Journal of the Operations Research Society of Japan

[title in Japanese]

Article type: Cover
1987 Volume 30 Issue 2 Pages Cover4-
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.Cover4

JOURNAL FREE ACCESS

Download PDF (183K)
[title in Japanese]

Article type: Appendix
1987 Volume 30 Issue 2 Pages App3-
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.App3

JOURNAL FREE ACCESS

Download PDF (253K)
MARKOV CHAIN ANALYSIS OF A SINGLE-STAGE LOOP-TYPE AUTOMATED MANUFACTURING SYSTEM

Takashi NAKAMURA, Azuma OHUCHI, Ikuo KAJI

Article type: Article
1987 Volume 30 Issue 2 Pages 115-131
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.115

JOURNAL FREE ACCESS

Show abstractHide abstract

In this paper, a single-stage loop-type automated manufacturing system composed of several machines of the same type, a loop conveyor line and a loading-unloading station is taken into consideration. and the behavior of one machine in the system is modelled and analyzed. The system is characterized by following features. (1) A workpiece on a pallet is loaded into either empty machine once. (2) The production time of a machine obeys arbitrary general distribution. (3) The conveyor is divided into slots which may contain one pallet or none. (4) A check point is placed in front of each machine to check the type of the slot arriving at the machine. Focusing attention upon instants that the head of each slot arrives at the check point, physical states of the machine are modelled as a Markov chain. By using a flow graph modification, the explicit expression for the inter-inflow time distribution is derived. By calculating the mean inter-iuflow time and the equilibrium state probabilities, several measures of investigating machine's behavior such as production rate, inflow rate and idle rate are then obtained. Some numerical examples are showed and discussed. Simulation results are also presented to validate the analytical results. Furthermore, by using the analytical results, the approximate production rate of the system composed of N machines is obtained.

View full abstract

Download PDF (974K)
(r, Q) POLICY FOR A SINGLE-PRODUCT PRODUCTION/INVENTORY PROBLEM WITH A COMPOUND POISSON DEMAND PROCESS

Chang Sup Sung, Geun Tae Oh

Article type: Article
1987 Volume 30 Issue 2 Pages 132-149
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.132

JOURNAL FREE ACCESS

Show abstractHide abstract

This paper considers an optimal (r, Q) policy for a single-product single-machine production/inventory problem with a compound Poisson demand process and backloggings allowed, Under the assumption that during each production period the cumulative amount of production is greater than that of demands in expected term, the associated inventory process is found to be an ergodic Markov chain with infinite states. Thereupon, the steady-stat:e probability distribution is derived. Further, the total cost in the production/inventory system is expressed in terms of the long-run expected average cost, C(r, Q), which is verified as the convex function of r , given Q fixed. A solution procedure is illustrated with a numerical example having random demand sizes taking values one or two.

View full abstract

Download PDF (715K)
ON THE M^X/G/1 QUEUE WITH AND WITHOUT VACATION TIME UNDER NONPREEMPTIVE LAST-COME FIRST-SERVED DISCIPLINE

Yutaka Baba

Article type: Article
1987 Volume 30 Issue 2 Pages 150-159
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.150

JOURNAL FREE ACCESS

Show abstractHide abstract

We consider the M^X/G/1 queue with and without vacation time under nonpreemptive last-come first-served (LCFS). The Laplace Stieltjes transform of the distribution function of the steady-state waiting time is found. The first two moments of the waiting time are obtained. We find the relationship between the second moments of the waiting time in the M^X/G/1 queue with and without vacation time under first-come first-served (FCFS) and LCFS.

View full abstract

Download PDF (442K)
EXTENSIONS OF THE MULTIPLICATIVE PENALTY FUNCTION METHOD FOR LINEAR PROGRAMMING

Hiroshi Imai

Article type: Article
1987 Volume 30 Issue 2 Pages 160-180
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.160

JOURNAL FREE ACCESS

Show abstractHide abstract

We shall extend Iri's multiplicative penalty function method for linear programming [4] so that it can handle the problem of unknown optimum value of the objective function, without solving both primal and dual problems simultaneously, and generate convergent dual solutions. By making use of these dual variables, lower bounds of the optimum objective function value are updated efficiently, which makes the total number of iterations required in the extended algorithm small. In doing so, a new duality on the multiplicative penalty function is discussed. A sufficient condition for a constraint to be inactive at all optimum solutions is given, which can be checked in the extended algorithm. Several computational techniques for enhancing the efficiency of the algorithm are also discussed. Some connection of the proposed algorithm with Sonnevend's and Renegar's methods [ 10, 11] is touched upon. Furthermore a method of estimating the optimum objective function value is given. Preliminary computational results on the random linear programming problem are finally shown.

