• 공학논문집
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• 제3권1호
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• pp.85-95
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• 1998

본 논문에서 blocking이 발생되고 다중 customer를 취급하는 유한용량의 Coxian 대기 네트워크를 분석하기 위한 회귀적인 방법을 연구한다. 다중 customer를 나타내기 위한 대용량의 state space로 인해 발생되는 메모리 문제와 rate matrix의 부행렬들에 대한 inverse를 구할 수 없는 관계로 발생될 수 있는 singular 문제를 해결하는 방법을 제안한다. 2가지 blocking 방식(FBFE, HPFE)에 대한 분석을 Gauss-Seidel 방법과 비교하여 본다.

• 한국경영과학회지
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• 제31권3호
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• pp.63-79
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• 2006

In this study we consider a CONWIP system in which the processing times at each station follow a Coxian distribution and the demands for the finished products arrive according to a compound Poisson process. The demands that are not satisfied immediately are either backordered or lost according to the number of demands that exist at their arrival Instants. For this system we develop an approximation method to calculate performance measures such as steady state probabilities of the number of parts at each station, proportion of lost demands and the mean number of backordered demands. For the analysis of the proposed CONWIP system, we model the CONWIP system as a closed queueing network with a synchronization station and analyze the closed queueing network using a product-form approximation method. A recursive technique is used to solve the subnetwork in the application of the product-form approximation method. To test the accuracy of the approximation method, the results obtained from the approximation method are compared with those obtained by simulation. Comparisons with simulation show that the approximation method provides fairly good results.

• 한국정보과학회논문지:정보통신
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• 제30권3호
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• pp.416-423
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• 2003

본 논문에서는 버퍼를 공유하는 패킷 교환기의 연속 시간 큐잉 모델을 제시하고 큐 길이 확률 분포를 구하는 근사 계산 알고리즘을 제안한다. N 개의 입력 프로세스는 상호 이질적인 버스트 특성을 갖는다. 입력 프로세스는 계차-2 콕시안 분포로서 모형화하며 서버의 서비스 시간은 계차-r 얼랑 분포로서 모형화한다. 근사 알고리즘은 통합된 상태 변수를 사용하여 큐잉 시스템을 표현한다. 먼저 N개의 입력프로세스는 하나의 통합된 상태 변수로 나타내며 큐잉 시스템은 서브 시스템으로 분해하고 이것을 통합된 상태 변수로 나타낸다. 그리고 이러한 통합된 상태 변수를 사용하여 반복적인 방법에 의해서 상태 방정식의 해를 유도한다. 근사 알고리즘의 타당성은 시뮬레이션을 통해서 검증한다.

• Journal of the Korean Society for Industrial and Applied Mathematics
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• 제20권3호
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• pp.225-242
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• 2016

The phase-type representation is strongly connected with the positive realization in positive system. We attempt to transform phase-type representation into sparse mono-cyclic positive representation with as low order as possible. Because equivalent positive representations of a given phase-type distribution are non-unique, it is important to find a simple sparse positive representation with lower order that leads to more effective use in applications. A Hypo-Feedback-Coxian Block (HFCB) representation is a good candidate for a simple sparse representation. Our objective is to find an HFCB representation with possibly lower order, including all the eigenvalues of the original generator. We introduce an efficient nonlinear optimization method for computing an HFCB representation from a given phase-type representation. We discuss numerical problems encountered when finding efficiently a stable solution of the nonlinear constrained optimization problem. Numerical simulations are performed to show the effectiveness of the proposed algorithm.

• 한국경영과학회지
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• 제27권4호
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• pp.41-65
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• 2002

We study a multi-component production/inventory system in which individual components are made to meet various demand types. We assume that the demands arrive according to a Poisson process, but there is a fixed probability that a demand requests a particular kit of different components. Each component is produced by a flow line with several stations in which the processing times of each station follow a two-stage Coxian distribution. The production of each component is operated by an independent base-stock policy with blocking. We assume that the time needed to assemble final products follows a general distribution and the capacity of an assembling facility is sufficiently large. The objective of this study is to obtain key performance measures such as the distribution of the number of each orders for each final product and the mean time of fulfilling a customer order. The basic principle of the proposed approximation method is to decompose the original system into a set of subsystems, each subsystem being associated with a flow line. Each subsystem is analyzed in isolation using a Marie's method. An iterative procedure is then used to determine the unknown parameters of each subsystem. Numerical results show that the accuracy of the approximation method is acceptable.

