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This article deals with a stochastic optimal control problem for a class of buffered multi-parts flow-shops manufacturing system. The involved machines are subject to random breakdowns and repairs. The flow-shop under consideration is not completely flexible and hence requires setup time and cost in order to switch the production from a part type to another, this changeover is carried on the whole line. Our objective is to find the production plan and the sequence of setups that minimise the cost function, which penalises inventories/backlogs and setups. A continuous dynamic programming formulation of the problem is presented. Then, a numerical scheme is adopted to solve the obtained optimality conditions equations for a two buffered serial machines two parts case. A complete heuristic policy, based on the numerical observations which describe the optimal policies in system states, is developed. It will be shown that the obtained policy is a combination of a KANBAN/CONWIP and a modified hedging corridor policy. Moreover, based on our observations and existent research studies extension to cover more complex flow-shops is henceforth possible. The robustness of such a policy is illustrated through sensitivity analysis. 相似文献
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Hidehiko Kamiya Akimichi Takemura Satoshi Kuriki 《Journal of statistical planning and inference》2008
Elliptically contoured distributions can be considered to be the distributions for which the contours of the density functions are proportional ellipsoids. We generalize elliptically contoured densities to “star-shaped distributions” with concentric star-shaped contours and show that many results in the former case continue to hold in the more general case. We develop a general theory in the framework of abstract group invariance so that the results can be applied to other cases as well, especially those involving random matrices. 相似文献
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Hidehiko Kamiya 《统计学通讯:理论与方法》2013,42(23):6955-6968
ABSTRACTTwo Bayesian models with different sampling densities are said to be marginally equivalent if the joint distribution of observables and the parameter of interest is the same for both models. We discuss marginal equivalence in the general framework of group invariance. We introduce a class of sampling models and derive marginal equivalence when the prior for the nuisance parameter is relatively invariant. We also obtain some robustness properties of invariant statistics under our sampling models. Besides the prototypical example of v-spherical distributions, we apply our general results to two examples—analysis of affine shapes and principal component analysis. 相似文献
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This paper examines whether mothers’ labor supply discourages home production, focusing on food preparation at home in Japanese families. Although empirical studies on home production are usually conducted using time use data, we use data collected by scanners, which cover daily goods purchased by over 10,000 households over 3 years. Based on the composition of daily food expenditures for foods consumed, we measure how many products are made using time-consuming processes at home, and examine if time-consuming home production is discouraged by mothers’ employment away from home. Controlling for unobserved heterogeneity among households using the panel structure of our scanner data, we first show that mothers’ out-of-home employment has a negative effect on home cooking. This effect is shared across economic classes, particularly when mothers work part-time, as compared with non-working mothers. Second, we show that this negative effect is more apparent in the low economic class. Households in this class show a particular decrease in time-consuming home cooking, especially when the mothers work part-time. Third, the smaller negative effect among the higher class can be explained by stronger health-consciousness and aversion to less-healthy products in this class. 相似文献
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Hidehiko Kamiya 《统计学通讯:理论与方法》2019,48(12):3092-3104
Elliptically contoured distributions generalize the multivariate normal distributions in such a way that the density generators need not be exponential. However, as the name suggests, elliptically contoured distributions remain to be restricted in that the proportional density level sets ought to be ellipsoids. In star-shaped distributions, this restriction is relaxed and the density level sets are allowed to be boundaries of arbitrary proportional star-shaped sets. In this note, we propose a non parametric estimator of the shape of density level sets of star-shaped distributions, and prove its strong consistency with respect to the Hausdorff distance. We illustrate our estimator with simulated and real data. 相似文献
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Richard Blundell Amanda Gosling Hidehiko Ichimura Costas Meghir 《Econometrica : journal of the Econometric Society》2007,75(2):323-363
This paper examines changes in the distribution of wages using bounds to allow for the impact of nonrandom selection into work. We show that worst case bounds can be informative. However, because employment rates in the United Kingdom are often low, they are not informative about changes in educational or gender wage differentials. Thus we explore ways to tighten these bounds using restrictions motivated from economic theory. With these assumptions, we find convincing evidence of an increase in inequality within education groups, changes in educational differentials, and increases in the relative wages of women. 相似文献
7.
Hideaki Takeuchi Ryosaku Kawada Kosuke Tsurumi Naoto Yokoyama Ariyoshi Takemura Takuro Murao Toshiya Murai Hidehiko Takahashi 《Journal of gambling studies / co-sponsored by the National Council on Problem Gambling and Institute for the Study of Gambling and Commercial Gaming》2016,32(4):1143-1154
Pathological gambling (PG) is characterized by continual repeated gambling behavior despite negative consequences. PG is considered to be a disorder of altered decision-making under risk, and behavioral economics tools were utilized by studies on decision-making under risk. At the same time, PG was suggested to be a heterogeneous disorder in terms of personality traits as well as risk attitude. We aimed to examine the heterogeneity of PG in terms of loss aversion, which means that a loss is subjectively felt to be larger than the same amount of gain. Thirty-one male PG subjects and 26 male healthy control (HC) subjects underwent a behavioral economics task for estimation of loss aversion and personality traits assessment. Although loss aversion in PG subjects was not significantly different from that in HC subjects, distributions of loss aversion differed between PG and HC subjects. HC subjects were uniformly classified into three levels (low, middle, high) of loss aversion, whereas PG subjects were mostly classified into the two extremes, and few PG subjects were classified into the middle range. PG subjects with low and high loss aversion showed a significant difference in anxiety, excitement-seeking and craving intensity. Our study suggested that PG was a heterogeneous disorder in terms of loss aversion. This result might be useful for understanding cognitive and neurobiological mechanisms and the establishment of treatment strategies for PG. 相似文献
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This article considers estimation of the unknown linear index coefficients of a model in which a number of nonparametrically identified reduced form parameters are assumed to be smooth and invertible function of one or more linear indices. The results extend the previous literature by allowing the number of reduced form parameters to exceed the number of indices (i.e., the indices are “overdetermined” by the reduced form parameters. The estimator of the unknown index coefficients (up to scale) is the eigenvector of a matrix (defined in terms of a first-step nonparametric estimator of the reduced form parameters) corresponding to its smallest (in magnitude) eigenvalue. Under suitable conditions, the proposed estimator is shown to be root-n-consistent and asymptotically normal, and under additional restrictions an efficient choice of a “weight matrix” is derived in the overdetermined case. 相似文献
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Journal of Risk and Uncertainty - This article studies the effects of direct and indirect loss experience of extreme catastrophes on expectations concerning the likelihood of future events by... 相似文献