Forecast horizons for the discounted dynamic lot-size problem allowing speculative motive

This article considers the dynamic lot-size problem under discounting, allowing speculative motive for holding inventory. A variable rolling-horizon procedure is presented, which, under certain regularity conditions, is guaranteed to generate an infinite-horizon optimal-production plan. We also discuss a fixed rolling-horizon procedure which provides a production plan that achieves an infinite-horizon cost within a user-specified tolerance ϵ of optimality. The fixed-horizon length T* needed in this procedure is given in terms of a closed-form formula that is independent of specific forecasted demands. We also present computational results for problems with a range of cost parameters and demand characteristics.     

The validity of assumptions underlying current uses of Lanchester attrition rates

This study examines critically the various assumptions, results, and concepts that exist to date in the literature and scientific community concerning the relationships among the Lanchester, stochastic Lanchester, and the general renewal models of combat. Many of the prevailing understandings are shown to be erroneous.     

Geopolitics over Proliferation: the Origins of US Grand Strategy and Their Implications for the Spread of Nuclear Weapons in South Asia

How much does the United States care about nonproliferation? Recent scholarship suggests that the fear of spreading nuclear weapons was central to the US grand strategy in the Cold War. In one important case, however, this argument does not hold. This article draws on theoretical debates and newly declassified archives to demonstrate the primacy of geopolitics over nonproliferation in Washington’s policy toward India and Pakistan. Despite their rhetoric, Democratic and Republican leaders consistently relegated nonproliferation to the backburner whenever it conflicted with other strategic goals. Moreover, they inadvertently encouraged proliferation in South Asia at three inter-connected levels: technology, security, and identity.     

Optimal sequential replenishment of ships during combat

A carrier battle group is operating in an area where it is subject to attack by enemy aircraft. It is anticipated that air raids will occur in large waves. The uncertain time between raids is available for the replenishment of supplies. We consider the problem of how best to schedule ammunition replenishment during this period. The theory of Gittins indices provides the technical background to the development of a range of models which yield a hierarchy of index-based heuristics for replenishment. One such heuristic is assessed computationally in a more realistic scenario than is explicitly allowed for by the models.     

Bounds for circular error probabilities

Bounds for P(X + X ⩽ k²σ) are given where X₁ and X₂ are independent normal variables having zero means and variances σ, σ, respectively. This is generalized when X₁ and X₂ are dependent variables with known covariance matrix.     

加强软件密集型装备综合保障能力的思考

随着软件密集型装备的大量使用,软件密集型装备的地位越来越突出。本文阐述了加强软件密集型装备综合保障能力建设的重要性,对国内外软件密集型装备综合保障的研究情况进行了比较分析,并提出推进我军软件密集型装备综合保障能力建设应该把握的问题。     

Dynamic evacuation routes for personnel on a naval ship

We propose a dynamic escape route system for emergency evacuation of a naval ship. The system employs signals that adapt to the causative contingency and the crew's physical distribution about the ship. A mixed‐integer nonlinear programming model, with underlying network structure, optimizes the evacuation process. The network's nodes represent compartments, closures (e.g., doors and hatches) and intersections, while arcs represent various types of passageways. The objective function integrates two potentially conflicting factors: average evacuation time and the watertight and airtight integrity of the ship after evacuation. A heuristic solves the model approximately using a sequence of mixed‐integer linear approximating problems. Using data for a Spanish frigate, with standard static routes specified by the ship's designers, computational tests show that the dynamic system can reduce average evacuation times, nearly 23%, and can improve a combined measure of ship integrity by up to 50%. In addition, plausible design changes to the frigate yield further, substantial improvements. Published 2008 Wiley Periodicals, Inc. Naval Research Logistics 2008     

Application of perturbation analysis to a class of periodic review (s,S) inventory systems

In this article we apply perturbation analysis (PA), combined with conditional Monte Carlo, to obtain derivative estimators of the expected cost per period with respect to s and S, for a class of periodic review (s, S) inventory systems with full backlogging, linear holding and shortage costs, and where the arrivals of demands follow a renewal process. We first develop the general form of four different estimators of the gradient for the finite-horizon case, and prove that they are unbiased. We next consider the problem of implementing our estimators, and develop efficient methodologies for the infinite-horizon case. For the case of exponentially distributed demand interarrival times, we implement our estimators using a single sample path. Generally distributed interarrival times are modeled as phase-type distributions, and the implementation of this more general case requires a number of additional off-line simulations. The resulting estimators are still efficient and practical, provided that the number of phases is not too large. We conclude by reporting the results of simulation experiments. The results provide further validity of our methodology and also indicate that our estimators have very low variance. © 1994 John Wiley & Sons, Inc.     

Nonpreemptive scheduling of independent tasks with prespecified processor allocations

In this article we study the problem of scheduling independent tasks, each of which requires the simultaneous availability of a set of prespecified processors, with the objective of minimizing the maximum completion time. We propose a graph-theoretical approach and identify a class of polynomial instances, corresponding to comparability graphs. We show that the scheduling problem is polynomially equivalent to the problem of extending a graph to a comparability graph whose maximum weighted clique has minimum weight. Using this formulation we show that in some cases it is possible to decompose the problem according to the canonical decomposition of the graph. Finally, a general solution procedure is given that includes a branch-and-bound algorithm for the solution of subproblems which can be neither decomposed nor solved in polynomial time. Some examples and computational results are presented. © 1994 John Wiley & Sons, Inc.     

A generalized model for the economic design of x̄control charts for production systems with increasing failure rate and early replacement

This article generalizes the model for the economic design of x̄-control charts of Duncan [4], starting from the more recent papers of Lorenzen and Vance [8] and Banerjee and Rahim [3]. The classical model of Duncan [4] and its several extensions including the unified model of Lorenzen and Vance [8] assumed exponentially distributed in-control periods and provided uniform sampling schemes. Banerjee and Rahim [3], however, assumed a Weibull-distributed in-control period having an increasing failure rate and used variable sampling intervals. The present article is an extension of the work of Banerjee and Rahim [3], where a general distribution of in-control periods having an increasing failure rate is assumed and the possibility of age-dependent repair before failure is considered. Several different truncated and nontruncated probability models are chosen. It is proposed that economic benefits can be achieved by adopting a nonuniform inspection scheme and by truncating a production cycle when it attains a certain age. Numerical examples are presented to support this proposition. Finally, the effect of model specification in the choice of failure mechanism is investigated. © 1993 John Wiley & Sons, Inc.