The Average Run Length (ARL) is a performance measure that is frequently used in control charts. Cumulative Sum (CUSUM) is a popular procedure in quality control as it is a sensitive detector of small shifts in values of ...
Suriyakat, W; Areepong, Y; Sukparungsee, S; Mititelu, G(International Association of Engineers, 2012-01)
The Exponentially Weighted Moving Average (EWMA) procedure are used for monitoring and detecting small shifts in the process mean which performs quicker than the Shewhart control chart. Usually, the common assumption of ...
Zhang, J; Zhang, N; Crowther, AR(Kinokuniya Co Ltd, 2011-01)
Brake groan is a friction-induced vibration occurring on the contact surface between rotor and brake in a vehicle. In this paper, a two degree-of-freedom rotor and brake model driven by a displacement input is adopted to ...
We consider the fate of output in the Cournot oligopoly model when the equilibrium is locally unstable. We discuss types of nonlinearities which may be present to bound the motion and introduce time lags in production and ...
Heterogeneous agent models (HAMs) in finance and economics are often characterised by high dimensional nonlinear stochastic differential or difference systems. Because of the complexity of the interaction between the ...
In this study, the two-machine bicriteria flowshop scheduling problem is addressed. The objective is to minimize a weighted sum of total flowtime and makespan. Different branch-and-bound algorithms have already appeared ...
Yeh, W; Ho, H; Chen, Y; Yeh, Y(I C I C International, 2012-01)
Evaluating network reliability is an important topic in the planning, designing and control of network systems. Modications are common for network expansion or reinforcement evaluation and planning. A modied network is an ...
We consider in this article the arbitrage free pricing of double knock-out barrier options with payoffs that are arbitrary functions of the underlying asset, where we allow exponentially time-varying barrier levels in an ...
Many business decision problems involve multiple objectives and can thus be described by multiple objective linear programming (MOLP) models. When a MOLP problem is being formulated, the parameters of objective functions ...
In this study, a special situation involving a computationally di$cult #owshop scheduling problem is discussed. The objective of this problem is to minimize a weighted combination of job #owtime and schedule makespan. An ...
Breast cancer is one of the leading causes of death among the women in many parts of the world. In 2007, approximately 178,480 women in the United States have been found to have invasive breast cancer. In this paper, we ...
A new method for pricing lookback options (a.k.a.hindsightoptions) is presented, which simplifies the derivation of analytical formulas for this class of exotics in the Black-Scholes framework. Underlying the method is the ...
Organizational bilevel decision-making often involves uncertain factors. The parameters shown in a bilevel programming model, either in the objective functions or constraints, are thus often imprecise, which is called the ...
Kth-best approach is one of the three popular and workable approaches for linear bilevel programming. However, it could not well deal with a linear bilevel programming problem when the constraint functions at the upper-level ...
Kuhn-Tucker approach has been applied with remarkable success in linear bilevel programming (BLP). However, it still has some extent unsatisfactory and incomplete. One principle challenges is that it could not well handle ...
This paper presents a real-coded genetic algorithm (RCGA) with new genetic operations (crossover and mutation). They are called the average-bound crossover and wavelet mutation. By introducing the proposed genetic operations, ...
This paper investigates two variants of a Keynesian model of monetary growth with sluggish price and quantity adjustments. The first model integrates the real growth dynamics of Rose's employment cycle, an inflationary ...
Customer classification is one of the major tasks in customer relationship management. Customers often have both static characteristics and dynamic behavioral features. Using both kinds of data to conduct comprehensive ...