New inequalities for finite and infinite group problems from approximate lifting

In this paper, we derive new families of facet‐defining inequalities for the finite group problem and extreme inequalities for the infinite group problem using approximate lifting. The new valid inequalities for the finite group problem include two‐ and three‐slope facet‐defining inequalities as well as the first family of four‐slope facet‐defining inequalities. The new valid inequalities for the infinite group problem include families of two‐ and three‐slope extreme inequalities. These new inequalities not only illustrate the diversity of strong inequalities for the finite and infinite group problems, but also provide a large variety of new cutting planes for solving integer and mixed‐integer programming problems. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

A discounted machine-replacement model with an expected future technological breakthrough

A machine-replacement problem is analyzed in a technological-development environment, in which a new-type machine (built by a new technology) may appear in the future. The solution of the replacement problem depends on purchasing, operating, and resale costs, and on the probability distribution of the market debut of the new technology, and it indicates whether to replace the existing machine now with an available similar type of machine, or to continue to operate the existing machine for at least one more period. A dynamic discounted cost model is presented, and a method is suggested for finding the optimal age for replacement of an existing machine (under rather general conditions of a technological environment). A solution procedure and a numerical example are given.     

On labeling the vertices of products of complete graphs with distance constraints

Variations of Hale's channel assignment problem, the L(j, k)‐labeling problem and the radio labeling problem require the assignment of integers to the vertices of a graph G subject to various distance constraints. The λ_j,k‐number of G and the radio number of G are respectively the minimum span among all L(j, k)‐labelings, and the minimum span plus 1 of all radio labelings of G (defined in the Introduction). In this paper, we establish the λ_j,k‐number of ∏ K for pairwise relatively prime integers t₁ < t₂ < … < t_q, t₁ ≥ 2. We also show the existence of an infinite class of graphs G with radio number |V(G)| for any diameter d(G). © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

Optimal sample size allocation for tests with multiple levels of stress with extreme value regression

In this article, we discuss the optimal allocation problem in a multiple stress levels life‐testing experiment when an extreme value regression model is used for statistical analysis. We derive the maximum likelihood estimators, the Fisher information, and the asymptotic variance–covariance matrix of the maximum likelihood estimators. Three optimality criteria are defined and the optimal allocation of units for two‐ and k‐stress level situations are determined. We demonstrate the efficiency of the optimal allocation of units in a multiple stress levels life‐testing experiment by using real experimental situations discussed earlier by McCool and Nelson and Meeker. Monte Carlo simulations are used to show that the optimality results hold for small sample sizes as well. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Optimal maintenance policies for a safety‐critical system and its deteriorating sensor

We consider the integrated problem of optimally maintaining an imperfect, deteriorating sensor and the safety‐critical system it monitors. The sensor's costless observations of the binary state of the system become less informative over time. A costly full inspection may be conducted to perfectly discern the state of the system, after which the system is replaced if it is in the out‐of‐control state. In addition, a full inspection provides the opportunity to replace the sensor. We formulate the problem of adaptively scheduling full inspections and sensor replacements using a partially observable Markov decision process (POMDP) model. The objective is to minimize the total expected discounted costs associated with system operation, full inspection, system replacement, and sensor replacement. We show that the optimal policy has a threshold structure and demonstrate the value of coordinating system and sensor maintenance via numerical examples. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 399–417, 2017     

Supply licensing when the manufacturer strategically commits to invest in R&D

This article proposes a strategic reason for a proprietary component supplier to license her technology to a competitor or a manufacturer: her anticipation of the manufacturer's strategic commitment to invest in research and development (R&D). We address this phenomenon with a game theoretic model. Our results show that the manufacturer's full commitment to invest in R&D enables the supplier to license, sell a larger quantity through the supply chain, and charge lower prices. These results are robust to the type of demand uncertainty faced by the manufacturer within the class of increasing generalized failure rate distributions. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 341–350, 2014     

An algorithm for the solution of a location problem with metric constraints

In many location problems, the solution is constrained to lie within a closed set. In this paper, optimal solutions to a special type of constrained location problem are characterized. In particular, the location problem with the solution constrained to be within a maximum distance of each demand point is considered, and an algorithm for its solution is developed and discussed.     

Covariance of weibull order statistics

Let X₁ < X₂ <… < X_n denote an ordered sample of size n from a Weibull population with cdf F(x) = 1 - exp (?x^p), x > 0. Formulae for computing Cov (X_i, X_j) are well known, but they are difficult to use in practice. A simple approximation to Cov(X_i, X_j) is presented here, and its accuracy is discussed.