Information security: Designing a stochastic‐network for throughput and reliability

Todas information and communication network requires a design that is secure to tampering. Traditional performance measures of reliability and throughput must be supplemented with measures of security. Recognition of an adversary who can inflict damage leads toward a game‐theoretic model. Through such a formulation, guidelines for network designs and improvements are derived. We opt for a design that is most robust to withstand both natural degradation and adversarial attacks. Extensive computational experience with such a model suggests that a Nash‐equilibrium design exists that can withstand the worst possible damage. Most important, the equilibrium is value‐free in that it is stable irrespective of the unit costs associated with reliability vs. capacity improvement and how one wishes to trade between throughput and reliability. This finding helps to pinpoint the most critical components in network design. From a policy standpoint, the model also allows the monetary value of information‐security to be imputed. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

艰难的“氢弹决策”

第二次世界大战后,美苏展开了长达40余年的冷战,以核武器为重要标志的军备竞赛,如同“达摩克利斯之剑”,将全世界都笼罩在“第三次世界大战”、“核冬天”的阴影之下。1950年1月,美国总统杜鲁门作出研发氢弹的决定,成为一项在整个冷战期间具有里程碑意义的战略决策。     

The Randomization of Terrorist Attacks

The purpose of this article is to explore the economic theoretical foundations of the idea that rational terrorist organizations deliberately randomize their attacks (by type, timing, location, and targets) to generate uncertainty and intimidation. A choice theoretic framework is applied to the analysis of the terrorist organization's behavior to determine whether welfare (utility) gains from the randomization of terrorist attacks are plausible and feasible. The randomization of attacks can appear to promise higher amounts of political influence for each resource input but it turns out that randomization cannot manufacture a situation where higher amounts of political influence are obtained for each resource input.The results imply that, rather than randomization and instability, the rational terrorist organization is more likely to prefer stability. The findings and implications provide a theoretical explanation for the non-randomness of terrorist attacks.Thismay be one small step towards explaining the patterns – non-randomness – in the time-series of terrorist incidents.     

Neighborhood search heuristics for selecting hierarchically well‐formulated subsets in polynomial regression

The importance of subset selection in multiple regression has been recognized for more than 40 years and, not surprisingly, a variety of exact and heuristic procedures have been proposed for choosing subsets of variables. In the case of polynomial regression, the subset selection problem is complicated by two issues: (1) the substantial growth in the number of candidate predictors, and (2) the desire to obtain hierarchically well‐formulated subsets that facilitate proper interpretation of the regression parameter estimates. The first of these issues creates the need for heuristic methods that can provide solutions in reasonable computation time; whereas the second requires innovative neighborhood search approaches that accommodate the hierarchical constraints. We developed tabu search and variable neighborhood search heuristics for subset selection in polynomial regression. These heuristics are applied to a classic data set from the literature and, subsequently, evaluated in a simulation study using synthetic data sets. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

An integer decomposition algorithm for solving a two‐stage facility location problem with second‐stage activation costs

We study a stochastic scenario‐based facility location problem arising in situations when facilities must first be located, then activated in a particular scenario before they can be used to satisfy scenario demands. Unlike typical facility location problems, fixed charges arise in the initial location of the facilities, and then in the activation of located facilities. The first‐stage variables in our problem are the traditional binary facility‐location variables, whereas the second‐stage variables involve a mix of binary facility‐activation variables and continuous flow variables. Benders decomposition is not applicable for these problems due to the presence of the second‐stage integer activation variables. Instead, we derive cutting planes tailored to the problem under investigation from recourse solution data. These cutting planes are derived by solving a series of specialized shortest path problems based on a modified residual graph from the recourse solution, and are tighter than the general cuts established by Laporte and Louveaux for two‐stage binary programming problems. We demonstrate the computational efficacy of our approach on a variety of randomly generated test problems. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

India's Tortuous Road to Defence-Industrial Self-Reliance

…Rapid indigenisation is the cornerstone of our policy of self-reliance

India MoD Annual Report 1978–9

     

