bluuebunny/crossref_metadata_2025 huggingface dataset:
Sixty Years of Queueing Theory
Authors: Bhat U. Narayan
Published: November 2008

Queueing Theory has been attacked on two fronts. Some theoreticians say that Queueing Theory is closed. Some practitioners feel that there is very little in it for use. In view of this, it seems that after six decades of development it is time for stock taking. It is hoped that a discussion of the problems, achievements and the shortcomings of Queueing Theory will be helpful for both theorists and practitioners by putting things in proper perspective.

This paper reviews some of the major strides taken by Queueing Theory with respect to its three constituent problems: (i) Behavioral, (ii) Statistical, and (iii) Operational. If one looks at the general picture of the developments in these areas it is hard not to conclude that, in spite of the practitioners' accusations, the systems studied have become more and more realistic over the years. This review makes an attempt to bring this out. An extensive bibliography which is directive in nature rather than exhaustive should be helpful to an interested researcher or a practitioner in identifying the articles of his interest.

A discussion of the future of Queueing Theory concludes the paper.
A Process Model of Budgeting in a Public School System
Authors: Gerwin Donald
Published: November 2008

This paper is concerned with the resource allocation process in public organizations. In particular, the operating budget of a large urban school system is investigated in an effort to discover the manner in which appropriation decisions are made. A computer simulation model is developed which consists of the sequence of operating procedures used by the school system's administrators in making their choices. The model consists of preliminary decisions on departmental requests, decisions on a general salary increase and new debt service, a comparison of revenue forecasts to total expenditures and processes to balance the budget by removing a deficit or distributing a surplus. Preliminary departmental appropriations are influenced by expectations of added revenues and the existence of an informal priority system. A general salary increase is budgeted as the result of a comparison of the existing salary structure with those of certain similar organizations. New debt service is influenced by the financial pressure exerted by the level of working capital in the bond fund. An important factor in removing a deficit is the attempt to use strategies which will not affect existing appropriations. Surpluses when they exist, are distributed in order to prevent certain pressures from building up. The predictions of the model are tested in so far as possible and a sensitivity analysis is conducted on certain parameters estimated from sparse data.
A Model of Rational Competitive Bidding
Authors: Rothkopf Michael H.
Published: November 2008

This paper presents a mathematical model of the bidding process that deals explicitly with the uncertainty of the bidders about the value of the subject of the auction. By dealing with this often ignored factor, it obtains equilibrium strategies and profits as a function of the number of bidders, the relative values they attach to the subject of the auction and their accuracy in estimating it. Models are developed for both highest-bid-wins and lowest-bid-wins auctions.
Algorithms for Stochastic Games with Geometrical Interpretation
Authors: Pollatschek M. A. , Avi-Itzhak B.
Published: November 2008

The paper presents a new approach, based on analysis and geometrical interpretation, to the solution of Markov stochastic games. The proposed algorithm, using iterations in policy space, turns out to be a Newton-Raphson type procedure. Several numerical examples are given, covering the terminating and non-terminating cases respectively and illustrating the advantages of the proposed algorithm compared with other known algorithms. Special attention is given to Howard's sequential decision problem with discrete and continuous policy spaces.
The Criss-Cross Method for Solving Linear Programming Problems
Authors: Zionts Stanley
Published: November 2008

This paper1 describes the Criss-Cross Method of solving linear programming problems.

The method, a primal-dual scheme, normally begins with a problem solution that is neither primal nor dual feasible, and generates an optimal feasible solution in a finite number of iterations. Convergence of the method is proved and flow charts of the method are presented. The method has been programmed in FORTRAN and has been run on a number of computers including the IBM 1620, the IBM 7044, the CDC G-20, and the CDC 6400. A number of problems have been solved using the Criss-Cross method, and some comparisons between the Criss-Cross method and the Simplex method have been made. The results, though scanty, are favorable for the Criss-Cross method.

