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REFERENCE LINKING PLATFORM OF KOREA S&T JOURNALS
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Journal of the Korean Operations Research and Management Science Society
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The Korean Operations and Management Science Society
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Volume & Issues
Volume 9, Issue 2 - Oct 1984
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Cross Decomposition Applied to the Intermediate Warehouse Location Problem
Journal of the Korean Operations Research and Management Science Society, volume 9, issue 2, 1984, Pages 3~8
This paper considers the intermediate warehouse location problem in a two stage distribution system where commodities are delivered from the given set of capacitated factories to customers via uncapacitated intermediate warehouses. In order to determine the subset of warehouses to open which minimizes the total distribution costs including the fixed costs associated with opening warehouses, the cross decomposition method for mixed integer programming recently developed by T.J. Van Roy is used. The cross decomposition unifies Benders decomposition and Lagrangean relaxation into a single framework that involves successive solutions to a primal subproblem and a dual subproblem. In our problem model, primal subproblem turns out to be a transshipment problem and dual subproblem turns out to be an intermediate warehouse location problem with uncapacitated factories.
Competitive Bidding Model with Reserve Price
Journal of the Korean Operations Research and Management Science Society, volume 9, issue 2, 1984, Pages 9~14
The competitive bidding model with the reserve price has been studied by Riley and Samuelson. We extend their studies to the competitive model with the reserve price and the entry fee. First we present the bidder's optimal strategy, the winner's expected profit, the auctioner's expected revenue in the first-price sealed bidding model, and next those in the second-price sealed bidding model.
A Multiproduct Facility-in-Series Production Planning Model
Sung, C.S. ;
Journal of the Korean Operations Research and Management Science Society, volume 9, issue 2, 1984, Pages 15~22
A deterministic multiproduct, facility-in series multiperiod production planning model is analyzed, where each period demand for the product of a facility appear in a fixed proportion of that for the product of the immediately following facility. The model considers concave production and inventory costs, which can depend upon the production in different facilities. No backlogging is allowed. It is shown that the model is represented via a single source network, which facilitates development of efficient dynamic programming algorithms for computing the optimal production schedule.
A Note on the Optimum Character of One-Sided Sequential Probability Ratio Tests
Abel, Volker ;
Journal of the Korean Operations Research and Management Science Society, volume 9, issue 2, 1984, Pages 23~27
We Observe a sequence of i. i. d random variables with density f or g. Only if g is true we should stop the process. Hence. the testing problem is completely described by a stopping time. Among all stopping times with error probability of first kind not exceeding a given bound, the one-sided sequential probability ratio test has smallest expected sample size if g is true. Moreover, the generalized one-sided SPRT has smallest expected sample size for g in the class of stopping times with expected sample size under f not falling below a given bound.
Numerical Solution of Riccati Differential Equation in Optimal Control Theory
Journal of the Korean Operations Research and Management Science Society, volume 9, issue 2, 1984, Pages 28~33
In this paper some procedures are given whereby an analytic solution may be found for the Riccati differential equation and algebraic Riccati equation in optimal control theory. Some iterative techniques for solving these equations are presented. Rate of convergence and initialization of the iterative processes are discussed.
An Empirical Study of Foreign Exchange Markets for the Floating Rate
Journal of the Korean Operations Research and Management Science Society, volume 9, issue 2, 1984, Pages 34~45
The aim of this study is to investigate efficiency of foreign exchange markets for 8 currencies for the floating rate regime 1974～1982 by comparison of various foreign exchange rate forecasting models’performances. The author presents evidences showing that efficient market hypothesis was not supported.
Routing in Computer Networks: A Survey of Algorithms
Journal of the Korean Operations Research and Management Science Society, volume 9, issue 2, 1984, Pages 46~55
The purpose of this parer is to provide a survey of the state of the art of routing methods in store-and-forward computer networks. The survey is carried out in line with a new taxonomy： heuristic methods, user-optimization methods, and system-optimization methods. This taxonomy on routing algorithms is based on two viewpoints： the level of optimization and the relative difficulty for the implementation in real computer networks. Some actual methods implemented in real computer networks are surveyed as well as the theoretical studies in the literature. This paper concludes with some points in need of further researches.