Simulating nonhomogeneous poisson processes with proportional intensities

The purpose of this research is to investigate simulation algorithms for nonhomogeneous Poisson processes with proportional intensities. Two algorithmic approaches are studied: inversion and thinning. Motivated by industrial practices, the covariate vector involved in the simulation is permitted to change after every event (or observation). The algorithms are extended to permit the simulation of general nonhomogeneous Poisson processes with possible discontinuities both in baseline intensity and covariate vector. This latter extension can be used to facilitate a wide range of failure situations that can arise with repairable systems. © 1994 John Wiley & Sons, Inc.     

Server scheduling on parallel dedicated machines with fixed job sequences

We consider server scheduling on parallel dedicated machines to minimize the makespan. Each job has a loading operation and a processing operation. The loading operation requires a server that serves all the jobs. Each machine has a given set of jobs to process, and the processing sequence is known and fixed. We design a polynomial‐time algorithm to solve the two‐machine case of the problem. When the number of machines is arbitrary, the problem becomes strongly NP‐hard even if all the jobs have the same processing length or all the loading operations require a unit time. We design two heuristic algorithms to treat the case where all the loading times are unit and analyze their performance.     

A conceptual framework for the analysis of civil-military relations and intelligence

ABSTRACT

The article argues that current conceptual approaches in civil-military relations are deeply flawed resulting in its irrelevance in analyzing major issues including war and the collapse of democracy. After highlighting major flaws in the work of the late Samuel Huntington and those who follow his approach, the article argues that other conceptual approaches, including Security Sector Reform, are also flawed, or in the case of the “military effectiveness” literature, largely irrelevant. In explaining the main causes of the flawed conceptual literature, the article highlights the absence of good data and challenges in methodology. While arguing that military forces are very unlikely to engage in armed combat, it highlights the roles and missions which in the world today are implanted by these forces. As it is virtually impossible to prove effectiveness of the armed forces in these roles and missions, the article proposes a conceptual approach based on requirements.     

Vicarious warfare: The counterproductive consequences of modern American military practice

This article examines contemporary modes of American warfare. It posits the concept of “vicarious warfare” as a means of capturing prominent patterns in warfighting approaches. Although rooted in long-standing traditions of military practice, vicarious warfare is sufficiently novel as to be identifiable as a distinct phenomenon. The precise manifestation or combination of vicarious methods vary according to the specific circumstances and political contexts prevailing in different theaters. However, America’s general preference is to fight its wars by delegating tasks to proxies and limiting exposure of its own military to danger. Where U.S. forces are employed directly, this takes place largely in the shadows. Such approaches have clear attractions, offer undoubted tactical advantages, and permit successive administrations to maintain a persistent tempo of operations that evades rigorous democratic scrutiny. Yet, prominent cases and numerous studies suggest that vicarious warfare has a high potential to generate counterproductive effects and significant strategic harm.     

Analysis of a finite‐buffer bulk‐service queue with discrete‐Markovian arrival process: D‐MAP/Ga,b/1/N

Discrete‐time queues with D‐MAP arrival process are more useful in modeling and performance analysis of telecommunication networks based on the ATM environment. This paper analyzes a finite‐buffer discrete‐time queue with general bulk‐service rule, wherein the arrival process is D‐MAP and service times are arbitrarily and independently distributed. The distributions of buffer contents at various epochs (departure, random, and prearrival) have been obtained using imbedded Markov chain and supplementary variable methods. Finally, some performance measures such as loss probability and average delay are discussed. Numerical results are also presented in some cases. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 345–363, 2003.     

Scheduling jobs with piecewise linear decreasing processing times

We study the problems of scheduling a set of nonpreemptive jobs on a single or multiple machines without idle times where the processing time of a job is a piecewise linear nonincreasing function of its start time. The objectives are the minimization of makespan and minimization of total job completion time. The single machine problems are proved to be NP‐hard, and some properties of their optimal solutions are established. A pseudopolynomial time algorithm is constructed for makespan minimization. Several heuristics are derived for both total completion time and makespan minimization. Computational experiments are conducted to evaluate their efficiency. NP‐hardness proofs and polynomial time algorithms are presented for some special cases of the parallel machine problems. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 531–554, 2003     

A bidirectional heuristic for maximizing the net present value of large‐scale projects subject to limited resources

We consider the scheduling of large‐scale projects to maximize the project net present value given temporal and resource constraints. The net present value objective emphasizes the financial aspects of project management. Temporal constraints between the start times of activities make it possible to handle practical problem assumptions. Scarce resources are an expression of rising cost. Since optimization techniques are not expedient to solve such problems and most heuristic methods known from literature cannot deal with general temporal constraints, we propose a new bidirectional priority‐rule based method. Scheduling activities with positive cash flows as early and activities with negative cash flows as late as possible results in a method which is completed by unscheduling techniques to cope with scarce resources. In a computational experiment, we compare the well‐known serial generation scheme where all activities are scheduled as early as possible with the proposed bidirectional approach. On the basis of a comprehensive data set known from literature containing instances with up to 1002 activities, the efficiency of the new approach is demonstrated. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

A graphical aid for sensitivity analysis of estimated regression coefficients

A problem often arising in applied linear regression modeling is determining the appropriate weight to attach to each observation. In the extreme, the problem extends to the deletion of observations from a data base. Since the choice of weights, fitting criteria, and estimation procedure depend on the specific objectives of the modeling, universally applicable guidelines are virtually nonexistent. However, the sensitivity of analytic conclusions to weights assigned to “suspect” observations can be conveniently assessed using a graphical display. This report develops such a display based on a modeling of outliers which leads naturally to estimators based on a weighted least-squares criterion, and a data-analytic method for determining how much downweighting to impose on a specific subset of observations. This technique is illustrated with several examples, including one relating air pollution to human mortality.     

Two heuristics for the economic lot scheduling problem: An experimental study

In this article we present and test two heuristics for the economic lot scheduling problem. The first heuristic was developed by one of us (P.C. Geng) during Ph.D. research, while the other is a convergent implementation of an algorithm due to Doll and Whybark. We study the performance of these heuristics on a large set of test problems constructed using a new form of problem generation that yields random problems within an experimental design.     

What you should know about simulation and derivatives

Derivatives (or gradients) are important for both sensitivity analysis and optimization, and in simulation models, these can often be estimated efficiently using various methods other than brute‐force finite differences. This article briefly summarizes the main approaches and discusses areas in which the approaches can most fruitfully be applied: queueing, inventory, and finance. In finance, the focus is on derivatives of another sort. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008