A means of using the product form of the inverse with the Criss-Cross method is also discussed.
The Use of the Compound Poisson in Pert
Authors: Parks William H. , Ramsing Kenneth D.
Published: November 2008

The use of the normal or Beta distributions has become well established for PERT applications. The authors question whether the use of these standardized distributions yields the best answers in some cases and submits an alternative method of computing the critical path using a compound poisson distribution. This change requires adapting many of the PERT assumptions to the new distribution.
A Dialectical Approach to Strategic Planning
Authors: Mason Richard O.
Published: November 2008

This paper develops a new approach to the planning process. It begins by examining the critical role played by the planner's assumptions. Two criteria for a good planning technique are suggested by this examination: (1) It should expose the assumptions underlying a proposed plan so that management can reconsider them and (2) it should suggest new and more relevant assumptions upon which the planning process can proceed.

Existing techniques often fail these criteria. Consequently a dialectical approach is presented which, it is proposed, satisfies the stated criteria. The realm of corporate strategic planning was chosen as a testing ground for the new approach. Evidence obtained in a field study/experiment concerning RMK Abrasives' strategic planning problem is cited in support of the method and its ability to reveal assumptions.1
Extensions of Bowman's Theory on Managerial Decision-Making
Authors: Kunreuther Howard
Published: November 2008

Bowman has developed a theory which claims that a manager makes good decisions on the average but that he may exhibit a high variance in his behavior. This paper proposes three general criteria which must be satisfied for this theory to have validity. These tests are then used to evaluate a production planning model for an electronics firm where the rules are based on “average” past behavior. Several interesting results emerge when comparing the production plans based on an “average” rule with the actual plans for the company. When the manager has limited information regarding future sales, as when he develops his initial production estimates, then a plan based on average behavior performs considerably better than actual initial plans. However, when environmental cues provide reliable information on future sales of specific items (as when revisions are made) then actual decisions are clearly superior to those suggested by an average rule. This case study offers insight into the potential usefulness as well as the limitations of Bowman's hypothesis. Suggestions for future research in this general area conclude the discussion.
A Backlogging Model and a Multi-Echelon Model of a Dynamic Economic Lot Size Production System—A Network Approach
Authors: Zangwill Willard I.
Published: November 2008

Two dynamic economic lot size production systems are analyzed in this paper, the first being a single product model with backlogging and the second a multi-echelon model. In each model the objective is to find a production schedule that minimizes the total production and inventory costs.

A key conceptual difficulty is that the mathematically perplexing problem of minimizing a concave function is being considered. It is shown that both models are naturally represented via single source networks. The network formulations reveal the underlying structure of the models, and facilitate development of efficient dynamic programming algorithms for calculating the optimal production schedules.
Dual Programming Problems as Hemi-Games
Authors: Cansado Enrique
Published: November 2008

It is proposed here a new and unifying formal framework for duality in optimization problems, relating more closely programs to games, by means of the concepts of “hemi-games” and “quasi-duality”. A new generalization of the idea of La-grange multipliers is also presented.

Associated with each programming problem, we consider (through a generalization of the Lagrange's function) one particular game (from the many possible ones) such that our programming problem is one of the two hemi-games of such a game.

Each hemi-game can be considered as a programming problem. Then, for each game we have a pair of programming problems: the two hemi-games of the game considered.

If the game has a solution, then so does each of the two associated programming problems; and the solution of each one is an optimal strategy for the respective player.

This couple of programming problems constitute a pair of dual problems. And each pair of dual problems can be thought out as such a couple of programming problems associated with the two players of a solvable game.

Various and seemingly disparate dualities, already considered in the literature, are then exhibited in order to show how they can be obtained from the hemi-game notion proposed.

This conceptual framework of duality is not used here for obtaining “new” results, but seems sufficiently interesting in itself.
Convergence Conditions for Nonlinear Programming Algorithms
Authors: Zangwill Willard I.
Published: November 2008

Conditions which are necessary and sufficient for convergence of a nonlinear programming algorithm are stated. It is also shown that the convergence conditions can be easily applied to most programming algorithms. As examples, algorithms by Arrow, Hurwicz and Uzawa; Cauchy; Frank and Wolfe; and Newton-Raphson are proven to converge by direct application of the convergence conditions. Also the Topkis-Veinott convergence conditions for feasible direction algorithms are shown to be a special case of the conditions stated in this paper.
A Functional Equation and its Application to Resource Allocation and Sequencing Problems
Authors: Lawler E. L. , Moore J. M.
Published: November 2008

