Application of level crossing analysis to discrete state processes in queueing systems

In this paper we introduce a discrete state level crossing analysis and present some basic results and a key theorem of level crossings. We illustrate the fertility of the discrete state level crossing analysis by applying it to queueing systems with (i) bulk arrival, (ii) instantaneous feedback, (iii) limited waiting space, and (iv) to machine interference problems.     

The evaluation of a possible future Sino-Japanese armed conflict through the application of the ACEI-model

There is relatively little formal modeling of the economic effects of armed conflicts even though they have substantial economic effects. We set forth a new model, namely the armed conflict economic impact model – ACEI-Model. The model looks at the economic effects of war in three different stages: (i) pre-conflict stage; (ii) armed conflict stage; and (iii) post-conflict stage. The model is based on economic desgrowth (-δ) and other new conceptual indicators. We evaluate an imaginary armed conflict between China and Japan by applying the ACEI-Model.     

ON THE RELATIONSHIP BETWEEN MILITARY EXPENDITURE,THREAT, AND ECONOMIC GROWTH: A NONLINEAR APPROACH

The main objective of the paper is to decipher the military expenditure–economic growth relationship, taking the level of economic development (income) into consideration. Our findings suggest the following: (i) military expenditure has a significantly negative relationship to economic growth for the 23 countries with initial incomes (threshold variable) less than or equal to $475.93; (ii) when the threat level is heightened, economic growth (23 countries) is expected to decrease. However, military expenditure in the presence of sufficiently large threats increases growth; (iii) for the remaining 69 countries whose initial incomes (real GDP per capita in 1992 price) exceed $475.93, no significant relationship exists whether the threat variable is taken into consideration or not.     

一种采用应力分离法的杂交/混合板壳单元

本文利用一种采用应力分离法的杂交/混合板壳有限元模型分析板壳结构静力学问题。分析表明,该元素在总体水平上没有多余零能模式。而且,该元素通过了薄板的闭锁试验,对薄壳算例也没有观察到闭锁现象。与参考解相比,该元素对各种壳结构均能适用,且收敛性较好,精度也较高。     

THE PEACE DIVIDEND EFFECT OF TURKISH CONVERGENCE TO THE EU: A MULTI‐REGION DYNAMIC CGE MODEL ANALYSIS FOR GREECE AND TURKEY

This paper examines the peace dividend effect of Turkish convergence to EU membership. By employing a multi‐region dynamic CGE model, we examine the prospect for conflict resolution if Turkey becomes an EU member. The model allows us to analyse several scenarios that imply varying amounts of reduction of the military expenditure/GDP ratios. On the one hand, this change will cause a decrease in sectoral demand for military expenditures, while on the other hand, reallocation of the reduced expenditure on (i) education, (ii) tax decrease, and (iii) infrastructure, should have a huge growth impact. Our dynamic CGE simulation experiments emphasize the economic gain for all parties involved.     

Estimating defence budget saving from disarmament: the United States’ case

Probing the technology in the production of US national defence by using a dynamic cost‐function model with adjustment costs, this paper evaluates the effect of reducing the level of national defence on the defence budget saving. Our inquiry involves estimating the defence production structure without output data for non‐market goods that are normally unavailable. Our findings include: (i) the United States behaves rationally to minimize cost in the production of national defence; (ii) the adjustment costs are larger in disarmament than in military build‐up; (iii) due to the adjustment costs peculiar to disarmament, the defence budget saving from disarmament appears small, but cutbacks allow great savings on the defence budget.     

Military spending and budget deficits: the impact of US military spending on public debt in Europe (1988–2013)

The aim of this paper is to study the relationship between military spending and sovereign debt in a panel of 13 European countries. In particular, under the assumption of the interdependence of military spending between US and European countries, we analyse whether US military spending affected European sovereign debt in the period 1988–2013. The empirical estimation is based on different steps: (i) a unit root test; (ii) an Arellano–Bond panel estimation and a linear fixed effect model; and (iii) a FMOLS estimation to highlight the long run relationship between debt and relevant variables. General results highlight that debt burden of European countries is: (1) positively associated with US military burden and (2) negatively associated with average military burden of other European countries.     

