Stochastic duels with round-dependent hit probabilities

The effect of round dependent hit probabilities in the fundamental stochastic duel are examined. The general solution and several specific examples are derived where one side's hit probabilities are improved from round to round. For these specific cases the advantages of round to round improvement are explicitly displayed.     

The search for an intelligent evader concealed in one of an arbitrary number of regions

This paper considers the search for an evader concealed in one of an arbitrary number of regions, each of which is characterized by its detection probability. We shall be concerned here with the double-sided problem in which the evader chooses this probability secretly, although he may not subsequently move; his aim is to maximize the expected time to detection, while the searcher attempts to minimize it. The situation where two regions are involved has been studied previously and reported on recently. This paper represents a continuation of this analysis. It is normally true that as the number of regions increases, optimal strategies for both searcher and evader are progressively more difficult to determine precisely. However it will be shown that, generally, satisfactory approximations to each are almost as easily derived as in the two region problem, and that the accuracy of such approximations is essentially independent of the number of regions. This means that so far as the evader is concerned, characteristics of the two-region problem may be used to assess the accuracy of such approximate strategies for problems of more than two regions.     

A problem of restricted partitions

This paper presents a simple algorithm for finding the number of restricted k-partitions of a natural number n. The unrestricted k-partitions of n are expressed as the sum of these restricted k-partitions, called inadmissible, and the admissible k-partitions. The simplicity of the algorithm is striking, though all the implications are unclear.     

Monotone optimal preventive maintenance policies for stochastically failing equipment

This paper examines various models for maintenance of a machine operating subject to stochastic deterioration. Three alternative models are presented for the deterioration process. For each model, in addition to the replacement decision, the option exists of performing preventive maintenance. The effect of this maintenance is to “slow” the deterioration process. With an appropriate reward structure imposed on the processes, the models are formulated as continuous time Markov decision processes. the optimality criterion being the maximization of expected discounted reward earned over an infinite time horizon. For each model conditions are presented under which the optimal maintenance policy exhibits the following monotonic structure. First, there exists a control limit rule for replacement. That is, there exists a number i* such that if the state of machine deterioration exceeds i* the optimal policy replaces the machine by a new machine. Secondly, prior to replacement the optimal level of preventive maintenance is a nonincreasing function of the state of machine deterioration. The conditions which guarantee this result have a cost/benefit interpretation.     

Stochastic duels with displacements (suppression)

The stochastic duel is extended to include the possibility of a near-miss on each round fired, which causes the opponent to displace. During displacement, the displacing contestant cannot return the fire but is still a target for his opponent. An alternative interpretation of this model is to consider the displacement time as the time a contestant's fire is suppressed by his opponent's fire and that he does not move, but merely ceases fire temporarily. All times are exponentially distributed.     

Time minimizing flows in directed networks

An important class of network flow problems is that class for which the objective is to minimize the cost of the most expensive unit of flow while obtaining a desired total flow through the network. Two special cases of this problem have been solved, namely, the bottleneck assignment problem and time-minimizing transportation problem. This paper addresses the more general case which we shall refer to as the time-minimizing network flow problem. Associated with each arc is an arc capacity (static) and a transferral time. The objective is to find a maximal flow for which the length (in time) of the longest path carrying flow is minimized. The character of the problem is discussed and a solution algorithm is presented.     

Analysis of data from life-test experiments under an exponential model

This paper discusses situations in which the distribution of a lifetime response variable T is taken to depend upon a vector x of regressor variables. We specifically consider the case in which T, given x , has an exponential distribution, and in which x represents levels of fixed factors in an experimental design. Methods of analyzing data under this type of model are discussed, with maximum likelihood and least squares methods being presented and compared.     

Auxiliary procedures for solving long transportation problems

An efficient auxiliary algorithm for solving transportation problems, based on a necessary but not sufficient condition for optimum, is presented.     

Stochastic linear programs with simple recourse: The equivalent deterministic convex program for the normal,exponential, and erlang cases

We consider here stochastic linear programs with simple recourse when all the elements of the technology matrix and the resource vector have certain specific distributions. The distributions considered are the Normal, Exponential and Erlang. For the first two instances we extend the equivalent deterministic program to include the variance of the recourse. Finally, a simple example is given to illustrate the application of the formulas for the Erlang case.