bluuebunny/crossref_metadata_2025 huggingface dataset:
On the dynamics and performance of stochastic fluid systems
Authors: Konstantopoulos Takis , Last Günter
Published: October 2002

A (generalized) stochastic fluid system Q is defined as the one-dimensional
Skorokhod reflection of a finite variation process X (with possibly discontinuous paths). We write X as the (not necessarily minimal) difference of two positive measures, A, B, and prove an alternative ‘integral representation’ for Q. This representation forms the basis for deriving a ‘Little's law’ for an appropriately constructed stationary version of Q. For the special case where B is the Lebesgue measure, a distributional version of Little's law is derived. This is done both at the arrival and departure points of the system. The latter result necessitates the consideration of a ‘dual process’ to Q. Examples of models for X, including finite variation Lévy processes with countably many jumps on finite intervals, are given in order to illustrate the ideas and point out potential applications in performance evaluation.
Assessing an intuitive condition for stability under a range of traffic conditions via a generalised Lu-Kumar network
Authors: Niño-Mora José , Glazebrook Kevin D.
Published: October 2002

We argue the importance both of developing simple sufficient conditions for the stability of general multiclass queueing networks and also of assessing such conditions under a range of assumptions on the weight of the traffic flowing between service stations. To achieve the former, we review a peak-rate stability condition and extend its range of application and for the latter, we introduce a generalisation of the Lu–Kumar network on which the stability condition may be tested for a range of traffic configurations. The peak-rate condition is close to exact when the between-station traffic is light, but degrades as this traffic increases.
A general shock model for a reliability system
Authors: Skoulakis Georgios
Published: October 2002

We study a reliability system subject to shocks generated by a renewal point process. When a shock occurs, components fail independently of each other with equal probabilities that are random numbers drawn from a distribution that may differ from shock to shock. We first consider the case of a parallel system and derive closed expressions for the Laplace-Stieltjes transform and the expectation of the time to system failure and for its density in the case that the distribution function of the renewal process possesses a density. We then treat a more general system structure, which has some very important special cases, such as k-out-of-n:F systems, and derive analogous formulae.
Discounted optimal stopping problems for the maximum process
Authors: Pedersen Jesper Lund
Published: October 2002

The maximality principle [6] is shown to be valid in some examples of discounted optimal stopping problems for the maximum process. In each of these examples explicit formulas for the value functions are derived and the optimal stopping times are displayed. In particular, in the framework of the Black-Scholes model, the fair prices of two lookback options with infinite horizon are calculated. The main aim of the paper is to show that in each considered example the optimal stopping boundary satisfies the maximality principle and that the value function can be determined explicitly.
Analytical solution of finite capacity M/D/1 queues
Authors: Brun Olivier , Garcia Jean-Marie
Published: October 2002

Although the M/D/1/N queueing model is well solved from a computational point of view, there is no known analytical expression of the queue length distribution. In this paper, we derive closed-form formulae for the distribution of the number of customers in the system in the finite-capacity M/D/1 queue. We also give an explicit solution for the mean queue length and the average waiting time.
Markovian couplings staying in arbitrary subsets of the state space
Authors: López F. Javier , Sanz Gerardo
Published: October 2002

Let (Xt) and (Yt) be continuous-time Markov chains with countable state spaces E and F and let K be an arbitrary subset of E x F. We give necessary and sufficient conditions on the transition rates of (Xt) and (Yt) for the existence of a coupling which stays in K. We also show that when such a coupling exists, it can be chosen to be Markovian and give a way to construct it. In the case E=F and K ⊆ E x E, we see how the problem of construction of the coupling can be simplified. We give some examples of use and application of our results, including a new concept of lumpability in Markov chains.
Denumerable-state continuous-time Markov decision processes with unbounded transition and reward rates under the discounted criterion
Authors: Guo Xianping , Zhu Weiping
Published: October 2002

In this paper, we consider denumerable-state continuous-time Markov decision processes with (possibly unbounded) transition and reward rates and general action space under the discounted criterion. We provide a set of conditions weaker than those previously known and then prove the existence of optimal stationary policies within the class of all possibly randomized Markov policies. Moreover, the results in this paper are illustrated by considering the birth-and-death processes with controlled immigration in which the conditions in this paper are satisfied, whereas the earlier conditions fail to hold.
Ruin probabilities with dependent rates of interest
Authors: Cai Jun
Published: October 2002

In this paper, we study ruin probabilities in two generalized risk models. The effects of timing of payments and interest on the ruin probabilities in the models are considered. The rates of interest are assumed to have a dependent autoregressive structure. Generalized Lundberg inequalities for the ruin probabilities are derived by a renewal recursive technique. An illustrative application is given to the compound binomial risk process.
Entropy-based measure of uncertainty in past lifetime distributions
Authors: Di Crescenzo Antonio , Longobardi Maria
Published: October 2002

