Taking repair action has proven to be an effective and flexible way to maintain the proper functioning of reliability systems. As a generalization of the minimal repair policy, the relevation is one of models for describing the repair effect. However, there are few studies in the literature dealing with the optimal allocation problem of repair resources to coherent systems because of their complex distribution theory. In this study, we tackle the allocation problem of a single relevation resource for coherent systems. Sufficient conditions based on the orderings among components lifetimes and repair effects are established for improving the system reliability by distinguishing the structural relationships of the minimal path/cut sets, which answer the problems proposed by Belzunce et al. Several numerical examples are also presented to illustrate the main results.
{"title":"On reliability improvement for coherent systems with a relevation","authors":"Junyan Wu, Weiyong Ding, Yiying Zhang, Peng Zhao","doi":"10.1002/nav.22036","DOIUrl":"https://doi.org/10.1002/nav.22036","url":null,"abstract":"Taking repair action has proven to be an effective and flexible way to maintain the proper functioning of reliability systems. As a generalization of the minimal repair policy, the relevation is one of models for describing the repair effect. However, there are few studies in the literature dealing with the optimal allocation problem of repair resources to coherent systems because of their complex distribution theory. In this study, we tackle the allocation problem of a single relevation resource for coherent systems. Sufficient conditions based on the orderings among components lifetimes and repair effects are established for improving the system reliability by distinguishing the structural relationships of the minimal path/cut sets, which answer the problems proposed by Belzunce et al. Several numerical examples are also presented to illustrate the main results.","PeriodicalId":19120,"journal":{"name":"Naval Research Logistics (NRL)","volume":"6 1","pages":"654 - 666"},"PeriodicalIF":0.0,"publicationDate":"2021-11-24","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86665280","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Due to the increasing amount of goods transported by vessels and the resulting increased size of the vessels, waterway scheduling becomes a challenging task. Waterways can often only be expanded with enormous costs and environmental damage. Therefore, this paper investigates a scheduling problem on a restricted waterway. Wide vessels are only allowed to pass in a passing box and vessels with deep draught can only pass the waterway in a time window around high tide. We present a mixed‐integer program (MIP) for the problem setting and develop techniques which allow us to fix variables and reduce the number of variables and constraints of the model. The resulting model formulations are evaluated in a comprehensive computational study on a real‐world setting at the river Elbe next to Hamburg (Germany).
{"title":"Scheduling of waterways with tide and passing box","authors":"Lara Nehrke, Arne Schulz","doi":"10.1002/nav.22033","DOIUrl":"https://doi.org/10.1002/nav.22033","url":null,"abstract":"Due to the increasing amount of goods transported by vessels and the resulting increased size of the vessels, waterway scheduling becomes a challenging task. Waterways can often only be expanded with enormous costs and environmental damage. Therefore, this paper investigates a scheduling problem on a restricted waterway. Wide vessels are only allowed to pass in a passing box and vessels with deep draught can only pass the waterway in a time window around high tide. We present a mixed‐integer program (MIP) for the problem setting and develop techniques which allow us to fix variables and reduce the number of variables and constraints of the model. The resulting model formulations are evaluated in a comprehensive computational study on a real‐world setting at the river Elbe next to Hamburg (Germany).","PeriodicalId":19120,"journal":{"name":"Naval Research Logistics (NRL)","volume":"14 1","pages":"609 - 621"},"PeriodicalIF":0.0,"publicationDate":"2021-11-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"88301225","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Motivated from sequential detection of transient signals in high dimensional data stream, we first study the performance of EWMA and MA charts for detecting a transient signal in a single sequence in terms of the power of detection under the constraint of false detecting probability in the stationary state. Satisfactory approximations are given for the false detection probability and the power of detection. Comparison of EWMA, MA, and CUSUM charts shows that both charts are quite competitive. A multivariate EWMA procedure is considered by using the squared sum of individual EWMA processes and a fairly accurate approximation for the false detection probability is also given. To increase the power of detection, we use the Min‐δ procedure by truncating the estimated weak signals. Dow Jones 30 industrial stock prices are used for illustration.
