Stochastic call center staffing with uncertain arrival,service and abandonment rates: A Bayesian perspective

In this article, we introduce staffing strategies for the Erlang‐A queuing system in call center operations with uncertain arrival, service, and abandonment rates. In doing so, we model the system rates using gamma distributions that create randomness in operating characteristics used in the optimization formulation. We divide the day into discrete time intervals where a simulation based stochastic programming method is used to determine staffing levels. More specifically, we develop a model to select the optimal number of agents required for a given time interval by minimizing an expected cost function, which consists of agent and abandonment (opportunity) costs, while considering the service quality requirements such as the delay probability. The objective function as well as the constraints in our formulation are random variables. The novelty of our approach is to introduce a solution method for the staffing of an operation where all three system rates (arrival, service, and abandonment) are random variables. We illustrate the use of the proposed model using both real and simulated call center data. In addition, we provide solution comparisons across different formulations, consider a dynamic extension, and discuss sensitivity implications of changing constraint upper bounds as well as prior hyper‐parameters. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 460–478, 2016     

Call center arrival modeling: A Bayesian state‐space approach

In this article, we introduce three discrete time Bayesian state‐space models with Poisson measurements, each aiming to address different issues in call center arrival modeling. We present the properties of the models and develop their Bayesian inference. In so doing, we provide sequential updating and smoothing for call arrival rates and discuss how the models can be used for intra‐day, inter‐day, and inter‐week forecasts. We illustrate the implementation of the models by using actual arrival data from a US commercial bank's call center and provide forecasting comparisons. © 2011 Wiley Periodicals, Inc. Naval Research Logistics 58: 28–42, 2011     

Sequential learning versus no learning in Bayesian regression models

We consider two regression models: linear and logistic. The dependent variable is observed periodically and in each period a Bayesian formulation is used to generate updated forecasts of the dependent variable as new data is observed. One would expect that including new data in the Bayesian updates results in improved forecasts over not including the new data. Our findings indicate that this is not always true. We show there exists a subset of the independent variable space that we call the “region of no learning.” If the independent variable values for a given period in the future are in this region, then the forecast does not change with any new data. Moreover, if the independent variable values are in a neighborhood of the region of no learning, then there may be little benefit to wait for the new data and update the forecast. We propose a statistical approach to characterize this neighborhood which we call the “region of little learning.” Our results provide insights into the trade‐offs that exist in situations when the decision maker has an incentive to make an early decision based on an early forecast versus waiting to make a later decision based on an updated forecast. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 532–548, 2014     

Bayesian inference for a Lanchester type combat model

We undertake inference for a stochastic form of the Lanchester combat model. In particular, given battle data, we assess the type of battle that occurred and whether or not it makes any difference to the number of casualties if an army is attacking or defending. Our approach is Bayesian and we use modern computational techniques to fit the model. We illustrate our method using data from the Ardennes campaign. We compare our results with previous analyses of these data by Bracken and Fricker. Our conclusions are somewhat different to those of Bracken. Where he suggests that a linear law is appropriate, we show that the logarithmic or linear‐logarithmic laws fit better. We note however that the basic Lanchester modeling assumptions do not hold for the Ardennes data. Using Fricker's modified data, we show that although his “super‐logarithmic” law fits best, the linear, linear‐logarithmic, and logarithmic laws cannot be ruled out. We suggest that Bayesian methods can be used to make inference for battles in progress. We point out a number of advantages: Prior information from experts or previous battles can be incorporated; predictions of future casualties are easily made; more complex models can be analysed using stochastic simulation techniques. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 541–558, 2000     

Optimal staffing in nonstationary service centers with constraints

This paper considers optimal staffing in service centers. We construct models for profit and cost centers using dynamic rate queues. To allow for practical optimal controls, we approximate the queueing process using a Gaussian random variable with equal mean and variance. We then appeal to the Pontryagin's maximum principle to derive a closed form square root staffing (SRS) rule for optimal staffing. Unlike most traditional SRS formulas, the main parameter in our formula is not the probability of delay but rather a cost‐to‐benefit ratio that depends on the shadow price. We show that the delay experienced by customers can be interpreted in terms of this ratio. Throughout the article, we provide theoretical support of our analysis and conduct extensive numerical experiments to reinforce our findings. To this end, various scenarios are considered to evaluate the change in the staffing levels as the cost‐to‐benefit ratio changes. We also assess the change in the service grade and the effects of a service‐level agreement constraint. Our analysis indicates that the variation in the ratio of customer abandonment over service rate particularly influences staffing levels and can lead to drastically different policies between profit and cost service centers. Our main contribution is the introduction of new analysis and managerial insights into the nonstationary optimal staffing of service centers, especially when the objective is to maximize profitability. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 615–630, 2017     

