Comparing alternating renewal processes

Sufficient conditions are given for stochastic comparison of two alternating renewal processes based on the concept of uniformization. The result is used to compare component and system performance processes in maintained reliability systems.     

M/M/1 queues with interdependent arrival and service processes

We study via simulation an M/M/1 queueing system with the assumption that a customer's service time and the interarrival interval separating his arrival from that of his predecessor are correlated random variables having a bivariate exponential distribution. We show that positive correlation reduces the mean and variance of the total waiting time and that negative correlation has the opposite effect. By using spectral analysis and a nonparametric test applied to the sample power spectra associated with certain simulated waiting times we show the effect to be statistically significant.     

Flowshop sequencing problem with ordered processing time matrices: A general case

The ordered matrix flow shop problem with no passing of jobs is considered. In an earlier paper, the authors have considered a special case of the problem and have proposed a simple and efficient algorithm that finds a sequence with minimum makespan for a special problem. This paper considers a more general case. This technique is shown to be considerably more efficient than are existing methods for the conventional flow shop problems.     

Transient behavior of large Markovian multiechelon repairable item inventory systems using a truncated state space approach

Calculations for large Markovian finite source, finite repair capacity two-echelon repairable item inventory models are shown to be feasible using the randomization technique and a truncated state space approach. More complex models (involving transportation pipelines, multiple-item types and additional echelon levels) are also considered.     

To Protect and Serve: Civilian Policing and the United Nations Mission in Kosovo

Since the end of the Cold War the process of nation building has become a priority in the attempt to maintain world order and security in the wake of the instability and devastation wrought by failed and war-torn states. The proliferation of nation-building missions has led to their diversification and the need to marshal a vast array of resources in order to attain substantial levels of success. This article deals with a new and important component of peacekeeping and nation-building missions, that of civilian policing. The article outlines the goals of using civilian police officers in nation-building missions and discusses a variety of problems (pragmatic, legal, and cultural) that policing may introduce to such missions. This discussion is focused around the civilian policing component of the United Nations Mission in Kosovo. It delineates the successes and hardships so far experienced during the mission in Kosovo and explores the insights that the mission may provide for similar projects in the future.     

A new polynomial algorithm for maximum value flow with an efficient parallel implementation

A new algorithm is presented for finding maximal and maximum value flows in directed single-commodity networks. Commonly algorithms developed for this problem find a maximal flow by gradually augmenting (increasing) a feasible flow to a maximal flow. In the presented algorithm, at the beginning of each step or iteration, the flow on arcs is assigned to flow capacity. This may lead to an infeasible flow violating flow conservation at some nodes. During two passes of a MAIN step, consisting of a forward pass and a backward pass, the flow is reduced on some arcs to regain feasibility. The network is then pruned by omitting saturated arcs, and the process is repeated. The parallel implementation of the algorithm applies the two main steps at the same time to the same network. The outputs of the two steps are compared and the processing continues with the higher feasible flow. The algorithm is simple, intuitive, and efficient. © 1993 John Wiley & Sons, Inc.     

Simulation of stochastic activity networks using path control variates

This article details several procedures for using path control variates to improve the accuracy of simulation-based point and confidence-interval estimators of the mean completion time of a stochastic activity network (SAN). Because each path control variate is the duration of the corresponding directed path in the network from the source to the sink, the vector of selected path controls has both a known mean and a known covariance matrix. This information is incorporated into estimation procedures for both normal and nonnormal responses. To evaluate the performance of these procedures experimentally, we examine the bias, variance, and mean square error of the controlled point estimators as well as the average half-length and coverage probability of the corresponding confidence-interval estimators for a set of SANs in which the following characteristics are systematically varied: (a) the size of the network (number of nodes and arcs); (b) the topology of the network; (c) the percentage of activities with exponentially distributed durations; and (d) the relative dominance of the critical path. The experimental results show that although large improvements in accuracy can be achieved with some of these procedures, the confidence-interval estimators for normal responses may suffer serious loss of coverage probability in some applications.     

A proof for the longest-job-first policy in one-machine scheduling

We consider a one-machine scheduling problem with earliness and tardiness penalties. All jobs are assigned a common due date and the objective is to minimize the total penalty due to job earliness and tardiness. We are interested in finding the optimal combination of the common due-date value and the job sequence. Despite the fact that this problem in general is very hard to solve, we prove that there exists at least a common property for all optimal solutions: The first job in an optimal sequence is one of the longest jobs. We also prove that this property holds for a general class of unimodal penalty functions.     

Cumulative search-evasion games

Cumulative search-evasion games (CSEGs) are two-person zero-sum search-evasion games where play proceeds throughout some specified period without interim feedback to either of the two players. Each player moves according to a preselected plan. If (X_t, Y_t,) are the positions of the two players at time t, then the game's payoff is the sum over t from 1 to T of A(X_t, Y_t, t). Additionally, all paths must be “connected.” That is, the finite set of positions available for a player in any time period depends on the position selected by that player in the previous time period. One player attempts to select a mixed strategy over the feasible T-time period paths to maximize the expected payoff. The other minimizes. Two solution procedures are given. One uses the Brown-Robinson method of fictitious play and the other linear programming. An example problem is solved using both procedures.