As proposed by Ebrahimi, uncertainty in the residual lifetime distribution can be measured by means of the Shannon entropy. In this paper, we analyse a dual characterization of life distributions that is based on entropy applied to the past lifetime. Various aspects of this measure of uncertainty are considered, including its connection with the residual entropy, the relation between its increasing nature and the DRFR property, and the effect of monotonic transformations on it.
Inequalities for the GI/M/1/n loss system
Authors: Abramov Vyacheslav M.
Published: October 2002

The present paper provides simple inequalities for the number of lost customers during a busy period of a GI/M/1/n queueing system.
Optimal sequential allocation with imperfect feedback information
Authors: Mo Charles T. C. , Wu Samuel S. , Chen Robert , Yang Mark C. K.
Published: October 2002

A given number of bullets will be fired sequentially in an attempt to destroy as many targets as possible from a fixed number of targets. The probability of destroying a target at each shot is known. After each shot, there is a report on the state for the target; destroyed or intact. The reports are subject to the usual two types of errors and the probabilities of making these errors are also known. This paper shows that the myopic decision strategy that picks the next target to be the one with the highest intact posterior probability is the optimal strategy.
Empirical convergence rates for continuous-time Markov chains
Authors: Pritchard Geoffrey , Scott David J.
Published: October 2002

We consider the problem of estimating the rate of convergence to stationarity of a continuous-time, finite-state Markov chain. This is done via an estimator of the second-largest eigenvalue of the transition matrix, which in turn is based on conventional inference in a parametric model. We obtain a limiting distribution for the eigenvalue estimator. As an example we treat an M/M/c/c queue, and show that the method allows us to estimate the time to stationarity τ within a time comparable to τ.
Local matching of random restriction maps
Authors: Tang Mengxiang , Waterman Michael S.
Published: October 2002

Optical mapping is a new technique to generate restriction maps of DNA easily and quickly. DNA restriction maps can be aligned by comparing corresponding restriction fragment lengths. To relate, organize, and analyse these maps it is necessary to rapidly compare maps. The issue of the statistical significance of approximately matching maps then becomes central, as in BLAST with sequence scoring. In this paper, we study the approximation to the distribution of counts of matched regions of specified length when comparing two DNA restriction maps. Distributional results are given to enable us to computep-values and hence to determine whether or not the two restriction maps are related. The key tool used is the Chen-Stein method of Poisson approximation. Certain open problems are described.
Compound Poisson approximation for long increasing sequences
Authors: Chryssaphinou Ourania , Vaggelatou Eutichia
Published: October 2002

Consider a sequence X1,…,Xn of independent random variables with the same continuous distribution and the event Xi-r+1 < ⋯ < Xi of the appearance of an increasing sequence with length r, for i=r,…,n. Denote by W the number of overlapping appearances of the above event in the sequence of n trials. In this work, we derive bounds for the total variation and Kolmogorov distances between the distribution of W and a suitable compound Poisson distribution. Via these bounds, an associated theorem concerning the limit distribution of W is obtained. Moreover, using the previous results we study the asymptotic behaviour of the length of the longest increasing sequence. Finally, we suggest a non-parametric test based on W for checking randomness against local increasing trend.
Finite-size corrections to Poisson approximations of rare events in renewal processes
Authors: Spouge John L.
Published: October 2002

Consider a renewal process. The renewal events partition the process into i.i.d. renewal cycles. Assume that on each cycle, a rare event called 'success’ can occur. Such successes lend themselves naturally to approximation by Poisson point processes. If each success occurs after a random delay, however, Poisson convergence may be relatively slow, because each success corresponds to a time interval, not a point. In 1996, Altschul and Gish proposed a finite-size correction to a particular approximation by a Poisson point process. Their correction is now used routinely (about once a second) when computers compare biological sequences, although it lacks a mathematical foundation. This paper generalizes their correction. For a single renewal process or several renewal processes operating in parallel, this paper gives an asymptotic expansion that contains in successive terms a Poisson point approximation, a generalization of the Altschul-Gish correction, and a correction term beyond that.
TM4SF2 gene involvement reconsidered in an XLMR family after neuropsychological assessment
Authors: Gomot Marie , Ronce Nathalie , Dessay Sabine , Zemni Ramzi , Ayrault Anne‐Dominique , Moizard Marie‐Pierre , Nivelon Annie , Gilgenkrantz Simone , Dourlens Julliette , Des Portes Vincent , Chelly Jamel , Moraine Claude
Published: October 2002