{"title":"Sequential detection of common transient signals in high dimensional data stream","authors":"Yanhong Wu, W. Wu","doi":"10.1002/nav.22034","DOIUrl":"https://doi.org/10.1002/nav.22034","url":null,"abstract":"Motivated from sequential detection of transient signals in high dimensional data stream, we first study the performance of EWMA and MA charts for detecting a transient signal in a single sequence in terms of the power of detection under the constraint of false detecting probability in the stationary state. Satisfactory approximations are given for the false detection probability and the power of detection. Comparison of EWMA, MA, and CUSUM charts shows that both charts are quite competitive. A multivariate EWMA procedure is considered by using the squared sum of individual EWMA processes and a fairly accurate approximation for the false detection probability is also given. To increase the power of detection, we use the Min‐δ procedure by truncating the estimated weak signals. Dow Jones 30 industrial stock prices are used for illustration.","PeriodicalId":19120,"journal":{"name":"Naval Research Logistics (NRL)","volume":"80 1","pages":"640 - 653"},"PeriodicalIF":0.0,"publicationDate":"2021-11-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"75616693","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
The innovation contest is well organized to provide solutions or ideas for companies. In the existing innovation contest literature, several articles assume that the contestants are risk neutral and show that a single‐winner award scheme is optimal. In this article, we assume that the contestants are risk averse and show that the risk aversion of contestants can explain the popularity of the multiple‐winner, convex (unequal) allocation scheme, which generalizes the findings of a prior study and coincides with practical observations. This result also possesses a certain robustness in several cases.
{"title":"Innovation contests with risk‐averse participants","authors":"Xu Tian","doi":"10.1002/nav.22032","DOIUrl":"https://doi.org/10.1002/nav.22032","url":null,"abstract":"The innovation contest is well organized to provide solutions or ideas for companies. In the existing innovation contest literature, several articles assume that the contestants are risk neutral and show that a single‐winner award scheme is optimal. In this article, we assume that the contestants are risk averse and show that the risk aversion of contestants can explain the popularity of the multiple‐winner, convex (unequal) allocation scheme, which generalizes the findings of a prior study and coincides with practical observations. This result also possesses a certain robustness in several cases.","PeriodicalId":19120,"journal":{"name":"Naval Research Logistics (NRL)","volume":"172 1","pages":"599 - 608"},"PeriodicalIF":0.0,"publicationDate":"2021-11-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"74282445","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
As the complexity of production processes increases, the diversity of data types drives the development of network monitoring technology. This paper mainly focuses on an online algorithm to detect serially correlated directed networks robustly and sensitively. First, we consider a transition probability matrix to resolve the double correlation of primary data. Further, since the sum of each row of the transition probability matrix is one, it standardizes the data, facilitating subsequent modeling. Then we extend the spring length based method to the multivariate case and propose an adaptive cumulative sum (CUSUM) control chart on the strength of a weighted statistic to monitor directed networks. This novel approach assumes only that the process observation is associated with nearby points without any parametric time series model, which is in line with reality. Simulation results and a real example from metro transportation demonstrate the superiority of our design.
{"title":"Robust online detection in serially correlated directed network","authors":"Miaomiao Yu, Yuhao Zhou, F. Tsung","doi":"10.1002/nav.22128","DOIUrl":"https://doi.org/10.1002/nav.22128","url":null,"abstract":"As the complexity of production processes increases, the diversity of data types drives the development of network monitoring technology. This paper mainly focuses on an online algorithm to detect serially correlated directed networks robustly and sensitively. First, we consider a transition probability matrix to resolve the double correlation of primary data. Further, since the sum of each row of the transition probability matrix is one, it standardizes the data, facilitating subsequent modeling. Then we extend the spring length based method to the multivariate case and propose an adaptive cumulative sum (CUSUM) control chart on the strength of a weighted statistic to monitor directed networks. This novel approach assumes only that the process observation is associated with nearby points without any parametric time series model, which is in line with reality. Simulation results and a real example from metro transportation demonstrate the superiority of our design.","PeriodicalId":19120,"journal":{"name":"Naval Research Logistics (NRL)","volume":"68 1","pages":"735 - 752"},"PeriodicalIF":0.0,"publicationDate":"2021-11-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78258435","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper models the resource allocation problem arising in multilevel marketing (i.e., network) operations. The supervisor of a network of salespersons has a limited resource (her own time). She must decide on the (i) optimal number of “direct contacts” to recruit, train and develop; (ii) optimal number of lower levels she should be responsible for helping to hire, train and develop their own direct contacts, and (iii) optimal allocation of her time at each level in the network. We use tools from branching processes and find general results for the probability distribution of the number of lower level contacts with non‐identical distributions for any given number of initial contacts. Using these results, we present an optimization model for contacts with different characteristics and determine the optimal number of initial contacts, the number of lower levels and the supervisor's optimal effort at each level using tools from nonlinear programming, in particular, Kuhn‐Tucker conditions and Lagrangian duality. We generalize our models, (i) to allow for the randomness of time spent by the supervisor; and (ii) the possibility of supervisor generating her own direct sales. Several examples illustrate our findings.
