the optimal dynamic asset allocation of pension fund with mortality risk and salary risk. The managers of the pension fund try to find the optimal investment policy (optimal asset allocation) to maximize the expected utility of terminal wealth. The market is a combination of financial market and insurance market. The financial market consists of three assets: cashes with stochastic interest rate, stocks and rolling bonds, while the insurance market consists of mortality risk and salary risk. These two non-hedging risks cause incompleteness of the market. By martingale method and dynamic programming principle we first derive the approximate optimal investment policy to overcome the difficulty, then investigate the efficiency of the approximation. Finally, we solve an optimal assets liabilities management(ALM) problem with mortality risk and salary risk under CRRA utility, and reveal the influence of these two risks on the optimal investment policy by numerical illustration.     

模糊错误逻辑的增加转化词及其在规避金融衍生交易风险中的应用

研究模糊错误逻辑的增加转化词在错误的传递、转化与消除过程中的性质和规律,建立了避免金融衍生交易风险的数学模型,介绍了增加转化词在避免金融衍生交易风险中的应用方法。     

Efficiency of purchasing and selling agents in markets with quality uncertainty: The case of illicit drug transactions

Since Akerlof’s theory of lemons, economists have viewed quality uncertainty as an informational advantage for sellers. Drawing on frontier techniques, we propose in this paper a simple method for measuring inefficiency of both sellers and buyers in markets for goods with different levels of quality. We apply a non-parametric robust double-frontier framework to the case of illicit substance markets, which suffer from imperfect information about drug quality for purchasers and to a lesser extent for sellers. We use unique data on cannabis and cocaine transactions collected in France that include information about price, quantity exchanged and purity. We find that transactional inefficiency does not really benefit either dealers or purchasers. Furthermore, information influences the performance of agents during market transactions.     

A calibrated model of local food system of Hawaii: What are the economic implications of the state's food goals and policies?

We develop a fully calibrated positive mathematical programming model for Hawaii's local food systems—which captures the production and the consumer sides of the market. Then we use the model to assess two proposed policies—a general excise tax (GET) exemption on locally produced foods, and an investment in agricultural infrastructure. For the GET exemption case, our results indicate an economic gain of $118 per $100 cost. On the other hand, an investment in 1,200 acres of land injected to support local production may generate an economic gain of up to $357 per $100 annual cost of the investment. However, these estimates should be considered preliminary, and thus viewed with caution. Although the model is used to capture Hawaii's local food systems, we believe that our model is generalizable and can be adopted by other economies to assess their respective food localization policies. Recommendations for Resource Managers

• Local food policies need to be based on quantitative terms instead of mere armchair speculation because often their potential outcomes may vary significantly.

• The current modeling framework demonstrates the potential of using positive mathematical programming (PMP) in capturing the intricacies of local food systems. However, this exploratory exercise should be viewed as preliminary in nature and the ensuing results were taken with caution because many important factors such as labor availability may have been left out.

• Thus, further model refinements are necessary to better capture the complexities of local food systems such as farm heterogeneity, availability of farm labor, water availability, and interisland transportation of farm products in the case of Hawaii.

     

Perfect simulation of processes with long memory: A “coupling into and from the past” algorithm

We describe a new algorithm for the perfect simulation of variable length Markov chains and random systems with perfect connections. This algorithm, which generalizes Propp and Wilson's simulation scheme, is based on the idea of coupling into and from the past. It improves on existing algorithms by relaxing the conditions on the kernel and by accelerating convergence, even in the simple case of finite order Markov chains. Although chains of variable or infinite order have been widely investigated for decades, their use in applied probability, from information theory to bio‐informatics and linguistics, has recently led to considerable renewed interest. © 2014 Wiley Periodicals, Inc. Random Struct. Alg., 46, 300–319, 2015     

Benchmarking of maintenance performance: a case study in two manufacturers of furniture

When profit margins of a plant are decreasing, the need forreliable and efficient maintenance policy becomes more important.Measuring maintenance performance is important for companiesto recognize whether their planned goals are achieved or not.Also, such measurements can be utilized for benchmarking, whichis one of the tools for never-ending improvement. But, theseobjectives cannot be achieved without well-documented data ofthe relevant variables. Better data coverage and quality isnecessary for following maintenance performance developmentand it would, in many cases, clarify the ambiguity concerningthe main problem in the context, namely that neither the productionnor maintenance department can show what effect maintenancehas on profitability. A more effective maintenance policy indirectly implies improvementsin product quality and manufacturing process effectiveness.Elongation of the production time, i.e. reducing the downtimedue to failures, planned replacements and repair, in additionto the improvement in the total maintenance activities, arealso some of the results that can be expected when an efficientmaintenance policy is used. Measuring and monitoring maintenanceperformance measures is required partly for detecting, and eventuallytreating as soon as possible, undesirable changes and partlyto make benchmarking with the best in the branch, which savesappreciable economic losses for companies. In this paper, a model for how to identify the measurable variables,which are needed to develop measures for monitoring maintenanceperformance behaviour systematically, is developed. Five maintenanceperformance measures are proposed and applied. An additionalmodel for systematically analysing the trend of maintenanceperformance measures, for an overall assessment of the company'ssituation, is presented. Two case studies in manufacturers offurniture are conducted to verify these models.     