The TM4SF2 gene (localized at Xp11.4 between the loci DXS564 and DXS556) has been found to be mutated in one MRX family. In order to define the corresponding behavioral phenotype, global IQ and specific cognitive skills were assessed in seven males and three females of this family, independent of subject status. Mental retardation (MR) was mild in three patients and moderate in three others. Despite the broad variability of severity of MR, a cognitive profile specific to the MR in this family was documented. It was characterized by language disorder that was more marked in the articulatory component and spatial/verbal short‐term memory dissociation with larger mnemonic span for spatial than for verbal cues. Linkage analysis was then performed on the basis of the cognitively determined status. Recombinations were observed with the loci DXS556 at Xp11.4 and DXS441 at Xq13.2 (maximum LOD score = 2.23 at θ = 0 for ALAS2). This localization region does not include the TM4SF2 gene that has been found mutated in both patients with MR and in one non‐MR male subject of this family. The present results suggest two main hypotheses. First, TM4SF2 gene mutation could be involved in MR in this family, therefore representing accentuated intra familial phenotypic variability. Second, the structural particularity detected in the TM4SF2 gene might reflect a rare polymorphism rather than a pathogenic mutation, with the gene responsible for MR in this family being therefore more likely to be searched for in the pericentromeric region of the X chromosome. © 2002 Wiley‐Liss, Inc.
Male limited association of the dopamine receptor D2 gene TaqI a polymorphism and alcohol dependence
Authors: Limosin Frédéric , Gorwood Philip , Loze Jean‐Yves , Dubertret Caroline , Gouya Laurent , Deybach Jean‐Charles , Adès Jean
Published: October 2002

Association studies of the TaqI A allele of the dopamine receptor D2 (DRD2) gene with alcohol dependence have produced conflicting findings. Although a wide series of clinical features have been considered in the different association studies performed, very few studies specifically analyzed the role of gender. We compared the TaqI A polymorphisms of theDRD2gene in 120 French Caucasian alcohol‐dependent inpatients (62 males and 58 females) and 107 healthy ethnically matched controls (66 males and 41 females). We observed that 55% of alcohol‐dependent males have at least one A1 allele, a prevalence that is significantly above that observed in the control males (38%). On the contrary, no differences were found in females between the alcohol‐dependent inpatients and controls for the A1 allele prevalence. In our sample, this male‐specific association was not explained by gender specificities of alcohol dependence, such as age at onset and severity measures (mean numbers of social, somatic, and withdrawal complications). On the other hand, alcohol‐dependent women with the A1 allele reported more frequently a major depressive disorder (70% vs. 40%,P = 0.03). We thus replicated the allelic association of the A1 allele of theDRD2gene with alcohol dependence, but showed a male‐limited effect of this “vulnerability allele.” Recent evidence for gender difference in dopamine D2‐like receptor levels and affinity may explain this discrepancy. © 2002 Wiley‐Liss, Inc.
Current concepts in radiation enteritis and implications for future clinical trials
Authors: Nguyen Nam P. , Antoine John E. , Dutta Suresh , Karlsson Ulf , Sallah Sabah
Published: October 2002

BACKGROUND

Radiation enteritis is one of the most feared complications of abdominal and pelvic radiation. Once its occurs, the process is relentless and may result in the patient's death. Available treatment is only supportive. Recent progress in molecular biology has shed some light on the pathogenesis of radiation enteritis and other diseases that are characterized by excessive fibrosis. New treatment modalities may be devised to improve the outcome of patients who are affected with this complication.

METHODS

A literature search was used to identify the common denominator between many radiation‐induced fibrotic conditions and other sclerotic diseases. Factors that affect the disease process and possible therapeutic interventions were evaluated.

RESULTS

The hyperstimulation of transforming growth factor β1 (TGF‐β1) leads to increased fibrosis and, ultimately, organ failure. Interferon gamma (IFN‐γ) inhibits the effects of TGF‐β1 in the nucleus. The fibrotic process may be reverted by IFN‐γ in various pathologic conditions.

CONCLUSIONS

Radiation enteritis and other radiation‐induced, long‐term complications are characterized by excessive stimulation of TGF‐β1. Preliminary studies suggest that IFN‐γ may be effective in the treatment of patients with radiation‐induced cutaneous fibrosis. IFN‐γ should be considered in Phase I–II studies to assess its toxicity and efficacy in the treatment of patients with radiation enteritis. Cancer 2002;95:1151–63. © 2002 American Cancer Society.

DOI 10.1002/cncr.10766
Validation of a biopsy‐based pathologic algorithm for predicting lymph node metastases in patients with clinically localized prostate carcinoma
Authors: Haese Alexander , Epstein Jonathan I. , Huland Hartwig , Partin Alan W.
Published: October 2002

BACKGROUND

The authors validated an algorithm for the preoperative prediction of lymph node (LN) metastases in patients with clinically localized prostate carcinoma. The algorithm was applied to sextant biopsy material and radical retropubic prostatectomy (RRP) stage obtained from a cohort of men who were treated at the authors' institution.

METHODS

Four hundred forty‐three patients underwent systematic sextant biopsy and RRP with staging lymphadenectomy. The original algorithm was based on systematic sextant biopsy data and classified patients into three risk groups for LN metastases based on the biopsy result. If ≥ 4 of 6 biopsies contained any Gleason Pattern 4 disease, then the patient was at high risk for LN metastases (45%). Patients with ≥ 1 of 6 biopsies with dominant Gleason Pattern 4 disease (excluding high‐risk patients) had an intermediate predicted risk (19%) of LN metastases. All other patients had a low predicted risk of LN metastases (2.2%). The authors assed the percentage of patients who were positive and negative for LN metastases and calculated the specificity and negative predictive value in the series when patients were classified according to the original algorithm.

