• Title/Summary/Keyword: Constrained Discrete Minimax Problem

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Proof of the Variability Propagation Principle in a Pull Serial Line : Existence and Measurement (풀흐름라인에서 변동성전파원리에 대한 증명 : 존재와 측정)

  • Choe, Sang-Woong
    • Journal of the Korean Operations Research and Management Science Society
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    • v.27 no.4
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    • pp.185-205
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    • 2002
  • In this study, we consider infinite supply of raw materials and backlogged demands as given two boundary conditions. And we need not make any specific assumptions about the inter-arrival of external demand and service time distributions. Under these situations, the ultimate objective of this study is to prove the variability propagation principle in a pull serial line and is to measure it in terms of the first two moments of the inter-departure process subject to number of cards in each cell. Two preparations are required to achieve this objective : The one is to derive a true lower bound of variance of the inter-departure process. The other is to establish a constrained discrete minimax problem for the no backorder (backlogging) probabilities in each cell. We may get some fundamental results necessary to a completion for the proof through the necessary and sufficient conditions for existence of optimal solution of a constrained discrete minimax problem and the implicit function theorem. finally, we propose a numeric model to measure the variability propagation principle. Numeric examples show the validity and applicability of our study.