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.     

Average-case analysis of the bin-packing problem with general cost structures

We consider a version of the famous bin-packing problem where the cost of a bin is a concave function of the number of items in the bin. We analyze the problem from an average-case point of view and develop techniques to determine the asymptotic optimal solution value for a variety of functions. We also describe heuristic techniques that are asymptotically optimal. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 673–686, 1997     

Branch and bound methods for a search problem

The problem of searching for randomly moving targets such as children and submarines is known to be fundamentally difficult, but finding efficient methods for generating optimal or near optimal solutions is nonetheless an important practical problem. This paper investigates the efficiency of Branch and Bound methods, with emphasis on the tradeoff between the accuracy of the bound employed and the time required to compute it. A variety of bounds are investigated, some of which are new. In most cases the best bounds turn out to be imprecise, but very easy to compute. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 243–257, 1998     

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     

Heuristics for multicomponent joint replacement: Applications to aircraft engine maintenance

This paper considers the maintenance of aircraft engine components where economies exist for joint replacement because (a) the aircraft must be pulled from service for maintenance and (b) repair of some components requires removal and disassembly of the engine. It is well known that the joint replacement problem is difficult to solve exactly, because the optimal solution does not have a simple structured form. Therefore, we formulate three easy-to-implement heuristics and test their performance against a lower bound for various numerical examples. One of our heuristics, the base interval approach, in which replacement cycles for all components are restricted to be multiples of a specified interval, is shown to be robustly accurate. Moreover, this heuristic is consistent with maintenance policies used by commercial airlines in which periodic maintenance checks are made at regular intervals. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 435–458, 1998     

Some properties and computational results for a general repair process

We consider a general repair process where the virtual age V_i after the ith repair is given by V_i = ϕ(V_i−1 + X_i), ϕ(·) is a specified repair functional, and X_i is the time between the (i − 1)th and ith repair. Some monotonicity and dominance properties are derived, and an equilibrium process is considered. A computational method for evaluating the expected number/density of repairs is described together with an approximation method for obtaining some parameters of the equilibrium process. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 391–405, 1998     

Volume discount decisions: Wealth maximization or EOQ approach?

A recent paper finds that when volume discounts are available, in some cases, reliance on the Economic Order Quantity (EOQ) model can induce purchasers to make wealth reducing decisions, and the Present Value (PV) approach should be preferred. While this finding is theoretically correct, the magnitudes of wealth reductions suggested by the paper's numerical examples seem to be questionable. Furthermore, the paper also finds that, in some other cases, a purchaser using the EOQ approach realizes a net increase in current wealth compared to a purchaser using the PV approach. Logic suggests that such a finding cannot be correct, since by its very definition, it is the PV approach that seeks to maximize the current wealth. We offer an alternative frame of comparison and a modified model to show that, under the paper's assumptions, the EOQ approach can never realize a net increase in current wealth compared to the current wealth generated by the PV approach. On the other hand, we also show that when typical values of the relevant parameters prevail, the additional costs imposed by the EOQ approach are not significant. Finally, we suggest that insofar as the PV approach requires greater administrative costs to implement, it may even be counterproductive to the goal of wealth maximization. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 377–389, 1998     

Attrition models of the Ardennes campaign

This paper revisits the modeling by Bracken [3] of the Ardennes campaign of World War II using the Lanchester equations. It revises and extends that analysis in a number of ways: (1) It more accurately fits the model parameters using linear regression; (2) it considers the data from the entire campaign; and (3) it adds in air sortie data. In contrast to previous results, it concludes by showing that neither the Lanchester linear or Lanchester square laws fit the data. A new form of the Lanchester equations emerges with a physical interpretation. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 1–22, 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     

Northwest corner and banded matrix approximations to a Markov chain

In this paper, we consider approximations to discrete time Markov chains with countably infinite state spaces. We provide a simple, direct proof for the convergence of certain probabilistic quantities when one uses a northwest corner or a banded matrix approximation to the original probability transition matrix. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 187–197, 1999