RESULTS

Twenty of 443 patients had intraoperative LN metastases. When applied to the current data, the Hamburg algorithm classified 404 patients in the low‐risk group, 30 patients in the intermediate‐risk group, and 9 patients in the high risk group. The incidence of LN metastases was 2.47% in the low‐risk group, 20% in the intermediate‐risk group, and 44.4% in the high‐risk group. The negative predictive value for the low‐risk group was 97.52%, and the specificity was 94.14%.

CONCLUSIONS

The Hamburg algorithm proved a valid tool for the prediction of lymphatic spread in this validation study on data from the authors' institution. The algorithm may serve as a tool to select patients who do not need to undergo pelvic lymphadenectomy at the time they undergo RRP, hence reducing morbidity and expense. More importantly, with the increasing numbers of men undergoing treatment options in whom LN dissection is not performed, this validated algorithm provides an important selection basis regarding the appropriateness of a therapy that does not routinely include LN staging. Cancer 2002;95:1016–21. © 2002 American Cancer Society.

DOI 10.1002/cncr.10811
Evidence for a dynamic host‐parasite relationship in e‐negative hepatitis B carriers
Authors: Tedder Richard S. , Ijaz Samreen , Gilbert Nicola , Barbara John A.J. , Corden Sally A. , Gilson Richard J.C. , Boxall Elizabeth H.
Published: October 2002

Anti‐hepatitis Be (HBe) carriers are perceived as having low infectivity, with hepatitis B virus (HBV) DNA levels far below those seen in the HBeAg carrier. However, the temporal stability of HBV DNA in anti‐HBe carriers remains poorly characterised. UK Department of Health guidelines use HBV DNA levels to define whether HBV‐infected health care workers may perform exposure‐prone procedures. Two samples separated by 1–23 years available from 147 carriers were analysed for precore variants and HBV DNA levels. Among 15 HBeAg carriers, HBV DNA was maintained at high levels. There was a 5 log10 fold reduction in DNA in 11 individuals who developed anti‐HBe during follow‐up evaluation. Proportional changes in HBV DNA levels in anti‐HBe carriers were similar to those in HBeAg carriers, although there was a trend for changes in viral DNA to be more marked in anti‐HBe carriers followed up for longer periods. Closer sampling in 20 anti‐HBe carriers demonstrated large fluctuations of DNA levels over short periods. Serum transaminases and precore mutant status at the outset failed to predict those in whom HBV DNA levels fluctuated. HBV DNA was below the detection threshold (<400 copies/ml) in 36 anti‐HBe carriers at first sampling and remained so in all but 5 of these carriers. Twelve individuals who were previously viraemic lost detectable HBV DNA during follow‐up evaluation. While HBV DNA levels are found to fluctuate in carriers, our results indicate that once below the threshold of detectability, levels are unlikely to rise. This is an important factor when assessing health care workers for exposure‐prone procedures. J. Med. Virol. 68:505–512, 2002. © 2002 Wiley‐Liss, Inc.
Low hepatitis B prevalence among pre‐school children in Denmark: Saliva anti‐HBc screening in day care centres
Authors: Fisker Niels , Georgsen Jørgen , Stolborg Torsten , Khalil Mohammed Rohi , Christensen Peer Brehm
Published: October 2002

Although Denmark has a low hepatitis B virus (HBV) prevalence, HBV transmission has been reported in Danish day‐care centres. The aim of this study was to validate saliva anti‐HBc testing as a method for HBV screening, the applicability of saliva sampling to pre‐school children, and to determine the HBV prevalence in Danish day‐care centres with a high proportion of immigrants. For validation, paired saliva and plasma samples were obtained from blood donors and injecting drug users. Employees and children in day‐care centres with a high proportion of immigrant children were offered saliva screening followed by blood test if positive. The specificity and sensitivity of anti‐HBc tests on saliva was 100% (102 blood donors and four injecting drug users) and 85.9% (61 of 71 anti‐HBc‐positive injecting drug users), respectively. In all samples from HBsAg (n = 7) or anti‐HBc IgM‐positives (n = 9), anti‐HBc was detected in saliva. Adequate saliva samples were obtained from 93% (588/634) of children and 100% (166/166) of employees participating in the day‐care centre survey. Among children 55% were of non‐Scandinavian origin and only one (0.2%, 95% CI [0.0; 1.0]) was HBV positive. Among employees the corresponding values were 22% and 7 (4.2%). The positive predictive value of the saliva test was 25% (1/4) among children and 88% (7/8) among adults. In conclusion, saliva testing is feasible for HBV screening among children in low prevalence populations, but any anti‐HBc reactivity should be confirmed by plasma analysis. The HBV prevalence in pre‐school children in Denmark is low even among immigrants from endemic areas. J. Med. Virol. 68:500–504, 2002. © 2002 Wiley‐Liss, Inc.
Mediastinal mass in childhood T‐cell acute lymphoblastic leukemia: Significance and therapy response
Authors: Attarbaschi Andishe , Mann Georg , Dworzak Michael , Wiesbauer Peter , Schrappe Martin , Gadner Helmut
Published: October 2002

