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2005

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Articles 181 - 194 of 194

Full-Text Articles in Operations Research, Systems Engineering and Industrial Engineering

Neural Network -Based Nearly Optimal Hamilton-Jacobi-Bellman Solution For Affine Nonlinear Discrete-Time Systems, Jagannathan Sarangapani, Zheng Chen Jan 2005

Neural Network -Based Nearly Optimal Hamilton-Jacobi-Bellman Solution For Affine Nonlinear Discrete-Time Systems, Jagannathan Sarangapani, Zheng Chen

Electrical and Computer Engineering Faculty Research & Creative Works

In this paper, we consider the use of nonlinear networks towards obtaining nearly optimal solutions to the control of nonlinear discrete-time systems. The method is based on least-squares successive approximation solution of the Generalized Hamilton-Jacobi-Bellman (HJB) equation. Since successive approximation using the GHJB has not been applied for nonlinear discrete-time systems, the proposed recursive method solves the GHJB equation in discrete-time on a well-defined region of attraction. The definition of GHJB, Pre-Hamiltonian function, HJB equation and method of updating the control function for the affine nonlinear discrete time systems are proposed. A neural network is used to approximate the GHJB ...


Allocating Work In Process In A Multiple-Product Conwip System With Lost Sales, Sarah M. Ryan, Jumpol Vorasayan Jan 2005

Allocating Work In Process In A Multiple-Product Conwip System With Lost Sales, Sarah M. Ryan, Jumpol Vorasayan

Industrial and Manufacturing Systems Engineering Publications

To operate a multiple-product manufacturing system under a CONWIP control policy, one must decide how to assign kanbans to products. With a fixed total number of kanbans in a competitive environment, the goal is to determine their allocation to product types in order to minimize lost sales equitably. In particular, we consider systems in which the products may make multiple visits to the same station with a different processing time distribution on each repeat visit. With a fixed number of kanbans dedicated to each product, the system is modeled as a multiple-chain multiple-class closed queuing network. A nonlinear program simultaneously ...


On The Validity Of The Geometric Brownian Motion Assumption, Rahul Ratnakar Marathe, Sarah M. Ryan Jan 2005

On The Validity Of The Geometric Brownian Motion Assumption, Rahul Ratnakar Marathe, Sarah M. Ryan

Industrial and Manufacturing Systems Engineering Publications

The geometric Brownian motion (GBM) process is frequently invoked as a model for such diverse quantities as stock prices, natural resource prices and the growth in demand for products or services. We discuss a process for checking whether a given time series follows the GBM process. Methods to remove seasonal variation from such a time series are also analyzed. Of four industries studied, the historical time series for usage of established services meet the criteria for a GBM; however, the data for growth of emergent services do not.


Likelihood-Based Statistical Estimation From Quantized Data, Stephen B. Vardeman, Chiang-Sheng Lee Jan 2005

Likelihood-Based Statistical Estimation From Quantized Data, Stephen B. Vardeman, Chiang-Sheng Lee

Industrial and Manufacturing Systems Engineering Publications

Most standard statistical methods treat numerical data as if they were real (infinite-number-of-decimal-places) observations. The issue of quantization or digital resolution can render such methods inappropriate and misleading. This article discusses some of the difficulties of interpretation and corresponding difficulties of inference arising in even very simple measurement contexts, once the presence of quantization is admitted. It then argues (using the simple case of confidence interval estimation based on a quantized random sample from a normal distribution as a vehicle) for the use of statistical methods based on "rounded data likelihood functions" as an effective way of handling the matter.


Sheppard's Correction For Variances And The "Quantization Noise Model", Stephen B. Vardeman Jan 2005

Sheppard's Correction For Variances And The "Quantization Noise Model", Stephen B. Vardeman

Industrial and Manufacturing Systems Engineering Publications

In this paper, we examine the relevance of Sheppard's correction for variances and (both the original and a valid weak form of) the so-called "quantization noise model" to understanding the effects of integer rounding on continuous random variables. We further consider whether there is any real relationship between the two. We observe that the strong form of the model is not really relevant to describing rounding effects. We demonstrate using simple cases the substantial limitations of the Sheppard correction, and use simple versions of a weak form of the model to establish that there is no real connection between ...


Likelihood And Bayesian Methods For Accurate Identification Of Measurement Biases In Pseudo Steady-State Processes, Sriram Devanathan, Stephen B. Vardeman, Derrick K. Rollins Sr. Jan 2005

Likelihood And Bayesian Methods For Accurate Identification Of Measurement Biases In Pseudo Steady-State Processes, Sriram Devanathan, Stephen B. Vardeman, Derrick K. Rollins Sr.

Industrial and Manufacturing Systems Engineering Publications

Two new approaches are presented for improved identification of measurement biases in linear pseudo steady-state processes. Both are designed to detect a change in the mean of a measured variable leading to an inference regarding the presence of a biased measurement. The first method is based on a likelihood ratio test for the presence of a mean shift. The second is based on a Bayesian decision rule (relying on prior distributions for unknown parameters) for the detection of a mean shift. The performance of these two methods is compared with that of a method given by Devanathan et al. (2000 ...


A Multi-Server Markovian Queueing Model With Primary And Secondary Services, Valentina Klimenok, Srinivas R. Chakravarthy, Alexander Dudin Jan 2005

A Multi-Server Markovian Queueing Model With Primary And Secondary Services, Valentina Klimenok, Srinivas R. Chakravarthy, Alexander Dudin

Industrial & Manufacturing Engineering Presentations And Conference Materials

We study a multi-server queueing model in which the arrivals occur according to a Markovian arrival process. An arriving customer either (a) is lost due to all main servers being busy; or (b) enters into service with one of the main servers and leaves the system (as a satisfied primary customer); (c) enters into a service with one of the main servers, gets service in self-service mode, and is impatient to get a final service with one of the main servers, may leave the system (as a dissatisfied secondary customer); or (d) enters into service with one of the main ...


