Estimating value in a uniform auction

Consider an auction in which increasing bids are made in sequence on an object whose value θ is known to each bidder. Suppose n bids are received, and the distribution of each bid is conditionally uniform. More specifically, suppose the first bid X₁ is uniformly distributed on [0, θ], and the i^th bid is uniformly distributed on [X_i?1, θ] for i = 2, …?, n. A scenario in which this auction model is appropriate is described. We assume that the value θ is un known to the statistician and must be esimated from the sample X₁, X₂, …?, X_n. The best linear unbiased estimate of θ is derived. The invariance of the estimation problem under scale transformations in noted, and the best invariant estimation problem under scale transformations is noted, and the best invariant estimate of θ under loss L(θ, a) = [(a/θ) ? 1]² is derived. It is shown that this best invariant estimate has uniformly smaller mean-squared error than the best linear unbiased estimate, and the ratio of the mean-squared errors is estimated from simulation experiments. A Bayesian formulation of the estimation problem is also considered, and a class of Bayes estimates is explicitly derived.     

Constrained minimax optimization of continuous search efforts for the detection of a stationary target

Analytical resolution of search theory problems, as formalized by B.O. Koopman, may be applied with some model extension to various resource management issues. However, a fundamental prerequisite is the knowledge of the prior target density. Though this assumption has the definite advantage of simplicity, its drawback is clearly that target reactivity is not taken into account. As a preliminary step towards reactive target study stands the problem of resource planning under a min–max game context. This paper is related to Nakai's work about the game planning of resources for the detection of a stationary target. However, this initial problem is extended by adding new and more general constraints, allowing a more realistic modeling of the target and searcher behaviors. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Violence and the state: Lessons from Colombia

Whether or not Colombia has improved is a controversial topic. If improvement has occurred, what, if any, lessons from the Colombian model can be learned? The first lesson is that Colombia's problems were caused more by a weak state than by drugs. The second lesson is that improving state capacity requires more than just increased security. The state must also provide the basic social services that citizens require to gain and maintain their support. Additionally, government institutions need to improve their professionalism, protect human rights, and root out impunity and corruption. The alternative is to suffer from new cycles of violence as old foes are vanquished, but new ones emerge.     

Limiting survival functions of self‐similar structures

We show the existence of a unique analytic single parameter limiting survival function arising from the repeated composition of a coherent structure as the number of components tends to infinity. Examples include the repeated composition process of the bridge structure. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

Robustness of efficient server assignment policies to service time distributions in finite‐buffered lines

We study the assignment of flexible servers to stations in tandem lines with service times that are not necessarily exponentially distributed. Our goal is to achieve optimal or near‐optimal throughput. For systems with infinite buffers, it is already known that the effective assignment of flexible servers is robust to the service time distributions. We provide analytical results for small systems and numerical results for larger systems that support the same conclusion for tandem lines with finite buffers. In the process, we propose server assignment heuristics that perform well for systems with different service time distributions. Our research suggests that policies known to be optimal or near‐optimal for Markovian systems are also likely to be effective when used to assign servers to tasks in non‐Markovian systems. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Replicated batch means for steady‐state simulations

This paper studies a new steady‐state simulation output analysis method called replicated batch means in which a small number of replications are conducted and the observations in these replications are grouped into batches. This paper also introduces and compares methods for selecting the initial state of each replication. More specifically, we show that confidence intervals constructed by the replicated batch means method are valid for large batch sizes and derive expressions for the expected values and variances of the steady‐state mean and variance estimators for stationary processes and large sample sizes. We then use these expressions, analytical examples, and numerical experiments to compare the replicated batch means method with the standard batch means and multiple replications methods. The numerical results, which are obtained from an AR(1) process and a small, nearly‐decomposable Markov chain, show that the multiple replications method often gives confidence intervals with poorer coverage than the standard and replicated batch means methods and that the replicated batch means method, implemented with good choices of initialization method and number of replications, provides confidence interval coverages that range from being comparable with to being noticeably better than coverages obtained by the standard batch means method. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

ISS Recent publications

The popular adage has it that ‘prevention is better than cure’. Given the heavy and enduring costs of armed conflicts, there is no disputing the fact that making efforts to prevent them from breaking out in the first place is better than waiting until it is too late. This entails two things: conflict prevention measures and early warning systems. Anything that could be done to effectively address the root causes of a conflict before it turns violent may fit into the former, while the latter aims to identify threats to these elements so that effective conflict prevention measures can be taken. In other words, ensuring ‘human security’ is the thrust of the former, while the latter serves as a surveillance camera for any deficit in providing the different components of this ‘human security’. It is with these two important issues that this essay deals, with particular reference to West Africa.     

Identifying the spoilers in the security sector reform – disarmament demobilisation and reintegration process in the Congo

The Congolese security sector reform – disarmament demobilisation and reintegration (SSR-DDR) process has suffered from setbacks in its military sector during the last 10 years, such as insufficient funding, lack of coordination and domestic reluctance to major changes, with as a result, a very fragile and disjointed Army. These problems have deepened as officers have defected from the Army and caused new instability in the East of the Congo. This article aims to analyse the recent mutinies and the reaction by the Congolese government by applying a capabilities-based approach in combination with a typology of spoilers. The objective is to identify and classify the spoilers and answer the questions of why they emerge now and how they are dealt with on a national level. From the analysis, the author suggests that there are several spoilers involved in the current situation – the most powerful being the Congolese and the Rwandan governments, prompting the question of whether an international involvement is necessary to solve the problem.