Combination setwise-Bonferroni-type bounds

We consider three classes of lower bounds to P(c) = P (X₁ ≤ c₁,…, X_n ≤ c); Bonferroni-type bounds, product-type bounds and setwise bounds. Setwise probability inequalities are shown to be a compromise between product-type and Bonferroni-type probability inequalities. Bonferroni-type inequalities always hold. Product-type inequalities require positive dependence conditions, but are superior to the Bonferroni-type and setwise bounds when these conditions are satisfied. Setwise inequalities require less stringent positive dependence bound conditions than the product-type bounds. Neither setwise nor Bonferroni-type bounds dominate the other. Optimized setwise bounds are developed. Results pertaining to the nesting of setwise bounds are obtained. Combination setwise-Bonferroni-type bounds are developed in which high dimensional setwise bounds are applied and second and third order Bonferroni-type bounds are applied within each subvector of the setwise bounds. These new combination bounds, which are applicable for associated random variables, are shown to be superior to Bonferroni-type and setwise bounds for moving averages and runs probabilities. Recently proposed upper bounds to P(c) are reviewed. The lower and upper bounds are tabulated for various classes of multivariate normal distributions with banded covariance matrices. The bounds are shown to be surprisingly accurate and are much easier to compute than the inclusion-exclusion bounds. A strategy for employing the bounds is developed. © 1996 John Wiley & Sons, Inc.     

Restricted planar location problems and applications

Facility location problems in the plane are among the most widely used tools of Mathematical Programming in modeling real-world problems. In many of these problems restrictions have to be considered which correspond to regions in which a placement of new locations is forbidden. We consider center and median problems where the forbidden set is a union of pairwise disjoint convex sets. As applications we discuss the assembly of printed circuit boards, obnoxious facility location and the location of emergency facilities. © 1995 John Wiley & Sons, Inc.     

An approximation to the stationary distribution of a multiechelon repairable-item inventory system with finite sources and repair channels

We consider a multiechelon repairable-item inventory system where several bases are supported by a central depot. Unlike METRIC-based models, there are only a finite number of repairmen at each base and the depot, and the failure rates at the bases depend on the current number of items online. The principal objective of this article is to develop a quick and accurate approximation to the steady-state distribution of this system. A secondary objective is to compare the solution of this system with a comparable METRIC solution.     

Explicit modeling of detection within a stochastic duel

Many mathematical models have been formulated to describe combat between two weapon systems. However, until recently duel models did not explicitly represent target detection within a duel, leading to the necessity for the development of new model for each tactical situation. An earlier article by two of the authors described a duel between weapons with constant firing times and explicit modeling of detection. This article enhances the study of this form of duel between weapons by introducing a variable parameter for firing times. This enhancement removes the discontinuities evident during parametric analysis of the earlier model and hence provides a more coherent model of this combat situation. © 1993 John Wiley & Sons, Inc.     

On scheduling with ready-times,due-dates and vacations

A single machine sequencing problem is considered in which there are ready-time and due-date constraints on jobs and vacation constraints on the machine. Each vacation has fixed starting and finish time and no preemption is allowed for the jobs. The objective is to minimize maximum lateness. An intriguing feature of this formulation is that it allows sequencing in disconnected time windows. A relaxation of the problem is obtained by modeling the vacations as a set of jobs with flexible ready-times and artificial due-dates and a branch and bound algorithm is developed for the problem. In the algorithm, the search is not only guided by the bounds but also by a careful manipulation of the artificial due-dates. Consequently; while searching in the relaxed solution space, solutions of the original problem are implicitly enumerated. Computational results indicate that the algorithm can satisfactorily solve problems with multiple vacations.     

The survival probability function of a target moving along a straight line in a random field of obscuring elements

A target is moving along a straight-line path. Random portions of the path might be invisible to the hunter (in shadow). Shooting trials are conducted only along the visible segments of the path. An algorithm for the numerical determination of the survival probability of the target is developed. This algorithm is based on the distribution of shadow length, which is also developed. © 1994 John Wiley & Sons, Inc.     

Partitioning and balancing for the assembly of nozzle guide vanes in gas turbine engines

The gas turbine engine is used to power many different types of commercial and military aircraft. During the scheduled maintenance of these engines, many of the turbine components are replaced. Of particular importance to us is the replacement of nozzle guide vanes in the nozzle assembly section of the engine. Individual vanes are selected from inventory to make up sets, and each set must meet certain characteristics in order to be feasible. The vanes in each set must then be sequenced in order to meet additional criteria. In this article, we give heuristics for the above partitioning and sequencing problems. Empirical analyses, using actual data from a branch of the armed services and a major engine manufacturer, are used to evaluate the proposed heuristics. The results of these analyses indicate that the heuristics are effective.     

A one-dimensional infiltration game

Minimax strategies are obtained for an infiltration game in which one player must move through a one-dimensional interval defended by the other player.     

A bayes approach to quality control of an M/G/1 queue

This article provides a Bayes approach for the quality control of a production process which is defined by an M/G/1 queue. An inspection procedure which is jointly optimal from the queue's operational characteristics and quality-control perspectives is found using a queue-inspection renewal cycle analysis (with overall expected profit per unit time as the optimization objective). Numerical results are obtained, highlighting the relationships between quality control and (queue-like) production management.