A novel gradient approach for optimal design and sensitivity analysis of EWMA control charts

Conventional control charts are often designed to optimize out‐of‐control average run length (ARL), while constraining in‐control ARL to a desired value. The widely employed grid search approach in statistical process control (SPC) is time‐consuming with unsatisfactory accuracy. Although the simulation‐based ARL gradient estimators proposed by Fu and Hu [Manag Sci 45 (1999), 395–413] can alleviate this issue, it still requires a large number of simulation runs to significantly reduce the variance of gradient estimators. This article proposes a novel ARL gradient estimation approach based on integral equation for efficient analysis and design of control charts. Although this article compares with the results of Fu and Hu [Manag Sci 45 (1999), 395–413] based on the exponentially weighted moving average (EWMA) control chart, the proposed approach has wide applicability as it can generally fit into any control chart with Markovian property under any distributions. It is shown that the proposed method is able to provide a fast, accurate, and easy‐to‐implement algorithm for the design and analysis of EWMA charts, as compared to the simulation‐based gradient estimation method. Moreover, the proposed gradient estimation method facilitates the computation of high‐order derivatives that are valuable in sensitivity analysis. The code is written in Matlab, which is available on request. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 223–237, 2014     

Strategic outsourcing under technology spillovers

We study a supply chain in which an original equipment manufacturer (OEM) and a contract manufacturer (CM) compete in the finished goods market. The OEM can decide whether to outsource the intermediate good, a critical component for producing the finished good, from the CM or make in‐house production. Technology transition improves the CM's production efficiency, and it can take two different forms: a direct technology transfer from the OEM to the CM or technology spillovers through outsourcing from the OEM to the CM. We document the possibility of strategic outsourcing, that is, the CM supplies the intermediate good to the OEM when she is less efficient than the OEM's in‐house production. We find that technology spillovers can strengthen the incentive for strategic outsourcing. Furthermore, compared with direct technology transfers, outsourcing coupled with technology spillovers may generate more technology transition. Outsourcing is a particularly appropriate channel for implicit collusion when the OEM is not very efficient with the production of the intermediate good. Our results suggest that ex post competition on the finished goods can create room for ex ante collaboration and provide some implications on the OEM's outsourcing strategies when facing a competitive CM.© 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 501–514, 2014     

Assessing the value of demand sharing in supply chains

We consider the problem of assessing the value of demand sharing in a multistage supply chain in which the retailer observes stationary autoregressive moving average demand with Gaussian white noise (shocks). Similar to previous research, we assume each supply chain player constructs its best linear forecast of the leadtime demand and uses it to determine the order quantity via a periodic review myopic order‐up‐to policy. We demonstrate how a typical supply chain player can determine the extent of its available information in the presence of demand sharing by studying the properties of the moving average polynomials of adjacent supply chain players. The retailer's demand is driven by the random shocks appearing in the autoregressive moving average representation for its demand. Under the assumptions we will make in this article, to the retailer, knowing the shock information is equivalent to knowing the demand process (assuming that the model parameters are also known). Thus (in the event of sharing) the retailer's demand sequence and shock sequence would contain the same information to the retailer's supplier. We will show that, once we consider the dynamics of demand propagation further up the chain, it may be that a player's demand and shock sequences will contain different levels of information for an upstream player. Hence, we study how a player can determine its available information under demand sharing, and use this information to forecast leadtime demand. We characterize the value of demand sharing for a typical supply chain player. Furthermore, we show conditions under which (i) it is equivalent to no sharing, (ii) it is equivalent to full information shock sharing, and (iii) it is intermediate in value to the two previously described arrangements. Although it follows from existing literature that demand sharing is equivalent to full information shock sharing between a retailer and supplier, we demonstrate and characterize when this result does not generalize to upstream supply chain players. We then show that demand propagates through a supply chain where any player may share nothing, its demand, or its full information shocks (FIS) with an adjacent upstream player as quasi‐ARMA in—quasi‐ARMA out. We also provide a convenient form for the propagation of demand in a supply chain that will lend itself to future research applications. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 515–531, 2014     

马尔科夫对称离散信道级联信道容量研究

基于有限维的级联马尔科夫对称信道矩阵,其转移概率的极限一定存在,推导出当n足够大时,输出符号的概率分布不依赖于输入的概率分布,使得信道容量为零,信道阻塞。n为信道级联的上限。针对主对角元素概率值不同将信道矩阵划分为惰性信道和灵敏信道,并通过仿真分析得出信道的级联上限n与矩阵维数无关,与信道矩阵主对角元素呈正相关。     

信息化条件下装备器材供应链设计与重构研究

现行装备器材供应存在着供应渠道过长、不能快速响应等问题,为此通过对装备器材供应链进行集成化体系结构模型设计与构建,探讨了装备器材供应链的重构策略,分别从信息流模式重构、业务流程重构和物流体系重构等3个主要方面对装备器材供应链重构策略进行了分析与探讨,以实现装备器材供应链的快速响应.     

