Estimating the probability that a simulated system will be the best

Consider a stochastic simulation experiment consisting of v independent vector replications consisting of an observation from each of k independent systems. Typical system comparisons are based on mean (long‐run) performance. However, the probability that a system will actually be the best is sometimes more relevant, and can provide a very different perspective than the systems' means. Empirically, we select one system as the best performer (i.e., it wins) on each replication. Each system has an unknown constant probability of winning on any replication and the numbers of wins for the individual systems follow a multinomial distribution. Procedures exist for selecting the system with the largest probability of being the best. This paper addresses the companion problem of estimating the probability that each system will be the best. The maximum likelihood estimators (MLEs) of the multinomial cell probabilities for a set of v vector replications across k systems are well known. We use these same v vector replications to form v^k unique vectors (termed pseudo‐replications) that contain one observation from each system and develop estimators based on AVC (All Vector Comparisons). In other words, we compare every observation from each system with every combination of observations from the remaining systems and note the best performer in each pseudo‐replication. AVC provides lower variance estimators of the probability that each system will be the best than the MLEs. We also derive confidence intervals for the AVC point estimators, present a portion of an extensive empirical evaluation and provide a realistic example. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 341–358, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10019     

Controlling rates in a double queue

A double-ended queue with a Poisson arrival pattern is examined in a situation where the rates depend (in a restricted sense) on both the time and the state of the system. Under some circumstances, the rates can be controlled. This article studies the distribution of the difference in queue sizes for each member of a large class of control strategies and introduces the problem of determining the optimal times at which the control should be in effect in order to maximize certain objective functions.     

An error components model of cost overruns and schedule slip on army R&D programs

What has been causing cost overruns and schedule slippages in Army major weapon-system R&D programs during the past ten years? This article addresses this question with emphasis on the effectiveness of an Army acquisition strategy entitled Total Risk Assessing Cost Estimating (TRACE). An empirical study employed a questionnaire and interviews with key personnel from all of the major Army Program Management Offices involved with R&D. The major research question was the following: What explanatory variables have been affecting R&D cost overruns and development time? This includes an evaluation of TRACE as a potential explanatory variable. Data was collected and analyzed using an error components multiple regression model. The major explanatory variables that appeared to explain cost overruns were technological risk of the program, education and experience of key program management office personnel, and the degree of “buy in” by the prime contractor. Strong statistical results indicate that TRACE is having little or no effect on cost overruns. In the case of development time, the major explanatory variables were seen to be technological risk of the program, testing, TRACE, education, and length of the R&D contract.     

Replacing nonidentical vital components to extend system life

We consider a system that depends on a single vital component. If this component fails, the system life will terminate. If the component is replaced before its failure then the system life may be extended; however, there are only a finite number of spare components. In addition, the lifetimes of these spare components are not necessarily identically distributed. We propose a model for scheduling component replacements so as to maximize the expected system survival. We find the counterintuitive result that when comparing components' general lifetime distributions based on stochastic orderings, not even the strongest ordering provides an a priori guarantee of the optimal sequencing of components. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Security,structural factors and sovereignty: Analysing reactions to Kenya’s decision to close the Dadaab refugee camp complex

Kenya’s decision to close the Dadaab refugee camp complex highlights structural flaws in the international refugee regime. While much attention has been paid to Kenya’s reasoning, less has been given to the reactions of organisations and states. Given the state’s primacy in the international system and uncertainty about refugees, Kenya’s decision is perhaps unsurprising. It is contended that the stakeholders were unprepared because of path dependence and disbelief that Kenya would repatriate the refugees. While stakeholder reactions arguably demonstrate concern for refugees, the international refugee regime remains unquestioned, sustaining revenue streams that may fuel corruption, encourage lengthy encampment and prolong conflict.     

Optimizing submarine berthing with a persistence incentive

Submarine berthing plans reserve mooring locations for inbound U.S. Navy nuclear submarines prior to their port entrance. Once in port, submarines may be shifted to different berthing locations to allow them to better receive services they require or to make way for other shifted vessels. However, submarine berth shifting is expensive, labor intensive, and potentially hazardous. This article presents an optimization model for submarine berth planning and demonstrates it with Naval Submarine Base, San Diego. After a berthing plan has been approved and published, changed requests for services, delays, and early arrival of inbound submarines are routine events, requiring frequent revisions. To encourage trust in the planning process, the effect on the solution of revisions in the input is kept small by incorporating a persistence incentive in the optimization model. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 301–318, 1997.     

Compromise allocation in multivariate stratified sampling: An integer solution

The problem of determining the sample sizes in various strata when several characteristics are under study is formulated as a nonlinear multistage decision problem. Dynamic programming is used to obtain an integer solution to the problem. © 1997 John Wiley & Sons, Inc.     

Epidemics,national security,and US immigration policy

What are relationships between epidemics, national security, and US immigration policy? This question is important because it sheds light on transnational or nontraditional security areas, American immigration policy, and a pressing issue for US leaders who have recently faced epidemics such as the West Africa Ebola outbreak that began in 2013. This article answers it and lays ground in the area by reviewing epidemics in world history, using International Relations and Security Studies works to specify dangers of contagions for states, and identifying three general immigration measures that American leaders have utilized from the seventeenth century to the present day to protect against contagions, which are (1) policies restricting entrance of foreigners thought to carry specified diseases, (2) the isolation or quarantining of immigrants with contagious disease, and (3) delegating the President with authority to stop immigration in the event of an epidemic abroad. This study has implications for research and contemporary US immigration policy.     

Nuclear deterrence and cyber warfare: coexistence or competition?

Nuclear deterrence and cyber war seem almost antithetical in their respective intellectual pedigrees. Nuclear weapons are unique in their ability to create mass destruction in a short time. Information or “cyber” weapons, at least for the most part, aim at sowing confusion or mass disruption instead of widespread physical destruction. Nevertheless, there are some intersections between cyber and nuclear matters, and these have the potential to become troublesome for the future of nuclear deterrence. For example, cyber attacks might complicate the management of a nuclear crisis. As well, information attacks on command-control and communications systems might lead to a mistaken nuclear launch based on false warnings, to erroneous interpretations of data or to panic on account of feared information blackout. It is not inconceivable that future nuclear strike planning will include a preliminary wave of cyber strikes or at least a more protracted “preparation of the battlefield” by roaming through enemy networks to plant malware or map vulnerabilities.