bluuebunny/crossref_metadata_2025 huggingface dataset:
Investment-Borrowing Decisions in Natural Gas Transmission
Authors: Thompson Russell G. , Proctor Michael S. , Hocking R. R.
Published: November 2008

The investment problem in natural gas transmission in a static sense as analyzed by Chenery [Chenery, H. B. 1949. Engineering production functions. Quart. J. Econ. 63(November) 507–531.] and Lehn [Lehn, H. C. 1943. An analysis of gaspipeline economics. Am. Soc. Mech. Engrs. Trans. (July) 445–460.] is reconsidered as a discrete time control problem using a formulation developed by Thompson and George [Thompson, R. G., M. D. George. 1968. Optimal operations and investments of the firm. Management Sci. 15(1, September) 49–56.]. In the model, the objective is to maximize, subject to constraints, the terminal value of the investment in transmission pipe and pumping capacity plus the sum of the terminal value of the net savings and the capitalized value of the dividends paid over a decision-making period of fixed length. The state variables are: pumping capacity, indebtedness outstanding, depreciated value of the transmission pipe, depreciated value of the pumping capacity, and savings. The control parameters are: the inside diameter of the transmission pipe (pipe size), the wall thickness of the pipe (thickness), initial pumping capacity, initial borrowings, and initial savings. The control variables are: investments in pumping capacity and borrowings during the period.
The Myth of Objectivity OR Why Science Needs a New Psychology of Science
Authors: Mitroff Ian I.
Published: November 2008

For the past two years I have been studying a group of over forty eminent physical scientists. I have repeatedly interviewed (there are over 220 hours of tape-recorded interviews) and questioned them about their methodology and attitudes towards science and scientists. The purpose of my study has been to find out how practicing scientists actually do science and what they think about the nature of science.
Note—The Stochastic Cash Balance Problem with Charges Levied Against the Balance
Authors: Porteus Evan L. , Neave Edwin H.
Published: November 2008

The finite horizon cash balance problem with charges levied against the cash balance is considered. Conditions, sufficient to show that a two-sided (s, S) policy is optimal, are given. We consider transactions cost functions which include no fixed costs, and are linear in the amount of change. Only a reinterpretation of an earlier formulation is required when transactions costs are levied against the balance. When penalty charges are so levied, we require the penalty cost function to be convex, non-negative, and include no charge on a zero ending balance.
Optimal Issuing Policies for Perishable Inventory
Authors: Pierskalla William P. , Roach Chris D.
Published: November 2008

Optimal issuing policies for some particular classes of perishable inventory problems are derived under several possible objective functions. The inventory considered is one in which stock is grouped into categories according to shelf age. Demand occurs for each of the categories, and may be satisfied by inventory units from that category or from any “younger” category. It is shown for most of the objective functions considered that the optimal policy is to issue the oldest unit which will satisfy the demand. A prime example of the classes of inventory problems considered in this paper is the issuance of whole blood from a hospital or central blood bank.
The Optimality of Generalized (s, S) Policies under Uniform Demand Densities
Authors: Porteus Evan L.
Published: November 2008

This note considers the single product, single echelon, periodic review, stochastic, dynamic inventory model discussed recently [Porteus, E. L. 1971. On the optimality of generalized (s, S) policies. Management Sci. 17 411–426.], where the ordering cost function is concave increasing, rather than simply linear with a setup cost. We show that a generalized (s, S) policy will be optimal in a finite horizon problem when the probability densities of demand are uniform or convolutions of a finite number of uniform and/or one-sided Pólya densities. Such densities are not necessarily one-sided Pólya densities, for which this result has already been established. To prove the result here we need only show, roughly, that a certain subclass of the quasi-K-convex functions is closed under convolution with uniform densities which describe nonnegative random variables.
A Rejoinder
Authors: Maxwell William L.
Published: November 2008

A rejoinder to comments to the author's paper Maxwell, W. L. 1970. On sequencing n jobs on one machine to minimize the number of late jobs. Management Sci. 16(5, January) 295–297.
The Role of Decision Models in the Evaluation of Competing Environmental Health Alternatives
Authors: Klee Albert J.
Published: November 2008

This paper discusses the problems faced by the Solid Waste Management Office (formerly the Bureau of Solid Waste Management) in evaluating competing environmental health alternatives, given a set of decision criteria. The concepts of scoring models are reviewed. Techniques for the implementation of a linear scoring model are critically examined; and a new method, termed DARE, is discussed as it is presently applied in this Office. The DARE method is a rational, orderly procedure that minimizes the number of decisions required of the decisionmaker.
Estimation of Forecast Errors for Seasonal-Style-Goods Sales
Authors: Chang Sang Hoon , Fyffe David E.
Published: November 2008

