Higher‐order Markov chain models for categorical data sequences*

In this paper we study higher‐order Markov chain models for analyzing categorical data sequences. We propose an efficient estimation method for the model parameters. Data sequences such as DNA and sales demand are used to illustrate the predicting power of our proposed models. In particular, we apply the developed higher‐order Markov chain model to the server logs data. The objective here is to model the users' behavior in accessing information and to predict their behavior in the future. Our tests are based on a realistic web log and our model shows an improvement in prediction. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

Generalized programming by linear approximation of the dual gradient: Equality constraints

A modified generalized programming procedure is presented for solving concave programming problems with equality constraints. The procedure constructs convenient linear approximations of the gradient of the dual and finds points where the approximating functions vanish. In the quadratic programming case, the procedure is finitely convergent. Global convergence is established for the non-quadratic case. Illustrative numerical examples are included.     

A Bayesian approach to demand estimation and inventory provisioning

This article addresses the problem of explicitly taking into account uncertainty about the demand for spare parts in making inventory procurement and stockage decisions. The model described provides for a unified treatment of the closely related problems of statistical estimation of demand and resource allocation within the inventory system, and leads to an easily implemented, efficient method of determining requirements for spare parts both in the early provisioning phase and in later periods of operations when demand data have accumulated Analyses of the model's theoretical foundations and of sample outcomes of the model based upon data on parts intended for use in the F-14 lead to conclusions of great importance to both support planners and operations planners Finally, of particular significance is the ability afforded the planner by this model to quantify the impact on inventory system costs of varying levels of system reliability or management uncertainty as to projected system performance. This will provide an economic basis for analysis of such alternatives as early deployment, operational testing, and equipment redesign.     

Approximation algorithms for minimizing total weighted completion time of orders on identical machines in parallel

We consider the problem of scheduling orders on identical machines in parallel. Each order consists of one or more individual jobs. A job that belongs to an order can be processed by any one of the machines. Multiple machines can process the jobs of an order concurrently. No setup is required if a machine switches over from one job to another. Each order is released at time zero and has a positive weight. Preemptions are not allowed. The completion time of an order is the time at which all jobs of that order have been completed. The objective is to minimize the total weighted completion time of the orders. The problem is NP‐hard for any fixed number (≥2) of machines. Because of this, we focus our attention on two classes of heuristics, which we refer to as sequential two‐phase heuristics and dynamic two‐phase heuristics. We perform a worst case analysis as well as an empirical analysis of nine heuristics. Our analyses enable us to rank these heuristics according to their effectiveness, taking solution quality as well as running time into account. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Maximizing project cash availability

Consider a project during the life cycle of which there are cash payouts and in‐flows. To better meet his financial commitments, the project owner would like to meet all deadlines without running out of cash. We show that the cash availability objective is similar to the total weighted flowtime used to measure work‐in‐progress performance in the scheduling and inventory control literatures. In this article we provide several specialized solution methods for the problem of minimizing total weighted flowtime in an arbitrary acyclic project network, subject to activity release times and due dates, where the activity weights may be positive or negative and represent cash in‐ and out‐flows. We describe the structure of an optimal solution and provide several efficient algorithms and their complexity based on mincost and maxflow formulations. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Optimization and mediated bartering models for ground delay programs

The Federal Aviation Administration (FAA) and the airline community within the United States have adopted a new paradigm for air traffic flow management, called Collaborative Decision Making (CDM). A principal goal of CDM is shared decision‐making responsibility between the FAA and airlines, so as to increase airline control over decisions that involve economic tradeoffs. So far, CDM has primarily led to enhancements in the implementation of Ground Delay Programs, by changing procedures for allocating slots to airlines and exchanging slots between airlines. In this paper, we discuss how these procedures may be formalized through appropriately defined optimization models. In addition, we describe how inter‐airline slot exchanges may be viewed as a bartering process, in which each “round” of bartering requires the solution of an optimization problem. We compare the resulting optimization problem with the current procedure for exchanging slots and discuss possibilities for increased decision‐making capabilities by the airlines. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

How the End Begins: The Road to a Nuclear World War III

Ron Rosenbaum, How the End Begins: The Road to a Nuclear World War III. Simon & Schuster, 2011. 305 pages, $28.