Journal of the Operations Research Society of Japan

[title in Japanese]

Article type: Cover
1990 Volume 33 Issue 4 Pages Cover10-
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.Cover10

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[title in Japanese]

Article type: Appendix
1990 Volume 33 Issue 4 Pages App7-
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.App7

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APPLICATION OF THE REPLACEMENT PROCESS APPROACH FOR COMPUTING THE ERGODIC PROBABILITY VECTOR OF LARGE SCALE ROW-CONTINUOUS MARKOV CHAINS

Ushio Sumita, Maria Rieders

Article type: Article
1990 Volume 33 Issue 4 Pages 279-307
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.279

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In a recent paper by Sumita and Rieders (1990), a new algorithm has been developed for computing the ergodic probability vector for large Markov chains. Decomposing the state space into M lumps, the algorithm generates a sequence of replacement processes on individual lumps in such a way that in the limit the ergodic probability vector for a replacement process on one lump will be proportional to the ergodic probability vector of the original Markov chain restricted to that lump. In general, the algorithm involves the computation of inverse matrices of size M - 1. Because of the skip free structure of row-continuous Markov chains, however, replacement distributions for these Markov chains can be constructed explicitly without involving any inverse matrices. The purpose of this paper is to develop an algorithm for computing the ergodic probability vector for row-continuous Markov chains based on the replacement process approach. Relevance to Takahashi's modified aggregation-disaggregation algorithm is also discussed. When successive substitution is employed for solving systems of linear equations, extensive numerical experiments suggest that both the replacement process algorithm and the ordinary aggregation-disaggregation algorithm dominate the modified aggregation-disaggregation algorithm. Furthermore, the replacement process algorithm outperforms the ordinary aggregation-disaggregation algorithm as both state space size and density of the underlying matrices increase.

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THE OUTPUT RATE OF A PARALLEL QUEUEING MODEL WITH OVERLAPPING PROCESSING TIME

Li-Wen Lru, Masashi Kowada, Koichi Adachi

Article type: Article
1990 Volume 33 Issue 4 Pages 308-318
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.308

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The purpose of this paper is to study the output rate of a main-line in a production system which is related with a sub-line. The system consists of one operator and two lines such that, the units of type 1 are processed on the main-line and the units of type 2 are processed on the sub-line. Processing time of each unit has two components: handwork and machining. The operator is needed only during the handwork portion of the processing, and can walk from one line to the other instantaneously. Two queueing disciplines are investigated: alternate discipline and preemptive priority discipline. In each case the relationship between the mean output rate of the main-line and the behavior of the sub-line is obtained under the following assumptions: the handwork times and machining times are mutually independent, exponentially distributed random variables; there is an unlimited supply of the units of type 1 in the main-line; and, the units of type 2 arrive according to a Poisson process and queue up in front of the sub-line.

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A STUDY OF A COMPETITIVE BASS MODEL WHICH TAKES INTO ACCOUNT COMPETITION AMONG FIRMS

Tohru Ueda

Article type: Article
1990 Volume 33 Issue 4 Pages 319-334
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.319

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Competition in some telecommunication services has emerged in Japan since deregulation of telecommunication markets in 1985. As a model which can be used to analyze this competition, an extension of the Bass model, a competitive Bass model, is proposed. This model treats not only competition between two firms, but also competition among n firms. For the case of two firms, an equation which must be satisfied, concerning the sales of the two firms, is derived. For the case of n firms, a necessity condition which must be satisfied, concerning the sales of n firms, is formulated as an eigenvalue problem. The dynamics of the diffusion process corresponding to the values of parameters are analyzed. The diffusion process of a telecommunication service into which new common carriers have recently entered is also discussed.

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RANDOMIZED DECISION STRATEGY FOR THE HIERARCHICAL OPTIMIZATION PROBLEMS

Mikio Kubo, Hiroshi Kasugai

Article type: Article
1990 Volume 33 Issue 4 Pages 335-353
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.335

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The hierarchical decision problem is a generic name of the problems whose common characteristics are: 1. They contain two or more levels of decision making, 2. Precise information about what will happen is not known a priori, 3. As the level is increased, more information can be available. We introduce a new solution method refereed to as the randomized decision strategy for the hierarchical decision problems. Two well-known and practical situations, which are the hierarchical scheduling problem and the hierarchical vehicle routing problem, are considered to illustrate this strategy.

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HEURISTIC ALGORITHMS FOR THE SINGLE VEHICLE DIAL-A-RIDE PROBLEM

Mikio Kubo, Hiroshi Kasugai

Article type: Article
1990 Volume 33 Issue 4 Pages 354-365
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.354

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A number of papers have been proposed for the approximate solution of the dial-a-ride routing problem. The object of this paper is to examine some of these heuristics, to introduce some new heuristics, and to compare these approximate algorithms.

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[title in Japanese]

Article type: Appendix
1990 Volume 33 Issue 4 Pages 366-367
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.366

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[title in Japanese]

Article type: Appendix
1990 Volume 33 Issue 4 Pages 368-
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.368

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[title in Japanese]

Article type: Index
1990 Volume 33 Issue 4 Pages 369-370
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.369

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[title in Japanese]

Article type: Appendix
1990 Volume 33 Issue 4 Pages App8-
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.App8

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[title in Japanese]

Article type: Cover
1990 Volume 33 Issue 4 Pages Cover11-
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.Cover11

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[title in Japanese]

Article type: Cover
1990 Volume 33 Issue 4 Pages Cover12-
Published: 1990
Released on J-STAGE: June 27, 2017

DOIhttps://doi.org/10.15807/jorsj.33.Cover12

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