Technical note: A computationally efficient algorithm for undiscounted Markov decision processes with restricted observations

We present a computationally efficient procedure to determine control policies for an infinite horizon Markov Decision process with restricted observations. The optimal policy for the system with restricted observations is a function of the observation process and not the unobservable states of the system. Thus, the policy is stationary with respect to the partitioned state space. The algorithm we propose addresses the undiscounted average cost case. The algorithm combines a local search with a modified version of Howard's (Dynamic programming and Markov processes, MIT Press, Cambridge, MA, 1960) policy iteration method. We demonstrate empirically that the algorithm finds the optimal deterministic policy for over 96% of the problem instances generated. For large scale problem instances, we demonstrate that the average cost associated with the local optimal policy is lower than the average cost associated with an integer rounded policy produced by the algorithm of Serin and Kulkarni Math Methods Oper Res 61 (2005) 311–328. © 2008 Wiley Periodicals, Inc. Naval Research Logistics 2009     

Dynamic signatures and their use in comparing the reliability of new and used systems

The signature of a system with independent and identically distributed (i.i.d.) component lifetimes is a vector whose ith element is the probability that the ith component failure is fatal to the system. System signatures have been found to be quite useful tools in the study and comparison of engineered systems. In this article, the theory of system signatures is extended to versions of signatures applicable in dynamic reliability settings. It is shown that, when a working used system is inspected at time t and it is noted that precisely k failures have occurred, the vector s [0,1]^n‐k whose jth element is the probability that the (k + j)th component failure is fatal to the system, for j = 1,2,2026;,n ‐ k, is a distribution‐free measure of the design of the residual system. Next, known representation and preservation theorems for system signatures are generalized to dynamic versions. Two additional applications of dynamic signatures are studied in detail. The well‐known “new better than used” (NBU) property of aging systems is extended to a uniform (UNBU) version, which compares systems when new and when used, conditional on the known number of failures. Sufficient conditions are given for a system to have the UNBU property. The application of dynamic signatures to the engineering practice of “burn‐in” is also treated. Specifically, we consider the comparison of new systems with working used systems burned‐in to a given ordered component failure time. In a reliability economics framework, we illustrate how one might compare a new system to one successfully burned‐in to the kth component failure, and we identify circumstances in which burn‐in is inferior (or is superior) to the fielding of a new system. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

Design and control of agile automated CONWIP production lines

In this article, we study the design and control of manufacturing cells with a mix of manual and automated equipment, operating under a CONWIP pull protocol, and staffed by a single agile (cross‐trained) worker. For a three‐station line with one automated station, we fully characterize the structure of the optimal control policy for the worker and show that it is a static priority policy. Using analytical models and extensive simulation experiments, we also evaluate the effectiveness of practical heuristic control policies and provide managerial insights on automation configuration design of the line. This characterization of the worker control policy enables us to develop managerial insights into the design issues of how best to locate and concentrate automation in the line. Finally, we show that, in addition to ease of control and greater design flexibility, the CONWIP protocol also offers higher efficiency and robustness than does the push protocol. © 2008 Wiley Periodicals, Inc. Naval Research Logistics 2009     

The determination of optimal base-stock inventory policy when the costs of under- and oversupply are uncertain

This article considers the determination of the optimal base-stock inventory policy for the newsboy inventory model when there is uncertainty about either or both of its basic cost inputs: either C_u, the marginal cost of an undersupply mistake, or C_o, the marginal cost of an oversupply mistake. Such uncertainties often arise in implementing the newsboy model, especially with respect to C_u, whose value depends mostly on the often-imponderable economic consequences of a lost sale or backorder. Given this uncertainty, we use decision theory to propose and analyze two measures of policy “goodness” and two base-stock selection criteria, which in combination provide four alternative “optimal” base-stock policies. Formulas and/or conditions defining each alternative policy are provided. Our empirical study indicates that the recommended policy can be quite sensitive to the measure/criterion chosen, and that the consequences of the wrong choice can be quite considerable.     

Warranty reserving

This paper considers a problem of warranty reserving, namely, the current practice of setting aside part of a product revenue to meet future claims arising from the warranty. We define a Compound Poisson stochastic model for warranty claims and reserve and obtain, using a sample paths technique, the long-run probability distribution of a warranty reserves, managed under alternative warranties and reserve policies.     

Transient solution of a finite-capacity M/Ga,b/1 queueing system

In this article we consider a single-server, bulk-service queueing system in which the waiting room is of finite capacity. Arrival process is Poisson and all the arrivals taking place when the waiting room is full are lost. The service times are generally distributed independent random variables and the distribution is depending on the batch size being served. Using renewal theory, we derive the time-dependent solution for the system-size probabilities at arbitrary time points. Also we give expressions for the distribution of virtual waiting time in the queue at any time t.     

A theoretical justification for an increasing average failure rate strength distribution in fibrous composites

A general model for the failure of fibrous composite materials is described. It is shown to contain some of the well-known models in the literature. The composite material is viewed as a coherent system of independent identically distributed component strengths. Under the assumption that the applied load is redistributed “homotonically” to the unfailed components upon the failure of a component (an individual fiber segment) and that the distributions of component strengths are IFRA, it is shown that the system (composite) strength distribution is also IFRA. Examples are given using carbon reinforced composite data to illustrate the IFRA property.     

Level crossing analysis of priority queues and a conservation identity for vacation models

The two purposes of this article are to illustrate the power and simplicity of level crossing analysis and to present a conservation identity for M/G/1 priority queues with server vacations. To illustrate the use of level crossing analysis we apply it to preemptive (resume) priority M/G/1 queues with single- and multiple-server vacations considered by Kella and Yechiali (1986) and to non-preemptive priority M/M/c queues considered by Kella and Yechiali (1985). The conservation identity presented here states that the ratios of mean waiting times in an M/G/1 queue with and without server vacation policies are independent of the service discipline for first come first served, shortest processing time, shortest processing time within generations and non-preemptive priority service disciplines.     

Integrating the Services and Harnessing the Military Area Commands

ABSTRACT

The Chinese People’s Liberation Army (PLA) is halfway through a multi-decade modernization process. It has begun a major restructuring effort as it shifts its focus from a traditional continental defensive posture to a more maritime-oriented emphasis. In order to create more balanced joint force, it has adjusted the structure of its highest command organization, the Central Military Commission; abolished the former four General Departments and seven Military Regions; created five new joint Theater Commands and service-level commands for the Army and Rocket Force; and is reducing the size of its active duty force by 300,000 personnel. While seeking to overcome numerous internal obstacles, the PLA continues to develop and improve its capabilities to conduct integrated joint operations to deter a variety of threats to China’s sovereignty and territory and, if deterrence fails, to win informationized local war.     

The ‘first’ surge: the repulse of the Easter Invasion in South Vietnam, 1972 – implications for Iraq and Afghanistan

In a military intervention, do surges work? I compare the failed ‘surge’ in Vietnam, the repulse of the Easter Invasion in 1972, as a means of assessing the more ambiguous surges in Iraq and Afghanistan. I identify four features of a surge for this analysis: the military dimensions and strategy of the surging forces, the military capabilities of the host forces, the political vitality and will of the host country, and the political commitment in the domestic politics of the intervener. I find that the last feature is the most critical; and, in all three surges, the American political commitment was lacking.