{"title":"Modeling and optimization of multilevel marketing operations","authors":"S. Hum, M. Parlar","doi":"10.1002/nav.22031","DOIUrl":"https://doi.org/10.1002/nav.22031","url":null,"abstract":"This paper models the resource allocation problem arising in multilevel marketing (i.e., network) operations. The supervisor of a network of salespersons has a limited resource (her own time). She must decide on the (i) optimal number of “direct contacts” to recruit, train and develop; (ii) optimal number of lower levels she should be responsible for helping to hire, train and develop their own direct contacts, and (iii) optimal allocation of her time at each level in the network. We use tools from branching processes and find general results for the probability distribution of the number of lower level contacts with non‐identical distributions for any given number of initial contacts. Using these results, we present an optimization model for contacts with different characteristics and determine the optimal number of initial contacts, the number of lower levels and the supervisor's optimal effort at each level using tools from nonlinear programming, in particular, Kuhn‐Tucker conditions and Lagrangian duality. We generalize our models, (i) to allow for the randomness of time spent by the supervisor; and (ii) the possibility of supervisor generating her own direct sales. Several examples illustrate our findings.","PeriodicalId":19120,"journal":{"name":"Naval Research Logistics (NRL)","volume":"138 1","pages":"581 - 598"},"PeriodicalIF":0.0,"publicationDate":"2021-11-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86526726","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Governments in many jurisdictions are taking measures to promote the use of electric vehicles. As part of this goal, it is crucial to provide a sufficient number of charging stations to alleviate drivers' anxieties associated with the range of the vehicle. The goal of this research is to help governments develop vehicle charging networks for public use via the application of multistage stochastic integer programming model that determines both the locations and capacities of charging facilities over finite planning horizons. The logit choice model is used to estimate drivers' choices of nearby charging stations. Moreover, we characterize the charging demand as a function of the charging station quantity to reflect the range anxiety of consumers. The objective of the model is to minimize the expected total cost of installing and operating the charging facilities. An approximation algorithm, a heuristic algorithm, and a branch‐and‐price algorithm are designed to solve the model. We conduct numerical experiments to test the efficiency of these algorithms. Importantly, each algorithm has advantages over the CPLEX MIP solver. Finally, the City of Oakville in Ontario, Canada, is used to demonstrate the effectiveness of this model.
{"title":"Capacity expansion strategies for electric vehicle charging networks: Model, algorithms, and case study","authors":"Qian Chen, Kai Huang, M. Ferguson","doi":"10.1002/nav.22027","DOIUrl":"https://doi.org/10.1002/nav.22027","url":null,"abstract":"Governments in many jurisdictions are taking measures to promote the use of electric vehicles. As part of this goal, it is crucial to provide a sufficient number of charging stations to alleviate drivers' anxieties associated with the range of the vehicle. The goal of this research is to help governments develop vehicle charging networks for public use via the application of multistage stochastic integer programming model that determines both the locations and capacities of charging facilities over finite planning horizons. The logit choice model is used to estimate drivers' choices of nearby charging stations. Moreover, we characterize the charging demand as a function of the charging station quantity to reflect the range anxiety of consumers. The objective of the model is to minimize the expected total cost of installing and operating the charging facilities. An approximation algorithm, a heuristic algorithm, and a branch‐and‐price algorithm are designed to solve the model. We conduct numerical experiments to test the efficiency of these algorithms. Importantly, each algorithm has advantages over the CPLEX MIP solver. Finally, the City of Oakville in Ontario, Canada, is used to demonstrate the effectiveness of this model.","PeriodicalId":19120,"journal":{"name":"Naval Research Logistics (NRL)","volume":"36 1","pages":"442 - 460"},"PeriodicalIF":0.0,"publicationDate":"2021-10-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"85093222","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
There has been rapid growth in on‐demand ride‐hailing platforms that serve as an intermediary to match individual service providers (drivers) with consumer demand (riders). Several major players of this market have introduced carpool services that allow passengers heading toward the same direction to share a ride at a discounted fare. In this article, we develop an analytical model to study the pricing issues of ride‐sharing platforms in the presence of carpool services, and their economical and social implications. We show that the carpool service should be provided when its quality and/or the pooling efficiency is high. When the platform finds it optimal to offer the carpool service option, the platform achieves a larger market coverage and the riders are able to enjoy more affordable rides without compromising on service quality. Our analysis reveals that the provision of carpool services benefits the platform and the riders in general, but may hurt the drivers.
