A partial characterization of the optimal ordering/rationing policy for a periodic review system with two demand classes and backordering

We consider a finite horizon periodic review, single product inventory system with a fixed setup cost and two stochastic demand classes that differ in their backordering costs. In each period, one must decide whether and how much to order, and how much demand of the lower class should be satisfied. We show that the optimal ordering policy can be characterized as a state dependent (s,S) policy, and the rationing structure is partially obtained based on the subconvexity of the cost function. We then propose a simple heuristic rationing policy, which is easy to implement and close to optimal for intensive numerical examples. We further study the case when the first demand class is deterministic and must be satisfied immediately. We show the optimality of the state dependent (s,S) ordering policy, and obtain additional rationing structural properties. Based on these properties, the optimal ordering and rationing policy for any state can be generated by finding the optimal policy of only a finite set of states, and for each state in this set, the optimal policy is obtained simply by choosing a policy from at most two alternatives. An efficient algorithm is then proposed. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

National security,military spending and the business cycle

This paper develops a Dynamic Stochastic General Equilibrium model where national security is an argument in the agent’s utility function and the government chooses optimally the level of military spending to maximize social welfare. National defense depends on military expenditure and on the strategic environment reflecting a potential hostile external threat. We use aggregate data on consumption, investment, and military spending for the US economy to estimate the parameters of the model. Estimation results suggest that consumption and national defense are complements and that military spending variability is mainly explained by external threat shocks although it also depends on the macroeconomic conditions. We compute impulse response functions of the main macroeconomic variables to several shocks: a total factor productivity shock, a defense technology shock, and a strategic environment shock. Surprisingly, we find that the optimal response to an increase in the external threat (a worsening in the strategic environment) will rise output by reducing consumption and increasing investment.     

The effects of model parameter deviations on the variance of a linearly filtered time series

We consider a general linear filtering operation on an autoregressive moving average (ARMA) time series. The variance of the filter output, which is an important quantity in many applications, is not known with certainty because it depends on the true ARMA parameters. We derive an expression for the sensitivity (i.e., the partial derivative) of the output variance with respect to deviations in the model parameters. The results provide insight into the robustness of many common statistical methods that are based on linear filtering and also yield approximate confidence intervals for the output variance. We discuss applications to time series forecasting, statistical process control, and automatic feedback control of industrial processes. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

The building evacuation problem with shared information

In this article, the Building Evacuation Problem with Shared Information (BEPSI) is formulated as a mixed integer linear program, where the objective is to determine the set of routes along which to send evacuees (supply) from multiple locations throughout a building (sources) to the exits (sinks) such that the total time until all evacuees reach the exits is minimized. The formulation explicitly incorporates the constraints of shared information in providing online instructions to evacuees, ensuring that evacuees departing from an intermediate or source location at a mutual point in time receive common instructions. Arc travel time and capacity, as well as supply at the nodes, are permitted to vary with time and capacity is assumed to be recaptured over time. The BEPSI is shown to be NP‐hard. An exact technique based on Benders decomposition is proposed for its solution. Computational results from numerical experiments on a real‐world network representing a four‐story building are given. Results of experiments employing Benders cuts generated in solving a given problem instance as initial cuts in addressing an updated problem instance are also provided. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

A model of dynamic conflict in ethnocracies

We model an infinitely repeated Tullock contest, over the sharing of some given resource, between two ethnic groups. The resource is allocated by a composite state institution according to relative ethnic control; hence the ethnic groups contest the extent of institutional ethnic bias. The contest yields the per-period relative influence over institutions, which partly spills over into the next period, by affecting relative conflict efficiency. Our model generates non-monotone evolution of both conflict and distribution. Results suggest that external interventions, when effective in reducing current conflict and protecting weaker groups, may end up sowing the seeds of greater future conflict.     

Callable products for an implicit time model with dependent demands

Capacity providers such as airlines and hotels have traditionally increased revenues by practicing market segmentation and revenue management, enabling them to sell the same capacity pool to different consumers at different prices. Callable products can enhance profits and improve consumers' welfare by allowing the firm to broker capacity between consumers with different willingness to pay. A consumer who buys a callable product gives the capacity provider the right to recall capacity at a prespecified recall price. This article studies callable products in the context of the model most commonly used in industry, which handles time implicitly imposing fewer restrictions on the nature of randomness compared to the Poisson arrival process favored in academia. In the implicit time model, capacity providers set booking limits to protect capacity for future high-fare demand. Our numerical study identifies conditions where callable products result in significant gains in profits.     

解析美国大学TESL硕士培养的主要课程与设置理据——以曼卡托明尼苏达州立大学为例

把英语作为第二语言的教学是20世纪60年代在美国兴起并逐步走向独立的科目,它在综合相关专业的同时正在朝专业化方向发展。近年来其硕士层面的教育为全球培养了大量合格的中小学英语教师,取得了较好的成绩。本文以曼卡托明尼苏达州立大学英语系为例,并结合笔者在该系攻读TESL硕士学位时的经历,解析其主要课程及设置理据。     

Quantifying the performance effects of idle time utilization in multiserver systems

In many practical multiserver queueing systems, servers not only serve randomly arriving customers but also work on the secondary jobs with infinite backlog during their idle time. In this paper, we propose a c‐server model with a two‐threshold policy, denoted by (e d), to evaluate the performance of this class of systems. With such a policy, when the number of idle servers has reached d (<c), then e (<d) idle agents will process secondary jobs. These e servers keep working on the secondary jobs until they find waiting customers exist in the system at a secondary job completion instant. Using the matrix analytic method, we obtain the stationary performance measures for evaluating different (e, d) policies. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007.     

面向决策的一体化建模方法及其在兵力筹划中的应用

在对军事决策问题的主要特点进行分析的基础上,提出从军事概念模型到数学模型再到定性推理模型的一体化建模思想.以空军航空兵遂行直接航空火力支援任务为想定背景,根据EATI模板,利用基于UML的Rose工具依次对想定任务的实体、任务、交互等进行分析;对于兵力筹划中的结构化问题建立了机会约束多目标规划数学模型;对于非结构化问题则构造了推理机,推理机体现了定量与定性相结合的决策分析思想.最后,以一个实例验证文章思路的可行性.     

装备表面现代维修保养技术研究

结合装备表面智能维修保养技术方面的研究成果,介绍了装甲装备故障智能检测技术、自适应、自修复功能材料,装甲装备器材全自动保养设备等先进技术,侧重装备维修保养阐述了如何提高信息化程度,推进军队武器装备维修保养技术的现代化建设。