• 한국경영과학회지
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• 제25권4호
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• pp.27-44
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• 2000

In this study we consider a spares provisioning problem for repairable items in which a parts inventory system is incorporated. If a machine fails, a replacement part must be obtained at the parts inventory system before the failed machine enters the repair center. The inventory policy adopted at the parts inventory system is the (S, Q) policy. Operating times of the machine before failure, ordering lead times and repair times are assumed to follow a two-stage Coxian distribution. For this system, we develop an approximation method to obtain the performance measures such as steady state probabilities of the number of machines at each station and the probability that a part will wait at the parts inventory system. For the analysis of the proposed system, we model the system as a closed queueing network and analyze it using a product-form approximation method. A recursive technique as well as an iterative procedure is used to analyze the sub-network. Numerical tests show that the approximation method provides fairly good estimation of the performance measures of interest.

• 한국경영과학회지
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• 제32권1호
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• pp.137-146
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• 2007

In this study we consider a CONWIP system studied in Park and Lee [1] in which the processing times at each station follow a Coxian distribution and the demands for the finished products arrive according to a compound Poisson process. The demands that are not satisfied Immediately are either backordered or lost according to the number of demands that exist at their arrival instants. For this system using the results in [1] we develop an approximation method to calculate order based performance measures such as the mean time of fulfilling a customer order and the mean number of customer orders. To test the accuracy of the approximation method, the results obtained from the approximation method are compared with those obtained by simulation. Comparisons with simulation have shown that the approximate method provides fairly good results.

• 대한산업공학회지
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• 제22권1호
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• pp.3-15
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• 1996

An approximation algorithm is presented for cyclic queueing networks with finite buffers. The algorithm decomposes the queueing network into individual queues with revised arrival and service process and revised queue capacity. Then, each queue is analyzed in isolation. The service process reflects the additional delay a unit might undergo due to blocking and the arrival process is described by a 2-phases Coxian ($C_2$) distribution. The individual queues are modelled as $C_2/C_2$/1/B queues. The parameters of the individual queues are computed approximately using an iterative scheme. The population constraint of the closed network is taken into account by ensuring that the sum of the average queue lengths of the individual queues is equal to the number of customers of the network. Extensive numerical experiments show that this method provides a fairly good estimation of the throughput.

• 한국경영과학회:학술대회논문집
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• 대한산업공학회/한국경영과학회 2002년도 춘계공동학술대회
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• pp.845-850
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• 2002

In this study we consider a flow-line CONWIP System with Compound Poisson Demands. The processing times of each workstation follow a Coxian-2 distribution. The demands that are not satisfied instantaneously are either backordered or lost according to the number of backordered demands that exist at their arrival instants. For this system we develop an approxi­mation method to obtain the performance measures such as steady state probabilities of the number of parts at each station, the average number of backordered demands and the proportion of the lost demands. Comparisons with simulation have shown that the approximate method provides fairly good results.

• 한국경영과학회:학술대회논문집
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• 한국경영과학회 2004년도 추계학술대회 및 정기총회
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• pp.8-12
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• 2004

In this study we consider a CONWIP system in which the processing times at each station follow a Coxian distribution and the demands for the finished products arrive according to a compound Poisson process. The demands that are not satisfied are backordered according to the number of demands that exist at their arrival instants. For this system we develop an approximation method to calculate order based performance measures such as the mean time of fulfilling a customer order and the mean number o: customer orders. For the analysis of the proposed CONWIP system, we model the CONWIP system as a closed queueing network with a synchronization station and analyze the closed queueing network using a product form approximation method. Numerical tests show that the approximation method provides fairly good estimation of the performance measures of interest.