Scheduling multiple products on parallel machines with setup costs

We consider a class of production scheduling models with m identical machines in parallel and k different product types. It takes a time p_i to produce one unit of product type i on any one of the machines. There is a demand stream for product type i consisting of n_i units with each unit having a given due date. Before a machine starts with the production of a batch of products of type i a setup cost c is incurred. We consider several different objective functions. Each one of the objective functions has three components, namely a total setup cost, a total earliness cost, and a total tardiness cost. In our class of problems we find a relatively large number of problems that can be solved either in polynomial time or in pseudo‐polynomial time. The polynomiality or pseudo‐polynomiality is achieved under certain special conditions that may be of practical interest; for example, a regularity pattern in the string of due dates combined with earliness and tardiness costs that are similar for different types of products. The class of models we consider includes as special cases discrete counterparts of a number of inventory models that have been considered in the literature before, e.g., Wagner and Whitin (Manage Sci 5 (1958), 89–96) and Zangwill (Oper Res 14 (1966), 486–507; Manage Sci 15 (1969), 506–527). © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Operating Costs of Aging Air Force Aircraft: Adjusting for Aggregate Budget Effects

The rate at which operating costs grow as aircraft age is important for setting operating budgets and for deciding when to replace aging systems. While studies using data from the 1990's typically found 1–3 percent real rates of growth in operating costs as aircraft age, studies using data from the 2000's found greater rates, for example in the 4–6 percent range. Growth in the total U.S. Air Force budget during the 2000s appears to explain much of the higher estimated annual growth rates in operating costs per flying hour beyond the growth rate intrinsic to the aging of the fleet.     

The benefits and costs of the UK arms trade

A benefit‐cost framework and the associated evidence is used to evaluate UK arms exports. Two issues are examined in detail. First, trade externalities; and second, a case study of the problems and costs of maintaining the UK submarine industrial base without exports.     

有交易费的套期保值未定权益的最小债券价值量

讨论带交易费的多种股票的市场模型中未定权益的套期保值定价问题,提出折算函数作为总资产的一种较为合理的衡量方式,并来刻画套期保值策略,从而,利用鞅方法和折算函数的性质,得到带交易费套期保值未定权益的最小债券价值量结果。     

带交易费的市场模型和未定权益套期保值

给出了有交易费的且多种股票参与交易的市场模型,并且讨论在此市场模型下的未定权益套期保值问题,在这一模型中,假定仅债券与股票之间有交易,而不同股票之间不直接进行交易以及交易费率是常数。     

The US NATO and military burden sharing: post-Cold War accomplishments and future prospects

NATO burden sharing has become an especially timely issue in the past several years as a result of a number of factors, including Russian annexation of Crimea and destabilization of eastern Ukraine in 2014. This article argues that alliance unity among the great democracies of Europe and North America is indispensable to peace and stability on the Eurasian continent. A fractured NATO, and especially, a large divide in purposes or commitments as between the United States and its European security partners, invites aggression and the possibility of inadvertent escalation. Past successes and failures in US-involved multinational peace and stability operations, within and outside of Europe, show that mission accomplishment requires give and take, including the occasional acceptance of unequal costs and benefits among the members, in order to achieve peace and security objectives.     

辅助鞅下投资消费资产模型的一些基本性质

针对所给出的有交易费的资产模型,引入了资产折算函数,并利用辅助鞅和凸函数对偶方法,讨论了该模型下折算资产优化的性质.     

On Growing Operating Costs in the Armed Forces

Operating costs per unit of input or output are often claimed to grow faster in defence than elsewhere in the economy. In this paper, we outline several possible reasons as to why operating costs increase at higher rates in defence, including differences in the input factor mix and productivity growth, the technological complexity required to maintain the relative effect of weapon systems and a gradual reduction in the number of units and activity. We investigate whether operating costs grow at a faster rate than elsewhere in the economy, by estimating growth in real output unit costs in the Norwegian Armed Forces for the period 1994–2013, using activity as a measure of output. We find no increase beyond general inflation in structural (fixed) costs, whereas activity-based (variable) costs per unit of activity increase significantly.     

Due‐window assignment with unit processing‐time jobs

In due‐window assignment problems, jobs completed within a designated time interval are regarded as being on time, whereas early and tardy jobs are penalized. The objective is to determine the location and size of the due‐window, as well as the job schedule. We address a common due‐window assignment problem on parallel identical machines with unit processing time jobs. We show that the number of candidate values for the optimal due‐window starting time and for the optimal due‐window completion time are bounded by 2. We also prove that the starting time of the first job on each of the machines is either 0 or 1, thus introducing a fairly simple, constant‐time solution for the problem. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

Economic lot sizing with constant capacities and concave inventory costs

This article studies the classical single‐item economic lot‐sizing problem with constant capacities, fixed‐plus‐linear order costs, and concave inventory costs, where backlogging is allowed. We propose an O(T³) optimal algorithm for the problem, which improves upon the O(T⁴) running time of the famous algorithm developed by Florian and Klein (Manage Sci18 (1971) 12–20). Instead of using the standard dynamic programming approach by predetermining the minimal cost for every possible subplan, we develop a backward dynamic programming algorithm to obtain a more efficient implementation. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012