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SURE WAY TO WIN A GAME USING A MUTUALLY DEPENDENT DECISION PROCESS MODEL 使用相互依赖的决策过程模型赢得游戏的可靠方法
Q4 Decision Sciences Pub Date : 2017-04-20 DOI: 10.15807/JORSJ.60.110
Toshiharu Fujita
The purpose of this study is to consider the problem of finding a guaranteed way of winning a certain two-player combinatorial game of perfect knowledge from the standpoint of mutually dependent decision processes (MDDPs). Our MDDP model comprises two one-stage deterministic decision processes. Each decision process expresses every turn of a player. We analyze a MDDP problem in which the length of turns taken by a player is minimized, allowing him to win regardless of the decisions made by his opponent. The model provides a formulation for finding the shortest guaranteed strategy. Although computational complexity remains, the concept introduced in this paper can also be applied to other two-player combinatorial games of perfect knowledge.
本研究的目的是从相互依赖决策过程(MDDP)的角度来考虑如何找到一种有保证的方法来赢得某个完全知识的两人组合游戏的问题。我们的MDDP模型包括两个一阶段确定性决策过程。每个决策过程都表达了球员的每一次转身。我们分析了一个MDDP问题,在这个问题中,球员的回合长度被最小化,无论对手做出什么决定,他都可以获胜。该模型为寻找最短保证策略提供了一个公式。尽管计算复杂性仍然存在,但本文引入的概念也可以应用于其他具有完全知识的两人组合游戏。
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引用次数: 0
PHASE-TYPE APPROXIMATION OF THE GERBER-SHIU FUNCTION GERBER-SHIU函数的相位型近似
Q4 Decision Sciences Pub Date : 2017-01-10 DOI: 10.15807/JORSJ.60.337
K. Yamazaki
The Gerber-Shiu function provides a way of measuring the risk of an insurance company. It is given by the expected value of a function that depends on the ruin time, the deficit at ruin, and the surplus prior to ruin. Its computation requires the evaluation of the overshoot/undershoot distributions of the surplus process at ruin. In this paper, we use the recent developments of the fluctuation theory and approximate it in a closed form by fitting the underlying process by phase-type Levy processes. A sequence of numerical results are given.
Gerber-Shiu函数提供了一种衡量保险公司风险的方法。它由一个函数的期望值给出,该函数依赖于破产时间、破产时的赤字和破产前的盈余。它的计算需要对破产时盈余过程的超调/欠调分布进行评估。本文利用涨落理论的最新进展,用相型列维过程拟合底层过程,以封闭形式逼近涨落理论。给出了一系列的数值结果。
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引用次数: 5
ALGORITHMS FOR L-CONVEX FUNCTION MINIMIZATION: CONNECTION BETWEEN DISCRETE CONVEX ANALYSIS AND OTHER RESEARCH FIELDS l -凸函数最小化算法:离散凸分析与其他研究领域的联系
Q4 Decision Sciences Pub Date : 2017-01-01 DOI: 10.15807/JORSJ.60.216
A. Shioura
L-convexity is a concept of discrete convexity for functions de(cid:12)ned on the integer lattice points, and plays a central role in the framework of discrete convex analysis. In this paper, we review recent development of algorithms for L-convex function minimization. We (cid:12)rst point out the close connection between discrete convex analysis and various research (cid:12)elds such as discrete optimization, auction theory, and computer vision by showing that algorithms proposed independently in these research (cid:12)elds can be regarded as minimization algorithms applied to speci(cid:12)c L-convex functions. Therefore, we can provide a uni(cid:12)ed approach to analyze the algorithms appearing in various research (cid:12)elds through the concept of L-convex function. We then present the recent results on theoretical bounds of the number of iterations required by some minimization algorithms, where precise bounds are given in terms of distance between the initial solution and the minimizer found by the algorithms. From these results we see that the algorithms output the nearest" minimizer to the initial solution, and that the trajectories of solutions generated by the algorithms are shortest paths" from the initial solution to the found minimizer. Finally, we consider an application of the results to iterative auctions in auction theory. We point out that the essence of the iterative auctions proposed by Ausubel (2006) lies in L-convexity. We also present new iterative auctions by Murota{Shioura{Yang (2016), which are based on the understanding of existing iterative auctions from the viewpoint of discrete convex analysis.
