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M/G/1非空竭服务休假排队系统随机分解的简化算法 总被引:2,自引:0,他引:2
本文根据M/G/1非空竭服务休假排队系统稳态队长随机分解的结构特征提出一种统一算法,该方法简洁高效,避免了再生循环方法繁杂的运算。运用该方法得出的结果与已知的用再生循环方法得出的结论一致。并且修正了Levy(1989)关于Bernoulli闸门服务休假排队系统随机分解的一个错误。 相似文献
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We introduce here some Itô calculus for non-continuous Dirichlet processes. Such calculus extends what was known for continuous Dirichlet processes or for semimartingales. In particular we prove that non-continuous Dirichlet processes are stable under C
1 transformation. 相似文献
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Burn‐in is a widely used method to improve the quality of products or systems after they have been produced. In this paper, we consider the problem of determining the optimal burn‐in time and optimal work size maximizing the long‐run average amount of work saved per time unit in the computer applications. Assuming that the underlying lifetime distribution of the computer has an initially decreasing or/and eventually increasing failure rate function, an upper bound for the optimal burn‐in time is derived for each fixed work size and a uniform (with respect to the burn‐in time) upper bound for the optimal work size is also obtained. Furthermore, it is shown that a non‐trivial lower bound for the optimal burn‐in time can be derived if the underlying lifetime distribution has a large initial failure rate. Copyright © 2005 John Wiley & Sons, Ltd. 相似文献
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The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study 总被引:1,自引:0,他引:1
Bram Verweij Shabbir Ahmed Anton J. Kleywegt George Nemhauser Alexander Shapiro 《Computational Optimization and Applications》2003,24(2-3):289-333
The sample average approximation (SAA) method is an approach for solving stochastic optimization problems by using Monte Carlo simulation. In this technique the expected objective function of the stochastic problem is approximated by a sample average estimate derived from a random sample. The resulting sample average approximating problem is then solved by deterministic optimization techniques. The process is repeated with different samples to obtain candidate solutions along with statistical estimates of their optimality gaps.We present a detailed computational study of the application of the SAA method to solve three classes of stochastic routing problems. These stochastic problems involve an extremely large number of scenarios and first-stage integer variables. For each of the three problem classes, we use decomposition and branch-and-cut to solve the approximating problem within the SAA scheme. Our computational results indicate that the proposed method is successful in solving problems with up to 21694 scenarios to within an estimated 1.0% of optimality. Furthermore, a surprising observation is that the number of optimality cuts required to solve the approximating problem to optimality does not significantly increase with the size of the sample. Therefore, the observed computation times needed to find optimal solutions to the approximating problems grow only linearly with the sample size. As a result, we are able to find provably near-optimal solutions to these difficult stochastic programs using only a moderate amount of computation time. 相似文献
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Fukuji Higashi Kanako Sugishita 《Journal of polymer science. Part A, Polymer chemistry》2004,42(1):44-51
A two‐stage co‐oligomerization of the oligomers initially formed from an equimolar mixture of isophthalic acid (IPA) and terephthalic acid (TPA) and 2,2‐bis(4‐hydroxyphenyl)propane (BPA, 50 mol %) with bisphenols (BPs, 20 mol %) was carried out using a tosyl chloride/dimethylformamide/pyridine condensing agent. The distributions of the resulting oligomers (nx‐mers), which were quenched with methanol, were determined by a combination of gel permeation chromatography (GPC) and NMR. These distributions (presented by molar percentage) were conveniently calculated with the equation nx (mol %) = nx (% mol by GPC) × n0 (mol % by NMR)/n0 (% mol by GPC), where nx (% mol) = nx (wt % by GPC)/its molecular weight. The results showed the distributions of the preformed IPA/TPA‐BPA oligomers to be in fairly good accord with those obtained directly from GPC and to be supported by the NMR results. The calculation was applied to the co‐oligomers prepared up to a reaction of 0.7, at which there was an increase in the number of higher oligomers indivisible by GPC and the distributions could no longer be determined by molar percentage. The calculated distributions are discussed in relation to the results of copolycondensation. The sequence distributions in the resulting co‐oligomers, which were also examined by NMR, are compared with those in the copolymers. © 2003 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 44–51, 2004 相似文献