A functional equation, similar to that formulated for the knapsack problem, is applied to the solution of a problem of resource allocation in critical path scheduling, and to a variety of single-machine sequencing problems with deadlines and loss functions. Among these are: minimization of the weighted number of tardy jobs, maximization of weighted earliness, minimization of tardiness with respect to common relative and absolute deadlines, and minimization of weighted tardiness with respect to a common deadline. Extensions to multiple-machine sequencing problems are discussed, and the sequencing of two machines in series is treated in detail.
Optimum Time Compression in Project Scheduling
Authors: Lamberson L. R. , Hocking R. R.
Published: November 2008

An algorithm based on convex programming is developed for optimum time compression in network scheduling systems. The development allows for the activity time-cost trade-off functions to be any differentiable convex function. Decomposition theory is then applied to reduce the amount of computation necessary. This along with a limited number of rules to structure any incoming vector makes the algorithm amenable to time compression in large project networks.
A Heuristic Algorithm for the n Job, m Machine Sequencing Problem
Authors: Campbell Herbert G. , Dudek Richard A. , Smith Milton L.
Published: November 2008

This paper describes a simple algorithm for the solution of very large sequence problems without the use of a computer. It produces approximate solutions to the n job, m machine sequencing problem where no passing is considered and the criterion is minimum total elapsed time. Up to m − 1 sequences may be found.
Statistical Control of Assessment Uniformity
Authors: Cheng Pao Lun
Published: November 2008

In most states constitutional provisions exist that there shall be uniformity in the assessment of properties (real estates) in a taxing district. Since property tax rate is applied to the assessed values of properties, it is believed that the equity of taxation will be preserved if their assessed values bear a uniform proportion to their respective fair cash values. But fair cash values are unobservable, because each parcel of real estate is unique and is usually infrequently transacted in a market far from being perfect. Consequently, the relationship between the fair cash value of a parcel and its sale price is difficult to specify. The problem therefore arises as to how one can detect departure from assessment uniformity by using market data of unique properties generated in a taxing district. A review of the opinions of state tax courts in several important tax abatement cases and an examination of a few key studies dealing with property tax administration reveal a state of confusion as ubiquitous as the property taxation itself. In this paper, several models are proposed in an attempt to bring some measure of order to property tax administration. One of the models that utilizes the lognormal transformation of sales and assessment data appears most promising. Preliminary empirical investigation appears to confirm its usefulness in extracting essential information for the purpose of monitoring the quality of property tax systems.
Maneuvering Liquid Assets in a Multi-National Company: Formulation and Deterministic Solution Procedures
Authors: Rutenberg David P.
Published: November 2008

Over a finite horizon each national subsidiary of a multi-national company can be forecast to be a net source or sink of funds. Each of these subsidiaries in each year is considered to be the node of a network; funds flow along the directed arcs connecting the nodes. Liquid assets carried by the subsidiaries on the arcs between time periods earn interest minus adjustments for expected devaluations. In each time period a flow of funds between each pair of subsidiaries can be achieved by manipulating transfer prices and managerial fees, by making short term intersubsidiary loans, and by paying dividends up the intersubsidiary ownership tree. The costs and constraints on these flows are outlined with particular attention given to the IRC Subpart F regulations of the U.S. 1962 Revenue Act, and to the 1968 regulations of the Office of Foreign Direct Investment. It is shown to be extremely important that subsidiary dollar accounts count toward the compensating balance requirements of a U.S. bank, and it is also shown that there are benefits to a global tax consolidation under Subpart F. The problem can be solved as a generalized network (weighted distribution problem). This avoids the need to guess at the average discount rate if it is to be solved as an ordinary network.
Editorial—Marketing Science
Authors: Longman Kenneth A.
Published: November 2008

The business of marketing is increasingly involved with government. For a long time, we have had a specialized interest created by the marketing of goods and services to the government itself. And there have long been various forms of government regulations and restraints on marketing. But it is only recently that marketing practices seem to have become a political issue. I'd suggest that they are perhaps overrated politically, though.
Price-Production Decisions with Deterministic Demand
Authors: Thomas Joseph
Published: November 2008

