Limiting behavior of the stochastic sequential assignment problem

The stochastic sequential assignment problem (SSAP) considers how to allocate available distinct workers to sequentially arriving tasks with stochastic parameters such that the expected total reward obtained from the sequential assignments is maximized. Implementing the optimal assignment policy for the SSAP involves calculating a new set of breakpoints upon the arrival of each task (i.e., for every time period), which is impractical for large‐scale problems. This article studies two problems that are concerned with obtaining stationary policies, which achieve the optimal expected reward per task as the number of tasks approaches infinity. The first problem considers independent and identically distributed (IID) tasks with a known distribution function, whereas in the second problem tasks are derived from r different unobservable distributions governed by an ergodic Markov chain. The convergence rate of the expected reward per task to the optimal value is also obtained for both problems. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

Book Reviews

Iain McCallum, Blood Brothers Hiram and Hudson Maxim: Pioneers of Modern Warfare. London: Chatham, 1999. Pp. 224, 33 illus., 2 maps, biblio., index. £20. ISBN 1–86176–096–5.

Eric Ash, Sir Frederick Sykes and the Air Revolution, 1912–1918. London and Portland, OR: Frank Cass, 1999. Pp.xviii + 268, 20 illus., 3 maps, biblio., index. £42.50/$59.50 (cloth), £18.50/$27.50 (paper). ISBN 0–7146–4828–0 and ‐4382–3.

Azar Gat, Fascist and Liberal Visions of War: Fuller, Liddell Hart, Douhet, and other Modernists. Oxford: Clarendon Press, 1998. Ppviii + 334, biblio., index. £45. ISBN 0–19–820715–8.

David B. Woolner (ed.), The Second Quebec Conference Revisited: Waging War, Formulating Peace: Canada, Great Britain, and the United States in 1944–1945. Basingstoke; London: Macmillan Press, 1998. Pp.xiii + 210, index. £32.50. ISBN 0–333–75970–2.

Jeffrey Grey. Up Top: The Royal Australian Navy and Southeast Asian Conflicts 1955–1972. St Leonards NSW: Allen &; Unwin in association with the Australian War Memorial, 1998. Pp.xx + 380, 110 illus., 12 tables, 23 maps &; diagrams, appendices, notes, biblio., index. NP. ISBN 1–86448–290–7.

Susan L Carruthers, The Media at War. Basingstoke: Macmillan, 2000. Pp.321, biblio., index. £14.99 (paper). ISBN 0–333–69143–1, also available in hardback.

Edward J. Marolda and Robert J. Schneller Jr, Shield and Sword: The United States Navy and the Persian Gulf War. Washington DC: Naval Historical Center, 1998. Pp.xxi + 517, 120 illus., 14 maps, biblio., index. NP. ISBN 0–1604–9476–1.

Marvin Pokrant, Desert Shield at Sea: What the Navy Really Did and Desert Storm at Sea: What the Navy Really Did. Both Westport, CT: Greenwood Press, 1999. Pp.xxiii + 265,9 illus., biblio., index. £44.95. ISBN 0–313–31023–8. Pp.xxiv + 329,12 illus., biblio., index. NP. ISBN 0–313–31024–6.

David Kaularich and Ronald C. Kramer, Crimes of the American Nuclear State: At Home and Abroad. Boston: Northeastern University Press, 1999. Pp.xviii + 195, biblio., index. £42.75. ISBN 1–55553–371‐X.

Stanley Hoffmann, World Disorders: Troubled Peace in the Post‐Cold War Era. Lanham, MD: Rowman &; Littlefield, 1998. Pp.viii+279, notes, index. $29.95. ISBN 0–8476–8574–8.

Lawrence Freedman (ed.), Strategic Coercion: Concepts and Cases. Oxford: Oxford‐University Press, 1998. Pp.400, index. £48. ISBN 0–19–829–349–6.

