27 research outputs found
Modeling of cryogenic sloshing including heat and mass transfer
No full textThe paper discusses heat and mass transfer during sloshing of cryogenic liquids. Experiments have been executed to investigate this. The experimental results are analyzed and CFD tools are used to create a better understanding of the physical processes involved. A 1D engineering model has been set up with the goal to simulate the heat and transfer during sloshing with only very short CPU time (not more than a few minutes)
Order acceptance and scheduling policies for a make-to-order environment with family-dependent lead and batch setup times
Get PDF<p>In many make-to-order production situations with batch setup times, customer orders are grouped into family-dependent batches to limit the loss of capacity due to setups. These batches, however, cannot be too large, since the make-to-order character requires that orders have to be produced in time. This trade-off between setup time efficiency and due-date adherence creates a challenging scheduling problem referred to in the literature as the Customised Stochastic Lot Scheduling Problem. Typically, suppliers reduce the complexity of the production problem by quoting lead times that are equal for all customer families. This choice, however, is in many cases too restrictive. In this paper, we show quantitatively by means of Markov decision processes (MDPs) that using family-dependent lead times can result in a significant gain in profit as compared with using standard lead times. We develop a simple heuristic acceptance/scheduling policy, and demonstrate that this heuristic performs very well compared with the optimal policy of the MDP for a wide range of parameters.</p>
Admission policies for the customized stochastic lot scheduling problem with strict due-dates
Get PDFThis papers considers admission control and scheduling of customer orders in a production system that produces different items on a single machine. Customer orders drive the production and belong to product families, and have family dependent due-date, size, and reward. When production changes from one family to another a setup time is incurred. Moreover, if an order cannot be accepted, it is considered lost upon arrival. The problem is to find a policy that accepts/rejects and schedules orders such that long run profit is maximized. This problem finds its motivation in batch industries in which suppliers have to realize high machine utilization while delivery times should be short and reliable and the production environment is subject to long setup times. We model the joint admission control/scheduling problem as a Markov decision process (MOP) to gain insight into the optimal control of the production system and use the MDP to benchmark the performance of a simple heuristic acceptance/scheduling policy. Numerical results show that the heuristic performs very well compared with the optimal policy for a wide range of parameter settings, including product family asymmetries in arrival rate, order size, and order reward. (C) 2011 Elsevier B.V. All rights reserved
Loss probabilities for the M^X/G^Y/1/K bulk queue
Get PDFIn this article we analyze the M-X/G(Y)/1/K + B bulk queue. For this model, we consider three rejection policies: partial acceptance, complete rejection, and complete acceptance. For each of these policies, we are interested in the loss probability for an arriving group of customers and for individual customers within a group. To obtain these loss probabilities, we derive a numerically stable method to compute the limiting probabilities of the queue length process under all three rejection policies. At the end of the article we demonstrate our method by means of a numerical example
On the Optimal Policy for the Single-product Inventory Problem with Set-up Cost and a Restricted Production Capacity
Get PDFThe single-product, stationary inventory problem with set-up cost is one of the classical problems in stochastic operations research. Theories have been developed to cope with finite production capacity in periodic review systems, and it has been proved that optimal policies for these cases are not of the (modified) (s, S)-type in general, but more complex. In this paper we consider a production system such that the production rate is constrained, rather than the amount as is common in periodic review models. Thus, in our case the production rate is positive and finite when the system is on and zero when off, while a cost is incurred to switching on or off. We prove that a long-run optimal stationary policy exists for this single-item continuous review inventory problem with non-zero switching cost and finite production rate, and that this optimal policy has an (s,S)-structure. We also provide an efficient numerical procedure to compute the parameters of the optimal policy.