Service design at diagnostic service centers

We study a service design problem in diagnostic service centers, call centers that provide medical advice to patients over the phone about what the appropriate course of action is, based on the caller's symptoms. Due to the tension between increased diagnostic accuracy and the increase in waiting times more in‐depth service requires, managers face a difficult decision in determining the optimal service depth to guide the diagnostic process. The specific problem we consider models the situation when the capacity (staffing level) at the center is fixed, and when the callers have both congestion‐ and noncongestion‐related costs relating to their call. We develop a queueing model incorporating these features and find that the optimal service depth can take one of two different structures, depending on factors such as the nurses' skill level and the maximum potential demand. Sensitivity analyses of the two optimal structures show that they are quite different. In some situations, it may (or may not) be optimal for the manager to try to expand the demand at the center, and increasing skill level may (or may not) increase congestion. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

Optimal stopping in software testing

In this paper we address the problem of how to decide when to terminate the testing/modification process and to release the software during the development phase. We present a Bayesian decision theoretic approach by formulating the optimal release problem as a sequential decision problem. By using a non‐Gaussian Kalman filter type model, proposed by Chen and Singpurwalla (1994), to track software reliability, we are able to obtain tractable expressions for inference and determine a one‐stage look ahead stopping rule under reasonable conditions and a class of loss functions. © 2002 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

基于离散模糊动态贝叶斯网络的空战威胁估计

对空战中目标的各个特征因素进行了分析,建立了空战目标威胁估计的离散模糊动态贝叶斯网络模型,并利用离散动态贝叶斯网络的直接推理算法进行了仿真计算.仿真结果表明,该方法得到的推理结果与理论分析完全一致,而且能够将各种并不显著的特征因素进行综合,使得各个特征因素间及不同时间片的同一特征因素相互修正补充.为空战威胁估计提供了一种有效而准确的方法.     

动态贝叶斯网络的无人机炮火校射

动态贝叶斯网络(Dynamic Bayesian Networks-DBNs),是对具有随机过程性质的不确定性问题进行建模和处理的一个有力工具.提出将隐马尔可夫模型(Hidden Markov Models-HMMs)图形模式与贝叶斯网络结合起来构成DBN,将其用于无人机照相侦察情报的推理分析,决定炮火优先打击区域.首先建立动态贝叶斯网络的战场态势变化模型,而后应用HMM的推理算法获得当前隐含序列最优估计,且可预测出未来战场态势.最后应用模糊推理获得优先打击的区域号.仿真结果表明了模型的可行性.该方法有效解决了贝叶斯网络对于瞬间变化战场态势推理的不足的缺陷,为炮兵指挥员更好地运用火力,分出主次奠定了基础.     

基于物元贝叶斯网的舰船损伤定位

在分析了物元理论和贝叶斯网理论的基础上,提出了结合主观概率信息和客观状态信息的物元贝叶斯网模型,并给出了物元贝叶斯网在损伤定位中的推理算法.舰船损伤定位的案例分析表明,该方法可以更加全面地融合战损装备的状态信息,使损伤定位结果更为准确.     

军事欺骗战法分析的数学方法-应用*

针对军事欺骗战法定量分析困难的问题,采用基于贝叶斯统计推断和博弈均衡分析的数学方法,在理论上为解决此难题提供了一种可行的方法.该方法首先定义基本概率矩阵,然后根据贝叶斯原理为交战双方构造用于统计推断的主观概率矩阵,并在由两个主观概率矩阵元素构成的偏序链与实施军事欺骗机会之间建立对应关系,再将此关系推广到基本概率矩阵,即是否存在实施军事欺骗的机会将由基本概率矩阵元素构成的偏序链决定.对理论成果的初步应用表明:通过分析由战场情报信息构成的基本概率矩阵的偏序链,可以科学地运用军事欺骗和反军事欺骗战法.     

