多阈值故障的δ-冲击模型最优维修更换策略

将单阈值故障的δ-冲击模型推广为多阈值故障的情形,以用于处理不同的冲击间隔会导致不同程度故障的工程实际问题.在假设系统是退化的且有k个不同阈值的条件下,以降低系统的运行费用为目标,以部件故障次数N为更换策略,通过更新过程理论求得系统的平均费用率表达式.最后借助数值例子演示了本模型,并对相关参数进行了灵敏度分析.     

Analysis of a two-echelon inventory system with two supply modes

In this paper, we consider a serial two-echelon periodic review inventory system with two supply modes at the most upstream stock point. As control policy for this system, we propose a natural extension of the dual-index policy, which has three base-stock levels. We consider the minimization of long run average inventory holding, backlogging, and both per unit and fixed emergency ordering costs. We provide nested newsboy characterizations for two of the three base-stock levels involved and show a separability result for the difference with the remaining base-stock level. We extend results for the single-echelon system to efficiently approximate the distributions of random variables involved in the newsboy equations and find an asymptotically correct approximation for both the per unit and fixed emergency ordering costs. Based on these results, we provide an algorithm for setting base-stock levels in a computationally efficient manner. In a numerical study, we investigate the value of dual-sourcing in supply chains and illustrate that dual-sourcing can lead to significant cost savings in cases with high demand uncertainty, high backlogging cost or long lead times.     

Modelling of linguistic variables in multicriteria energy policy support

The climate change and the increasing complexity of the energy sector along with the prerequisite for sustainability have broadened the energy policy shaping field by bringing out new challenges. Decision support tools and methods, such as Multicriteria Decision Aid (MCDA), are necessary for energy policy, in the pursuit of appropriate approaches necessary to support the restructuring of the energy sector, concerning patterns of energy extraction, generation, transformation and use, from unsustainable to sustainable forms of development. Papers devoted to the investigation of MCDA models using linguistic variables for energy policy support seem to be not available in the international literature. The scope of this paper is to explore different linguistic representation and computational models in MCDA that are or can be applied to energy policy support and to establish a clear linkage between them. This paper argues that MCDA methodologies with direct computation on linguistic variables can support energy policy frameworks, bridging the gap between energy policy makers thinking, reasoning, representation and computing. Finally, current trends, open questions and prospects in this topic are pointed out.     

A periodic-review inventory control policy for a two-level supply chain with multiple retailers and stochastic demand

We consider a time-based inventory control policy for a two-level supply chain with one warehouse and multiple retailers in this paper. Let the warehouse order in a fixed base replenishment interval. The retailers are required to order in intervals that are integer-ratio multiples of the base replenishment interval at the warehouse. The warehouse and the retailers each adopt an order-up-to policy, i.e. order the needed stock at a review point to raise the inventory position to a fixed order-up-to level. It is assumed that the retailers face independent Poisson demand processes and no transshipments between them are allowed. The contribution of the study is threefold. First, we assume that when facing a shortage the warehouse allocates the remaining stock to the retailers optimally to minimize system cost in the last minute before delivery and provide an approach to evaluate the exact system cost. Second, we characterize the structural properties and develop an exact optimal solution for the inventory control system. Finally, we demonstrate that the last minute optimal warehouse stock allocation rule we adopt dominates the virtual allocation rule in which warehouse stock is allocated to meet retailer demand on a first-come first-served basis with significant cost benefits. Moreover, the proposed time-based inventory control policy can perform equally well or better than the commonly used stock-based batch-ordering policy for distribution systems with multiple retailers.     

Markov Decision Processes with Variance Minimization: A New Condition and Approach

Abstract

This article deals with the limiting average variance criterion for discrete-time Markov decision processes in Borel spaces. The costs may have neither upper nor lower bounds. We propose another set of conditions under which we prove the existence of a variance minimal policy in the class of average expected cost optimal stationary policies. Our conditions are weaker than those in the previous literature. Moreover, some sufficient conditions for the existence of a variance minimal policy are imposed on the primitive data of the model. In particular, the stochastic monotonicity condition in this paper has been first used to study the limiting average variance criterion. Also, the optimality inequality approach provided here is different from the “optimality equation approach” widely used in the previous literature. Finally, we use a controlled queueing system to illustrate our results.     

An Inventory System with Postponed Demands

Abstract

In this article we consider a continuous review perishable inventory system in which the demands arrive according to a Markovian arrival process (MAP). The items in the inventory have shelf life times that are assumed to follow an exponential distribution. The inventory is replenished according to an (s, S) policy and the replenishing times are assumed to follow a phase type distribution. The demands that occur during stock out periods either enter a pool which has capacity N (<∞) or leave the system. Any demand that arrives when the pool is full and the inventory level is zero, is also assumed to be lost. The demands in the pool are selected one by one, if the replenished stock is above s, with interval time between any two successive selections is distributed as exponential with parameter depending on the number of customers in the pool. The joint probability distribution of the number of customers in the pool and the inventory level is obtained in the steady state case. The measures of system performance in the steady state are derived and the total expected cost rate is also calculated. The results are illustrated numerically.     

Perishable Inventory System at Service Facilities with N Policy

Abstract

This article presents a perishable stochastic inventory system under continuous review at a service facility in which the waiting hall for customers is of finite size M. The service starts only when the customer level reaches N (< M), once the server has become idle for want of customers. The maximum storage capacity is fixed as S. It is assumed that demand for the commodity is of unit size. The arrivals of customers to the service station form a Poisson process with parameter λ. The individual customer is issued a demanded item after a random service time, which is distributed as negative exponential. The items of inventory have exponential life times. It is also assumed that lead time for the reorders is distributed as exponential and is independent of the service time distribution. The demands that occur during stock out periods are lost.The joint probability distribution of the number of customers in the system and the inventory levels is obtained in steady state case. Some measures of system performance in the steady state are derived. The results are illustrated with numerical examples.     

A batch arrival retrial queue with two phases of service and Bernoulli vacation schedule

We consider an M X /G/1 queueing system with two phases of heterogeneous service and Bernoulli vacation schedule which operate under a linear retrial policy. In addition, each individual customer is subject to a control admission policy upon the arrival. This model generalizes both the classical M/G/1 retrial queue with arrivals in batches and a two phase batch arrival queue with a single vacation under Bernoulli vacation schedule. We will carry out an extensive stationary analysis of the system , including existence of the stationary regime, embedded Markov chain, steady state distribution of the server state and number of customer in the retrial group, stochastic decomposition and calculation of the first moment.