Background

T‐cell acute lymphoblastic leukemia (T‐ALL) accounts for ∼10–13% of childhood ALL cases. Patients with T‐ALL frequently present with unfavorable features at diagnosis and thus are considered to have a higher risk to relapse. Within the last 10 years, the previously dismal prognosis of this ALL subtype has been improved by intensified chemotherapy. However, 30–40% of patients still relapse, so that additional prognostic factors such as the local response of the mediastinal mass to therapy might allow defining the patients at risk in a better manner.

Procedure

A retrospective analysis of 116 Austrian patients with T‐ALL was performed to assess whether an initial mediastinal mass (70/116) and its response to chemotherapy as measured by thoracic X‐rays (32/70) might predict outcome.

Results

Neither patients with a mediastinal tumor at the time of diagnosis nor patients with an incomplete response on day 35 or 70 of therapy had a worse prognosis, as compared with the group of patients with no initial tumor and complete regression on day 35 and 70.

Conclusions

We failed to show that in children with T‐ALL residual mediastinal tumors are of prognostic relevance. This might suggest that incomplete local response is not necessarily an indication for treatment intensification such as local irradiation, second‐look operation, or high‐dose chemotherapy with bone marrow rescue. However, due to the relatively small number of patients analyzed, our results have to be validated prospectively on a larger cohort of patients in future clinical trials. Med Pediatr Oncol 2002;39:558–565. © 2002 Wiley‐Liss, Inc.
On the origin of EEG‐slowing and encephalopathy during induction treatment of acute lymphoblastic leukemia
Authors: Korinthenberg Rudolf , Scheuring Bernadette , Boos Joachim , Niemeyer Charlotte
Published: October 2002

Background

Neurological complications and EEG slowing frequently occur in children undergoing induction treatment for acute lymphoblastic leukemia (ALL). Disease‐related factors and treatment‐related toxicity are believed to play causative roles. We wanted to elucidate the etiology further by serial EEG examinations and parallel CSF amino acid analyses.

Procedure

Twenty‐nine children participated in the study. EEG examinations with quantitative computerized analysis were scheduled on day 1, 10, 29, and 59 of protocol I of BFM‐ALL 90 and 95 Study Protocols. CSF analysis for amino acids was carried out on day 1, 15, 29, 45, and 59.

Results

A total of 21 of 25 available EEGs showed slight‐to‐moderate slowing already at diagnosis. The abundance of slow waves was significantly correlated to the white blood count and the CSF glutamine concentration. The EEGs significantly worsened during the first 10 days of treatment with prednisone, VCR, daunorubicin, and intrathecal methotrexate. The following treatment including asparaginase (ASP) gave rise to depletion of CSF from asparagine and a rise of aspartate; glutamine, and glutamate did not follow this pattern. The EEGs remained abnormal, but did not worsen further; the CSF amino acid changes were not related to the EEG. During the subsequent consolidation treatment, the EEGs normalized despite administration of cyclophosphamide, cytara bine, intrathecal methotrexate, and mercaptopurin.

Conclusions

The greater part of EEG changes observed in the early treatment of ALL is due to disease‐related factors. Treatment with prednisone, vincristine, and to a much lesser degree asparaginase aggravates the pre‐existing encephalopathy. Depletion of CSF from asparagine does not give rise to additional changes. In the second month, the EEG normalizes despite ongoing treatment with different cytotoxic drugs. Med Pediatr Oncol 2002;39:566–572. © 2002 Wiley‐Liss, Inc.
Localised Ewing sarcoma/PNET of bone—prognostic factors and international data comparison
Authors: Jenkin R. Derek , Al‐Fawaz Ibrahim , Al‐Shabanah Mohammed , Allam Ayman , Ayas Mouhab , Khafaga Yasser , Memon Muhammad , Rifai Samira , Schultz Henrik , Younge Derek
Published: October 2002

Background

To determine if the distribution of prognostic factors accounted for the differences when the outcome for localised Ewing Sarcoma/PNET bone in Saudi Arabia was compared with results from countries with well developed health care systems.

Procedure

Retrospective analysis was undertaken of 163 consecutive patients of all ages, treated with radical intent at KFSHRC from 1975 to 1998. Standard chemotherapy was commenced in all patients. The local treatment modality was resection ± radiation in 30% and radiation treatment alone in 67%. Size data were available for 51 patients treated from 1994 to 1998, inclusive. One third of these patients had tumors with volume >500 ml.

