A class of Bayes-optimal two-stage screens

Items are characterized by a set of attributes (T) and a collection of covariates (X) associated with those attributes. We wish to screen for acceptable items (T ∈ C_T), but T is expensive to measure. We envisage a two-stage screen in which observation of X_ is used as a filter at the first stage to sentence most items. The second stage involves the observation of T for those items for which the first stage is indecisive. We adopt a Bayes decision-theoretic approach to the development of optimal two-stage screens within a general framework for costs and stochastic structure. We also consider the important question of how much screens need to be modified in the light of resource limitations that bound the proportion of items that can be passed to the second stage. © 1996 John Wiley & Sons, Inc.     

Probabilistic partial set covering problems

In this article, we consider a situation in which a group of facilities need to be constructed in order to serve a given set of customers. However, the facilities cannot guarantee an absolute coverage to any of the customers. Hence, we formulate this problem as one of maximizing the total service reliability of the system subject to a budgetary constraint. For this problem, we develop and test suitable branch-and-bound algorithms and study the effect of problem parameters on solution difficulty. Some generalizations of this problem are also mentioned as possible extensions.     

Heuristics for minimizing mean tardiness for m parallel machines

The concept of parallel operations has been widely used in manufacturing and data processing. However, not many efficient methods have been proposed to reduce job tardiness. This article proposes an efficient heuristic to minimize the mean tardiness of a set of tasks with known processing times and due dates for single and m parallel machines. For the single-machine case, the proposed heuristic is compared with the well-known Wilkerson and Irwin algorithm; for the m parallel machine case, it is compared with an extension of the Wilkerson-Irwin algorithm. We also introduce a simple dispatching rule, and it is compared with some existing dispatching rules. The comprehensive simulation results show that the proposed heuristic performs better than the Wilkerson-Irwin algorithm at a significantly reduced computational time.     

Linear search with bounded resources

A point is placed at random on the real line according to some known distribution F, and a search is made for this point, beginning at some starting points s on the line, and moving along the line according to some function x(t). The objective of this article is to maximize the probability of finding the point while traveling at most d units. Characterizations of simple optimal searches are found for arbitrary distributions, for continuous distributions with continuous density everywhere (e.g., normal, Cauchy, triangular), and for continuous distributions with density which is continuous on its support (e.g., exponential, uniform). These optimal searches are also shown to be optimal for maximization of the expected number of points found if the points are placed on the line independently from a known distribution F.     

A periodic maintenance model with used equipment and random minimal repair

The maintenance strategy considered in this article is in the class of block replacement policies. The working unit is replaced by new ones at instants T,2T,3T,… independently of the age and state of the unit. If a failure occurs between these instants, the random repair cost is evaluated. If it is smaller than a predetermined control limit then a minimal repair is carried out. Otherwise the unit is replaced by a used unit. The performance of this maintenance strategy is evaluated in terms of average total cost per time unit over an infinite time span. The mathematical model is defined and several analytical results are obtained. A computer program has been written, which solves the mathematical problem, and some examples are given for the cases where the underlying life distribution is gamma, Weibull or truncated normal.     

A model for critical crack size estimation in fatigue failure of gun barrels

With repeated firing, fatigue cracks are produced in a gun barrel, and the barrel is no longer useful when a crack reaches a critical size. The initial crack size and the critical crack size, as well as the number of firings producing the critical crack size, may be considered as random variables. Assuming a proportional damage model for crack growth, a method for estimating the critical crack size distribution is presented. From these results, an estimate of the barrel life, or the residual barrel life once a crack of a given size is measured, can be obtained.     

Gittins-index heuristics for research planning

The classical work of Gittins, which resulted in the celebrated index result, had applications to research planning as an important part of its motivation. However, research planning problems often have features that are not accommodated within Gittins's original framework. These include precedence constraints on the task set, influence between tasks, stopping or investment options and routes to success in which some tasks do not feature. We consider three classes of Markovian decision models for research planning, each of which has all of these features. Gittins-index heuristics are proposed and are assessed both analytically and computationally. They perform impressively. © 1995 John Wiley & Sons, Inc.     

A bayesian approach to environmental stress screening

The article presents a Bayesian analysis for the environmental stress screening problem. The decision problem of deriving optimal stress screen durations is solved. Given a screen duration, the optimal stress level can also be determined. Indicators of the quality of a screen of any duration are derived. A statistical model is presented which allows a posterior density for the rate of early failures of the production process to be calculated. This enables the user to update his opinion about the quality of the process. © 1994 John Wiley & Sons, Inc.     

Characterizing the barlow-wu structure functions

Various mathematical models for multistate systems have been proposed in the literature. Among them the model introduced by Barlow and Wu is the one most intimately related to that of binary systems; hence the Barlow-Wu class possesses many nice properties inherited from the binary systems. In this article we obtain several characterization results for multistate systems, which closely relate the Barlow-Wu class to other classes of multistate systems. The characterizations we obtained originate from the invariance properties of the Barlow-Wu functions, and are easy to apply in verifying whether a particular model is of the Barlow-Wu type. © 1994 John Wiley & Sons, Inc.