View full abstract

Download PDF (1176K)
A PATH FOLLOWING ALGORITHM FOR STATIONARY POINT PROBLEMS

Yoshitsugu Yamamoto

Article type: Article
1987 Volume 30 Issue 2 Pages 181-199
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.181

JOURNAL FREE ACCESS

Show abstractHide abstract

We propose a path following algorithm for the stationary point problem: given a polytope Ω&vsubnE;R^n and an affine function f: R^n → R^n find a point x^^^&isins;Ω such that x^^^・f(x^^^)<__=x・f(x^^^) for any point x&isins;Ω. The linear system to be handled in the algorithm has only n+1 equations while the linear complementarity problem to which the problem is reduced has n+m equations, where m is the number of constraints defining Ω. The algorithm is a variable dimension fixed point algorithm having as many rays as the vertices of Ω. It first leaves the starting point w&isins;Ω toward a vertex of Ω chosen by solving the linear programming problem: minimize f(w)・x subjects to x&isins;Ω, and then moves on convex hulls of w and higher dimensional faces of Ω. Generally speaking, it terminates as soon as it hits the boundary of Ω or it finds a zero of f.

View full abstract

Download PDF (910K)
NONPREEMPTIVE SCHEDULING OF A FINITE-SOURCE QUEUE WITH TWO CUSTOMER CLASSES

Tetsuji Hirayama

Article type: Article
1987 Volume 30 Issue 2 Pages 200-217
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.200

JOURNAL FREE ACCESS

Show abstractHide abstract

We consider a finite-source queueing system with two distinct customer classes. The problem is to obtain a nonpreemptive service assignment policy which maximizes the expected discounted value of rewards received over an infinite planning horizon. In all policies, there are particular policies which simply enforce priority rankings. We call these static policies. When the expected "thinking times" of all customers are the same, it is shown that there is an optimal static policy.

View full abstract

Download PDF (824K)
CONFIDENCE REGION METHOD FOR A STOCHASTIC PROGRAMMING PROBLEM

Hiroshi Morita, Hiroaki Ishii, Toshio Nishida

Article type: Article
1987 Volume 30 Issue 2 Pages 218-231
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.218

JOURNAL FREE ACCESS

Show abstractHide abstract

We propose a minimax model with a "quadratic" recourse. In stochastic linear programming models, a decision maker has been assumed to know the probability distribution of random variables. Here we consider the case that the parameters of distribution are unknown. We impose the restrictions on the unknown parameters from the view point of a confidence region, and then seek a minimax solution that minimizes the worst case of the parameters. This model reflects the situation minimizing the maximal possible damage. Especially, the independent normal distribution model is discussed in detail. The analysis for a sufficiently large sample size and a numerical result are given.

View full abstract

Download PDF (593K)
MINIMAX STRATEGIES FOR AVERAGE COST STOCHASTIC GAMES WITH AN APPLICATION TO INVENTORY MODELS

Masami Kurano

Article type: Article
1987 Volume 30 Issue 2 Pages 232-247
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.232

JOURNAL FREE ACCESS

Show abstractHide abstract

We consider a zero-sum average cost stochastic game with the unbounded lower semi-continuous cost function, and by using the contraction property ([6, 7] ) for the average case we give sufficient conditions for which there exists a minimax stationary strategy. Also, we formulate a minimax inventory model as a stochastic game and show that for any ε>0 there exists an ε-minimax random (s, S) ordering policy, which is a modification of (s, S) ordering policy, under some weak conditions.

View full abstract

Download PDF (762K)
A DEMAND FORECASTING METHOD FOR NEW TELECOMMUNICATION SERVICES

Hiroshi Saito

Article type: Article
1987 Volume 30 Issue 2 Pages 248-262
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.248

JOURNAL FREE ACCESS

Show abstractHide abstract

In this paper, d demand forecasting method for new telecommunication services using historical data of existing telecommunication services is proposed. This method has two phases. First, a regression model is chosen using the results of forecasts for existing services. Then, the new service demand forecasts by that model are corrected using the correction coefficient. The correction coefficient is determined by errors in the forecasts for existing services. Numerical results using field data are also shown.

View full abstract

Download PDF (706K)
[title in Japanese]

Article type: Appendix
1987 Volume 30 Issue 2 Pages 263-264
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.263

JOURNAL FREE ACCESS

Download PDF (185K)
[title in Japanese]

Article type: Appendix
1987 Volume 30 Issue 2 Pages App4-
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.App4

JOURNAL FREE ACCESS

Download PDF (227K)
[title in Japanese]

Article type: Cover
1987 Volume 30 Issue 2 Pages Cover5-
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.Cover5

JOURNAL FREE ACCESS

Download PDF (196K)
[title in Japanese]

Article type: Cover
1987 Volume 30 Issue 2 Pages Cover6-
Published: 1987
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.30.Cover6

JOURNAL FREE ACCESS

Download PDF (196K)

Register with J-STAGE for free!