Results

Three year survival significantly increased with the year of diagnosis, 1975–1988 45%; 1989–1993 55%; and 1993–1998 63% (P = 0.006). Favorable prognostic factors were age ≤14 (P = 0.07); site, distal extremity, and skull (P = 0.08); and volume ≤ 200 ml (P = 0.06). Secondary prognostic factors were response to induction chemotherapy, both histological, 100% necrosis, (P = 0.04) and clinical CR+PR, (P = 0.02). From 1994 to 1998, 3 year survival for tumors in the distal extremity and skull was 80% and for small tumors, < 200 ml, at any site was 82%. In comparison, the 3 year survival for patients with tumors at any other sites was 60%, and for tumors >200 ml, 55%.

Conclusions

Overall survival progressively improved. From 1994 to 1998 the survival of patients with small tumors and/or favorable sites was similar to the best reported results. It was not possible to compare results by tumor size for large tumors, > 500 ml, due to the absence of data from elsewhere. A better staging system is required for the international comparison of results. Med Pediatr Oncol 2002;39:586–593. © 2002 Wiley‐Liss, Inc.
A classification and evaluation of research in operations management
Authors: Chase Richard B.
Published: October 2002

It is important that the first issue of a new journal devoted to research in a given subject area examine the general nature of research in the field at present, and indicate what type of research might be beneficially undertaken in the field in the future. It is also desirable for a new journal to consider the ways in which it will judge the general quality of its articles in the aggregate, relative to established journals in similar disciplines. That is, what criteria can and should be used, say five years hence to determine if the journal is a strong one? It is the purpose of this paper to consider these distinct, but interrelated questions. This will be done by classifying some recent OM research, commenting on what appear to be broad areas where more work might be done, and then suggesting some measures we might want to think about for evaluating papers published by the JOM in the future.
Design of time‐of‐use rate periods for a utility
Authors: Dobrow Samuel A. , Lingaraj B.P.
Published: October 2002

Electric utilities are turning to the time‐of‐use rate structure as a solution to the pricing dilemma they face. Charging relatively higher prices for peak usage and lower prices for offpeak usage provides the correct pricing signal to the consumer and promotes a more efficient utilization of the utility. Though this rate form has been successfully used in Europe for over 25 years, there has not been much experience with it in this country.

An important aspect of time‐of‐use rate design is the determination of peak and offpeak hours of the day. This paper uses cluster analysis to delineate the appropriate hours for rate design. Utilities build expensive base loads plants to provide large amounts of cheap energy and less capital intensive peaking plants with high operating costs to meet short term emergency requirements leading to higher average total costs as more power is generated. The procedure presented, therefore, groups loads into rating periods such that peak periods contain large loads and offpeak periods contain low loads.

The methodology is applied to the determination of time‐of‐use rating period hours for a large electric utility in the U.S. Since the optimal grouping with four seasons and three time‐of‐use periods was judged to be not feasible, a “practical best” solution was developed by modifying it appropriately. The utility set the peak hours for winter months (October to April) as 6 a.m. to 12 noon and 4 p.m. to 10 p.m. and summer (May to September) peak hours as 10 a.m. to 10 p.m., with weekends and major holidays being considered offpeak.

The time‐of‐use rate structure has been implemented for commercial and industrial consumers on an experimental basis. A consumer opting for the new structure will be monitored using both structures and billed for the lower amount.
Dynamic lot sizing techniques: Survey and comparison
Authors: Zoller Klaus , Robrade Andreas
Published: October 2002

Numerous heuristics have been proposed in the past two decades for the dynamic lot sizing problem, many of them in APICS journals. Their relative performance is explored in extensive numerical tests measuring expected costs, risks of higher than expected costs and computer time consumed. The results indicate that users of pertinent standard software systems could benefit substantially from an incorporation of more recently proposed methods, specifically Groff's (1979) stop rule and a fathoming algorithm expanding it to a look‐ahead heuristic.
Merging prescriptive and behavioral approaches for office layout
Authors: Schuler Randall S. , Ritzman Larry P. , Davis Vicki
Published: October 2002

Various approaches have emerged for designing office layouts and for better understanding their impact on employee attitudes and performance. They can be broadly categorized as either being prescriptive or behavioral. Prescriptive approaches are a collection of solution procedures and algorithms aimed at designing layouts around work flows and managerial preferences. While assisting with the combinatorial difficulties in layout planning, little thought is given to how individuals are influenced by spatial arrangements. The behavioral approach, on the other hand. consists of various theories and empirical studies of how spatial arrangements impact employee satisfaction and motivation. However, they pay little attention to translating such insights into workable layouts.