Seasonal-style-goods inventories are characterized by the substantial losses associated with those merchandise items which are unsold at the end of a season. If the probability distribution for sales for the entire season were known, the decision problem would reduce to determining the optimal lot size, as in the classical newsboy problem. In reality, however, it may be possible to consider sales estimation as a multi-period inventory problem because there may be opportunities during the course of the season to review the earlier sales performance to reestimate forecast errors made earlier in the season, and to take appropriate action based on the new estimates. In this paper Kalman-Shaw linear feedback filtering is used to estimate previous forecast errors. The model is formulated in such a way that, given an initial forecast, the subsequent reestimation of the initial forecast error requires only the actual sales experience to date.
Managerial Work: Analysis from Observation
Authors: Mintzberg Henry
Published: November 2008

The progress of management science is dependent on our understanding of the manager's working processes. A review of the literature indicates that this understanding is superficial at best. Empirical study of the work of five managers (supported by those research findings that are available) led to the following description: Managers perform ten basic roles which fall into three groupings. The interpersonal roles describe the manager as figurehead, external liaison, and leader; the information processing roles describe the manager as the nerve center of his organisation's information system; and the decision-making roles suggest that the manager is at the heart of the system by which organizational resource allocation, improvement, and disturbance decisions are made. Because of the huge burden of responsibility for the operation of these systems, the manager is called upon to perform his work at an unrelenting pace, work that is characterized by variety, discontinuity and brevity. Managers come to prefer issues that are current, specific, and ad hoc, and that are presented in verbal form. Aa a result, there is virtually no science in managerial work. The management scientist has done little to change this. He has been unable to understand work which has never been adequately described, and he has poor access to the manager's information, most of which is never documented. We must describe managerial work more precisely, and we must model the manager as a programmed system. Only then shall we be able to make a science of management.
Infinite Horizon Programs
Authors: Grinold Richard C.
Published: November 2008

Several difficulties arise when multistage optimization problems with linear constraints are extended to an infinite horizon. For linear objectives the weak duality theorem fails, duality gaps exist, complementary slackness is not a sufficient condition for optimality, and the total reward may diverge.

This paper presents verifiable conditions on the problem that guarantee the existence of optimal solutions and equilibrium prices for linear and nonlinear objectives. In addition, it is ascertained that the Kuhn-Tucker conditions are sufficient for optimality if additional restrictions are imposed.

If the constraints are Leontief and the objective is convex (in a maximization problem), then the existence of an extreme point optimal solution can be verified. The decision taken in each period is an extreme point of the set of solutions that are feasible in that period. The Leontief case also yields a horizon theorem. All sufficiently long finite horizon problems produce a first decision that is optimal for the infinite horizon problem.
An Implicit Enumeration Algorithm for the Concave Cost Network Flow Problem
Authors: Florian M. , Robillard P.
Published: November 2008

The objective of this paper is the construction of a branch-and-bound algorithm for computing minimum cost flows in capacitated networks when the cost of passing a flow over an are is concave. The method is based on the equivalence of the general network flow problem to a network flow problem in a bipartite network of a special form. An optimal flow is found by implicit enumeration of the set of extremal flows in that network.
Set Covering and Involutory Bases
Authors: Bellmore Mandell , Ratliff H. Donald
Published: November 2008

Some new properties associated with the special class of integer programs known as weighted set covering problems are derived. While it is well known that an optimal integer solution to the set covering problem is a basic feasible solution to the corresponding linear program, we show that there exists an optimal basis which is involutory (i.e., B = B−1).

This property and others are used to develop a new algorithm which uses strong cutting planes. The cutting planes are strong in the sense that they exclude both integer and noninteger solutions. Computational experience is presented.
Optimal Sorting in Industrial Operations
Authors: Zusman P. , O'Regan W. G.
Published: November 2008

A theorem is developed which reduces to manageable proportions a linear programming problem of potentially infinite size. A converging iterative procedure is presented for estimating the parameters to be used in combining the activities of the original large problem. The theorem and iterative procedure are applicable to the general problem of sorting material in industrial processes, whether the material to be sorted consists of peas, pine logs, or poultry products.
Optimal Defense of Multi-Commodity Networks
Authors: Bellmore Mandell , Ratliff H. Donald
Published: November 2008

The determination of an optimal strategy for reinforcing arcs and nodes in a multi-commodity network is discussed. This strategy will maximize the effort required by an attacker to render the network useless. Under certain assumptions this problem is shown to be equivalent to the problem of maximizing the capacity of the minimal multi-commodity disconnecting set for the network. An algorithm for determining an optimal reinforcing strategy under these assumptions is presented, and computational results are discussed.
A Model for Evaluating VSTOL Versus CTOL Combat Aircraft Systems
Authors: Horowitz Seymour , Shishko Robert
Published: November 2008

