Consistency of several variants of the standardized time series area variance estimator

In statistical analysis of stationary time series or in steady-state simulation output analysis, it is desired to find consistent estimates of the process variance parameter. Here, we consider variants of the area estimator of standardized time series, namely, the weighted area and the Cramér-von Mises area estimators, and provide their consistency, in the strong sense and mean-square sense. A sharp bound for the (asymptotic) variance of these estimators is obtained. We also present a central limit theorem for the weighted area estimator: this gives a rate of convergence of this estimator, as well as a confidence interval for the variance parameter. © 1995 John Wiley & Sons, Inc.     

An exact aggregation/disaggregation algorithm for large scale markov chains

Many Markov chain models have very large state spaces, making the computation of stationary probabilities very difficult. Often the structure and numerical properties of the Markov chain allows for more efficient computation through state aggregation and disaggregation. In this article we develop an efficient exact single pass aggregation/disaggregation algorithm which exploits structural properties of large finite irreducible mandatory set decomposable Markov chains. The required property of being of mandatory set decomposable structure is a generalization of several other Markov chain structures for which exact aggregation/disaggregation algorithms exist. © 1995 John Wiley & Sons, Inc.     

New worst-case results for the bin-packing problem

In this note we consider the familiar bin-packing problem and provide new worst-case results for a number of classical heuristics. We show that the first-fit and best-fit heuristics have an absolute performance ratio of no more than 1.75, and first-fit decreasing and best-fit decreasing heuristics have an absolute performance ratio of 1.5. The latter is the best possible absolute performance ratio for the bin-packing problem, unless P = NP. © 1994 John Wiley & Sons, Inc.     

The single server queue in discrete time-numerical analysis IV

The nonlinear difference equation for the distribution of the busy period for an unbounded discrete time queue of M|G| 1 type is solved numerically by a monotone iterative procedure. A starting solution is found by computing a first passage time distribution in a truncated version of the queue.     

The fast deployment logistic ship project: Economic design and decision technique

This paper describes the way in which economic analyses, particularly life-cycle cost analyses and tradeoffs were structured for use as an integrated analysis and design technique at all levels of the Contract Definition of the Fast Deployment Logistic Ship. It describes system, subsystem and major component economic analysis and design methodology as well as economic analyses of special subjects such as the ship production facility design. Illustrations are provided of several major system parametric studies and of shipyard and manning/automation analyses.     

An extension of the (szwarc) truck assignment problem

In this journal in 1967. Szware presented an algorithm for the optimal routing of a common vehicle fleet between m sources and n sinks with p different types of commodities. The main premise of the formulation is that a truck may carry only one commodity at a time and must deliver the entire load to one demand area. This eliminates the problem of routing vehicles between sources or between sinks and limits the problem to the routing of loaded trucks between sources and sinks and empty trucks making the return trip. Szwarc considered only the transportation aspect of the problem (i. e., no intermediate points) and presented a very efficient algorithm for solution of the case he described. If the total supply is greater than the total demand, Szwarc shows that the problem is equivalent to a (mp + n) by (np + m) Hitchcock transportation problem. Digital computer codes for this algorithm require rapid access storage for a matrix of size (mp + n) by (np + m); therefore, computer storage required grows proportionally to p². This paper offers an extension of his work to a more general form: a transshipment network with capacity constraints on all arcs and facilities. The problem is shown to be solvable directly by Fulkerson's out-of-kilter algorithm. Digital computer codes for this formulation require rapid access storage proportional to p instead of p². Computational results indicate that, in addition to handling the extensions, the out-of-kilter algorithm is more efficient in the solution of the original problem when there is a mad, rate number of commodities and a computer of limited storage capacity.