l -凸性是函数de(cid:12)在整数格点上的离散凸性的概念,在离散凸分析的框架中起着核心作用。本文综述了l -凸函数最小化算法的最新进展。我们(cid:12)首先指出离散凸分析与各种研究领域(cid:12)之间的密切联系,如离散优化、拍卖理论和计算机视觉,表明在这些研究领域(cid:12)中独立提出的算法可以被视为应用于特定(cid:12)c -凸函数的最小化算法。因此,我们可以通过l -凸函数的概念提供一种统一(cid:12)的方法来分析各种研究(cid:12)领域中出现的算法。然后,我们给出了一些最小化算法所需迭代次数的理论边界的最新结果,其中精确的边界是根据算法找到的初始解和最小化器之间的距离给出的。从这些结果中我们看到,算法输出的“最接近”最小值到初始解,并且算法生成的解的轨迹是从初始解到找到的最小值的“最短路径”。最后,我们考虑了拍卖理论中迭代拍卖的应用。我们指出Ausubel(2006)提出的迭代拍卖的本质在于l -凸性。我们还介绍了Murota{Shioura{Yang(2016)的新迭代拍卖,它基于从离散凸分析的角度对现有迭代拍卖的理解。
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引用次数: 19
A CUTTING PLANE ALGORITHM FOR MODULARITY MAXIMIZATION PROBLEM 模块化最大化问题的切割平面算法
Q4 Decision Sciences Pub Date : 2017-01-01 DOI: 10.15807/JORSJ.60.24
Yoichi Izunaga, Y. Yamamoto
Modularity proposed by Newman and Girvan is the most commonly used measure when the nodes of a graph are grouped into communities consisting of tightly connected nodes. We formulate the modularity maximization problem as a set partitioning problem, and propose an algorithm for the problem based on the linear programming relaxation. We solve the dual of the linear programming relaxation by using a cutting plane method. To mediate the slow convergence that cutting plane methods usually suffer, we propose a method for finding and simultaneously adding multiple cutting planes.
Newman和Girvan提出的模块化是将图的节点分组到由紧密连接的节点组成的社区时最常用的度量。我们将模块化最大化问题表述为一个集划分问题,并提出了一种基于线性规划松弛的算法。用切平面法求解了线性规划松弛的对偶问题。为了解决切割平面方法收敛速度慢的问题,我们提出了一种寻找并同时添加多个切割平面的方法。
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引用次数: 5
A 2-APPROXIMATION ALGORITHM FOR THE MINIMUM KNAPSACK PROBLEM WITH A FORCING GRAPH 带强迫图的最小背包问题的2逼近算法
Q4 Decision Sciences Pub Date : 2017-01-01 DOI: 10.15807/JORSJ.60.15
Yotaro Takazawa, S. Mizuno
Carnes and Shmoys [2] presented a 2-approximation algorithm for the minimum knapsack problem. We extend their algorithm to the minimum knapsack problem with a forcing graph (MKPFG), which has a forcing constraint for each edge in the graph. The forcing constraint means that at least one item (vertex) of the edge must be packed in the knapsack. The problem is strongly NP-hard, since it includes the vertex cover problem as a special case. Generalizing the proposed algorithm, we also present an approximation algorithm for the covering integer program with 0-1 variables.
