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     

Optimizing fishbone aisles for dual‐command operations in a warehouse

Unit‐load warehouses store and retrieve unit‐loads, typically pallets. When storage and retrieval operations are not coordinated, travel is from a pickup and deposit (P&D) point to a pallet location and back again. In some facilities, workers interleave storage and retrieval operations to form a dual‐command cycle. Two new aisle designs proposed by Gue and Meller (“Improving the unit‐load warehouse.” In Progress in Material Handling Research: 2006. Material Handling Industry of America, Charlotte, NC, 2006) use diagonal aisles to reduce the travel distance to a single pallet location by approximately 10 and 20[percnt] for the two designs, respectively. We develop analytical expressions for travel between pallet locations for one of these—the fishbone design. We then compare fishbone warehouses that have been optimized for dual‐command to traditional warehouses that have been optimized in the same manner, and show that an optimal fishbone design reduces dual‐command travel by 10–15%. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 54: 389–403, 2009     

Tests for transient means in simulated time series

We present a family of tests to detect the presence of a transient mean in a simulation process. These tests compare variance estimators from different parts of a simulation run, and are based on the methods of batch means and standardized time series. Our tests can be viewed as natural generalizations of some previously published work. We also include a power analysis of the new tests, as well as some illustrative examples. © 1994 John Wiley & Sons, Inc.     

An algorithm for the discrete bilevel programming problem

The bilevel programming problem (BLPP) is an example of a two-stage, noncooperative game in which the first player can influence but not control the actions of the second. This article addresses the linear formulation and presents a new algorithm for solving the zero-one case. We begin by converting the leader's objective function into a parameterized constraint, and then attempt to solve the resultant problem. This produces a candidate solution that is used to find a point in the BLPP feasible reagion. Incremental improvements are sought, which ultimately lead to a global optimum. An example is presented to highlight the computations and to demonstrate some basic characteristics of the solution. Computational experience indicates that the algorithm is capable of solving problems with up to 50 variables in a reasonable amount of time.     

Global strategic studies: a manifesto

This contribution reflects on the state of strategic studies today and the criticism it has received in recent years, as being outdated and irrelevant. The authors formulate some premises for reinvigorating this field of inquiry by widening its scope and research agenda to do more justice to the wide variety of actors, perspectives and practices observable in the enterprise of strategy in our contemporary globalised world.     

Optimal defence structure for a small country

Small countries may not be able to afford all force elements (army, navy, air-force) operated by larger countries and certainly cannot afford all sub-elements (aircraft carriers, submarines, etc). This paper provides a framework for a small country to analyse its force structure, examining the influence of objectives, international co-operation, funding and technological constraints, and uncertainty. We analyse when a small country may choose to retain a balanced structure (with each force element) and when it may choose to drop one or more elements. The issues are illustrated with the decision by the New Zealand government over whether to retain a strike aircraft capacity.     

The impact of defense and non‐defense public spending on growth in Asia and Latin America∗

For a three‐sector Feder‐Ram framework, we present time‐series, cross‐sectional estimates for two cohorts, consisting of Asian and Latin American countries. The estimates indicate that private investment, and defense and non‐defense public spending are growth promoting for alternative error components representations. For the best error components representation, greater growth enhancement is associated with the two forms of public spending in Asia than in Latin America, while the opposite comparison characterizes private investment. Although defense is growth promoting, an opportunity cost exists insofar as non‐defense spending, financed by defense spending, appears to give a small net boost to growth in Latin America.