A model of JIT make-to-stock inventory with stochastic demand

We consider a firm that manages its internal manufacturing operations according to a just-in-time (JIT) system but maintains an inventory of finished goods as a buffer against random demands from external customers. We formulate a model in which finished goods are replenished by a small fixed quantity each time period. In the interest of schedule stability, the size of the replenishment quantity must remain fixed for a predetermined interval of time periods. We analyse the single-interval problem in depth, showing how to compute a cost-minimising value of the replenishment quantity for a given interval length, and characterising the optimal cost, inventory levels and service as functions of the interval length and initial inventory. The model displays significant cost and service penalties for schedule stability. A dynamic version of the problem is also formulated, and shown to be convex in nature with relatively easily computed optima.     

An Overview of Scheduling Problems Arising in Satellite Communications

Satellite communications, like batches of work in a job shop, need to be scheduled in order to use their resources as efficiently as possible. The most common satellite communications system in use today is known as Time Division Multiple Access (TDMA), in which data from earth stations is buffered before being transmitted to the appropriate receiver on a satellite. Cycles of transmission are fixed for all stations. Since the same satellite will be used for routeing data in several different ways, a schedule must be devised to use the receivers, repeaters and transmitters on board to minimize the time needed for completion of a batch of work. This paper is a survey of current scheduling algorithms used for optimizing satellite communications resources. Apart from telecommunications, the methods presented here could be applied to more general scheduling problems with renewable resources but without precedence constraints.     

Determination of the portfolio selection for a property-liability insurance company

This paper presents an analysis of a portfolio model which can be used to assist a property-liability insurance company in determining the optimal composition of the insurance and investment portfolios. By introducing insurer's threshold risk and relaxing some non-realistic assumptions made in traditional chance constraint insurance and investment portfolio models, we propose a method for an insurer to maximize his return threshold for a given threshold risk level. This proposed model can be used to optimize the composition of underwriting and investment portfolios regarding the insurer's threshold risk level, as well as to generate the efficient frontier by adjusting insurer's threshold risk levels. A numerical example is given based on the industry's aggregated data for a sixteen year period.     

Intertwining differential operators and reducibility of generalized Verma modules

Supported in part by NSF Grant DMS-8610730     

Si1－xGex/Si量子阱发光材料的分子束外延生长及其结构研究

采用固源Si分子束外延,在较高的生长温度于Si(100)衬底上制备出Si1－xGex/Si量子阱发光材料。发光样品的质量和特性通过卢瑟福背散射、X射线双晶衍射及光致发光评估。背散射实验中观察到应变超晶格的反常沟道效应;X射线分析表明材料的生长是共度的、无应力释放的,结晶完整性好。低温光致发光主要是外延合金量子阱中带边激子的无声发射和横光学声子参与的激子复合。并讨论了生长温度对量于阱发光的影响。     

Calorimeter energy calibration using the energy conservation law

A new calorimeter energy calibration method was developed for the proposed ILC detectors. The method uses the center-of-mass energy of the accelerator as the reference. It has been shown that using the energy conservation law it is possible to make ECAL and HCAL cross calibration to reach a good energy resolution for the simple calorimeter energy sum.      

The magnetic entropy changes in Gd1−xBx alloys

A series of Gd_(1−x)B_x alloys have been prepared by arc melting method. After introducing small quantity of B atom in Gd, the Curie temperature of these alloys increase while the magnetic entropy changes are almost same as that of Gd. The refrigerant capacities of these alloys are also greater than that of Gd. These results suggest that Gd_(1−x)B_x alloys may be utilized as refrigerant in household magnetic refrigeration.