We study a production-inventory system having a machine, a storage facility. The demand for the product is governed by an Erlangian demand arrival process, where demand sizes are independent and identically distribute...We study a production-inventory system having a machine, a storage facility. The demand for the product is governed by an Erlangian demand arrival process, where demand sizes are independent and identically distributed random variables. A two-criticalnumber policy (m, M) is used to control a machine's setups and shutdowns, namely, a machine is shut down whenever the inventory level reaches M, and resumes operating only when the inventory level falls below the critical number m(m ≤ M). We obtain the steady state distribution of the inventory process and some performance measures of the process.展开更多
This paper deals with a type of servicing machines model, which service station has a life time of the kth Er-langian distribution and can be repaired just like a new one. The cyclic time and the inefficiency quantiti...This paper deals with a type of servicing machines model, which service station has a life time of the kth Er-langian distribution and can be repaired just like a new one. The cyclic time and the inefficiency quantities of this system in equilibrium are obtained.展开更多
Erlang风险模型广泛应用于排队论、控制论以及金融风险过程。本文在索赔来到(claim-arrival)为Erlang过程,索赔额服从帕雷托分布以及具有常数利息力度的假设下,得到了有限时间内破产概率的渐近表达公式。该结果实质性地推广了Kluppelber...Erlang风险模型广泛应用于排队论、控制论以及金融风险过程。本文在索赔来到(claim-arrival)为Erlang过程,索赔额服从帕雷托分布以及具有常数利息力度的假设下,得到了有限时间内破产概率的渐近表达公式。该结果实质性地推广了Kluppelberg and Stadtmuller[1]和Tang[2]的结果:前者考虑了无穷时间的破产概率,而后者考虑的过程局限为泊松的。由破产模型与排队模型之间的联系可知,本文的结果在管理科学中有许多应用。展开更多
基金This research is supported by the National Natural Science Foundation of China (No. 19871093).
文摘We study a production-inventory system having a machine, a storage facility. The demand for the product is governed by an Erlangian demand arrival process, where demand sizes are independent and identically distributed random variables. A two-criticalnumber policy (m, M) is used to control a machine's setups and shutdowns, namely, a machine is shut down whenever the inventory level reaches M, and resumes operating only when the inventory level falls below the critical number m(m ≤ M). We obtain the steady state distribution of the inventory process and some performance measures of the process.
文摘This paper deals with a type of servicing machines model, which service station has a life time of the kth Er-langian distribution and can be repaired just like a new one. The cyclic time and the inefficiency quantities of this system in equilibrium are obtained.
文摘Erlang风险模型广泛应用于排队论、控制论以及金融风险过程。本文在索赔来到(claim-arrival)为Erlang过程,索赔额服从帕雷托分布以及具有常数利息力度的假设下,得到了有限时间内破产概率的渐近表达公式。该结果实质性地推广了Kluppelberg and Stadtmuller[1]和Tang[2]的结果:前者考虑了无穷时间的破产概率,而后者考虑的过程局限为泊松的。由破产模型与排队模型之间的联系可知,本文的结果在管理科学中有许多应用。
