Constant risk aversion in stochastic contests with exponential completion times

This article analyzes a class of stochastic contests among multiple players under risk‐averse exponential utility. In these contests, players compete over the completion of a task by simultaneously deciding on their investment, which determines how fast they complete the task. The completion time of the task for each player is assumed to be an exponentially distributed random variable with rate linear in the player's investment and the completion times of different players are assumed to be stochastically independent. The player that completes the task first earns a prize whereas the remaining players earn nothing. The article establishes a one‐to‐one correspondence between the Nash equilibrium of this contest with respect to risk‐averse exponential utilities and the nonnegative solution of a nonlinear equation. Using the properties of the latter, it proves the existence and the uniqueness of the Nash equilibrium, and provides an efficient method to compute it. It exploits the resulting representation of the equilibrium investments to determine the effects of risk aversion and the differences between the outcome of the Nash equilibrium and that of a centralized version.© 2016 Wiley Periodicals, Inc. Naval Research Logistics 66:4–14, 2019     

How long until midnight? Intelligence-policy relations and the United States response to the Israeli nuclear program, 1959–1985

Why did the United States fail to stop Israeli acquisition of nuclear weapons? Existing research argues that patrons such as the U.S. should have an easy time halting proliferation by militarily and economically vulnerable clients. Nevertheless, Israel acquired nuclear weapons with relatively little American opposition. Utilizing extensive primary source research, we argue that problematic intelligence-policy relations hindered U.S. efforts to arrest Israeli proliferation as (1) policymakers often gave mixed guidance to the intelligence community, resulting in (2) limited information on Israeli efforts that reinforced policy ambiguity. The results carry implications for understanding the dynamics of nuclear proliferation and intelligence-policy relations.     

Pairwise model discrimination with applications in lifetime distributions and degradation processes

Reliability data obtained from life tests and degradation tests have been extensively used for purposes such as estimating product reliability and predicting warranty costs. When there is more than one candidate model, an important task is to discriminate between the models. In the literature, the model discrimination was often treated as a hypothesis test and a pairwise model discrimination procedure was carried out. Because the null distribution of the test statistic is unavailable in most cases, the large sample approximation and the bootstrap were frequently used to find the acceptance region of the test. Although these two methods are asymptotically accurate, their performance in terms of size and power is not satisfactory in small sample size. To enhance the small‐sample performance, we propose a new method to approximate the null distribution, which builds on the idea of generalized pivots. Conventionally, the generalized pivots were often used for interval estimation of a certain parameter or function of parameters in presence of nuisance parameters. In this study, we further extend the idea of generalized pivots to find the acceptance region of the model discrimination test. Through extensive simulations, we show that the proposed method performs better than the existing methods in discriminating between two lifetime distributions or two degradation models over a wide range of sample sizes. Two real examples are used to illustrate the proposed methods.     

Fully sequential procedures for comparing constrained systems via simulation

We consider the problem of finding the system with the best primary performance measure among a finite number of simulated systems in the presence of a stochastic constraint on a single real‐valued secondary performance measure. Solving this problem requires the identification and removal from consideration of infeasible systems (Phase I) and of systems whose primary performance measure is dominated by that of other feasible systems (Phase II). We use indifference zones in both phases and consider two approaches, namely, carrying out Phases I and II sequentially and carrying out Phases I and II simultaneously, and we provide specific example procedures of each type. We present theoretical results guaranteeing that our approaches (general and specific, sequential and simultaneous) yield the best system with at least a prespecified probability, and we provide a portion of an extensive numerical study aimed at evaluating and comparing the performance of our approaches. The experimental results show that both new procedures are useful for constrained ranking and selection, with neither procedure showing uniform superiority over the other.© 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Local perceptions of the EU’s role in peacebuilding: The case of security sector reform in Palestine

