Dichotomous categorical variable formation in mathematical programming discriminant analysis models

Classification models, whether generated by statistical techniques or mathematical programming (MP) discriminant analysis methods, are often simplified by ad hoc formation of dichotomous categorical variables from the original variables with, for example, a dichotomous variable taking value 1 if the original variable is above a threshold level and 0 otherwise. In this paper an MP discriminant analysis method is developed for forming dichotomous categorical variables in problems with discriminant functions that are monotone in the original variables. For each of the original variables from which dichotomous variables may be formed, a set of possible threshold levels for dichotomous variable formation is defined. An MP model is then used to determine both the threshold level for forming each dichotomous variable and the associated discriminant function coefficient. The proposed MP approach is applied to a published problem and a number of simulated problem sets. It is shown that the discriminant functions in dichotomous categorical variables generated by this new MP approach can in some cases outperform the functions generated by standard MP discriminant analysis models using the original variables. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

美国陆军随军牧师制度发展简史

一、美国陆军随军牧师制度的早期形成与发展(一)随军牧师制度溯源如要探寻美国陆军随军牧师制度的源头,可以追溯到悠远的历史深处。每当出现骚乱、危急和恐怖的时刻,人类总是寄希望于宗教和宗教人士,以获得安慰。战争时期也不例外。在发生战争冲突的时期,无论是古代社会,还是现代社会,人们都会转而求助于宗教。公众总是期望把宗教的抚慰同样传递给那些在战场上服役的士兵们。从人们已知的有文字记载之前的社会开始,祭司和其他宗教人士或许就在为战争的胜利而祈求上帝或众神的保佑了。《旧约》中就常提及随军参战的祭司(priests)。在《摩西五…     

A robust policy for serial agile production systems

One of the major problems in modeling production systems is how to treat the job arrival process. Restrictive assumptions such as Markovian arrivals do not represent real world systems, especially if the arrival process is generated by job departures from upstream workstations. Under these circumstances, cost‐effective policies that are robust with respect to the nature of the arrival process become of interest. In this paper, we focus on minimizing the expected total holding and setup costs in a two‐stage produce‐to‐order production system operated by a cross‐trained worker. We will show that if setup times are insignificant in comparison with processing times, then near‐optimal policies can be generated with very robust performances with respect to the arrival process. We also present conditions under which these near‐optimal policies can be obtained by using only the arrival and service rates. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

Search and the introduction of improved technologies

Modeling R&D as standard sequential search, we consider a monopolist who can implement a sequence of technological discoveries during the technology search process: he earns revenue on his installed technology while he engages in R&D to find improved technology. What is not standard is that he has a finite number of opportunities to introduce improved technology. We show that his optimal policy is characterized by thresholds ξ_i(x): introduce the newly found technology if and only if it exceeds ξ_i(x) when x is the state of the currently installed technology and i is the number of remaining introductions allowed. We also analyze a nonstationary learning‐by‐doing model in which the monopolist's experience in implementing new technologies imparts increased capability in generating new technologies. Because this nonstationary model is not in the class of monotone stopping problems, a number of surprising results hold and several seemingly obvious properties of the stationary model no longer hold. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

A note on the optimality of index priority rules for search and sequencing problems

We show that the linear objective function of a search problem can be generalized to a power function and/or a logarithmic function and still be minimized by an index priority rule. We prove our result by solving the differential equation resulting from the required invariance condition, therefore, we also prove that any other generalization of this linear objective function will not lead to an index priority rule. We also demonstrate the full equivalence between two related search problems in the sense that a solution to either one can be used to solve the other one and vice versa. Finally, we show that the linear function is the only function leading to an index priority rule for the single‐machine makespan minimization problem with deteriorating jobs and an additive job deterioration function. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

The Banzhaf value and communication situations

Myerson 3 and 4 proposed and characterized a modification of the Shapley value in the context of communication situations. In this paper we propose several characterizations of the extension of the Banzhaf value proposed by Owen 7 to communication situations. In particular we characterize this value with the properties of fairness, isolation, and pairwise merging. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Vertically restrictive pricing in supply chains with price‐dependent demand

We examine the behavior of a manufacturer and a retailer in a decentralized supply chain under price‐dependent, stochastic demand. We model a retail fixed markup (RFM) policy, which can arise as a form of vertically restrictive pricing in a supply chain, and we examine its effect on supply chain performance. We prove the existence of the optimal pricing and replenishment policies when demand has a linear additive form and the distribution of the uncertainty component has a nondecreasing failure rate. We numerically compare the relative performance of RFM to a price‐only contract and we find that RFM results in greater profit for the supply chain than the price‐only contract in a variety of scenarios. We find that RFM can lead to Pareto‐improving solutions where both the supplier and the retailer earn more profit than under a price‐only contract. Finally, we compare RFM to a buyback contract and explore the implications of allowing the fixed markup parameter to be endogenous to the model. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006.     

Transit vessel scheduling

A transit vessel traffic scheduling algorithm has been developed to limit the negative effects on cargo volume throughput in two‐way waterways where separation distances between transiting vessels must be maintained and passage restrictions may hold. It runs in time that is polynomial in the number of ships involved in the computation and finds schedules which increase the utilization of waterways. Three examples illustrate its use. The first example is situated in the Sunda Strait where the algorithm is used to enhance the safety of merchant shipping against a terrorist threat. It illustrates important features of the algorithm and demonstrates how it can be used with cross traffic. The second example is situated in the Strait of Istanbul and offers a comparison between the developed algorithm and the transit vessel scheduling algorithm of Ulusçu et al., J Navig 62 (2009), 59–77. This was done using a plausible model of the Strait of Istanbul. The third and last example shows how the algorithm can be used to schedule transit vessel traffic in two‐way waterways with junctions. This feature is especially useful in congested waters with a high risk of collisions like the Inland Sea of Japan. An extreme test case proves that the developed algorithm is a practical algorithm ready for such use. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 225–248, 2017     

The role of covariate balance in observational studies

Observational data are prevalent in many fields of research, and it is desirable to use this data to make causal inferences. Because this data is nonrandom, additional assumptions are needed in order to construct unbiased estimators for causal effects. The standard assumption is strong ignorability, though it is often impossible to achieve the level of covariate balance that it requires. As such, researchers often settle for lesser balance levels within their datasets. However, these balance levels are generally insufficient to guarantee an unbiased estimate of the treatment effect without further assumptions. This article presents several extensions to the strong ignorability assumption that address this issue. Under these additional assumptions, specific levels of covariate balance are both necessary and sufficient for the treatment effect estimate to be unbiased. There is a trade‐off, however: as balance decreases, stronger assumptions are required to guarantee estimator unbiasedness. These results unify parametric and nonparametric adjustment methods for causal inference and are actualized by the Balance Optimization Subset Selection framework, which identifies the best level of balance that can be achieved within a dataset. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 323–344, 2017