军事欺骗战法分析的数学方法-应用

针对军事欺骗战法定量分析困难的问题,采用基于贝叶斯统计推断和博弈均衡分析的数学方法,在理论上为解决此难题提供了一种可行的方法。该方法首先定义基本概率矩阵,然后根据贝叶斯原理为交战双方构造用于统计推断的主观概率矩阵,并在由两个主观概率矩阵元素构成的偏序链与实施军事欺骗机会之间建立对应关系,再将此关系推广到基本概率矩阵,即是否存在实施军事欺骗的机会将由基本概率矩阵元素构成的偏序链决定。对理论成果的初步应用表明：通过分析由战场情报信息构成的基本概率矩阵的偏序链,可以科学地运用军事欺骗和反军事欺骗战法。     

模糊推理在软件维护性评估和预测中的应用

摘要：在基于活动的质量模型维护性分析方法基础上,对贝叶斯方法进行了扩展,将模糊推理技术与现有的贝叶斯方法进行比较,开发了一个基于模糊推理的系统来对软件维护性进行量化评估和预测,描述了模糊技术在维护性评估和预测准确度方面的优势．     

贝叶斯网络推理在信息系统安全风险评估中的应用

提出了一种基于贝叶斯网络推理的安全风险评估方法。从实际出发建立信息系统的贝叶斯网络模型,根据专家给出的先验信息,结合获得的证据信息,运用Pearl方法完成对模型的评估,给出在特定条件下模型的计算——线性推理算法。最后,以实例分析信息系统安全评估的实现过程,结果表明,该方法可行、有效。     

发动机传感器数据证实的贝叶斯信度网络方法

针对发动机及其部件试验传感器数据证实的多源证据融合问题,描述了建立贝叶斯信度网络的方法,给出了传感器状态和检验关系式不确定性信息表达方法,发展了自动建立贝叶斯信度网络、计算可信度概率及更新网络的算法;给出了贝叶斯信度网络方法在模型发动机上的应用示例。     

Optimal policies under the shortage probability criterion for an inventory model with unknown dependent demands

The principal innovation in this paper is the consideration of a new objective function for inventory models which we call the shortage probability criterion. Under this criterion we seek to minimize the total expected discounted cost of ordering subject to the probability that the stock level at the end of the period being less than some fixed quantity not exceed some prescribed number. For three different models we show that the minimum order policy is optimal. This result is then applied to a particular inventory model in which the demand distribution is not completely known. A Bayesian procedure is discussed for obtaining optimal policies.     

知识库推理和维护系统 (KBIMS)

赋予知识库自动推理和维护功能,从而使知识库有效和实用,是知识库面临的关键问题。本文提出了一程基于缺言推理的知识库自动推理和维护方法,并介绍了根据此方法,在VAX—Ⅰ/780上使用GKD—Prolog 作为工具实现的一个知识库推理和维护系统。     

Parametric inference for component distributions from lifetimes of systems with dependent components

In system reliability analysis, for an n ‐component system, the estimation of the performance of the components in the system is not straightforward in practice, especially when the components are dependent. Here, by assuming the n components in the system to be identically distributed with a common distribution belonging to a scale‐family and the dependence structure between the components being known, we discuss the estimation of the lifetime distributions of the components in the system based on the lifetimes of systems with the same structure. We develop a general framework for inference on the scale parameter of the component lifetime distribution. Specifically, the method of moments estimator (MME) and the maximum likelihood estimator (MLE) are derived for the scale parameter, and the conditions for the existence of the MLE are also discussed. The asymptotic confidence intervals for the scale parameter are also developed based on the MME and the MLE. General simulation procedures for the system lifetime under this model are described. Finally, some examples of two‐ and three‐component systems are presented to illustrate all the inferential procedures developed here. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

再入飞行器落点准确度的统计分析

本文研究再入飞行器的落点准确度(系统性偏差)的检验和估计方法。首先,文中引入了准确度的容许限的概念,在此基础上给出了Bayes验后加权概率比检验方法。关于落点系统偏差的估计,讨论了Bayes估计方法及带有约束的Bayes估计方法。文中注意了充分运用试验前的信息,以便使落点系统偏差的评估能在小子样场合下进行。     

利用Hough变换实现目标检测与航迹启动

经典的目标检测方法是Ｂａｙｅｓ方法，通常为门限检测。本文将利用Ｈｏｕｇｈ变换推导一种通过非相参积累实现目标检测和航迹启动的方法。针对目标的信噪比不同的情况，讨论了两种非相参积累形式，一种是直接积累，另一种是二值积累。二值积累在检测微弱目标时有独特的优越性。本文还讨论了两种非相参积累方法的理论检测性能。