The problem of simultaneously making price and production decisions for a single product with a known deterministic demand function is considered. The objective is to maximize profit, and backorders are not allowed. Results which reduce the computations necessary for the pricing decision are given, and planning horizons are identified as in previous inventory research. These results are combined into an efficient forward algorithm.
Optimal Sale of a Commodity Stockpile
Authors: Kupperman Robert H. , Smith Harvey A.
Published: November 2008

The problem of maximizing the present value of the return from sale of a commodity stockpile is solved for a linear Walrasian market. Approximations and bounds are given and the practical utility of knowing the solution is discussed. The impact of such sales on the producing industry and the distribution of this impact are also studied. Mossin in [Mossin, Jan. 1966. On a class of optimal stock depletion policies. Management Sci. 13(1, September).] has solved an allied problem having a special case in common with the one treated here.
Commentary on “Urban Statistics and Their Treatment and use for Decision-Makers”
Authors: Keane Mark E.
Published: November 2008

Commentary on Carr, F. J. 1970. Urban statistics and their treatment and use for decision-makers. Management Sci. 16(12, August) B-752–B-762.
Dynamics of the Peter Principle
Authors: Kane Julius
Published: November 2008

In this paper, a realistic Markovian model of hierarchies is considered which reveals that under suitable conditions The Peter Principle applies. That is, above a certain critical hierarchical level, performance decreases slowly, but steadily, with increasing level. This can be true even if there is effective screening and promotion is by merit, rather than seniority. Screening procedures which are uniform, realistic and selective can actually decrease relative performance after promotion. Criteria for the manifestation of this phenomenon will be presented. Basically, it is more likely to manifest itself in bureaucracies having low internal mobility and appears when people who are passed over for promotion improve more with another year's experience than those promoted to new jobs which are unfamiliar and more challenging. Mathematically, the controlling parameter is the ratio of two eigenvalues, each the largest eigenvalue of a 3 × 3 matrix. These eigenvalues are respectively those of two transition matrices, one describing reclassification of successful candidates after promotion, and the other, the reclassification of unsuccessful candidates.
Free for All
Authors: Heany Donald F.
Published: November 2008

Guest editorial about organization of TIMS meetings and suggestions for further improvements, including the use of management science methods in planning and organizing the meetings.
A Constrained Choice Model for Student Housing
Authors: Crandall Robert H.
Published: November 2008

Traditionally, a university will formulate its policies for student housing on a short-run basis, adjusting its plans for residence hall and other on-campus housing from time to time to meet expected crises in the next few years ahead. In addition, university policy making in this field has tended to center around on-campus housing, neglecting the often substantial role played—or capable of being played—by the private market.

In this paper, the author proposes that a university can usefully formulate a long range policy for student housing by (1) including in its definition of the housing system all the facilities that are used for housing students, whether on or off-campus and (2) examining the trade-offs available through the use of a formal analytical model.

It is proposed that a linear program provides a useful framework for examining the issues in such an expanded housing system, and an application of this proposed approach is illustrated for a campus of the University of California.
Utility Measurement in Public Health Decision Making
Authors: Stembon David H.
Published: November 2008

The Churchman-Ackoff approximate measure of value method was used successfully to measure the utilities of objectives of decision makers in a large public health agency. The utilities thus obtained formed part of a model of a resource allocation problem faced by the agency in its role as allocator of a federal grant. A comparison of the normative solution derived from the model with the solution already decided upon by the agency tended to support the hypothesis that the members of the agency chose among alternatives as if they were maximizing expected utility.
On the Choice of Risk Levels in Managerial Decision-Making
Authors: Myers B. L. , Melcher A. J.
Published: November 2008

The purpose of this paper was to develop a set of factors which would enable one to answer questions regarding specific alpha and beta values, whether they should be large or small errors, and to what kinds of decisions are these errors related. The set of factors found useful in thinking through the difficulties encountered are: 1) number of alternatives, 2) planning horizon, 3) past success of decision-maker, and 4) cost-revenue consequences of an action.