ABSTRACT

Perception research can make a valuable contribution to the study of the local dimension in EU peacebuilding. The conceptual framework developed in this article distinguishes between perceptions of the “legitimacy,” “effectiveness,” and “credibility” of EU peacebuilding practices, which are crucial factors for successful peacebuilding. Relying on the case of the EU’s support for security sector reform (SSR) in Palestine, this article shows that local stakeholders—which participate in various EU-sponsored training and capacity-building programs—display considerable support for liberal peacebuilding norms. Yet, perceived discrepancies between the EU’s peacebuilding rhetoric and its SSR activities have severely undermined the potential of the EU’s liberal peacebuilding model in the eyes of Palestinian stakeholders. Critical local perceptions are frequently articulated with reference to the EU’s own liberal peacebuilding discourse, pointing to a lack of inclusiveness of the SSR process and deficits in terms of democratic governance and the rule of law.     

Designing a screening experiment for highly reliable products

Within a reasonable life‐testing time, how to improve the reliability of highly reliable products is one of the great challenges to today's manufacturers. By using a resolution III experiment together with degradation test, Tseng, Hamada, and Chiao (1995) presented an interesting case study of improving the reliability of fluorescent lamps. However, in conducting such an experiment, they did not address the problem of how to choose the optimal settings of variables, such as sample size, inspection frequency, and termination time for each run, which are influential to the correct identification of significant factors and the experimental cost. Assuming that the product's degradation paths satisfy Wiener processes, this paper proposes a systematic approach to the aforementioned problem. First, an intuitively appealing identification rule is proposed. Next, under the constraints of a minimum probability of correct decision and a maximum probability of incorrect decision of the proposed identification rule, the optimum test plan (including the determinations of inspection frequency, sample size, and termination time for each run) can be obtained by minimizing the total experimental cost. An example is provided to illustrate the proposed method. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 514–526, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10024     

Minimizing weighted earliness and tardiness penalties in single‐machine scheduling with idle time permitted

In this paper, a single‐machine scheduling problem with weighted earliness and tardiness penalties is considered. Idle time between two adjacent jobs is permitted and due dates of jobs could be unequal. The dominance rules are utilized to develop a relationship matrix, which allows a branch‐and‐bound algorithm to eliminate a high percentage of infeasible solutions. After combining this matrix with a branching strategy, a procedure to solve the problem is proposed. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 760–780, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10039     

Scheduling of depalletizing and truck loading operations in a food distribution system

This paper studies a scheduling problem arising in a beef distribution system where pallets of various types of beef products in the warehouse are first depalletized and then individual cases are loaded via conveyors to the trucks which deliver beef products to various customers. Given each customer's demand for each type of beef, the problem is to find a depalletizing and truck loading schedule that fills all the demands at a minimum total cost. We first show that the general problem where there are multiple trucks and each truck covers multiple customers is strongly NP‐hard. Then we propose polynomial‐time algorithms for the case where there are multiple trucks, each covering only one customer, and the case where there is only one truck covering multiple customers. We also develop an optimal dynamic programming algorithm and a heuristic for solving the general problem. By comparing to the optimal solutions generated by the dynamic programming algorithm, the heuristic is shown to be capable of generating near optimal solutions quickly. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

Threshold optimization for weighted voting classifiers

Weighted voting classifiers considered in this paper consist of N units each providing individual classification decisions. The entire system output is based on tallying the weighted votes for each decision and choosing the one which has total support weight exceeding a certain threshold. Each individual unit may abstain from voting. The entire system may also abstain from voting if no decision support weight exceeds the threshold. Existing methods of evaluating the reliability of weighted voting systems can be applied to limited special cases of these systems and impose some restrictions on their parameters. In this paper a universal generating function method is suggested which allows the reliability of weighted voting classifiers to be exactly evaluated without imposing constraints on unit weights. Based on this method, the classifier reliability is determined as a function of a threshold factor, and a procedure is suggested for finding the threshold which minimizes the cost of damage caused by classifier failures (misclassification and abstention may have different price.) Dynamic and static threshold voting rules are considered and compared. A method of analyzing the influence of units' availability on the entire classifier reliability is suggested, and illustrative examples are presented. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 322–344, 2003.     

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.