On properties of discrete (r, q) and (s, T) inventory systems

We consider single-item (r, q) and (s, T) inventory systems with integer-valued demand processes. While most of the inventory literature studies continuous approximations of these models and establishes joint convexity properties of the policy parameters in the continuous space, we show that these properties no longer hold in the discrete space, in the sense of linear interpolation extension and L^?-convexity. This nonconvexity can lead to failure of optimization techniques based on local optimality to obtain the optimal inventory policies. It can also make certain comparative properties established previously using continuous variables invalid. We revise these properties in the discrete space.     

Capability adjustment for gamma processes with mean shift consideration in implementing Six Sigma program

In the 1980s, Motorola, Inc. introduced its Six Sigma quality program to the world. Some quality practitioners questioned why the Six Sigma advocates claim it is necessary to add a 1.5σ shift to the process mean when estimating process capability. Bothe [Bothe, D.R., 2002. Statistical reason for the 1.5σ shift. Quality Engineering 14 (3), 479–487] provided a statistical reason for considering such a shift in the process mean for normal processes. In this paper, we consider gamma processes which cover a wide class of applications. For fixed sample size n, the detection power of the control chart can be computed. For small process mean shifts, it is beyond the control chart detection power, which results in overestimating process capability. To resolve the problem, we first examine Bothe’s approach and find the detection power is less than 0.5 when data comes from gamma distribution, showing that Bothe’s adjustments are inadequate when we have gamma processes. We then calculate adjustments under various sample sizes n and gamma parameter N, with power fixed to 0.5. At the end, we adjust the formula of process capability to accommodate those shifts which can not be detected. Consequently, our adjustments provide much more accurate capability calculation for gamma processes. For illustration purpose, an application example is presented.     

Average optimality for continuous-time Markov decision processes with a policy iteration approach

This paper deals with the average expected reward criterion for continuous-time Markov decision processes in general state and action spaces. The transition rates of underlying continuous-time jump Markov processes are allowed to be unbounded, and the reward rates may have neither upper nor lower bounds. We give conditions on the system's primitive data and under which we prove the existence of the average reward optimality equation and an average optimal stationary policy. Also, under our conditions we ensure the existence of ?-average optimal stationary policies. Moreover, we study some properties of average optimal stationary policies. We not only establish another average optimality equation on an average optimal stationary policy, but also present an interesting “martingale characterization” of such a policy. The approach provided in this paper is based on the policy iteration algorithm. It should be noted that our way is rather different from both the usually “vanishing discounting factor approach” and the “optimality inequality approach” widely used in the previous literature.     

Property (w) and perturbations III

The property (w) is a variant of Weyl's theorem, for a bounded operator T acting on a Banach space. In this note we consider the preservation of property (w) under a finite rank perturbation commuting with T, whenever T is polaroid, or T has analytical core K(λ₀I−T)={0} for some λ₀∈C. The preservation of property (w) is also studied under commuting nilpotent or under injective quasi-nilpotent perturbations. The theory is exemplified in the case of some special classes of operators.     

A process variability control chart

In this study a Shewhart type control chart namely the V _t chart, is proposed for improved monitoring of the process variability of a quality characteristic of interest Y. The proposed control chart is based on the ratio type estimator of the variance using a single auxiliary variable X. It is assumed that (Y, X) follows a bivariate normal distribution. The design structure of the V _t chart is developed for Phase-I quality control and its comparison is made with those of the S ² chart (a well-known Shewhart control chart) and the V _r chart (a Shewhart type control chart proposed by Riaz (Comput Stat, 2008a) used for the same purpose. It is observed that the proposed V _t chart outperforms the S ² and V _r charts, in terms of discriminatory power, for detecting moderate to large shifts in the process variability. It is observed that the performance of the V _t chart keeps improving with an increase in |ρ _yx | , where ρ _yx is the correlation between Y and X.     

Monitoring process variability using auxiliary information

In this study a Shewhart type control chart namely V _r chart is proposed for improved monitoring of process variability (targeting large shifts) of a quality characteristic of interest Y. The proposed control chart is based on regression type estimator of variance using a single auxiliary variable X. It is assumed that (Y, X) follow a bivariate normal distribution. The design structure of V _r chart is developed and its comparison is made with the well-known Shewhart control chart namely S ² chart used for the same purpose. Using power curves as a performance measure it is observed that V _r chart outperforms the S ² chart for detecting moderate to large shifts, which is main target of Shewhart type control charts, in process variability under certain conditions on ρ _yx . These efficiency conditions on ρ _yx are also obtained for V _r chart in this study.     