Carnes和Shmoys提出了一种求解最小背包问题的2逼近算法。我们将该算法扩展到带强制图的最小背包问题(MKPFG),该问题对图中的每条边都有强制约束。强制约束意味着至少有一个项目(顶点)的边缘必须打包在背包中。这个问题是强np困难的,因为它把顶点覆盖问题作为一个特例。在此基础上,给出了0-1变量覆盖整数规划的近似算法。
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引用次数: 5
ANOTHER LOOK AT NONPARAMETRIC ESTIMATION FOR TREND RENEWAL PROCESSES 另一个趋势更新过程的非参数估计
Q4 Decision Sciences Pub Date : 2016-10-01 DOI: 10.15807/JORSJ.59.312
Yasuhiro Saito, T. Dohi
A trend renewal process is characterized by a counting process and a renewal process which are mutually transformed with each other by a trend function, and plays a significant role to represent a sub-class of general repair models. In this paper we develop another nonparametric estimation method for trend renewal processes, where the form of failure rate function in the renewal process is unknown. It is regarded as a dual approach for the nonparametric monotone maximum likelihood estimator by Heggland and Lindqvist (2007) and complements their result under the assumption that the form of trend (intensity) function is unknown. We validate our nonparametric estimator through simulation experiments and apply to a field data analysis of a repairable system.
趋势更新过程以计数过程和更新过程为特征,二者通过趋势函数相互转化,是一般修复模型的一个子类。本文提出了另一种趋势更新过程的非参数估计方法,其中更新过程中故障率函数的形式未知。Heggland和Lindqvist(2007)将其视为非参数单调极大似然估计量的对偶方法,并在趋势(强度)函数形式未知的假设下补充了他们的结果。通过仿真实验验证了非参数估计方法的有效性,并将其应用于可修系统的现场数据分析。
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引用次数: 0
PREVENTIVE MAINTENANCE POLICY FOR LINEAR CONSECUTIVE-K-OUT-OF-N: F SYSTEM 线性连续- k - of - n: f系统的预防性维护策略
Q4 Decision Sciences Pub Date : 2016-10-01 DOI: 10.15807/JORSJ.59.334
A. Endharta, W. Yun, Hisashi Yamamoto
Linear consecutive- k -out-of- n : F systems are considered. It is assumed that the components are independent and the component failure times follow an exponential distribution with identical failure rate. It is also assumed that there are only two component states (working and failed) and we can know the component state at any time. If there is at least one minimal cut set consisting of one working component, the system will be preventively maintained after a certain time interval. If the system fails before reaching the preventive maintenance (PM) time, the failed components are replaced by the new ones. The optimal PM interval time which minimizes the expected cost rate is obtained. The performance of the proposed policy is evaluated by comparing the expected cost rate of the proposed policy with those of corrective maintenance (CM) and age PM policy.
考虑线性连续- k -out- n: F系统。假设各部件是独立的,各部件的失效次数服从相同故障率的指数分布。同时假设组件只有两种状态(工作状态和故障状态),我们可以随时知道组件的状态。如果至少有一个由一个工作部件组成的最小切割集,则系统将在一定的时间间隔后进行预防性维护。如果在巡检时间前系统出现故障,则更换故障部件。得到了使期望成本率最小的最优维修间隔时间。通过将建议策略的预期成本率与纠正维护(CM)和老化PM策略的预期成本率进行比较,可以评估建议策略的性能。
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引用次数: 13
DYNAMIC SOFTWARE AVAILABILITY MODEL WITH REJUVENATION 动态软件可用性模型
Q4 Decision Sciences Pub Date : 2016-10-01 DOI: 10.15807/JORSJ.59.270
T. Dohi, H. Okamura
In this paper we consider an operational software system with multi-stage degradation levels due to software aging, and derive the optimal dynamic software rejuvenation policy maximizing the steady-state system availability, via the semi-Markov decision process. Also, we develop a reinforcement learning algorithm based on Q-learning as an on-line adaptive nonparametric estimation scheme without the knowledge of transition rate to each degradation level. In numerical examples, we present how to derive the optimal software rejuvenation policy with the decision table, and investigate the asymptotic behavior of estimates of the optimal software rejuvenation policy with the reinforcement learning.