In classical hypothesis testing there are no rules that allow one to systematically set alpha and beta error levels. Generally, type I error is set at 5 per cent (alpha per cent) and type II error is almost ignored. A number of people in diverse areas of specialization have drawn attention to the unsystematic treatment in setting alpha and beta in classical hypothesis testing.

Important too is the confusion between classical statistical inference and Bayesian statistical decision-making. Selecting error levels has been made difficult by a failure to distinguish between decision and inferential problems.

The difference between the expected costs of proposed projects and the expected costs associated with reducing error levels is also highlighted since this difference has led to some confusion in establishing error levels.

A next step is to test whether this approach materially improves the results of hypothesis testing in organizations. Hopefully, others will be stimulated to pursue a similar line of investigation, or to provide alternative approaches.
Sequential Decision Problems: A Model to Exploit Existing Forecasters
Authors: Hausman Warren H.
Published: November 2008

A sequential decision problem is partitioned into two parts: a stochastic model describing the transition probability density function of the state variable, and a separate framework of decision choices and payoffs. If a particular sequential decision problem is a recurring one, then there may often exist human forecasters who generate quantitative forecasts at each decision stage. In those eases where construction of a mathematical model for predictive purposes is difficult, we may consider using the forecasts and forecast revisions provided by the existing forecasting mechanism as the state variable. The paper considers a specific class of problems in which improved forecasts of some unknown quantity are available before each decision stage. A small number of actual forecasters are studied through analysis of historical data to see whether the data-generating process for forecast changes is quasi-Markovian. The data are generally, although not entirely, consistent with the hypothesis that ratios of successive forecasts are independent variates; their distribution appears to be conditionally Lognormal. Some possible reasons for these results are explored. In cases where the hypothesis holds, a dynamic programming approach to the sequential decision problem may be used to provide optimal decision rules. The usefulness of the approach is illustrated with a numerical example involving crop planning, and the example is extended to explore the effects of using the methodology when the required assumptions do not hold.
Production Smoothing with Stochastic Demand I: Finite Horizon Case
Authors: Sobel Matthew J.
Published: November 2008

Beckmann [1] and Mills [7] consider production smoothing problems in which demands are random variables. This paper generalizes and extends Beckmann's results which predicate backlogging of excess demand. Convex expected holding and penalty cost functions pertain to inventory and the cost of changing the production rate is proportional to the change. The model has a finite horizon and permits nonstationary costs and demand distributions. Beckmann shows that two curves in the plane determine an optimal policy (minimum expected discounted cost) each period. It is shown here that the curves have slopes between minus one and zero, are differentiable, and are bounded by two straight lines with a slope of minus one. The results are not changed by an upper bound on the quantity produced or by a lag between the time a product is manufactured and the time it is available to satisfy demand.
A Queueing Reward System with Several Customer Classes
Authors: Miller Bruce L.
Published: November 2008

This paper considers an n-server queueing system with m customer classes distinguished by the reward associated with serving customers of that class. Our objective is to accept or reject customers so as to maximize the expected value of the rewards received over an infinite planning horizon. By making the assumptions of Poisson arrivals and a common exponential service time this problem can be formulated as an infinite horizon continuous time Markov decision problem. In §3 we customize the general algorithm for solving continuous time Markov decision problems to our queueing model. In §4 we obtain qualitative results about the form of the optimal policy. §6 reports the results of simulation tests which compare heuristic policies for our model when the service times associated with each customer class have arbitrary distributions. The “winning” policy is based on a rather intricate theorem whose proof comprises §5.
Communication to the Editor—A General Planning Model
Authors: Brotchie J. F.
Published: November 2008

A general econometric model for allocation of a set of activities to a set of spaces is proposed. Potential applications include engineering and economic planning at various levels from national, regional and urban development to industrial and building layouts and chemical or electronic systems design. Scheduling problems may also be handled. Current applications are to urban planning, hospital layouts, and building design.
What is a Decision?
Authors: Eilon Samuel
Published: November 2008

The decision process is described as a series of steps, starting with information output and analysis and culminating in resolution, namely a selection from several available alternatives. Various aspects of rationality in decision making are reviewed and the concept of personalistic versus impersonalistic choice is discussed. It is suggested that with time management control tends to involve an increasing number of formal procedures and thereby to become more impersonalistic in character.
An Optimization Model of Tuberculosis Epidemiology
Authors: Reveller Charles , Lynn Walter , Feldmann Floyd
Published: November 2008