Note on 2-rational fields

We give an alternative computation of the Galois group of the maximal 2-ramified and complexified pro-2-extension of any 2-rational number field (Theorem 2), a particular case of results of Movahhedi-Nguyen Quang Do. This short Note is motivated by the paper [J. Jossey, Galois 2-extensions unramified outside 2, J. Number Theory 124 (2007) 42-76] and, at this occasion, we bring into focus some classical technics of abelian ?-ramification which, unfortunately, are often ignored, especially those developed by J.-F. Jaulent with the ?-adic class field theory, and by G. Gras in his book on class field theory, and which considerably simplify the study of such subjects; for instance, our proof of Theorem 2 generalizes the purpose of Jossey's paper in such a way using a result of Herfort-Zalesskii. This Note is mainly an attempt of clarification about ?-rationality.     

Optimization designs and performance comparison of two CUSUM schemes for monitoring process shifts in mean and variance

In statistical process control (SPC), when dealing with a quality characteristic x that is a variable, it is usually necessary to monitor both the mean value and variability. This article proposes an optimization algorithm (called the holistic algorithm) to design the CUSUM charts for this purpose. It facilitates the determination of the charting parameters of the CUSUM charts and considerably or significantly increases their overall detection effectiveness. A single CUSUM chart (called the ABS CUSUM chart) has been developed by the holistic algorithm and fully investigated. This chart is able to detect two-sided mean shifts and increasing variance shifts by inspecting the absolute value of sample mean shift. The results of performance studies show that the overall performance of the ABS CUSUM chart is nearly as good as an optimal 3-CUSUM scheme (a scheme incorporating three individual CUSUM charts). However, since the ABS CUSUM chart is easier for implementation and design, it may be more suitable for many SPC applications in which both mean and variance of a variable have to be monitored.     

On local spectral properties of complex symmetric operators

In this paper we study properties of complex symmetric operators. In particular, we prove that every complex symmetric operator having property (β) or (δ) is decomposable. Moreover, we show that complex symmetric operator T has Dunford?s property (C) and it satisfies Weyl?s theorem if and only if its adjoint does.     

Ranking DMUs by ideal points with interval data in DEA

An original DEA model is to evaluate each DMU optimistically, but the interval DEA model proposed in this paper has been formulated to obtain an efficiency interval consisting of evaluations from both the optimistic and the pessimistic viewpoints.     

Adaptive sampling enhancement for Hotelling’s T charts

This paper makes a study of an adaptive sampling scheme useful to increase the power of the fixed sampling rate (FSR) T² control chart. In our study, the three parameters of T² control chart: the sample size, the sampling interval, and the upper percentage factor that is used for determining the action limit, vary between two values for a relaxed or tightened control, depending on the most recent T² value. The average time to signal (ATS) and adjusted average time to signal (AATS) a shift in the process mean vector for the new chart are derived and regarded as an objective function respectively to optimize its design parameters. With some minor changes, the new chart can be reduced to the variable sampling interval (VSI) T² chart, the sample size (VSS) T² chart, the variable sample size and sampling interval (VSSI) T² chart, or the FSR T² chart. Numerical comparisons among them are made and discussed. Furthermore, the effects of the initial sample number (use for estimating the in-control process parameters) upon the chart’s performance and adaptive design parameters are presented.     

An optimal replacement policy for a multistate degenerative simple system

In this paper, a degenerative simple system (i.e. a degenerative one-component system with one repairman) with k + 1 states, including k failure states and one working state, is studied. Assume that the system after repair is not “as good as new”, and the degeneration of the system is stochastic. Under these assumptions, we consider a new replacement policy T based on the system age. Our problem is to determine an optimal replacement policy T^∗ such that the average cost rate (i.e. the long-run average cost per unit time) of the system is minimized. The explicit expression of the average cost rate is derived, the corresponding optimal replacement policy can be determined, the explicit expression of the minimum of the average cost rate can be found and under some mild conditions the existence and uniqueness of the optimal policy T^∗ can be proved, too. Further, we can show that the repair model for the multistate system in this paper forms a general monotone process repair model which includes the geometric process repair model as a special case. We can also show that the repair model in the paper is equivalent to a geometric process repair model for a two-state degenerative simple system in the sense that they have the same average cost rate and the same optimal policy. Finally, a numerical example is given to illustrate the theoretical results of this model.     

A new method for solving linear multi-objective transportation problems with fuzzy parameters

There are several methods in the literature for solving transportation problems by representing the parameters as normal fuzzy numbers. Chiang [J. Chiang, The optimal solution of the transportation problem with fuzzy demand and fuzzy product, J. Inform. Sci. Eng. 21 (2005) 439-451] pointed out that it is better to represent the parameters as (λ, ρ) interval-valued fuzzy numbers instead of normal fuzzy numbers and proposed a method to find the optimal solution of single objective transportation problems by representing the availability and demand as (λ, ρ) interval-valued fuzzy numbers. In this paper, the shortcomings of the existing method are pointed out and to overcome these shortcomings, a new method is proposed to find solution of a linear multi-objective transportation problem by representing all the parameters as (λ, ρ) interval-valued fuzzy numbers. To illustrate the proposed method a numerical example is solved. The advantages of the proposed method over existing method are also discussed.     