Technical note: Find a hidden “treasure”

This paper deals with a two searchers game and it investigates the problem of how the possibility of finding a hidden object simultaneously by players influences their behavior. Namely, we consider the following two‐sided allocation non‐zero‐sum game on an integer interval [1,n]. Two teams (Player 1 and 2) want to find an immobile object (say, a treasure) hidden at one of n points. Each point i ∈ [1,n] is characterized by a detection parameter λ_i (μ_i) for Player 1 (Player 2) such that p_i(1 ? exp(?λ_ix_i)) (p_i(1 ? exp(?μ_iy_i))) is the probability that Player 1 (Player 2) discovers the hidden object with amount of search effort x_i (y_i) applied at point i where p_i ∈ (0,1) is the probability that the object is hidden at point i. Player 1 (Player 2) undertakes the search by allocating the total amount of effort X(Y). The payoff for Player 1 (Player 2) is 1 if he detects the object but his opponent does not. If both players detect the object they can share it proportionally and even can pay some share to an umpire who takes care that the players do not cheat each other, namely Player 1 gets q₁ and Player 2 gets q₂ where q₁ + q₂ ≤ 1. The Nash equilibrium of this game is found and numerical examples are given. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Analysis of decentralized multi‐product pull systems with lost sales

We study a pull‐type, flexible, multi‐product, and multi‐stage production/inventory system with decentralized two‐card kanban control policies. Each stage involves a processor and two buffers with finite target levels. Production stages, arranged in series, can process several product types one at a time. Transportation of semi‐finished parts from one stage to another is performed in fixed lot sizes. The exact analysis is mathematically intractable even for smaller systems. We present a robust approximation algorithm to model two‐card kanban systems with batch transfers under arbitrary complexity. The algorithm uses phase‐type modeling to find effective processing times and busy period analysis to identify delays among product types in resource contention. Our algorithm reduces the effort required for estimating performance measures by a considerable margin and resolves the state–space explosion problem of analytical approaches. Using this analytical tool, we present new findings for a better understanding of some tactical and operational issues. We show that flow of material in small procurement sizes smoothes flow of information within the system, but also necessitates more frequent shipments between stages, raising the risk of late delivery. Balancing the risk of information delays vis‐à‐vis shipment delays is critical for the success of two‐card kanban systems. Although product variety causes time wasted in setup operations, it also facilitates relatively short production cycles enabling processors to switch from one product type to another more rapidly. The latter point is crucial especially in high‐demand environments. Increasing production line size prevents quick response to customer demand, but it may improve system performance if the vendor lead‐time is long or subject to high variation. Finally, variability in transportation and processing times causes the most damage if it arises at stages closer to the customer. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Kurtosis correction method for X̄ and R control charts for long‐tailed symmetrical distributions

This paper proposes a kurtosis correction (KC) method for constructing the X? and R control charts for symmetrical long‐tailed (leptokurtic) distributions. The control charts are similar to the Shewhart control charts and are very easy to use. The control limits are derived based on the degree of kurtosis estimated from the actual (subgroup) data. It is assumed that the underlying quality characteristic is symmetrically distributed and no other distributional and/or parameter assumptions are made. The control chart constants are tabulated and the performance of these charts is compared with that of the Shewhart control charts. For the case of the logistic distribution, the exact control limits are derived and are compared with the KC method and the Shewhart method. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Probabilistic solution and bounds for serial inventory systems with discounted and average costs

We consider the infinite horizon serial inventory system with both average cost and discounted cost criteria. The optimal echelon base‐stock levels are obtained in terms of only probability distributions of leadtime demands. This analysis yields a novel approach for developing bounds and heuristics for optimal inventory control polices. In addition to deriving the known bounds in literature, we develop several new upper bounds for both average cost and discounted cost models. Numerical studies show that the bounds and heuristic are very close to optimal.© 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007