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.     

Superfield form of discrete gauge states in ĉ = 1 2d supergravity

A general formula for the discrete states (NeveuSchwarz sector) in N = 1 2D super-Liouville theory is written down in the world-sheet supersymmetric form. We then derive a set of gauge states at the discrete momenta. These discrete gauge states are shown to carry the ω_∞ charges and serve as the symmetry parameters in the old covariant quantization of the theory.     

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.      

A possibility of parallel and anti-parallel diffraction measurements on neutron diffractometer employing bent perfect crystal monochromator at the monochromatic focusing condition

In a conventional diffractometer having single monochromator, only one position, parallel position, is used for the diffraction experiment (i.e. detection) because the resolution property of the other one, anti-parallel position, is very poor. However, a bent perfect crystal (BPC) monochromator at monochromatic focusing condition can provide a quite flat and equal resolution property at both parallel and anti-parallel positions and thus one can have a chance to use both sides for the diffraction experiment. From the data of the FWHM and the Δd/d measured on three diffraction geometries (symmetric, asymmetric compression and asymmetric expansion), we can conclude that the simultaneous diffraction measurement in both parallel and anti-parallel positions can be achieved.     

Electricity price forecasting through transfer function models

Forecasting electricity prices in presentday competitive electricity markets is a must for both producers and consumers because both need price estimates to develop their respective market bidding strategies. This paper proposes a transfer function model to predict electricity prices based on both past electricity prices and demands, and discuss the rationale to build it. The importance of electricity demand information is assessed. Appropriate metrics to appraise prediction quality are identified and used. Realistic and extensive simulations based on data from the PJM Interconnection for year 2003 are conducted. The proposed model is compared with naïve and other techniques.     

On deformations of Hamiltonian actions

In this paper we generalize to coisotropic actions of compact Lie groups a theorem of Guillemin on deformations of Hamiltonian structures on compact symplectic manifolds. We show how one can reconstruct from the moment polytope the symplectic form on the manifold. Received: 21 March 2006