Pruning method for optimal solutions of int–int decision making scheme

This paper aims to find a faster method for optimal solutions of Feng et al.’s int^m–intⁿ decision making scheme. We first give theoretical characterizations of optimal decision sets. Then we develop a pruning method which filters out those objects that cannot be elements of any optimal decision sets in the beginning. Experimental results have shown that our method has higher efficiency in computing the optimal solutions of this scheme, particularly when we are processing soft sets with a great quantity of data.     

Property (X) for Second-Order Nonlinear Differential Equations of Generalized Euler Type

In this paper the generalized nonlinear Euler differential equation t²k(tu′)u″ + t(f(u)+ k(tu′))u′ + g(u) = 0 is considered. Here the functions f(u), g(u) and k(u) satisfy smoothness conditions which guarantee the uniqueness of solutions of initial value problems, however, no conditions of sub(super) linearity are assumed. We present some necessary and sufficient conditions and some tests for the equivalent planar system to have or fail to have property (X⁺), which is very important for the existence of periodic solutions and oscillation theory.     

An extended replacement policy for a deteriorating system with multi-failure modes

In this paper, the maintenance problem for a deteriorating system with k + 1 failure modes, including an unrepairable failure (catastrophic failure) mode and k repairable failure (non-catastrophic failure) modes, is studied. Assume that the system after repair is not “as good as new” and its deterioration is stochastic. Under these assumptions, an extended replacement policy N is considered: the system will be replaced whenever the number of repairable failures reaches N or the unrepairable failure occurs, whichever occurs first. Our purpose is to determine an optimal extended policy N^∗ such that the average cost rate (i.e. the long-run average cost per unit time) of the system is minimized. The explicit expression of the average cost rate is derived, and the corresponding optimal extended policy N^∗ can be determined analytically or numerically. Finally, a numerical example is given to illustrate some theoretical results of the repair model proposed in this paper.     

A periodic-review inventory system with a capacitated backup supplier for mitigating supply disruptions

We consider a periodic-review inventory system with two suppliers: an unreliable regular supplier that may be disrupted for a random duration, and a reliable backup supplier that can be used during a disruption. The backup supplier charges higher unit purchasing cost and fixed order cost when compared to the regular supplier. Because the backup supplier is used at unplanned moments, its capacity to replenish inventory is considered limited. Analytical results partially characterize the structure of the optimal order policy: a state-dependent (X(i), Y(i)) band structure (with corresponding bounds of X(i) and Y(i) to be given), where i represents the status of the regular supplier. Numerical studies illustrate the structure of the optimal policy and investigate the impacts of major parameters on optimal order decisions and system costs.     

Economic design of an attribute control chart for monitoring mean life based on multiple deferred state sampling

In this paper, we design an attribute np control chart using multiple deferred state (MDS) sampling under Weibull distribution based on time truncated life test. This chart is constructed for monitoring the variation of mean life of the product in a manufacturing process. The optimal parameters of MDS sampling and the control limit coefficients are determined so that the in‐control average run length (ARL) is as close as to the target ARL. The optimal parameters of MDS sampling are sample size and number of successive subgroups required for declaring the current state of process. Out‐of‐control ARL is considered as a measure of the performance of proposed chart and reported with determined optimal parameters for various shift constants. The out‐of‐control ARL of the proposed chart obtained under various distributions is compared with each other. The performance of proposed control chart is compared with the performance of the existing control chart designed under single sampling. In addition, the economic design of proposed chart using variable sampling interval scheme is discussed, and sensitivity analysis on expected costs is also investigated.     

Optimal and better transport plans

We consider the Monge-Kantorovich transport problem in a purely measure theoretic setting, i.e. without imposing continuity assumptions on the cost function. It is known that transport plans which are concentrated on c-monotone sets are optimal, provided the cost function c is either lower semi-continuous and finite, or continuous and may possibly attain the value ∞. We show that this is true in a more general setting, in particular for merely Borel measurable cost functions provided that {c=∞} is the union of a closed set and a negligible set. In a previous paper Schachermayer and Teichmann considered strongly c-monotone transport plans and proved that every strongly c-monotone transport plan is optimal. We establish that transport plans are strongly c-monotone if and only if they satisfy a “better” notion of optimality called robust optimality.     

自相关过程的残差控制图

由于自相关过程违背了过程输出数据独立性的假定,使得传统休哈特图的有效性受到质疑。本文首先讨论控制图设计基本思想,然后分析了对自相关过程监控的残差控制图原理;进而以平均链长和各链点检出概率为准则,系统研究了AR(1)过程残差控制图的检测能力,并与休图进行了比较。最后,通过一个模拟验证了该方法的有效性。