Stephen J. Cimbala, Coercive Military Strategy. College Station, TX: Texas A&;M University Press, 1998. Pp.229, biblio, index; $39.95. ISBN 0–89096–836–5     

FE modeling of concrete beams and columns reinforced with FRP composites

Compression and flexure members such as columns and beams are critical in a structure as its failure could lead to the collapse of the structure. In the present work, numerical analysis of square and circle short columns, and reinforced concrete (RC) beams reinforced withfiber reinforced polymer composites are carried out. This work is divided into two parts. In thefirst part, numerical study of axial behavior of square and circular concrete columns reinforced with Glass Fiber Reinforced Polymer (GFRP) and Basalt Fiber Reinforced Polymer (BFRP)bars and spiral, and Carbon Fiber Reinforced Polymer (CFRP) wraps is conducted. The results of the first part showed that the axial capacity of the circular RC columns rein-forced with GFRP increases with the increase of the longitudinal reinforcement ratio. In addition, the results of the numerical analysis showed good correlation with the experimental ones. An interaction diagram for BFRP RC columns is also developed with considering various eccentricities. The results of numerical modeling of RC columns strengthened with CFRP wraps revealed that the number and the spacing between the CFRP wraps provide different levels of ductility enhancement to the column. For the cases considered in this study, column with two middle closely spaced CFRP wraps demonstrated the best performance. In the second part of this research,flexural behavior of RC beams reinforced with BFRP, GFRP and CFRP bars is investigated along with validation of the numerical model with the experimental tests. The results resembled the experimental observations that indicate significant effect of the FRP bar diameter and type ont he flexural capacity of the RC beams. It was also shown that Increasing the number of bars while keeping the same reinforcement ratio enhanced the stiffness of the RC beam.     

Commitment decisions with partial information updating

In this paper, we extend the results of Ferguson M. Naval Research Logistics 8 . on an end‐product manufacturer's choice of when to commit to an order quantity from its parts supplier. During the supplier's lead‐time, information arrives about end‐product demand. This information reduces some of the forecast uncertainty. While the supplier must choose its production quantity of parts based on the original forecast, the manufacturer can wait to place its order from the supplier after observing the information update. We find that a manufacturer is sometimes better off with a contract requiring an early commitment to its order quantity, before the supplier commits resources. On the other hand, the supplier sometimes prefers a delayed commitment. The preferences depend upon the amount of demand uncertainty resolved by the information as well as which member of the supply chain sets the exchange price. We also show conditions where demand information updating is detrimental to both the manufacturer and the supplier. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

Planning accelerated life tests for censored two‐parameter exponential distributions

We consider optimal test plans involving life distributions with failure‐free life, i.e., where there is an unknown threshold parameter below which no failure will occur. These distributions do not satisfy the regularity conditions and thus the usual approach of using the Fisher information matrix to obtain an optimal accelerated life testing (ALT) plan cannot be applied. In this paper, we assume that lifetime follows a two‐parameter exponential distribution and the stress‐life relationship is given by the inverse power law model. Near‐optimal test plans for constant‐stress ALT under both failure‐censoring and time‐censoring are obtained. We first obtain unbiased estimates for the parameters and give the approximate variance of these estimates for both failure‐censored and time‐censored data. Using these results, the variance for the approximate unbiased estimate of a percentile at a design stress is computed and then minimized to produce the near‐optimal plan. Finally, a numerical example is presented together with simulation results to study the accuracy of the approximate variance given by the proposed plan and show that it outperforms the equal‐allocation plan. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 169–186, 1999     

Efficient multinomial selection in simulation

Consider a simulation experiment consisting of v independent vector replications across k systems, where in any given replication one system is selected as the best performer (i.e., it wins). Each system has an unknown constant probability of winning in any replication and the numbers of wins for the individual systems follow a multinomial distribution. The classical multinomial selection procedure of Bechhofer, Elmaghraby, and Morse (Procedure BEM) prescribes a minimum number of replications, denoted as v*, so that the probability of correctly selecting the true best system (PCS) meets or exceeds a prespecified probability. Assuming that larger is better, Procedure BEM selects as best the system having the largest value of the performance measure in more replications than any other system. We use these same v* replications across k systems to form (v*)^k pseudoreplications that contain one observation from each system, and develop Procedure AVC (All Vector Comparisons) to achieve a higher PCS than with Procedure BEM. For specific small-sample cases and via a large-sample approximation we show that the PCS with Procedure AVC exceeds the PCS with Procedure BEM. We also show that with Procedure AVC we achieve a given PCS with a smaller v than the v* required with Procedure BEM. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 459–482, 1998     

Estimating reliability of components with increasing failure rate using series system data

The maximum likelihood estimator (MLE) for a distribution function with increasing failure rate is derived, based on a collection of series system data. Applications can arise in industries where operating environments make available only such system-level data, due to system configuration or type-II censoring. The estimator can be solved using isotonic regression. For the special case in which systems contain one component, the estimator is equivalent to the restricted maximum likelihood estimator of Marshall and Proschan [9]. The MLE is illustrated using emergency diesel generator failure data from the nuclear industry. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 115–123, 1998