This paper describes a cost-effectiveness study of the use of vertical or short takeoff and landing (VSTOL) aircraft for combat missions. A comparison is made with conventional (CTOL) aircraft as tactical fighters in a future NATO environment. The conditions under which VSTOL and CTOL aircraft can be considered to be competitive systems are carefully described. A model yielding the “probability of completing n successive missions” is used as a measure of combat effectiveness. A cost model was constructed to reflect the resource impact of the same variables or alternatives that affect the measure of effectiveness. This integrated format is a necessary condition for the selection of least-cost designs capable of providing a given level of mission performance. A graphical summary of such a format is provided.
Product Design: Subassemblies for Multiple Markets
Authors: Rutenberg David P. , Shaftel Timothy L.
Published: November 2008

A firm may cut costs by installing more parts than its products require. Each product or application requires a specified number of parts such as inductors, resistors and capacitors. For assembly and maintenance reasons, parts are grouped into subassembly modules. If there are economies of scale in manufacturing sub-assembly modules, it may be worthwhile to standardize on a few module designs that will be used in all products or applications even though a few more parts than needed are installed. The cost of giving away extra parts by using few standard modules must be balanced against the fixed costs of producing more types of standard modules. In the multi-market problem there is a fixed cost with the production of a module, and then another fixed cost when the module is used in a market. The paper presents a solution procedure and the time results of computer runs for the problem of finding the best standard modules for a multi-product, multi-market corporation.
Letter to the Editor—A Note on Scheduling a Multi-Product Single Machine System for an Infinite Planning Period
Authors: Haessler Robert W.
Published: November 2008

A note on Madigan, J. G., “Scheduling a Multi-Product Single Machine System for an Infinite Planning Period,” Management Science, Vol. 14, No. 11 (July 1968), pp. 753–719.
Erratum: Cargo Vehicle Productivity
Authors: McQuie Robert
Published: November 2008

In the article, “Cargo Vehicle Productivity” in the October 1971 issue, Figure 3 was printed incorrectly in Figure 2. The correct Figure 2 is shown below.
A Probablistic Market Model of Purchase Timing and Brand Selection
Authors: Herniter Jerome
Published: November 2008

A stochastic model of consumer purchase behavior for frequently purchased, low cost products is developed. Both brand selection and purchase timing are incorporated in the model; a first-order Markov process is used to describe brand selection, and Erlang density functions are used to describe time between purchases. The market's behavior is obtained by describing the individual consumer's behavior and then aggregating over consumers. The model's predictions of various aggregate purchase timing statistics and repeat purchase sequences are empirically verified.
Allocating Sales Force Effort with Commissions and Quotas
Authors: Davis Otto A. , Farley John U.
Published: November 2008

Quotas, commissions and mixtures of the two are widely used to control salesmen's activities both in terms of overall motivation and as decentralized means to direct allocation of effort over various products in the firm's line. Sales commission plans as allocation devices for a commission-maximizing sales force and a profit-maximizing central management generally turn out to be inadequate decentralized allocation devices in themselves, regardless of whether commissions are based on sales or on profit margins. A plan based on sales fails to reconcile the interests of salesmen and management, while a plan based on profit margins generally makes each salesman's income depend not only on his performance but on the performance of all other members of the sales force simultaneously. Further, information requirements about individual salesmen and markets appear so great that setting optimal quotas centrally is impossible for practical purposes. However, an interative quota generating procedure may be used to reconcile interests of salesmen and management, and yet maintain the desirable features of decentralised allocation consistent with the independent operation of the individual salesman.
Relaxation Methods for Pure and Mixed Integer Programming Problems
Authors: Gorry G. Anthony , Shapiro Jeremy F. , Wolsey Laurence A.
Published: November 2008

The usefulness of group theoretic methods in solving integer programming (IP) problems is extended by procedures for controlling the size of the groups. The main procedure given shows how an optimal linear programming basis can be altered to reduce the magnitude of its determinant thereby reducing the size of the group induced by the basis. An adaption of Benders' mixed IP algorithm is given which uses these methods. Some limited computational experience is given.
Purchasing Priorities in Queues
Authors: Balachandran K. R.
Published: November 2008

A class of queueing problems is introduced in which each customer can purchase preferential treatment by making a payment. Each customer is assumed to select his payment so as to minimize his own expected cost, without regard for global considerations. A payment policy determines a customer's payment as a function of the information available. A payment policy is said to be stable if no one customer can reduce his expected cost by deviating from it, provided that all other customers follow it. The existence of stable payment policies which are not globally optimal is demonstrated in examples based on the M/M/1 queue.
A Facilities in Series Inventory Model with Nested Schedules
Authors: Love Stephen F.
Published: November 2008