The problems of management of tuberculosis in developing nations are studied utilizing the tools of systems analysis. The tuberculosis system consists of interacting components which are the “states of nature” of the disease. The interaction of these components determine the future state of the disease. Controls in the form of therapy, vaccinations or prophylaxis may be superimposed on the natural processes, thus altering the future course of the disease. A descriptive mathematical model describing the flows between the various categories is used to predict the trends both with and without intervention. An optimization model is derived from the descriptive model under the assumption that a program of reduction of active cases has been specified. The optimization model selects the forms of control which achieve the specified reduction program at least cost. Optimization is accomplished via linear programming.

The model is general in that the parameters, costs and initial conditions may be varied for different situations. The descriptive mathematical model and the optimization model which determines the most efficient controls are intended to improve decision-making in public health management of tuberculosis.
Professional Pluralism in an Industrial Organization
Authors: Ritti R. R. , Goldner Fred H.
Published: November 2008

Large, technologically-based industrial organizations are composed of many-specialist functions whose interests are frequently seen to be in conflict with those of management.

Conflict within such organizations occurs over mutually dependent claims to shares of limited resources necessary to further specialist aims and programs. To understand the management process—the allocation of these resources—that takes place in such organizations the following points are crucial: (1) The technology-based organization generally has many “managements” that pursue goals relevant to their specialties (e.g. engineering or manufacturing). (2) Conflict occurs among managements over specialist interests that have often been described as professional interests. (3) Where specialties have become bureaucratized, where projects have a complex division of labor over both individuals and time, specialist interests will be protected not by professionals or the “profession” but rather by someone with formal executive authority who is responsible for a work force of specialists. For not only is the work force one of both managers and specialists, but their tasks are group tasks.

Survey and interview data from one large technologically-based company illustrate the existence of horizontally contending factions rather than the customarily envisioned management-specialist schism. Specialists become managers and executives in order to perform “professional” functions.
The Sequencing Problem
Authors: Bakshi Mahendra S. , Arora Sant Ram
Published: November 2008

This paper surveys methods proposed in the literature for determining the optimal solution to “N Job, M Machines” scheduling problems when there are no due dates or priorities and the sole objective is to complete all operations in least time.
On Linear Programming in a Markov Decision Problem
Authors: Denardo Eric V.
Published: November 2008

This paper treats a Markov decision problem with an infinite planning horizon and no discounting. This model is analyzed by application, perhaps repeated, of a simple linear program.
On Sequencing n Jobs on One Machine to Minimize the Number of Late Jobs
Authors: Maxwell William L.
Published: November 2008

An integer programming formulation for the problem of sequencing jobs on a single machine to minimize the number of late jobs is developed. The structure of the formulation is exploited to obtain the easily stated algorithm (previously developed by Moore [5]) for the solution of the problem and then to compare it to other similar allocation problems, among which is the Knapsack problem.
Some Results for Bulk-Arrival Queues with State-Dependent Service Times
Authors: Harris Carl M.
Published: November 2008

The Poisson bulk-arrival single-channel first-come-first-served queuing system is generalized so that the service times are conditioned on the length of the queue at the moment service is begun. Some general theory is developed for the model, and three specific cases are explored. For each of the examples, results are obtained that characterize queue behavior using the imbedded-Markov-chain approach. Included in these results are tables of steady-state probabilities and expected queue sizes for numerous combinations of the parameters.
A Branch Search Algorithm for the Knapsack Problem
Authors: Greenberg Harold , Hegerich Robert L.
Published: November 2008

This paper presents an algorithm for the solution of the knapsack problem. The method involves searching the nodes of a tree along a single branch at a time. The algorithm eliminates the computational drawbacks inherent in the usual branch and bound schemes.
Cash Flows in Networks
Authors: Russell A. H.
Published: November 2008

