Landmarks in defense literature

Izbrannye Proizvedennia. By M. V. Frunze. Moscow (1957)     

Control-variate selection criteria

For multiresponse simulations requiring point and confidence-region estimators of the mean response, we propose control-variate selection criteria that minimize mean-square confidence-region volume in two situations: (a) Only the mean control vector is known, and standard linear control-variate estimation procedures are used. (b) Covariances among controls are also known and are incorporated into new linear control-variate estimation procedures. An example illustrates the performance of these selection criteria.     

A heuristic procedure for allocating tasks in fault-tolerant distributed computer systems

One way of achieving the increased levels of system reliability and availability demanded by critical computer-based control systems is through the use of fault-tolerant distributed computer systems. This article addresses the problem of allocating a set of m tasks among a set of n processors in a manner that will satisfy various task assignment, system capacity, and task scheduling constraints while balancing the workload across processors. We discuss problem background, problem formulation, and a known heuristic procedure for the problem. A new solution-improving heuristic procedure is introduced, and computational experience with the heuristics is presented. With only a modest increase in the amount of computational effort, the new procedure is demonstrated to improve dramatically solution quality as well as obtain near-optimal solutions to the test problems.     

Computing demand properties at the wholesale warehouse level

Computational formulas are given for the mean, variance, and autocorrelation function of the demand process at an upper-echelon facility (warehouse). The demand process at the warehouse is induced by the aggregated inventory replenishment processes of N independently operated lower-echelon facilities (stores) in parallel. Each store, we assume, employs an (s,S) inventory replenishment policy with complete backlogging to satisfy its own random, independently and identically distributed demand. The formulas result from an analysis of the stochastic replenishment process at a single store. Examples of the properties of the demand process at the upper-echelon facility are presented for several lower-echelon environments.     

A new approach for dealing with the startup problem in discrete event simulation

This article proposes a practical, data-based statistical procedure which can be used to reduce or remove bias owing to artificial startup conditions in simulations aimed at estimating steady-state means. We discuss results of experiments designed to choose good parameter values for this procedure, and present results of extensive testing of the procedure on a variety of stochastic models for which partial analytical results are available. The article closes with two illustrations of the application of the procedure to more complex statistical problems which are more representative of the kinds of purposes for which real-world steady-state simulation studies might be undertaken.     

A note on a model for evasive vehicle movement along a fixed path

A model for a vehicle moving evasively along a fixed path is defined in terms of a two- state semi-Markov process. An important feature of this model is the continuous movement of the vehicle as a function of time. One potential application of this model is the development of a strategy for the deployment of long-range missiles on long underground tracks.     

A dynamic,nonstationary inventory problem for a price/quantity setting firm

A dynamic and nonstationary model is formulated for a firm which attempts to minimize total expected costs over a finite planning horizon. The control variables are price and production. The price p and the demand ζ are linked through the relationship ζ = g(p) + η, where g(p) is the riskless demand curve and η is a random variable. The general model allows for proportional ordering costs, convex holding and stockout costs, downward sloping riskless demand curve, backlogging, partial backlogging, lost sales, partial spoilage of inventory, and two modes of collecting revenue. Sufficient conditions are developed for this problem to have an optimal policy which resembles the single critical number policy known from stochastic inventory theory. It is also shown what set of parameters will satisfy these sufficiency conditions.     

Periodic replacement with minimal repair at failure and adjustment costs

We investigate periodic replacement policies with minimal repair at failure, thereby, minimizing the average expected cost per unit time over an infinite time span. The standard cost structure is modified by the introduction of a term which takes adjustment costs into account.