We consider an n-period single-product inventory model with known requirements and separable concave production and storage costs. The model is a multi-echelon structure in which N facilities, labeled 1,…,N, are arranged in series. We show that if storage and production costs are respectively nondecreasing in order of facilities and nonincreasing in time, then an optimal schedule has the property that if in a given period, facility j produces, then facility j + 1 does also. This nested structure is exploited in an algorithm for finding an optimal schedule. The computational effort increases in proportion to the cube of the number of periods and linearly with the number of facilities. For the stationary infinite horizon case an algorithm yields a periodic optimal schedule.
Some Thoughts on the Minimax Principle
Authors: Aumann R. J. , Maschler M.
Published: November 2008

It is generally agreed that the minimax solution to a two-person zero-sum matrix game is intuitively satisfactory. Now in many applications of game theory, a game is not described a priori in matrix (or “normal” or “strategic”) form, but rather in extensive form, i.e., by its rules. A game described in such a way may be reduced to a matrix game by means of the concept of “strategy.” If, moreover, it is of perfect recall, then all mixed strategies, and in particular the optimal strategies of each player, are equivalent to behavior strategies. The usual conclusion from these considerations is that for 2-person 0-sum games in extensive form, the minimax solution is intuitively satisfactory; and that in games of perfect recall, in particular, the players would do well to play in accordance with optimal (minimax) behavior strategies. In this paper we shall discuss some examples that, we believe, cast doubt on these conclusions.
A Generalized Nash Solution for Two-Person Bargaining Games with Incomplete Information
Authors: Harsanyi John C. , Selten Reinhard
Published: November 2008

The paper extends Nash's theory of two-person bargaining games with fixed threats to bargaining situations with incomplete information. After defining such bargaining situations, a formal bargaining model (bargaining game) will be proposed for them. This bargaining game, regarded as noncooperative game, will be analyzed in terms of a certain class of equilibrium points with special stability properties, to be called “strict” equilibrium points. Finally an axiomatic theory will be developed in order to select a unique solution from the set X of payoff vectors corresponding to such strict equilibrium points (as well as to probability mixtures of the latter). It will be shown that the solution satisfying the axioms proposed in this paper is the point where a certain generalized Nash product is maximized over this set X.
A Goal Programming Approach to Urban-Suburban Location Preferences
Authors: Courtney James F. , Klastorin Theodore D. , Ruefli Timothy W.
Published: November 2008

Recent efforts in the area of modelling activities in the urban environment have been concentrated on the use of simulation techniques. In this paper the problem of population location in a metropolitan area is treated in an analytic model employing a goal programming formulation. A target population is broken into groups which then compete for a share of limited capacity in a number of urban sectors. The possible usefulness of this approach to urban planning, real estate development, and transportation systems design is illustrated through the theoretical development and the presentation of a numerical model.
Computer-Assisted School Bus Scheduling
Authors: Angel R. D. , Caudle W. L. , Noonan R. , Whinston A.
Published: November 2008

This paper reports on an application of computer technology to a significant and costly school administration problem: the transportation of students between home and school. The problem, as it is generally thought of, has been complicated by the consideration of attempting racial balance via busing. We present an algorithm to find a feasible solution which tends to minimize the number of required routes and mileage. After setting down the basic approach used and the results of an application, we will present possible extensions of the approach to school location planning, bus fleets composition and timing conditions on particular bus stops.
Dispatching and Allocating Servers to Stochastically Failing Networks
Authors: Moses Michael
Published: November 2008

The problem considered is that of allocating and dispatching servers to networks whose nodes and/or arcs fail stochastically. A mathematical programming formulation is developed which allocates servers to nodal demands so that expected loss is minimized. From this a zero-one programming problem is formulated to insure whole server allocation and to allow for decreasing service time and cost functions in the number of servers dispatched to a demand. Comparative computer experience with two zero-one codes is reported. Server transfers between subparts of networks, use of the model for prepositioning servers throughout the network and other extensions are discussed in the final section.
On the N-Job One-Machine, Sequence-Independent Scheduling Problem with Tardiness Penalties: A Branch-Bound Solution
Authors: Shwimer Joel
Published: November 2008

An efficient branch-bound algorithm is presented for solving the n-job, sequence-independent, single machine scheduling problem where the goal is to minimize the total penalty costs resulting from tardiness of jobs. The algorithm and computational results are given for the case of linear penalty functions. The modifications needed to handle the case of nonlinear penalty functions are also presented.
A Balasian-Based Algorithm for Zero-One Polynomial Programming
Authors: Taha Hamdy A.
Published: November 2008