Robust Temporal Constraint Networks, Hoong Chuin Lau, Thomas Ou, Melvyn Sim Jan 2005

Robust Temporal Constraint Networks, Hoong Chuin Lau, Thomas Ou, Melvyn Sim

Research Collection School Of Computing and Information Systems

In this paper, we propose the Robust Temporal Constraint Network (RTCN) model for simple temporal constraint networks where activity durations are bounded by random variables. The problem is to determine whether such temporal network can be executed with failure probability less than a given 0 ≤ E ≤ 1 for each possible instantiation of the random variables, and if so. how one might find a feasible schedule with each given instantiation. The advantage of our model is that one can vary the value of ∊ to control the level of conservativeness of the solution. We present a computationally tractable and efficient approach to ...


A Multi-Agent Approach For Solving Optimization Problems Involving Expensive Resources, Hoong Chuin Lau, H. Wang Jan 2005

A Multi-Agent Approach For Solving Optimization Problems Involving Expensive Resources, Hoong Chuin Lau, H. Wang

Research Collection School Of Computing and Information Systems

In this paper, we propose a multi-agent approach for solving a class of optimization problems involving expensive resources, where monolithic local search schemes perform miserably. More specifically, we study the class of bin-packing problems. Under our proposed Fine-Grained Agent System scheme, rational agents work both collaboratively and selfishly based on local search and mimic physics-motivated systems. We apply our approach to a generalization of bin-packing - the Inventory Routing Problem with Time Windows - which is an important logistics problem, and demonstrate the efficiency and effectiveness of our approach.


Evaluating The Impact Of Production Scheduling On Tool Performance, Amr Arisha, Paul Young Jan 2005

Evaluating The Impact Of Production Scheduling On Tool Performance, Amr Arisha, Paul Young

Conference papers

Scheduling of a semiconductor manufacturing facility is one of the most complex tasks encountered. Confronted with a high technology product market, semiconductor manufacturing is increasingly more dynamic and competitive in the introduction of new products in shorter time intervals. Simulation provides an effective decision support tool in scheduling of semiconductor manufacturing. Simulation model was developed as a risk assessment tool for one of the implant process area. The model examines the impact of production schedule on tool performance by testing different production scenarios. Production ramping, local buffer capacity, product sequence and product mix seem to be influential factors of the ...


Coordinating Forward And Reverse Flows Of Products For A Manufacturer-Retailer Supply Chain Model, Jie Li, K. Jo Min Jan 2005

Coordinating Forward And Reverse Flows Of Products For A Manufacturer-Retailer Supply Chain Model, Jie Li, K. Jo Min

Industrial and Manufacturing Systems Engineering Conference Proceedings and Posters

In this paper, we formulate and analyze a manufacturer-retailer supply chain model with product remanufacturing. This model takes into account both forward flow of the new product as well as reverse flow of the used product. Specifically, we assume that the manufacturer can control the wholesale price of the new product as well the transfer price of the used product from the retailer while the retailer can control the retail price of the new product and the collecting price of the used product. Under this assumption, we compare and contrast the coordinated scenario vs. the uncoordinated scenario. Managerial insights and ...


Characterization Of Reverse Logistics Networks For Outsourcing Decisions, Marco Serrato, Sarah M. Ryan, Juan Gaytan Jan 2005

Characterization Of Reverse Logistics Networks For Outsourcing Decisions, Marco Serrato, Sarah M. Ryan, Juan Gaytan

Industrial and Manufacturing Systems Engineering Publications

Strategic decisions about reverse logistics (RL) are complicated by the uncertainty of product returns. To aid firms in deciding whether to outsource RL activities, a characterization of RL networks according to two critical factors is proposed. These factors are the length of the product life cycle, which affects variability of expected returns over time, and the uncertainty of the rate of returns in each time period. Even if changes in the average return rate according to the life cycle are well understood, the variability in returns relative to the known average differs significantly depending on the product characteristics, as well ...


Capacity Expansion For Uncertain Demand With Initial Shortages, Rahul R. Marathe, Sarah M. Ryan Jan 2005

Capacity Expansion For Uncertain Demand With Initial Shortages, Rahul R. Marathe, Sarah M. Ryan

Industrial and Manufacturing Systems Engineering Conference Proceedings and Posters

For service providers, uncertain demand for capacity and expansion lead time may create unavoidable capacity shortages, which may be allowed to accumulate before initiating an expansion. For the demand following a geometric Brownian motion process, we assume a stationary expansion policy where the timing and size of expansion are determined as fixed proportions of the capacity position. We define the service level in terms of the capacity shortages, which can be evaluated by applying pricing formulae for barrier options in finance. We observe the relationship between the two policy parameters at different specified service levels and for other model parameters.


Light Rail And Brt: Competitive Or Complementary?, Vukan R. Vuchic Jan 2005

Light Rail And Brt: Competitive Or Complementary?, Vukan R. Vuchic

Departmental Papers (ESE)

Since the 1970s great progress has been made to develop transit systems which provide service considerably better than buses can offer in mixed traffic, but which require significantly lower investment than metro systems with exclusive ways. This “semirapid transit” category of modes, using mostly partially separated ways, has been introduced extensively in medium-sized cities, as well as supplementing metros in suburban areas of large cities.