本文考虑了一个由于软件老化而具有多阶段退化的运行软件系统,并通过半马尔可夫决策过程导出了使稳态系统可用性最大化的最优动态软件再生策略。此外,我们开发了一种基于q学习的强化学习算法,作为一种在线自适应非参数估计方案,无需知道每个退化水平的过渡率。在数值例子中,我们给出了如何利用决策表推导出最优软件复兴策略,并利用强化学习研究了最优软件复兴策略估计的渐近行为。
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引用次数: 11
PERFORMANCE ANALYSIS OF TASK REPLICATION IN LARGE-SCALE PARALLEL-DISTRIBUTED PROCESSING : AN EXTREME VALUE THEORY APPROACH 大规模并行分布式处理中任务复制的性能分析:一个极值理论方法
Q4 Decision Sciences Pub Date : 2016-04-01 DOI: 10.15807/JORSJ.59.174
T. Hirai, H. Masuyama, S. Kasahara, Yutaka Takahashi
In cloud computing, a large-scale parallel-distributed processing service is provided in which a huge task is split into a number of subtasks, which are processed independently on a cluster of machines referred to as workers. Those workers that take longer to process their assigned subtasks result in the processing delay of the task (the issue of stragglers). An efficient way to address this issue is for other workers to execute the troubled subtasks for backup purposes (task replication). In this paper, we evaluate the efficiency of task replication from a theoretical point of view. The mean value and standard deviation of the task-processing time are derived approximately using extreme value theory, while the mean total processing time is evaluated exactly, for cases in which the worker-processing time follows a hyper-exponential, Weibull, or Pareto distribution. The numerical results reveal that the efficiency of task replication depends significantly on the tail of the worker-processing time distribution. In addition, the optimal number of replications which achieves the shortest task-processing time mainly depends on the coefficient of variation of the worker-processing time. Furthermore, three replications are effective to guarantee a low variance of the task-processing time, regardless of the tail.
在云计算中,提供了一种大规模并行分布式处理服务,其中一个巨大的任务被分成许多子任务,这些子任务在称为工人的机器集群上独立处理。那些需要更长的时间来处理分配给它们的子任务的工作者会导致任务的处理延迟(掉队者的问题)。解决此问题的有效方法是让其他工作人员执行有问题的子任务以进行备份(任务复制)。本文从理论的角度对任务复制的效率进行了评价。任务处理时间的平均值和标准差是使用极值理论近似导出的,而平均总处理时间是精确评估的,对于工人处理时间遵循超指数分布、威布尔分布或帕累托分布的情况。数值结果表明,任务复制的效率很大程度上取决于工人-加工时间分布的尾部。此外,实现最短任务处理时间的最优复制数主要取决于工人处理时间的变异系数。此外,三次重复可以有效地保证任务处理时间的低方差,而不考虑尾部。
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引用次数: 1
TWO-SIDED MATCHING WITH EXTERNALITIES: A SURVEY 外部性的双边匹配:一项调查
Q4 Decision Sciences Pub Date : 2016-03-01 DOI: 10.15807/JORSJ.59.35
Keisuke Bando, Ryo Kawasaki, S. Muto
The literature on two-sided matching markets with externalities has grown over the past several years, as it is now one of the primary topics of research in two-sided matching theory. A matching market with externalities is different from the classical matching market in that agents not only care about who they are matched with, but also care about whom other agents are matched to. In this survey, we start with two-sided matching markets with externalities for the one-to-one case and then focus on the many-to-one case. For many-to-one matching problems, these externalities often are present in two ways. First, the agents on the many" side may care about who their colleagues are, that is, who else is matched to the same one." Second, the one" side may care about how the others are matched.
在过去的几年里,关于具有外部性的双边匹配市场的文献越来越多,因为它现在是双边匹配理论研究的主要课题之一。具有外部性的匹配市场不同于经典的匹配市场,它不仅关心自己与谁匹配,还关心其他主体与谁匹配。在本调查中,我们从一对一情况下具有外部性的双边匹配市场开始,然后关注多对一情况。对于多对一匹配问题,这些外部性通常以两种方式出现。首先,“多”方的代理可能关心他们的同事是谁,也就是说,还有谁与同一个“多”相匹配。其次,一方可能会关心其他一方是如何匹配的。
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引用次数: 20
期刊
Journal of the Operations Research Society of Japan
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