A new algorithm is developed for solving zero-one polynomial problems. The algorithm is a direct extension of the well-known Balasian algorithm for zero-one linear programs. The basic idea underlying the development is that every zero-one polynomial programming problem can be converted into an equivalent zero-one linear system with nonlinear secondary constraints representing the polynomial terms. Moreover, the optimal solution to the original polynomial problem must be a feasible solution to the converted linear problem. Thus, the optimal solution is determined by searching for the best solution among the feasible solutions to the linear problem such that the secondary constraints are satisfied. The important point is that the secondary constraints are considered implicitly so that the size of the problem is determined by its equivalent linear form. Computational experience indicates that the new algorithm compares favorably with the existing ones due to Lawler and Bell [Lawler, E., M. Bell. 1967. A method for solving discrete optimization problems. Oper. Res. 15 1098–1112.] and to Watters [Watters, L. J. 1967. Reduction of integer polynomial problems to zero-one linear programming problems. Oper. Res. 15 1171–1174.]. The application of the algorithm to a special class of nonlinear binary problems is also investigated.
Risk-Sensitive Markov Decision Processes
Authors: Howard Ronald A. , Matheson James E.
Published: November 2008

This paper considers the maximization of certain equivalent reward generated by a Markov decision process with constant risk sensitivity. First, value iteration is used to optimize possibly time-varying processes of finite duration. Then a policy iteration procedure is developed to find the stationary policy with highest certain equivalent gain for the infinite duration case. A simple example demonstrates both procedures.
Multiproduct Production Scheduling for Style Goods with Limited Capacity, Forecast Revisions and Terminal Delivery
Authors: Hausman Warren H. , Peterson Rein
Published: November 2008

A general mathematical model is formulated for the problem of scheduling production quantities for a group of products with seasonal stochastic demand through a common production facility. It is assumed that revised forecasts of total demand over the season for each product become available as the season progresses; delivery is not required until the end of the selling season. Limited production capacity requires that some production take place early in the season, when forecasts are less accurate. At the end of the season, there are overage costs and underage costs representing costs of producing excess quantities and opportunity costs of not producing enough units. Under certain assumptions concerning the data-generating process for forecast revisions, it is possible to formulate the entire problem as a dynamic programming problem; however, the formulation is not computationally feasible if two or more products are considered. Three heuristic approaches to the multi-product problem are presented, and their cost performance is evaluated in some numerical examples. In these particular examples, more frequent reforecasting and rescheduling produces substantial reduction in costs.
Note—On Experimental Designs for Computer Simulation Experiments
Authors: Ignall Edward J.
Published: November 2008

This note is intended as a complement to the recent paper of Hunter and Naylor “Experimental Designs for Computer Simulation Experiments” [Hunter, J. S., T. H. Naylor. 1970. Experimental designs for computer simulation experiments. Management Sci. 16 422–434.].
The Labor Assignment Decision and Application of Work Flow Structure Information
Authors: Holstein William K. , Berry William L.
Published: November 2008

The movement of workers among machines is a tactic often employed by job shop managers to break bottlenecks and smooth the flow of work. Despite its common occurrence in industrial practice, the problem has only recently received attention in the management science literature.

The purposes of this paper are (1) to discuss the nature of the labor assignment problem in job shops, and (2) to suggest a procedure for making labor assignments at the time of actual production. The significant features of the specific rules suggested are that they use aggregate information on work flow patterns in the shop, and that they make fewer labor transfers than other rules which have been suggested.
A Procedure for Computing the K Best Solutions to Discrete Optimization Problems and Its Application to the Shortest Path Problem
Authors: Lawler Eugene L.
Published: November 2008

A general procedure is presented for computing the best, 2nd best,…, Kth best solutions to a given discrete optimization problem. If the number of computational steps required to find an optimal solution to a problem with n(0, 1) variables is c(n), then the amount of computation required to obtain the if best solutions is O(Knc(n)).