SECURITY GOVERNANCE IN SOUTH AFRICA

In the ten years since the establishment of South Africa's first inclusive democratic government, an ambitious, extensive and systematic process of reform has been carried out in the governance of security. The process is widely regarded as having been successful and a model for other processes of ‘security sector reform’ in the context of transitions from authoritarian forms of governance to democratic ones.

That this been achieved with hardly a shot fired in anger is a remarkable achievement and a credit to visionary political leadership as well as organisational capacity, in other words to effective security governance.

At the same time, progress has been uneven and sometimes fragmentary, policy intentions and commitments have not always been translated into practice, the end results have not been to everyone's liking, and transformation has engendered its own pathologies. Thus several challenges remain in improving security governance.

This article provides a broad overview of the roles played by the various actors in the governance of the security sector, including the executive, parliament and civil society. It examines the main policy frameworks and touches on organisational transformation, because it is impossible to deal with governance in isolation from these issues. Policy processes and the frameworks they give rise to—in particular—are critical for effective governance. This article deals with the defence, safety and security and intelligence fields. A comprehensive overview would need to include the governance of criminal justice and foreign policy. The article does not seek to make an overall evaluation of governance, but to identify achievements, shortfalls and challenges.     

THE LAND IS THE ECONOMY

This article revisits Zimbabwe's land question from the vantage point of having been written five years after the ‘fast-track’ land redistribution programme was launched. Without belittling the accomplishments of land reform in the first 19 years of the country's independence, it is generally clear that the sweeping programme of 2000–2003, the most comprehensive of its kind, created a new paradigm. Clearly, the consequences will take many years to work themselves out through the country's political, economic and social fabric.

The article briefly defines what may be termed ‘old’ and ‘new’ versions of Zimbabwe's land question before outlining the salient aspects of the reform process itself. It then assesses the outcomes of the redistribution, the apparent lacuna between ‘land’ and ‘agrarian’ reform, and the debate that the reform process itself has kindled. Transforming land distribution into qualitative agrarian reform has proved an Achilles heel in the arguments put forward by the proponents of the fast-track programme. Finally, recommendations are provided as to what is necessary to secure land and agrarian reform in the short, medium and long term.     

THE MORAL PERMISSIBILITY OF AUTOMATED RESPONSES DURING CYBERWARFARE

Automated responses are an inevitable aspect of cyberwarfare, but there has not been a systematic treatment of the conditions in which they are morally permissible. We argue that there are three substantial barriers to the moral permissibility of an automated response: the attribution, chain reaction, and projection bias problems. Moreover, these three challenges together provide a set of operational tests that can be used to assess the moral permissibility of a particular automated response in a specific situation. Defensive automated responses will almost always pass all three challenges, while offensive automated responses typically face a substantial positive burden in order to overcome the chain reaction and projection bias challenges. Perhaps the most interesting cases arise in the middle ground between cyber-offense and cyber-defense, such as automated cyber-exploitation responses. In those situations, much depends on the finer details of the response, the context, and the adversary. Importantly, however, the operationalizations of the three challenges provide a clear guide for decision-makers to assess the moral permissibility of automated responses that could potentially be implemented.     

Limiting behavior of the stochastic sequential assignment problem

The stochastic sequential assignment problem (SSAP) considers how to allocate available distinct workers to sequentially arriving tasks with stochastic parameters such that the expected total reward obtained from the sequential assignments is maximized. Implementing the optimal assignment policy for the SSAP involves calculating a new set of breakpoints upon the arrival of each task (i.e., for every time period), which is impractical for large‐scale problems. This article studies two problems that are concerned with obtaining stationary policies, which achieve the optimal expected reward per task as the number of tasks approaches infinity. The first problem considers independent and identically distributed (IID) tasks with a known distribution function, whereas in the second problem tasks are derived from r different unobservable distributions governed by an ergodic Markov chain. The convergence rate of the expected reward per task to the optimal value is also obtained for both problems. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

Coordination mechanisms for a three‐stage reverse supply chain to increase profitable returns

In this article, we consider a generic electronic product that can be remanufactured or recycled at the end of its life cycle to generate new profit. We first describe the product return process and then present a customer segmentation model to capture consumers' different behaviors with respect to product return so that the retailer can work more effectively to increase the return volume. In regard to the collaboration between the retailer and the manufacturer, we explore a revenue‐sharing coordination mechanism for achieving a win‐win outcome. The optimality and sensitivity of the critical parameters in four strategies are obtained and examined both theoretically and numerically, which generate insights on how to manage an efficient consumer‐retailer‐manufacturer reverse supply chain, as well as on the feasibility of simplifying such a three‐stage chain structure. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2013