Two‐machine flow shop no‐wait scheduling with a nonavailability interval

We study a two‐machine flow shop scheduling problem with no‐wait in process, in which one of the machines is not available during a specified time interval. We consider three scenarios of handing the operation affected by the nonavailability interval. Its processing may (i) start from scratch after the interval, or (ii) be resumed from the point of interruption, or (iii) be partially restarted after the interval. The objective is to minimize the makespan. We present an approximation algorithm that for all these scenarios delivers a worst‐case ratio of 3/2. For the second scenario, we offer a 4/3‐approximation algorithm. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

Many‐server loss models with non‐poisson time‐varying arrivals

This article proposes an approximation for the blocking probability in a many‐server loss model with a non‐Poisson time‐varying arrival process and flexible staffing (number of servers) and shows that it can be used to set staffing levels to stabilize the time‐varying blocking probability at a target level. Because the blocking probabilities necessarily change dramatically after each staffing change, we randomize the time of each staffing change about the planned time. We apply simulation to show that (i) the blocking probabilities cannot be stabilized without some form of randomization, (ii) the new staffing algorithm with randomiation can stabilize blocking probabilities at target levels and (iii) the required staffing can be quite different when the Poisson assumption is dropped. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 177–202, 2017     

Comparable deterrence – target,criteria and purpose

The last decade has seen several advances in the study of deterrence. These advances have sparked some strong disagreements regarding interpretation of the models and what their contributions signify. This paper appraises the discussions from a model theoretic perspective. It is argued that when comparing rivalling models three aspects; (i) target, (ii) criteria and (iii) type of purpose should be taken into account in order to make a proper appraisal. Informed by these aspects it is evident that the three deterrence models analysed address different aspects, in different ways and to different ends. From this perspective, the so-called Perfect Deterrence model must be recognised as a clear advancement in the research field. Model comparison will always be context relative and a plurality of models should be viewed favourably.     

高超声速流动计算中LU-SGS隐式算法的应用研究

在高超声速条件下,对原始LU-SGS格式及其改进方法的收敛速度做了深入地比较分析,目的是进一步更好地将LU-SGS算法用于工程上复杂外形的计算模拟当中。二维圆柱,三维钝锥及空天飞机算例的结果表明：(i)对于高超声速粘性流动的计算,粘性项应进行隐式处理;(ii)BLU-SGS方法给出的内迭代方式的收敛性优于DP-LUR方法所给出的内迭代方式;(iii)LU-SGS算法中雅克比系数矩阵的计算方式对计算量及收敛性影响较大,若采用精确的矩阵形式则在流动无分离情况下能取得快速收敛的效果,而在含有流动分离的情况因受稳定性的影响精确的矩阵形式的收敛表现不及对角近似形式。     

Optimal production growth for the machine loading problem

This paper investigates a production growth logistics system for the machine loading problem (generalized transportation model), with a linear cost structure and minimum levels on total machine hours (resources) and product types (demands). An algorithm is provided for tracing the production growth path of this system, viz. in determining the optimal machine loading schedule of machines for product types, when the volumes of (i) total machine hours, and (ii) the total amount of product types are increased either individually for each total or simultaneously for both. Extensions of this methodology, when (i) the costs of production are convex and piecewise linear, and (ii) when the costs are nonconvex due to quantity discounts, and (iii) when there are upper bounds for productions are also discussed. Finally, a “goal-programming” production growth model where the specified demands are treated as just goals and not as absolute quantities to be satisfied is also considered.     

Single‐machine scheduling with deadlines to minimize the total weighted late work

We consider scheduling a set of jobs with deadlines to minimize the total weighted late work on a single machine, where the late work of a job is the amount of processing of the job that is scheduled after its due date and before its deadline. This is the first study on scheduling with the late work criterion under the deadline restriction. In this paper, we show that (i) the problem is unary NP‐hard even if all the jobs have a unit weight, (ii) the problem is binary NP‐hard and admits a pseudo‐polynomial‐time algorithm and a fully polynomial‐time approximation scheme if all the jobs have a common due date, and (iii) some special cases of the problem are polynomially solvable.     

Testing goodness of fit to the increasing failure rate family with censored data

One important thrust in the reliability literature is the development of statistical procedures under various “restricted family” model assumptions such as the increasing failure rate (IFR) and decreasing failure rate (DFR) distributions. However, relatively little work has been done on the problem of testing fit to such families as a null hypothesis. Barlow and Campo proposed graphical methods for assessing goodness of fit to the IFR model in single-sample problems. For the same problem with complete data, Tenga and Santner studied several analytic tests of the null hypothesis that the common underlying distribution is IFR versus the alternative that it is not IFR for complete data. This article considers the same problem for the case of four types of censored data: (i) Type I (time) censoring, (ii) Type I1 (order statistic) censoring, (iii) a hybrid of Type I and Type I1 censoring, and (iv) random censorship. The least favorable distributions of several intuitive test statistics are derived for each of the four types of censoring so that valid small-sample-size α tests can be constructed from them. Properties of these tests are investigated.     