The procedure specializes to published procedures of Murty and of Yen for the assignment problem and the shortest path problem, respectively. A method is presented for reducing the required amount of storage by a factor of n, compared with the algorithms of Murty and of Yen. It is shown how the K shortest (loopless) paths in an n-node network with positive and negative arcs can be computed with an amount of computation which is O(Kn3). This represents an improvement by a factor of n, compared with Yen's algorithm.
Customers' Optimal Joining Rules for the GI/M/s Queue
Authors: Yechiali Uri
Published: November 2008

A GI/M/s queue with a stationary balking sequence is considered. For the infinite horizon average reward criterion, it is shown that among all stationary joining policies the optimal ones are nonrandomized control limit rules of the form: join if and only if the queue size is smaller than some specific number. It is shown that, in general, exercising self-optimization by individual customers does not optimize public good. The M/M/s queue is then treated as an example, and a “direct” proof for the optimality of the control limit rule is given.
Computing Equilibria of Two-Person Games from the Extensive Form
Authors: Wilson Robert
Published: November 2008

The Lemke-Howson algorithm for computing equilibria of finite 2-person non-cooperative games in normal form is modified to restrict the computations to the ordinarily small portion corresponding to the strategies actually used by the players, and further it is shown that in games with perfect recall these strategies can be generated as needed from an auxiliary analysis of the players' decision trees derived from the extensive form of the game.
Management Science and Management: Implementing Management Science Via Situational Normativism
Authors: Shakun Melvin F.
Published: November 2008

Implementation of management science via situational normativism, a descriptive-normative approach to decision making, is discussed. The situational normativism process involves a search by manager and management scientist for a synthesized situational frame of understanding (involving analytic and heuristic knowledge, as discussed in the paper) within which solutions to the decision situation problem can be found. Implementation constraints (e.g., cognitive style constraints and political constraints) are explicitly considered. A situational normativism organization development concept is suggested. Mutual understanding between scientist and manager evolves from and is fed to the situational normativism search process. Unity of science and management, implementation, and organization (system) development—in the sense of attaining evolved-in-the-process goals—are viewed as natural corollaries of working towards a synthesized situational frame of understanding via situational normativism. Some examples illustrating aspects of the organization development concept arising from practice are presented.
Inventory Systems with Imperfect Asset Information
Authors: Iglehart Donald L. , Morey Richard C.
Published: November 2008

An inventory stock record is in error when the stock record is not in agreement with the physical stock. Such discrepancies may be introduced due to time lags between flow of information and material, pilferage, incorrect unit of issue, inaccurate physical inventory counts, etc. The primary impact of these errors is that the system fails to order when it should, resulting in “warehouse denials,” i.e., the stock records show a balance sufficient to issue a given material release order, but for which insufficient units of stock can physically be found.

The object of this paper is to select the proper frequency and depth of inventory counts, together with modifications to a given stocking policy, so as to minimize the total cost per unit time, subject to the likelihood of a warehouse denial between inventory counts being below a prescribed level. The goal has been to obtain results easily implementable and leads to formulae comparable to those of the classical economic lot-size models. A numerical example is included to illustrate the procedure.
A Goal Programming Model for Academic Resource Allocation
Authors: Lee Sang M. , Clayton Edward R.
Published: November 2008

The rapid rate of technological development and the growing complexity of society in recent years have brought renewed awareness of the importance of higher education. The rapid expansion of higher education, both in size and quality, requires systematic approaches and dynamic planning for efficient resource allocation on the part of the university administrators. This paper presents a goal programming model for an optimum allocation of resources in an institution of higher learning.
On the Social Psychology of the Safety Factor: A Case Study in the Sociology of Engineering Science
Authors: Mitroff Ian I.
Published: November 2008

Selected aspects of a heuristic programming study of the design behavior of a practicing mechanical engineer are described. The study documents the tremendous influence that personality and social variables exert on the technical practice of engineering design. The study bears testimony to Churchman's inseparability thesis [Churchman, C. W. 1968. Challenge to Reason. McGraw-Hill, New York.], i.e., that without our developing some sophisticated notion of what the “system” as a whole is like, the components or subsystems of a system can only be identified and studied with difficulty. The conclusion of the study is that, contrary to most theories of the engineering design process, the behavioral and technical aspects of design are highly inseparable. In certain instances, the influence of behavioral factors on design outweighs the technical factors.
Integer Programming Algorithms: A Framework and State-of-the-Art Survey
Authors: Geoffrion A. M. , Marsten R. E.
Published: November 2008

A unifying framework is developed to facilitate the understanding of most known computational approaches to integer programming. A number of currently operational algorithms are related to this framework, and prospects for future progress are assessed.
More on Min-Max Allocation
Authors: Porteus Evan L. , Yormark Jonathan S.
Published: November 2008

In a preceding paper Jacobsen [Jacobsen, S. 1971. On marginal allocation in single constraint min-max problems. Management Sci. (July).] shows that marginal allocation solves a class of discrete, single constraint, min-max allocation problems. A dual approach, to this problem is presented, based on a generalization of Jacobsen's P condition, which should prove more efficient when many marginal improvement iterations would be required. A variant of sequential search by bisection is applied, possibly augmented by an accelerated marginal allocation scheme, in which finite convergence to an optimum solution is guaranteed.
Constraint Qualifications Revisited
Authors: Bazaraa M. S. , Goode J. J. , Shetty C. M.
Published: November 2008