Cybernetic causality: A unitary theory of causal recursion in natural and social systems

The phenomena connected with non-linear difference and differential equations are approached from a unifying point of view, offered by the general concept of causal recursion (Sections 1 and 2). After a short discussion of nilpotent causal recursions (Section 3), the properties of full causal recursions near or steadily developing states are considered in detail (Section 4). In the general case of causal recursion, a theorem based on a differential-geometric argument is proved concerning the convergence of trajectories, and an exhaustive classification of systems having causal recursion is obtained (Section 5). It gives, among some other things, a mathematical foundation to the concept of a self-steering system (as distinguished from that of a self-regulating system), applied in recent sociocybernetic analyses.     

海岛旅游绩效评价及驱动因子研究--以中国12个海岛县(区)为例

海岛旅游绩效是衡量海岛旅游产业发展质量和效果的重要标准.基于中国12个海岛县2001-2016年的面板数据,构建海岛旅游绩效评价指标体系,采用旅游综合绩效指数模型和多元线性回归模型,分析海岛旅游绩效的影响因素,剖析海岛旅游绩效的驱动因子.研究结果表明:1)海岛旅游绩效具有明显的区域差异,普陀优势突出,长海和平潭弱势明显;2)海岛旅游经济发展水平和海岛生态环境质量是海岛旅游绩效的连续影响因素,腹地经济发展水平、海岛地区产业结构、海岛交通条件、海岛旅游服务水平、海岛科技信息水平等项要素在各时期分别起到显著的影响作用;3)诸多影响要素相互作用驱动海岛旅游绩效不断发展变化,形成海岛地区旅游绩效的综合驱动系统.     

Quasiminimizers in one dimension: integrability of the derivative,inverse function and obstacle problems

It is shown that a K-quasiminimizer u for the one-dimensional p-Dirichlet integral is a K′-quasiminimizer for the q-Dirichlet integral, 1  ≤  q  <  p ₁(p, K), where p ₁(p, K) > p; the exact value for p ₁(p, K) is obtained. The inverse function of a non-constant u is also K′′-quasiminimizer for the s-Dirichlet integral and the range of the exponent s is specified. Connections between quasiminimizers, superminimizers and solutions to obstacle problems are studied.     

A fixed point formula of Lefschetz type in Arakelov geometry I: statement and proof

We consider arithmetic varieties endowed with an action of the group scheme of n-th roots of unity and we define equivariant arithmetic K ₀-theory for these varieties. We use the equivariant analytic torsion to define direct image maps in this context and we prove a Riemann-Roch theorem for the natural transformation of equivariant arithmetic K ₀-theory induced by the restriction to the fixed point scheme; this theorem can be viewed as an analog, in the context of Arakelov geometry, of the regular case of the theorem proved by P. Baum, W. Fulton and G. Quart in [BaFQ]. We show that it implies an equivariant refinement of the arithmetic Riemann-Roch theorem, in a form conjectured by J.-M. Bismut (cf. [B2, Par. (l), p. 353] and also Ch. Soulé’s question in [SABK, 1.5, p. 162]). Oblatum 22-I-1999 & 20-II-2001?Published online: 4 May 2001     

Bubbles and droplets in nonlinear physics models: Analysis and numerical simulation of singular nonlinear boundary value problem

For a second-order nonlinear ordinary differential equation (ODE), a singular Boundary value problem (BVP) is investigated which arises in hydromechanics and nonlinear field theory when static centrally symmetric bubble-type (droplet-type) solutions are sought. The equation, defined on a semi-infinite interval 0 < r < ∞, possesses a regular singular point as r→ 0 and an irregular one as r→ ∞. We give the restrictions to the parameters for a correct mathematical statement of the limit boundary conditions in singular points and their accurate transfer into the neighborhoods of these points using certain results for singular Cauchy problems and stable initial manifolds. The necessary and sufficient conditions for the existence of bubble-type (droplet-type) solutions are discussed (in the form of additional restrictions to the parameters) and some estimates are obtained. A priori detailed analysis of a singular nonlinear BVP leads to efficient shooting methods for solving it approximately. Some results of the numerical experiments are displayed and their physical interpretation is discussed. This article was submitted by the author in English.     

A fixed point formula of Lefschetz type in Arakelov geometry III: representations of Chevalley schemes and heights of flag varieties

We give a new proof of the Jantzen sum formula for integral representations of Chevalley schemes over Spec Z, except for three exceptional cases. This is done by applying the fixed point formula of Lefschetz type in Arakelov geometry to generalized flag varieties. Our proof involves the computation of the equivariant Ray-Singer torsion for all equivariant bundles over complex homogeneous spaces. Furthermore, we find several explicit formulae for the global height of any generalized flag variety. Oblatum 17-VI-1999 & 10-IX-2001?Published online: 19 November 2001