Facility location models for immobile servers with stochastic demand

This paper presents several models for the location of facilities subject to congestion. Motivated by applications to locating servers in communication networks and automatic teller machines in bank systems, these models are developed for situations in which immobile service facilities are congested by stochastic demand originating from nearby customer locations. We consider this problem from three different perspectives, that of (i) the service provider (wishing to limit costs of setup and operating servers), (ii) the customers (wishing to limit costs of accessing and waiting for service), and (iii) both the service provider and the customers combined. In all cases, a minimum level of service quality is ensured by imposing an upper bound on the server utilization rate at a service facility. The latter two perspectives also incorporate queueing delay costs as part of the objective. Some cases are amenable to an optimal solution. For those cases that are more challenging, we either propose heuristic procedures to find good solutions or establish equivalence to other well‐studied facility location problems. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

Transnational policing: preemption and deterrence against elusive perpetrators

Why does a state directly police certain kinds of transnational perpetrators by itself while indirectly policing other kinds through their host government? To address this question, we develop a formal model, where Defender chooses either to police Perpetrators or to make Proxy do so. According to our theory, the delegation of policing can enhance its effectiveness in light of Proxy’s three advantages: (a) Proxy can convince Perpetrators of punishments more credibly than Defender (communicative advantage); (b) Proxy is more likely to identify Perpetrators and detect what they hold dear (informational advantage); (c) Proxy can cripple and punish Perpetrators more effectively (offensive advantage). On the other hand, the delegation may cause inefficiency if Defender has limited information about Proxy’s choice or cost of policing. Depending on the relative size between these advantages and disadvantages, one of the following four forms of policing may emerge: (i) Defender polices Perpetrators on her own (e.g. Somali counter-piracy operations); (ii) Defender induces Proxy to police Perpetrators (U.S. War on Drugs in Colombia and Mexico); (iii) Defender and Proxy together police Perpetrators (Operation Inherent Resolve); (iv) two or more Defender-Proxy states police Perpetrators in each’s own domain (Interpol, Budapest Convention).     

Planning horizon procedures for machine replacement models with several possible replacement alternatives

This paper develops a forward algorithm and planning horizon procedures for an important machine replacement model where it is assumed that the technological environment is improving over time and that the machine-in-use can be replaced by any of the several different kinds of machines available at that time. The set of replacement alternatives may include (i) new machines with different types of technologies such as labor- and capital- intensive, (ii) used machines, (iii) repairs and/or improvements which affect the performance characteristics of the existing machine, and so forth. The forward dynamic programming algorithm in the paper can be used to solve a finite horizon problem. The planning horizon results give a procedure to identify the forecast horizon T such that the optimal replacement decision for the first machine based on the forecast of machine technology until period T remains optimal for any problem with horizon longer than T and, for that matter, for the infinite horizon problem. A flow chart and a numerical example have been included to illustrate the algorithm.     

Pricing and inventory management during new product introduction when shortage creates hype

In this study, we analyze the joint pricing and inventory management during new product introduction when product shortage creates additional demand due to hype. We develop a two‐period model in which a firm launches its product at the beginning of the first period, before it observes sales in the two periods. The product is successful with an exogenous probability, or unsuccessful with the complementary probability. The hype in the second period is observed only when the product is successful. The firm learns the actual status of the product only after observing the first‐period demand. The firm must decide the stocking level and price of the product jointly at the beginning of each of the two periods. In this article, we derive some structural properties of the optimal prices and inventory levels, and show that (i) firms do not always exploit hype, (ii) firms do not always increase the price of a successful product in the second period, (iii) firms may price out an unsuccessful product in the first period if the success probability is above a threshold, and (iv) such a threshold probability is decreasing in the first‐period market potential of the successful product. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 304–320, 2015     

A note on “resource flexibility with responsive pricing”

We revisit the capacity investment decision problem studied in the article “Resource Flexibility with Responsive Pricing” by Chod and Rudi [Operations Research 53, (2005) 532–548]. A monopolist firm producing two dependent (substitutable or complementary) products needs to determine the capacity of one flexible resource under demand risk so as to maximize its expected profit. Product demands are linear functions of the prices of both products, and the market potentials are random and correlated. We perform a comparative statics analysis on how demand variability and correlation impact the optimal capacity and the resulting expected profit. In particular, C&R study this problem under the following assumptions/approximations: (i) demand intercepts follow a bivariate Normal distribution; (ii) demand uncertainty is of an additive form; (iii) and under approximate expressions for the optimal capacity and optimal expected profit. We revisit Propositions 2, 3, 4, 5, and 10 of C&R without these assumptions and approximations, and show that these results continue to hold (i) for the exact expressions for the optimal expected profit and optimal capacity, and (ii) under any arbitrary continuous distribution of demand intercepts. However, we also show that the additive demand uncertainty is a critical assumption for the C&R results to hold. In particular, we provide a case of multiplicative uncertainty under which the C&R results (Propositions 2 and 3) fail. © 2010 Wiley Periodicals, Inc. Naval Research Logistics 2010     

Conventional force restructuring and arms control: A trailer for forthcoming attractions in this theatre

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