In this study we investigate the constraint qualifications for the Kuhn-Tucker conditions to hold for an inequality-constrained nonlinear programming problem. We present the qualifications in a consistent manner so that the interrelationships between them are highlighted. This gives rise naturally to two types of constraint qualifications, and it will be seen that air the qualifications of one type are almost equally weak whereas the other type of qualifications makes relatively strong assumptions. In the study we also slightly relax the Kuhn-Tucker and some other constraint qualifications, and also show the interrelationship between some of the qualifications which have not been established thus far.
Parallel Line Assignment Problems
Authors: Klein Morton , Takamori Hiroshi
Published: November 2008

Two problems involving the assignment of men to jobs, in a production system with parallel lines, to maximize the steady state system production rate are studied. In the first, in which a man's production rate is independent of the line to which he is assigned, a simple rule “group the fastest men in the same line” is shown to be optimal. In the second, in which production rates are dependent on the production line, an algorithm is developed to obtain a solution.
Structuring Information Flow to Enhance Innovation
Authors: Baker Norman R. , Freeland James R.
Published: November 2008

Empirical work in industrial research organizations has provided data useful for better understanding researcher behavior during innovation. The role of information during idea creation and idea submission is described based on these data. A model of a management information system is structured which is consistent with and supportive of researcher behavior and which includes technical planning, project selection, and manpower planning. The critical problems of information search and dissemination are examined.
Economic Design of T2 Control Charts to Maintain Current Control of a Process
Authors: Montgomery Douglas C. , Klatt Phillip J.
Published: November 2008

An approximate cost model for a quality control procedure for two or more related variables is investigated. A method is presented to determine the optimal sample size, interval between samples, and critical region parameter for the Hotelling T2 control chart. This model is a multivariate analog of several well-known models for the univariate X̄-chart. It is assumed that only one assignable cause of variation exists and the time between occurrences is exponentially distributed. Numerical results are provided in a particular bivariate case for several values of the cost coefficients. The behavior of the model to variation of the model parameters is discussed.
More on Conditioned Sampling in the Simulation of Stochastic Networks
Authors: Garman Mark B.
Published: November 2008

The technique of conditioned sampling has been shown to improve simulation efficiency in the estimation of stochastic activity network duration c.d.f.'s. This paper describes a.method for generalizing the conditioned sampling approach from its current use of product-form estimators to the use of product/convolution-form estimators. Estimators of the latter type are constructed and demonstrated to require fewer samples per realization (hence increased estimation accuracy) in almost all networks. An algorithm for estimator construction is presented and proven to apply to any given activity network. It is also shown that the derived product/convolution-form estimators may require a precedence structure within the sampling sequence which creates their corresponding realizations.
Optimal Control of Time-Varying Queuing Systems
Authors: Man F. T.
Published: November 2008

The optimal control of a single-stage multi-server time-varying queuing system is considered. A mathematical model and an index of performance for the queuing system are formulated, and the optimal arrival rate of the input process to the service mechanism is then determined. Some of the physical implications of the optimal control policy relative to the dynamic overload control system presently adopted in the toll telephone network are discussed.
Scheduling to Minimize the Number of Late Jobs When Set-Up and Processing Times are Uncertain
Authors: Balut Stephen J.
Published: November 2008

The n job, one-machine scheduling problem is considered where set-up and processing times are random and the objective is to minimize the number of late jobs. In the deterministic case, Moore's algorithm is known to produce an optimal schedule. A chance-constrained formulation of the nondeterministic problem is derived in which a job is processed if the probability that it will be completed prior to its due date is greater than a specified level. A deterministic equivalent problem is achieved to which application of a modification of Moore's algorithm is proven to produce an optimal schedule.
On Chance Constrained Programming Problems with Joint Constraints
Authors: Bawa Vijay S.
Published: November 2008

In this paper we consider chance constrained programming problems with joint constraints shown in the literature to be equivalent deterministic nonlinear programming problems. Since most existing computational methods for solution require that the constraints of the equivalent deterministic problem be concave, we obtain a simple condition for which the concavity assumption holds when the right-hand side coefficients are independent random variables. We show that it holds for most probability distributions of practical importance. For the case where the random vector has a multivariate normal distribution, nonexistence of any efficient numerical methods for evaluating multivariate normal integrals necessitates the use of lower bound approximations. We propose an approximation for the case of positively correlated normal random variables.
Physician Supply and Surgical Demand Forecasting: A Regional Manpower Study
Authors: Reisman A. , Dean B. V. , Esogbue A. O. , Aggarwal V. , Kaujalgi V. , Lewy P. , Gravenstein J. S.
Published: November 2008

