Algorithmic and approximation analyses of the shorter queue model

A system of two parallel queues where the arrivals from a single stream of customers join the shorter queue is considered. Arrivals form a homogeneous Poisson stream and the service times in each of the two queues are independent exponential variates. By treating one of the queues as bounded, the steady-state probability vector for the system can be expressed in a modified matrix-geometric form and can be computed efficiently. Computational procedures for the sojourn time distribution and characteristics of the departure stream are developed. Some numerical results are presented, and based on these results an efficient approximation scheme for the model is developed which can be readily extended to systems with more than two parallel queues.     

Visibility probabilities on line segments in three-dimensional spaces subject to random poisson fields of obscuring spheres

The methodology of determining simultaneous visibility probabilities and points on line segments is extended to problems of three-dimensional spaces, with Poisson random fields of obscuring spheres. Required functions are derived analytically and a numerical example is given for a special case of a standard Poisson field, with uniform distribution of sphere diameters.     

Approximating nonstationary two-priority non-preemptive queueing systems

An approximation for analyzing transient and nonstationary two-priority non-preemptive queueing systems is presented. This system has a three-dimensional state space, and through use of state-space partitioning in conjunction with use of conditional surrogate distributions with constant parameters an approximation is designed. Regardless of system capacity K, the approximation requires the numerical solution of only ten differential equations, compared to the K² + K+1 Kolmogorov-forward equations required for the classic solution. Time-dependent approximations of the mean number of entities of type i and of the probability of a type-i entity being in service are obtained. Empirical test results over a wide range of systems indicate the approximation is quite accurate.     

A new outranking‐based approach for assigning alternatives to ordered classes

We consider the problem of assigning alternatives evaluated on several criteria into ordered categories C₁,C₂,…,C_p. This problem is known as the multi‐criteria sorting problem and arises in many situations such as classifying countries into different risk levels based on economical and socio‐political criteria, evaluating credit applications of bank customers. We are interested in sorting methods that are grounded on the construction of outranking relations. Among these, the Electre Tri method requires defining multidimensional profiles that represent the “frontier” separating consecutive categories C_h and C_h+1, and assigns an alternative to categories according to how it compares to each of the profiles. The explicit specification of the profiles of consecutive categories can be difficult for decision makers. We develop a new outranking based sorting method that does not require the explicit definition of profiles. We instead require the decision maker to assign a subset of reference alternatives to the categories. To assign the remaining alternatives, each such alternative is compared to reference alternatives, and assigned to categories accordingly. © 2008 Wiley Periodicals, Inc. Naval Research Logistics 2009     

Client‐contractor bargaining on net present value in project scheduling with limited resources

The client‐contractor bargaining problem addressed here is in the context of a multi‐mode resource constrained project scheduling problem with discounted cash flows, which is formulated as a progress payments model. In this model, the contractor receives payments from the client at predetermined regular time intervals. The last payment is paid at the first predetermined payment point right after project completion. The second payment model considered in this paper is the one with payments at activity completions. The project is represented on an Activity‐on‐Node (AON) project network. Activity durations are assumed to be deterministic. The project duration is bounded from above by a deadline imposed by the client, which constitutes a hard constraint. The bargaining objective is to maximize the bargaining objective function comprised of the objectives of both the client and the contractor. The bargaining objective function is expected to reflect the two‐party nature of the problem environment and seeks a compromise between the client and the contractor. The bargaining power concept is introduced into the problem by the bargaining power weights used in the bargaining objective function. Simulated annealing algorithm and genetic algorithm approaches are proposed as solution procedures. The proposed solution methods are tested with respect to solution quality and solution times. Sensitivity analyses are conducted among different parameters used in the model, namely the profit margin, the discount rate, and the bargaining power weights. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

雷达引信地杂波建模与仿真

介绍了一种用零记忆非线性变换(ZMNL)模拟具高斯谱特性的相参相关Weibull分布地杂波的方法,详细阐述了Weibull分布杂波随机序列产生的流程.仿真结果表明,该法形成的地杂波信号与理论值吻合较好,适合雷达引信的实际应用.     

Capacity expansion with lead times and autocorrelated random demand

The combination of uncertain demand and lead times for installing capacity creates the risk of shortage during the lead time, which may have serious consequences for a service provider. This paper analyzes a model of capacity expansion with autocorrelated random demand and a fixed lead time for adding capacity. To provide a specified level of service, a discrete time expansion timing policy uses a forecast error‐adjusted minimum threshold level of excess capacity position to trigger an expansion. Under this timing policy, the expansion cost can be minimized by solving a deterministic dynamic program. We study the effects of demand characteristics and the lead time length on the capacity threshold. Autocorrelation acts similarly to randomness in hastening expansions but has a smaller impact, especially when lead times are short. However, the failure either to recognize autocorrelation or to accurately estimate its extent can cause substantial policy errors. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

Estimates of circular error probabilities

The general problem we are concerned with here is the estimation of P_θ(C) where C is some fixed event and P_θ is unknown in some class. The various available estimation procedures seem to involve the choice of some random probability measure. In particular we consider this problem when C is a disk in R² centered at o and P_θ is restricted to be bivariate normal. Details concerning the implementation of the estimation procedures and a Monte Carlo study are discussed for this case. This particular problem arises when we are concerned with assessing the accuracy of a targeting procedure.     

UNFPA and population assistance

International population assistance in the UN is a relatively recent development; it is only since 1966 that a broad-based technical assistance program in population was authorized by the General Assembly. The desire of developing country members for accelerated economic growth ultimately brought about a change in the views on population. In 1967, the Secretary General established a trust fund for population activities, later renamed the United Nations Fund for Population Activities (UNFPA). 3 principles have guided UNFPA work since its inception: 1) national sovereignty in population matters is to be resspected and adhered to at all times, 2) individuals and couples are to be provided the information and services necessary to determine freely and responsibly the number and spacing of their children, and 3) population goals and policies are integral parts of socioeconomic defelopment. The areas of assistance by the UNFPA consist of 1) family planning, 2) communication and education, 3) population dynamics, 4) basic data collection, 5) population policy formulation and implementation, and 6) special programs such as those for women and the aging population. In 16 years, the UNFPA has received about $1.4 billion for transfer to developing countries as population assistanceand has financed 4373 population projects in 149 countries and territories. The relation between the US government and UNFPA is tenuous and likely to remain so as long as the US cannot resolve its own domestic controversies over famly planning, foreign population assistance, abortion, which, ironically, is legalin the country. There will always be some sort of domestic controversy over population; the UN has overcome domestic difficulties by framing the arguments properly within the demographic, social, economic, ecological, and political concerns of countries and applying the fundamental principles of national sovereignty, freedom of individual choice, and the link of population and development,to reconcile differences.     

Test for the extreme value and weibull distributions based on normalized spacings

Discussed in this article are tests for the extreme-value distribution, or, equivalently, for the two-parameter Weibull distribution when parameters are unknown and the sample may be censored. The three tests investigated are based on the median, the mean, and the Anderson-Darling A² statistic calculated from a set zⁱ of values derived from the spacings of the sample. The median and the mean have previously been discussed by Mann, Scheuer, and Fertig [10] and by Tiku and Singh [14]. Asymptotic distributions and points are given for the test statistics, based on recently developed theory, and power studies are conducted to compare them with each other and with two other statistics suitable for the test. Of the normalized spacings tests, A² is recommended overall; the mean also gives good power in many situations, but can be nonconsistent.