Recent advances in stochastic operations research II

✍ Scribed by Dohi Tadashi, Shunji Osaki, Katsushige Sawaki

• Publisher: World Scientific
• Year: 2009
• Tongue: English
• Leaves: 312
• Category: Library

✦ Synopsis

Operations research uses quantitative models to analyze and predict the behavior of systems and to provide information for decision makers. Two key concepts in such research are optimization and uncertainty. Typical models in stochastic operations research include queueing models, inventory models, financial engineering models, reliability models, and simulation models. This book contains a collection of peer-reviewed papers from the International Workshop on Recent Advances in Stochastic Operations Research (2007 RASOR Nanzan) held on March 5 6, 2007, at Nanzan University, Nagoya, Japan. It enables advanced readers to understand the recent topics and results in stochastic operations research.

✦ Table of Contents

CONTENTS......Page 10
Preface......Page 6
List of Contributors......Page 8
Part A Foundation of Stochastic Operations Research......Page 14
1. Introduction......Page 15
2.1. Derivation by a forward-looking argument......Page 17
2.2. Derivation by a backward-looking argument......Page 18
Acknowledgement......Page 20
References......Page 21
1. Introduction......Page 23
2. Evaluation based on Outcomes and Decisions......Page 25
3.2. Sequential expenditure problem......Page 26
4.1. Stochastic order relation......Page 28
4.2. Transition probability of a Markov process......Page 29
4.3. Sequential decision model......Page 30
5.1. Partially observable Markov process and information......Page 32
5.2. Learning procedure......Page 33
5.3. Gradually condition......Page 34
5.4. Monotonic property......Page 37
5.5. Sequential expenditure problem: an incomplete information case......Page 39
6. Conclusion......Page 40
References......Page 41
1. Introduction......Page 43
2. Designing the Maximum Period-Length 90/150 CA......Page 45
3. Computing Phase Shifts of 90/150 CA Sequences......Page 46
4. Computational Results......Page 47
5. Conclusion......Page 48
References......Page 51
1. Introduction......Page 53
2. MONANOVA......Page 54
3. OLS......Page 56
4.1. Proposal method......Page 58
4.2. Numerical example......Page 62
5. Conclusion......Page 64
References......Page 65
Part B Stochastic Modeling......Page 67
1. Introduction......Page 69
2.1. A model of datum search game and formulation......Page 71
2.2. Lower bound estimation......Page 72
3. Simulator for Datum Search Game......Page 73
4. Experiment for a Datum Search Game......Page 75
5. Conclusions......Page 78
References......Page 79
1. Introduction......Page 81
2. Model......Page 83
3. Numerical Example......Page 87
References......Page 89
1. Introduction......Page 91
2. GIX/M(m)//N Systems......Page 93
3. Batch Prearrival State Process......Page 94
4. Customer Prearrival State Process......Page 97
5. Continuous-Time State Process......Page 101
6. Numerical Results......Page 104
References......Page 109
1. Introduction......Page 111
2.1. The model and sequence of operations......Page 113
2.2. A case of low fare demand large enough......Page 115
2.3. Spill rates......Page 117
3.2. The model with callable property......Page 118
3.3. A case of low fare demand large enough with callable property......Page 120
4.1. Computational results of section 2......Page 121
5. Conclusion......Page 122
References......Page 125
Part C Reliability and Maintenance......Page 127
1. Introduction......Page 129
2.1. The case example — power generation unit......Page 132
2.2. Definition of a stochastic failure logic......Page 133
2.3. Operation strategies and wait states......Page 135
2.4. Rescue of a gate......Page 136
3.2. Failure tendency and failure profile......Page 137
3.4. Simulation procedure and the logbook......Page 139
4.1. Main results for the product......Page 141
4.2. Reliability performance of the product......Page 142
4.3. Entities involved in TOP downtime......Page 143
4.4. Results for state combinations......Page 144
5.2. Costs and resources due to failures......Page 145
5.3. Documentation of preventive maintenance......Page 147
5.4. Costs and resources due to scheduled procedures......Page 148
References......Page 149
1. Introduction......Page 151
2.2. Model description......Page 153
3.1. Long-run average profit......Page 155
3.2. Expected total discounted profit......Page 156
4.1. Long-run average profit......Page 158
5. Non-Parametric Estimation......Page 159
References......Page 161
1. Introduction......Page 163
2. Definitions of Equivalency......Page 167
3. Equivalency of Step-Stress and Constant-Stress ALT Plans......Page 168
4.1. Numerical example......Page 174
4.3. Simulation study......Page 177
5. Conclusion and Future Work......Page 180
References......Page 181
1. Introduction......Page 183
2. Expected Cost......Page 184
3. Optimal Policy......Page 189
4. Numerical Example......Page 191
References......Page 192
1. Introduction......Page 195
2. Model Description......Page 197
3.1. Solution representation......Page 199
3.3. Method for generating a feasible neighborhood solution......Page 200
3.4. Pheromone trail......Page 201
4.2. Four and five level cases......Page 202
5. Conclusion......Page 203
References......Page 209
1. Introduction......Page 213
2. Model 1......Page 215
3. Model 2......Page 218
4. Numerical Illustrations......Page 219
5. Conclusions......Page 220
References......Page 221
Part D Dependable Computing......Page 223
1. Introduction......Page 225
2. Sequential Checkpoint Interval......Page 226
3. Model 2......Page 232
4. Conclusions......Page 235
References......Page 236
1. Introduction......Page 237
2.1. Model 1......Page 239
2.2. Model 2......Page 240
3. The TTT Concept......Page 241
4. The Kaplan-Meier Estimator......Page 242
5. The Kernel Density Estimation......Page 244
6. Simulation Experiments......Page 245
7. Concluding Remarks......Page 251
References......Page 253
Optimal Backup Interval of a Database System Using a Continuous Damage Model S. Nakamura, T. Nakagawa and H. Kondo......Page 255
1. Introduction......Page 256
2. Expected Cost......Page 257
3. Optimal Policy......Page 259
4. Numerical Example......Page 261
References......Page 262
1. Introduction......Page 265
2.1. Model Description......Page 267
2.2.1. Distribution of transition time between state W......Page 268
3. Model Analysis......Page 270
4. Derivation of Software Performance Measures......Page 273
5. Numerical Examples......Page 275
6. Concluding Remarks......Page 278
Acknowledgments......Page 279
References......Page 280
1. Introduction......Page 283
2.2. Modeling with two kinds of imperfect debugging activities......Page 285
3.1. Software reliability function......Page 287
4. Parameter Estimation......Page 288
5. Numerical Examples......Page 291
6. Model Comparison......Page 293
References......Page 294
1. Introduction......Page 297
2. Stochastic Differential Equation Modeling......Page 299
4.1. Expected numbers of detected faults and their variances......Page 301
4.2. Mean times between software failures......Page 302
5.2. Reliability assessment results considering fault levels......Page 303
5.3. Sensitivity analysis in terms of model parameters......Page 306
6. Concluding Remarks......Page 310
Acknowledgements......Page 311
References......Page 312

✦ Subjects

Финансово-экономические дисциплины;Математические методы и моделирование в экономике;Исследование операций в экономике;