Optimal strategies in a game of economic survival

The games of economic survival introduced by Shubik and Thompson seem tailor-made for the analysis of some problems in insurance and have found many applications in this industry. The optimal strategy in such games may be a so-called “band strategy.” This result seems counter-intuitive and has caused some puzzlement. This paper gives sufficient conditions so that the optimal strategy will be of a simpler form, and it is argued that these conditions are satisfied in most applications to insurance.     

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     

A platform for initial testing of multiple camouflage patterns

The human visual system is still an important factor in military warfare; military personnel receive training on effective search strategies, and camouflage that can effectively conceal objects and personnel is a key component of a successful integrated survivability strategy. Previous methods of camouflage assessment have, amongst others, used psychophysics to generate distinctiveness metrics. However, the population from which the human observers are drawn is often not well defined, or necessarily appropriate. In this experiment we designed a new platform for testing multiple patterns based on a camouflaged object detection task, and investigate whether trained military observers perform better than civilians. We use a two-alternative forced choice paradigm, with participants searching images of woodland for a replica military helmet displaying Olive Green, Multi Terrain Pattern, US Marine Pattern or, as a conspicuous control, UN Peacekeeper Blue. Our data show that there is no difference in detection performance between the two observer groups but that there are clear differences in the effectiveness of the different helmet colour patterns in a temperate woodland environment. We conclude that when tasks involve very short stimulus presentation times, task-specific training has little effect on the success of target detection and thus this paradigm is particularly suitable for robust estimates of camouflage efficacy.     

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.