The purposes of this paper are threefold. First, the disparate approaches to office layout are critically reviewed. Second, a new theory of spatial arrangements is proposed and tested in an exploratory fashion. Third, suggestions are made on future research and how prescriptive models can be reformulated to better handle the behavioral aspects of office layout.
Improved implementation of inventory control models through equivalent formulations
Authors: Oral Muhittin
Published: October 2002

This paper summarizes an actual multi‐item periodic‐review inventory control study conducted in a developing country. The firms of developing countries are usually less fortunate than their counterparts in industrialized countries in terms of management information systems, personnel and other infrastructure to successfully implement the results of research studies. Therefore, the management scientists of these countries are more obliged to formulate managerial problems in such a way that “decision‐framing” models thus developed require the least estimating and updating efforts possible, yet not sacrifice much from the optimal solution which otherwise could have been obtained. In this study, two formulations of an actualinventory control problem, one much easier and less costly to implement than the other, are shown to be equivalent with respect to the optimal solution. This result offers an instrument for implementation improvements in inventory control systems.
The effects of work‐in‐process inventory considerations on learning curve construction
Authors: Malstrom Eric M. , Fleming Jack W.
Published: October 2002

Learning curves have been used since the 1930's as a tool to aid in the functions of cost estimating and production planning / control. While there has been much data collected to construct learning curves for airplanes, extensive coll ection of data to construct curves for electronic equipment has been limited. Further, virtually all published analyses to date have implicitly ignored the effects of work‐in‐process inventories on curve construction.

This paper examines these effects through the historical construction of learning curves using actual industrial data. Work‐in‐process effects are considered through the use of linear and bilinear manufacturing progress functions. Degradation in the accuracy of curve construction is determined through the completion of a sensitivity analysis considering varying degrees of work‐in‐process activity. The results of the analysis show that work‐in‐process consideration affects the improvement curve percentage obtained. The method of work‐in‐process consideration is found to be less critical than the basic inclusion of this parameter in curve construction by one of several straightforward mathematical methods.
Managing product lines that share a common capacity base
Authors: Morecroft John D.W.
Published: October 2002

This paper examines the difficulties of maintaining competitive delivery times on product lines that share a common capacity base. The analysis is derived from a case study of a manufacturing firm producing finished product and service parts at a single plant. A system dynamics simulation model is used to represent production and ordering policies of the firm and its distribution network. Simulation analysis shows that these policies cause demand volatility for the finished product to be converted into supply volatility of service parts, leading to long parts delivery times and loss of service parts market share. To improve the performance of the service parts business, the production of finished product and parts should be decoupled, so the supply of the two product lines becomes independent. The results are discussed for the general multiproduct‐line case. A brief report of implementation results is included.
A heuristic algorithm for determining lot sizes of an item subject to regular and overtime production capacities
Authors: Dixon Paul S. , Elder Mark D. , Rand Graham K. , Silver Edward A.
Published: October 2002

The problem considered in this paper deals with the sizing and timing of replenishments for an item facing a time‐varying, but known, pattern of requirements. Regular time and overtime (the latter at a cost premium) production options are available where there are production capacities that also can vary with time. The problem is to establish the pattern of replenishments so as to keep the total of setup, carrying and overtime premium costs as low as possible without any backlogging of demand and without violating any of the capacity constraints. A heuristic procedure, simple enough to implement manually, is developed and tested on a large representative set of problems. The resulting performance is excellent, namely an average cost penalty of only 0.5%.
Optimum stock levels for excess inventory items
Authors: Tersine Richard J. , Toelle Richard A.
Published: October 2002

Insufficient attention has been focused on the ubiquitous problem of excess inventory levels. This paper develops two models of different complexity for determining if stock levels are economically unjustifiable and, if so, for determining inventory retention levels. The models indicate how much stock should be retained for regular use and how much should be disposed of at a salvage price for a given item.

The first model illustrates the basic logic of this approach. The net benefit realized by disposing of some quantity of excess inventory is depicted by the following equation:
urn:x-wiley:02726963:joom245:equation:joom245-math-0001

This relationship can be depicted mathematically as a parabolic function of the time supply retained. Using conventional optimization, the following optimum solution is obtained:
urn:x-wiley:02726963:joom245:equation:joom245-math-0002

where t0 is the optimum time supply retained; P is the per‐unit purchase price; Ps is the per‐unit salvage price; C is the ordering cost; Q is the usual item lot size; F is the holding cost fraction; and R is the annual demand for the item. Any items in excess of the optimum time supply should be sold at the salvage price.

The second model adjusts holding cost savings, repurchase costs, and reorder costs to account for present value considerations and for inflation. The following optimum relationship is derived:
urn:x-wiley:02726963:joom245:equation:joom245-math-0003

where i is the expected inflation rate and k is the required rate of return. Unfortunately this relationship cannot be solved analytically for t0; Newton's Method can be used to find a numerical solution.

The solutions obtained by the two models are compared. Not surprisingly, the present value correction tends to reduce the economic time supply to be retained, since repurchase costs and reorder costs are incurred in the future while salvage revenue and holding cost savings are realized immediately. Additionally, both models are used to derive a relationship to describe the minimum economic salvage value, which is the minimum salvage price for which excess inventory should be sold.

