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On minimizing total tardiness in a serial batching problem

Philippe Baptiste, Antoine Jouglet (2001)

RAIRO - Operations Research - Recherche Opérationnelle

We study the problem of scheduling jobs on a serial batching machine to minimize total tardiness. Jobs of the same batch start and are completed simultaneously and the length of a batch equals the sum of the processing times of its jobs. When a new batch starts, a constant setup time s occurs. This problem 1 | s-batch | T i is known to be NP-Hard in the ordinary sense. In this paper we show that it is solvable in pseudopolynomial time by dynamic programming.

On Minimizing Total Tardiness in a Serial Batching Problem

Philippe Baptiste, Antoine Jouglet (2010)

RAIRO - Operations Research

We study the problem of scheduling jobs on a serial batching machine to minimize total tardiness. Jobs of the same batch start and are completed simultaneously and the length of a batch equals the sum of the processing times of its jobs. When a new batch starts, a constant setup time s occurs. This problem 1|s-batch | ∑Ti is known to be NP-Hard in the ordinary sense. In this paper we show that it is solvable in pseudopolynomial time by dynamic programming.

Optimal QoS control of interacting service stations

Abdelkrim Haqiq, I. Lambadaris, N. Mikou, L. Orozco-Barbosa (2002)

RAIRO - Operations Research - Recherche Opérationnelle

We consider a system of three queues and two types of packets. Each packet arriving at this system finds in front of it a controller who either sends it in the first queue or rejects it according to a QoS criterion. When the packet finishes its service in the first queue, it is probabilistically routed to one of two other parallel queues. The objective is to minimize a QoS discounted cost over an infinite horizon. The cost function is composed of a waiting cost per packet in each queue and a rejection...

Optimal QoS control of interacting service stations

Abdelkrim Haqiq, I. Lambadaris, N. Mikou, L. Orozco–Barbosa (2010)

RAIRO - Operations Research

We consider a system of three queues and two types of packets. Each packet arriving at this system finds in front of it a controller who either sends it in the first queue or rejects it according to a QoS criterion. When the packet finishes its service in the first queue, it is probabilistically routed to one of two other parallel queues. The objective is to minimize a QoS discounted cost over an infinite horizon. The cost function is composed of a waiting cost per packet in each queue and a rejection...

Parallel dynamic programming algorithms: Multitransputer systems

Jan Sadecki (2002)

International Journal of Applied Mathematics and Computer Science

The present paper discusses real parallel computations. On the basis of a selected group of dynamic programming algorithms, a number of factors affecting the efficiency of parallel computations such as, e.g., the way of distributing tasks, the interconnection structure between particular elements of the parallel system or the way of organizing of interprocessor communication are analyzed. Computations were implemented in the parallel multitransputer SUPER NODE 1000 system using from 5 to 50 transputers....

Portfolio optimization for pension plans under hybrid stochastic and local volatility

Sung-Jin Yang, Jeong-Hoon Kim, Min-Ku Lee (2015)

Applications of Mathematics

Based upon an observation that it is too restrictive to assume a definite correlation of the underlying asset price and its volatility, we use a hybrid model of the constant elasticity of variance and stochastic volatility to study a portfolio optimization problem for pension plans. By using asymptotic analysis, we derive a correction to the optimal strategy for the constant elasticity of variance model and subsequently the fine structure of the corrected optimal strategy is revealed. The result...

Currently displaying 81 – 100 of 124