This paper discusses the methods and the results of a forecast for the demand for operative and obstetrical procedures and the supply of anesthesiologists in Cuyahoga County, Ohio. The techniques and results of a ten-year forecast for the demand for and supply of anesthesiologists and auxiliary personnel in greater Cleveland are discussed. Several regression models were used to forecast supply based on population, number of physicians, and the income per capita. The demand models were based on population, age and sex distribution projections, and historical data regarding operative and obstetrical procedures. The results of these “objective” models were then compared to forecasts under uncertainty generated by a panel of experts using the Delphi Method. Alternative states of health care delivery were investigated and implications for future anesthesiologist manpower requirements detailed.
Utility and Perceived Acceptability of R&D Project Selection Models
Authors: Souder William E.
Published: November 2008

The analytical utility and managerial acceptability of three expected value maximizing (EV) project selection model forms were assessed within five different development R&D performing organizations. Utility was assessed in terms of the capabilities of the models for prescribing higher value portfolios than those actually implemented by the R&D managers. Value was expressed in terms of profit, return on investment, expenditures on unsuccessful efforts and funds unexpended. Acceptability was measured in terms of the manager's willingness to adopt the models on the bases of their assessed utilities, their general performances and their perceived attributes. Although one of the EV model forms was found to have high utility with regard to all five organizations studied, it was acceptable in only two of these organizations. In general, high utility was not found to be either an inherent characteristic of these EV model forms or an important consideration for their adoption by the R&D managers. Overall, the models were largely irrelevant and managerially unacceptable with respect to the development projects and the selection/allocation processes studied here.
An Experimental Analysis of Network Planning
Authors: King William R. , Lukas Paul A.
Published: November 2008

This study (1) tests some basic hypotheses related to the use of historical estimating behavioral information in network planning, and (2) makes comparative evaluations of a number of network planning techniques. Since a number of previous studies have evaluated similar hypotheses and techniques to a limited degree using data from real-world projects, this study utilizes a laboratory experiment as a means of generating data which have a richer potential for analysis. Although the results are not conclusive, the study further suggests the potential value of using historical estimating behavior as a basis for “adjusting” the single time estimates made by an individual or group and/or using a single-estimate simulation approach rather than using a multiple estimate approaches such as PERT.
A Hospital Admission System Based on Nursing Work Load
Authors: Offensend Fred L.
Published: November 2008

A model is presented to compare hospital admission systems based on (i) patient census and (ii) nursing work load. It is shown that nursing costs are lower under the work load-based system than under the patient-based one. Sensitivity studies show that the difference between the two systems is due to the fact that the work load-based policy takes into account patient differences.
A Dynamic Model for Bond Portfolio Management
Authors: Bradley Stephen P. , Crane Dwight B.
Published: November 2008

The bond portfolio problem is viewed as a multistage decision problem in which buy, sell, and hold decisions are made at successive (discrete) points in time. Normative models of this decision problem tend to become very large, particularly when its dynamic structure and the uncertainty of future interest rates and cash flows are incorporated in the model. In this paper we present a multiple period bond portfolio model and suggest a new approach for efficiently solving problems which are large enough to make use of as much information as portfolio managers can reasonably provide. The procedure utilizes the decomposition algorithm of mathematical programming and an efficient technique developed for solving subproblems of the overall portfolio model. The key to the procedure is the definition of subproblems which are easily solved via a simple recursive relationship.
A Simultaneous Decision Model for Production, Marketing and Finance
Authors: Damon William W. , Schramm Richard
Published: November 2008

The Holt, Modigliani, Muth, and Simon production scheduling model is extended to incorporate variables reflecting marketing and working capital management in a cash flow formulation. A constrained nonlinear program is dervied for which a local optimal solution is discovered employing the SUMT program. Reasonable values are are assigned to the parameters and the relative profitability of such a simultaneous formulation, compared to a sequential model, is tested. Initial results demonstrate an improvement of 25% by solving for the optimal values of the functional decision variables simultaneously.
Some Problems in using Diffusion Models for New Products
Authors: Bernhardt Irwin , Mackenzie Kenneth D.
Published: November 2008

This paper analyzes some of the problems involved in using diffusion models to formulate marketing strategies for introducing new products. Though future work in this area appears justified, there are many unresolved problems which limit application. First, there is no theory for adoption and diffusion processes. Such a theory is outlined in this paper. Secondly, the present models are too restrictive and do not include the variables that a marketing manager has at his disposal. Six models which remove some of the theoretical and methodological restrictions are therefore presented. The marketing implications of the assumptions in the models are discussed.