{"title":"Carpool services for ride‐sharing platforms: Price and welfare implications","authors":"Xuan Wang, Renyu (Philip) Zhang","doi":"10.1002/nav.22030","DOIUrl":"https://doi.org/10.1002/nav.22030","url":null,"abstract":"There has been rapid growth in on‐demand ride‐hailing platforms that serve as an intermediary to match individual service providers (drivers) with consumer demand (riders). Several major players of this market have introduced carpool services that allow passengers heading toward the same direction to share a ride at a discounted fare. In this article, we develop an analytical model to study the pricing issues of ride‐sharing platforms in the presence of carpool services, and their economical and social implications. We show that the carpool service should be provided when its quality and/or the pooling efficiency is high. When the platform finds it optimal to offer the carpool service option, the platform achieves a larger market coverage and the riders are able to enjoy more affordable rides without compromising on service quality. Our analysis reveals that the provision of carpool services benefits the platform and the riders in general, but may hurt the drivers.","PeriodicalId":19120,"journal":{"name":"Naval Research Logistics (NRL)","volume":"99 1","pages":"550 - 565"},"PeriodicalIF":0.0,"publicationDate":"2021-10-16","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"73162478","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Maritime transportation is the backbone of international trade but ships emit a large amount of air pollutants at ports. To encourage ships to use clean energy while berthing at port, subsidies are provided to ship operators that use clean energy and the subsidy amount is generally determined based on subjective judgment. We, therefore, examine the optimal subsidy design for government‐operated ports, aiming at balancing the environmental benefits and subsidy expenses. Considering the uncertainty of energy requirements by ships, we build a stochastic optimization model. Taking advantage of the problem structure, we convert the model into a deterministic one by applying sample average approximation and a binomial distribution. The model is then linearized and solved by CPLEX. A series of numerical experiments with realistic parameters are conducted to validate the model and useful managerial insights are obtained.
{"title":"Optimal subsidy design for shore power usage in ship berthing operations","authors":"Shuaian Wang, Jingwen Qi, G. Laporte","doi":"10.1002/nav.22029","DOIUrl":"https://doi.org/10.1002/nav.22029","url":null,"abstract":"Maritime transportation is the backbone of international trade but ships emit a large amount of air pollutants at ports. To encourage ships to use clean energy while berthing at port, subsidies are provided to ship operators that use clean energy and the subsidy amount is generally determined based on subjective judgment. We, therefore, examine the optimal subsidy design for government‐operated ports, aiming at balancing the environmental benefits and subsidy expenses. Considering the uncertainty of energy requirements by ships, we build a stochastic optimization model. Taking advantage of the problem structure, we convert the model into a deterministic one by applying sample average approximation and a binomial distribution. The model is then linearized and solved by CPLEX. A series of numerical experiments with realistic parameters are conducted to validate the model and useful managerial insights are obtained.","PeriodicalId":19120,"journal":{"name":"Naval Research Logistics (NRL)","volume":"18 1","pages":"566 - 580"},"PeriodicalIF":0.0,"publicationDate":"2021-10-15","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"86896504","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
This paper considers a discrete time optimal dividend payout problem with a risk probability criterion. Different from the expected discounted dividends that are widely studied in the existing literature, our emphasis is the risk probability that an insurance company's total discounted dividend fails to reach a given dividend goal by the time of ruin. We aim to find an optimal dividend policy to minimize such risk probability. More precisely, we establish a general model for optimal dividend problems based on a Markov decision process with varying discount factors and a probability criterion. The associated optimality equation and the existence of optimal policies under the probability criterion are investigated. For a special case with independently identically distributed incomes, we further characterize the properties of optimal value functions and the structures of optimal dividend policies. A value iteration‐type algorithm for computing value functions and optimal policies is developed. The convergence and error bound analyses of the algorithm are also derived. Finally, an optimal dividend policy in a concrete example is presented to demonstrate our main results.
{"title":"Optimal dividend problems with a risk probability criterion","authors":"Xin Wen, Xianping Guo, Li Xia","doi":"10.1002/nav.22026","DOIUrl":"https://doi.org/10.1002/nav.22026","url":null,"abstract":"This paper considers a discrete time optimal dividend payout problem with a risk probability criterion. Different from the expected discounted dividends that are widely studied in the existing literature, our emphasis is the risk probability that an insurance company's total discounted dividend fails to reach a given dividend goal by the time of ruin. We aim to find an optimal dividend policy to minimize such risk probability. More precisely, we establish a general model for optimal dividend problems based on a Markov decision process with varying discount factors and a probability criterion. The associated optimality equation and the existence of optimal policies under the probability criterion are investigated. For a special case with independently identically distributed incomes, we further characterize the properties of optimal value functions and the structures of optimal dividend policies. A value iteration‐type algorithm for computing value functions and optimal policies is developed. The convergence and error bound analyses of the algorithm are also derived. Finally, an optimal dividend policy in a concrete example is presented to demonstrate our main results.","PeriodicalId":19120,"journal":{"name":"Naval Research Logistics (NRL)","volume":"14 1","pages":"421 - 430"},"PeriodicalIF":0.0,"publicationDate":"2021-10-07","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"78938097","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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