The simple model, which does not correct for time values, can be used by any organization with the sophistication level to use an EOQ. The present value model which includes an inflation correction is more complex, but can readily be used on a microcomputer. These models are appropriate for independent demand items. It is believed that these models can reduce inventory investment and improve bottom line performance.
Capacitated heuristic program for multiactivity, multi‐facility system designs
Authors: Khumawala Basheer M. , Stinson Joel P.
Published: October 2002

Multi‐activity, multi‐facility design systems occur in a wide variety of industrial and service applications: e.g.: regional health care centers with configurations of activities at each center, and multi‐echelon inventory distribution systems. The problem in designing such systems is to determine from a candidate set of possible locations what facility locations should be opened and what types of activities should be carried out at each of the open facilities. This article presents an efficient heuristic procedure for such a problem.

The heuristic procedure described can be used to solve both the uncapacitated and the capacitated problems where capacity is expressed in terms of the number of activities which can be supported by the facilities.

Extensive computational experience with the heuristic is presented. The performance of the heuristic is compared against optimal solutions and the results look very encouraging.
Explaining productivity differences in North Carolina factories
Authors: Schmenner Roger W. , Cook Randall L.
Published: October 2002

Using detailed survey data collected from 95 large factories in North Carolina, this article examines the reasons why some factories are more productive than others. Six distinct measures of productivity are used as independent variables in the regression analyses reported. The results suggest five major themes that are shared by the most productive plants: simpler flow of materials through the process, valuing people, attending to quality, investing in hardware, and accounting for the industry's productivity growth. Several factors such as size and unionization are of no apparent importance to an explanation of cross‐factory productivity differences.
Optimal technology choice in a dynamic‐stochastic environment
Authors: Cohen Morris A. , Halperin Robert M.
Published: October 2002

The issue of technology management has become particularly relevant to operations planners as a result of the introduction of new, computer‐aided process technologies in recent years. At the same time, the fields of economics and management science have developed a number of models and paradigms for technology management and equipment replacement. In this article we present a model structure that builds on this theory and that is directed toward providing insights into the particular issues associated with fixed versus variable cost trade‐offs.

A fairly general, dynamic, stochastic model is presented. This model links production planning with technology selection in a direct manner. The model computes optimal production plans in the face of uncertain demand in the course of evaluating the costs and benefits of each technology alternative. The key result of the article concerns conditions for the optimality of moves to lower variable cost technologies.
A simple and robust model for computing the service level impact of lot sizes in continuous and lumpy demand contexts
Authors: Etienne Eisenhower C.
Published: October 2002

Lot sizes that cover material requirements for more than two periods' demand have a built‐in service level impact. The lot sizes act as a buffer for variations in demand for every period (week) but the last. However, procedures for including the service level effect of the lot size in the lot‐sizing decision have not been developed.

This article develops a very simple but robust mathematical model for computing the service level guaranteed by any lot size, Q, in both continuous and lumpy demand contexts. The model turns out to be a very simple mathematical expression involving the lot size, Q, the number of periods of demand covered by the lot size, n, and the standard deviation of the demand, σ.

Some purely mathematical evaluations of the model were undertaken, and were found to predict both the direction of change of the service level as a function of Q and σ and the limit of the service level very well. A simulation experiment was also designed to test how well the model predicted the service level generated by the lot size, Q. The value of Q was set at the beginning of each experiment; the parameters of demand distribution were denned a priori. The simulations involved setting the lot size, Q, randomly generating individual demands from the known distribution, and recording the impact on the inventory and service levels.

The results show that the model's prediction of the service level generated by any given lot size, Q, was very precise and reliable. The performance of the model was excellent even for cases where demand variability, as measured by the standard deviation, was high. Moreover, the built‐in service level of lot sizes turned out to be high, ranging from 95% to 100%.

The ability to do a reasonably precise, a priori computation of the service level generated by a lot size, Q, has fundamental ramifications for production and materials management. One of these ramifications is the ability to size safety stocks to increase the service level from that generated by the lot size to the target sought by management. The article demonstrates that the safety stock will be smaller if the built‐in service level of the lot size is factored in. The conclusion is that lot‐sizing decisions cannot be divorced from safety stock computations, as has been done traditionally in theory and practice. Moreover, the choice of a lot‐sizing approach must consider the service level objectives of the company.
An experimental investigation of FMS scheduling rules under uncertainty
Authors: Denzler David R. , Boe Warren J. , Duplaga Edward
Published: October 2002

This article reports the results of an experimental investigation of scheduling decision rules for a dedicated flexible manufacturing system (FMS) with variable performance times and machine break‐downs. An existing FMS was modeled using the actual performance times obtained from the system's transaction log. The performance of six heuristic scheduling rules were tested under differing uncertainty conditions.

The simulation model included three types of uncertainty, namely: minor breakdowns, which averaged two hours and occurred once every two shifts; major breakdowns, which averaged ten hours and occurred once every ten shifts; and operation time deviations, which ranged from 0% to 20% of standard time. The runtime for the simulation approximated the work to be done over a ten‐week period of time, or 7,590 parts.

Six different part loading rules were used to determine whether they could produce different performance results. The smallest proportion of jobs launched and the next empty pallet rule worked appreciably better than the rest of the rules in obtaining the highest FMS utilization.