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     

Asymptotically optimal component assembly plans in repairable systems and server allocation in parallel multiserver queues

T identical exponential lifetime components out of which G are initially functioning (and B are not) are to be allocated to N subsystems, which are connected either in parallel or in series. Subsystem i, i = 1,…, N, functions when at least K_i of its components function and the whole system is maintained by a single repairman. Component repair times are identical independent exponentials and repaired components are as good as new. The problem of the determination of the assembly plan that will maximize the system reliability at any (arbitrary) time instant t is solved when the component failure rate is sufficiently small. For the parallel configuration, the optimal assembly plan allocates as many components as possible to the subsystem with the smallest K_i and allocates functioning components to subsystems in increasing order of the K_i's. For the series configuration, the optimal assembly plan allocates both the surplus and the functioning components equally to all subsystems whenever possible, and when not possible it favors subsystems in decreasing order of the K_i's. The solution is interpreted in the context of the optimal allocation of processors and an initial number of jobs in a problem of routing time consuming jobs to parallel multiprocessor queues. © John Wiley & Sons, Inc. Naval Research Logistics 48: 732–746, 2001     

Capacity improvement,penalties, and the fixed charge transportation problem

Capacity improvement and conditional penalties are two computational aides for fathoming subproblems in a branch‐and‐bound procedure. In this paper, we apply these techniques to the fixed charge transportation problem (FCTP) and show how relaxations of the FCTP subproblems can be posed as concave minimization problems (rather than LP relaxations). Using the concave relaxations, we propose a new conditional penalty and three new types of capacity improvement techniques for the FCTP. Based on computational experiments using a standard set of FCTP test problems, the new capacity improvement and penalty techniques are responsible for a three‐fold reduction in the CPU time for the branch‐and‐bound algorithm and nearly a tenfold reduction in the number of subproblems that need to be evaluated in the branch‐and‐bound enumeration tree. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 341–355, 1999     

An economic sequential screening procedure for limited failure populations

An economic sequential screening procedure is considered for limited failure populations in which defective items fail soon after they are put in operation and nondefective ones never fail during the technical life of the items. A cost model is constructed that involves screening test cost and external failure cost. A sequential scheme that minimizes the expected cost is derived from the solution of a dynamic programming formulation and the optimal decision at each stage is obtained in a closed form. © 1994 John Wiley & Sons, Inc.     

Scheduling jobs that are subject to failure propagation

A single machine is available to process a collection of stochastic tasks. Processing is interrupted when the machine breaks down. We introduce a new model of breakdowns that more realistically incorporates the effects that job processing may have on the machine. This failure propagation model is equivalent to a Bayesian formulation in which learning about breakdown rates occurs as jobs evolve. Optimal scheduling policies are described in terms of Gittins indices and these indices are characterised in two special cases. For example, we obtain conditions which ensure that an optimal policy will only preempt a job's processing either at its completion or at a machine breakdown. We also bound the value lost by simplistic modelling which ignores the learning phenomenon. © 1996 John Wiley & Sons, Inc.     

Cost allocation in continuous-review inventory models

A centralized inventory system serves a number of stores with common ownership, and thus reliable and timely information sharing. Each of them pays a share of the inventory cost, and the reward structure leaves the owners of individual stores rewarded for their individual performance. Appropriate selection of a cost allocation method is important if such a centralized system is to last. In this work we propose three necessary criteria—stability (core of a related cooperative game), justifiability (consistency of benefits with costs), and polynomial computability. For a concrete example we demonstrate that common allocation procedures may not meet all three tests, and we present a method that that meets all three criteria. This kind of cost allocation analysis helps the common management to evaluate the trade-offs in choosing an allocation scheme for the cost of inventory centralization. © 1996 John Wiley & Sons, Inc.     

The customer order lead-time problem on parallel machines

We consider the problem of scheduling customer orders, each consisting of one or more individual jobs, on a set of parallel processors with the objective of minimizing average order completion time. We provide simple intuitive heuristics to guide managers in this environment and introduce lower bounds that show that these heuristics are effective for a wide variety of problems. © 1996 John Wiley & Sons, Inc.     

Single-machine scheduling of stochastic jobs subject to deterioration or delay

N jobs are available for processing by a single machine. Jobs make (stochastic) progress while being processed but deteriorate while awaiting processing. The pioneering work of Browne and Yechiali, who developed scheduling policies for such models, is extended (i) to incorporate a precedence relation on the job set, delimiting the class of admissible policies, and (ii) to preemptive scheduling models. For the latter, we demonstrate that under appropriate conditions there is an optimal policy which is nonpreemptive. This is also achieved for a class of preemptive models in which processing generates delays for waiting jobs. A single class of algorithms is shown to generate optimal policies for many of the problems considered. © 1992 John Wiley & Sons, Inc.     

The Somali National Army: an assessment

To engage properly with the Somali National Army, to understand it in the hope of improving stability and the lives of over 12 million Somalis, good basic information on its composition and characteristics is necessary. Authoritative accounts on the subject have been scarce for over 25 years. This account seeks to detail the army’s dispositions across southern Somalia, and, more importantly, the brigades’ clan compositions and linkages. Clan ties supersede loyalties to the central government. The army as it stands is a collection of former militias which suffer from ill-discipline and commit crime along with greater atrocities. Estimates of numbers are unreliable, but there might be 13,000 or more fighters in six brigades in the Mogadishu area and five beyond.     

Fire truck relocation during major incidents

The effectiveness of a fire department is largely determined by its ability to respond to incidents in a timely manner. To do so, fire departments typically have fire stations spread evenly across the region, and dispatch the closest truck(s) whenever a new incident occurs. However, large gaps in coverage may arise in the case of a major incident that requires many nearby fire trucks over a long period of time, substantially increasing response times for emergencies that occur subsequently. We propose a heuristic for relocating idle trucks during a major incident in order to retain good coverage. This is done by solving a mathematical program that takes into account the location of the available fire trucks and the historic spatial distribution of incidents. This heuristic allows the user to balance the coverage and the number of truck movements. Using extensive simulation experiments we test the heuristic for the operations of the Fire Department of Amsterdam‐Amstelland, and compare it against three other benchmark strategies in a simulation fitted using 10 years of historical data. We demonstrate substantial improvement over the current relocation policy, and show that not relocating during major incidents may lead to a significant decrease in performance.