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Volume 24 (1981)
- Issue 4 Pages 283-
- Issue 3 Pages 189-
- Issue 2 Pages 95-
- Issue 1 Pages 1-
Volume 24, Issue 4
Displaying 1-13 of 13 articles from this issue
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Article type: Cover
1981 Volume 24 Issue 4 Pages Cover9-
Published: 1981
Released on J-STAGE: June 27, 2017
JOURNAL FREE ACCESSDownload PDF (180K) -
Article type: Appendix
1981 Volume 24 Issue 4 Pages App7-
Published: 1981
Released on J-STAGE: June 27, 2017
JOURNAL FREE ACCESSDownload PDF (119K) -
Mamoru Ohashi, Toshio NishidaArticle type: Article
1981 Volume 24 Issue 4 Pages 283-295
Published: 1981
Released on J-STAGE: June 27, 2017
JOURNAL FREE ACCESSThis paper deals with a system consisting of two units under Markovian deterioration. The transition probability of each unit is not independent each other, and the cost of replacing both units concurrently is less than the cost of replacing them at different times. Then we investigate a replacemant policy for units in a two-unit system possessing stochastic and economic dependence. The structural properties of optimal replacement policy that minimizes the expected total discounted cost are characterized. Also illustrative examples are presented.View full abstractDownload PDF (692K) -
Katsuhisa OhnoArticle type: Article
1981 Volume 24 Issue 4 Pages 296-324
Published: 1981
Released on J-STAGE: June 27, 2017
JOURNAL FREE ACCESSThis paper deals with computational algorithms for obtaining the optimal stationary policy and the minimum cost of a discounted semi-Markov decision process. Van Nunen [23] has proposed a modified policy iteration algorithm with a suboptimality test or MacQueen type, where the modified policy iteration algorithm is policy iteration method with the policy evaluation routine by a finite number of iterations of successive approximations and includes the method of successive approximations and policy iteration method as special cases. This paper devises a modified policy iteration algorithm with the suboptimality test of Hastings and Mello type and proves that it constructs a finite sequence of policies whose last element is either a unique optimal policy or an ⋴-optimal policy. Moreover, a new notion of equivalent decision processes is introduced, and many iterative methods for solving a system of linear equations such as the Jacobi method, simultaneous overrelaxation method, Gauss-Seidel method, successive overrelaxation method, stationary Richardson's method and so on are shown to convert the original semi-Markov decision process to equivalent decision processes. Various transformed algorithms are derived from the modified policy iteration algorithm with the suboptimality test applied to those equivalent decision processes. Numerical comparisons are made for Howard's automobile replacement problem. They show that the modified policy iteration algorithm with the suboptimality test is much more efficient than van Nunen's algorithm and is superior to the policy iteration method, linear programming and some transformed algorithms.View full abstractDownload PDF (1716K) -
Toshio NakagawaArticle type: Article
1981 Volume 24 Issue 4 Pages 325-338
Published: 1981
Released on J-STAGE: June 27, 2017
JOURNAL FREE ACCESSThis paper summarizes the results of the basic model of Makabe and Morimura, in which a unit is replaced at k-th failure. The two generalized models are considered: A) A unit has two types of failures and is replaced at type 2 failure or k-th type I failure. B) A system has two types of units and is replaced at unit 2 failure or k-th unit I failure. The expected cost rates for each model are obtained, using the calculus method of probability. It is shown that the optimal numbers k* which minimize the cost rates are given by unique solutions of equations under certain conditions.View full abstractDownload PDF (647K) -
Tsuneyuki Namekata, Yoshio Tabata, Toshio NishidaArticle type: Article
1981 Volume 24 Issue 4 Pages 339-349
Published: 1981
Released on J-STAGE: June 27, 2017
JOURNAL FREE ACCESSA decision maker will allocate his resources to appearing targets during a random number fo periods. There are finite types of targets. Each type of them appears with some fixed probability at the beginning of each period. When the target appears, he expends some of his resources to obtain the reward which depends on the number of resources expended and the type of appearing target. The objective is to find a sequence of number of resources to be expended which maximizes the total expected reward. The case of a given horizon was discussed in the previous paper [9] . It will be shown that the similar structure of an optimal policy also holds for the case of random horizon if a reasonable assumption is satisfied.View full abstractDownload PDF (552K) -
Masanori FushimiArticle type: Article
1981 Volume 24 Issue 4 Pages 350-359
Published: 1981
Released on J-STAGE: June 27, 2017
JOURNAL FREE ACCESSThis paper is concerned with two-person non-zero-sum game versions of the secretary problem. A remarkable feature of our models compared with previous ones is that Nash equilibrium strategies are different for two players, i.e. one player should behave more hastily, and the other less hastily, than in the secretary problem.View full abstractDownload PDF (511K) -
Hiroshi KonnoArticle type: Article
1981 Volume 24 Issue 4 Pages 360-374
Published: 1981
Released on J-STAGE: June 27, 2017
JOURNAL FREE ACCESSThis paper proposes a cutting plane algorithm for solving 0-1 bilinear knapsack problem (BK), a special kind of integer quadratic programming problem in which a bilinear function c^tx + d^ty + x^tCy is to be maximized subject to disjoint knapsack constraints on x and y. This problem has applications in bipartite matching, multi-attribute utility analysis, cutting stock problems, and so on. The main purpose of this paper is to demonstrate the practicality of cutting plane algorithm which is an elaboration of similar algorithms proposed for bilinear linear programming problems and convex maximization problems. It will be shown that a very effective cut can be generated without excessive amount of computation and that our approach is potentially advantageous over the standard linearization approach.View full abstractDownload PDF (651K) -
Tadashi OhsoneArticle type: Article
1981 Volume 24 Issue 4 Pages 375-391
Published: 1981
Released on J-STAGE: June 27, 2017
JOURNAL FREE ACCESSThe GI/E_k/1 queue with finite waiting room is investigated by using a combination of the supplementary variable and phase techniques. We start by studying the steady-state joint distribution of the number of phases present and the elapsed time since the last arrival. From this distribution, we obtain the distributions of the number of customers both at an arbitrary moment and just after an arrival. Furthermore, we show some interesting properties on the mean number of customers from numerical examples.View full abstractDownload PDF (630K) -
Article type: Index
1981 Volume 24 Issue 4 Pages 392-393
Published: 1981
Released on J-STAGE: June 27, 2017
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Article type: Appendix
1981 Volume 24 Issue 4 Pages App8-
Published: 1981
Released on J-STAGE: June 27, 2017
JOURNAL FREE ACCESSDownload PDF (155K) -
Article type: Cover
1981 Volume 24 Issue 4 Pages Cover10-
Published: 1981
Released on J-STAGE: June 27, 2017
JOURNAL FREE ACCESSDownload PDF (82K) -
Article type: Cover
1981 Volume 24 Issue 4 Pages Cover11-
Published: 1981
Released on J-STAGE: June 27, 2017
JOURNAL FREE ACCESSDownload PDF (82K)
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