Analysis of finite-buffer state-dependent bulk queues
Get PDF<p>In this paper, we consider a general state-dependent finite-buffer bulk queue in which the rates and batch sizes of arrivals and services are allowed to depend on the number of customers in queue and service batch sizes. Such queueing systems have rich applications in manufacturing, service operations, computer and telecommunication systems. Interesting examples include batch oven processes in the aircraft and semiconductor industry; serving of passengers by elevators, shuttle buses, and ferries; and congestion control mechanisms to regulate transmission rates in packet-switched communication networks. We develop a unifying method to study the performance of this general class of finite-buffer state-dependent bulk queueing systems. For this purpose, we use semi-regenerative analysis to develop a numerically stable method for calculating the limiting probability distribution of the queue length process. Based on the limiting probabilities, we present various performance measures for evaluating admission control and batch service policies, such as the loss probability for an arriving group of customers and for individual customers within a group. We demonstrate our method by means of numerical examples.</p>
On the Optimal Policy for the Single-product Inventory Problem with Set-up Cost and a Restricted Production Capacity
Get PDFThe single-product, stationary inventory problem with set-up cost is one of the classical problems in stochastic operations research. Theories have been developed to cope with finite production capacity in periodic review systems, and it has been proved that optimal policies for these cases are not of the (modified) (s, S)-type in general, but more complex. In this paper we consider a production system such that the production rate is constrained, rather than the amount as is common in periodic review models. Thus, in our case the production rate is positive and finite when the system is on and zero when off, while a cost is incurred to switching on or off. We prove that a long-run optimal stationary policy exists for this single-item continuous review inventory problem with non-zero switching cost and finite production rate, and that this optimal policy has an (s,S)-structure. We also provide an efficient numerical procedure to compute the parameters of the optimal policy
On the Optimal Policy for the Single-product Inventory Problem with Set-up Cost and a Restricted Production Capacity
Get PDFThe single-product, stationary inventory problem with set-up cost is one of the classical problems in stochastic operations research. Theories have been developed to cope with finite production capacity in periodic review systems, and it has been proved that optimal policies for these cases are not of the (modified) (s, S)-type in general, but more complex. In this paper we consider a production system such that the production rate is constrained, rather than the amount as is common in periodic review models. Thus, in our case the production rate is positive and finite when the system is on and zero when off, while a cost is incurred to switching on or off. We prove that a long-run optimal stationary policy exists for this single-item continuous review inventory problem with non-zero switching cost and finite production rate, and that this optimal policy has an (s,S)-structure. We also provide an efficient numerical procedure to compute the parameters of the optimal policy
On the Optimal Policy for the Single-product Inventory Problem with Set-up Cost and a Restricted Production Capacity
Get PDFThe single-product, stationary inventory problem with set-up cost is one of the classical problems in stochastic operations research. Theories have been developed to cope with finite production capacity in periodic review systems, and it has been proved that optimal policies for these cases are not of the (modified) (s, S)-type in general, but more complex. In this paper we consider a production system such that the production rate is constrained, rather than the amount as is common in periodic review models. Thus, in our case the production rate is positive and finite when the system is on and zero when off, while a cost is incurred to switching on or off. We prove that a long-run optimal stationary policy exists for this single-item continuous review inventory problem with non-zero switching cost and finite production rate, and that this optimal policy has an (s,S)-structure. We also provide an efficient numerical procedure to compute the parameters of the optimal policy
Continuous feedback fluid queues.
Get PDFABSTRACT We investigate a fluid buffer which is modulated by a stochastic background process, while the momentary behavior of the background process depends on the current buffer level in a continuous way. Loosely speaking the feedback is such that the background process behaves 'as a continuous-time Markov chain' with generator Q(y) at times when the buffer level is y, where the entries of Q(y) are continuous functions of y. Moreover, the fluid-flow rates for the buffer may also depend continuously on the current buffer level. First we define the feedback behavior precisely. Then we deduce the Kolmogorov forward equations for the joint background/buffer-process under some regularity assumptions. After presenting the differential equations and boundary conditions for the stationary distributions, we find an explicit solution when the background process has two states. 2000 Mathematics Subject Classification: 60K25 Keywords and Phrases: Fluid queue, feedback, forward equation