The concept of maximising present value is applied to the timing of activities in a network. The mathematical form of the problem is that of maximising a nonlinear function subject to linear constraints and can be solved as a succession of linear programmes. By application of duality principles the problem can be treated as a form of maximum value flow problem in which discounted cash flows are distributed along arcs from pay events to receipt events. The solution is aided by the “equilibrium theorem” of dual linear programming in that in the optimum condition flows occur only along arcs whose corresponding activity has zero float. The flows which occur in the optimally scheduled solution are directly proportional to the marginal cost which would be incurred by lengthening the activity corresponding to the arc along which the flow occurs. Some implications derived from the model are discussed and a number of possible applications are proposed.
Free for All—Corporate Models: The State of the Art
Authors: Gershefski George W.
Published: November 2008

By the early 1960's operations research models had reached the stage of development where they were being applied to some of the basic operations of a company such as inventory management, scheduling and resource allocation.

During the past several years model development made such impressive strides that it was feasible to think in terms of modeling the corporation as a whole and interest began to focus on corporate modeling.

By early 1969, many companies were developing corporate models or at the very least indicated their intention to do so. An undetermined number of models were completed. Another undetermined number were under construction or on the drawing boards. The exact situation was not clear and the author decided that the best way to separate fact from rumor and to learn what was actually being done was to ask the companies and he accordingly designed a questionnaire.
Free for All—Factors Making for Implementation Success and Failure
Authors: Harvey Allan
Published: November 2008

The gap between brilliant management science solutions and the translation of these solutions into practical and profitable management action has, of course, long been recognized. Certainly TIMS has been concerned about this problem since the organization was founded.

Despite the persistence of the problem and its increasing importance, there has been little hard-fact research on either causes or cures. For the most part, the discussions in the professional literature has been conceptual, and usually begin by complaining about how little research has been done on the problem of implementation.
Organizational Archetypes of a Multi-National Company
Authors: Rutenberg David P.
Published: November 2008

Decision premises, within which plans are made, should be formulated with an eye to the organization that will implement the results. This assertion seems especially relevant for multi-national companies which consist of a headquarters with subsidiaries around the globe. Four archetypes of the relationship between a headquarters and its subsidiaries are presented. These are based on theory developed by Leavitt (executive-workers), and Churchman and Schainblatt (analyst-manager). Each archetype is developed by using existing literature to explore patterns of bounded rationality that would emerge in different organizational structures. After an example of a corporation illustrative of the archetype, appropriate planning guidelines are presented for investment discount rates, pricing policy, product design, planned managerial rotation, and liquid asset management.
Printing Press Scheduling for Multi-Edition Periodicals
Authors: Gorenstein Samuel
Published: November 2008

The problem of scheduling a printing press for a periodical with several editions, so as to minimize the costs, is discussed. A mixed-integer program is formulated which includes most of the costs and constraints, but it is not solvable for problem sizes of practical interests. A heuristic method, based on the traveling salesman problem, is proposed. A sample computation is included.

In §3, a theorem proves that the' solution to the n-salesmen traveling salesman problem, is obtainable from the solution to a single salesman problem with n home visits.
A Markovian Model for Hospital Admission Scheduling
Authors: Kolesar Peter
Published: November 2008

Several queuing models suggested for modelling hospital admissions scheduling are reviewed and a Markovian decision model is presented. The resulting linear program could be solved to obtain results listed on a decision table as a guide to administrative action.
The Use of Regression on Dummy Variables in Management Research
Authors: Searle S. R. , Udell Jon G.
Published: November 2008

Studies of organizational behavior and other managerial phenomena frequently include variables which are not readily measurable by cardinal or ratio scales. Variables of this nature occur, for example, when investigating the relationship between a supervisor's span of control and (i) dissimilarity of subordinate's jobs, (ii) supervision received from other executives, (iii) geographic concentration of subordinates, and (iv) personal assistants. The (0, 1) variable technique, explained and illustrated here in terms of this example, offers the researcher a superior analysis for those sociological, psychological, and managerial phenomena for which no metric has yet been developed. The authors believe that this is one of the most useful statistical techniques available to the management scientist.
Dynamic Programming for Feedlot Optimization
Authors: Meyer C. F. , Newett R. J.
Published: November 2008

Optimal operation of enterprises engaged in slaughter animal production entails determining

what initial weight animal should be purchased the final selling weight the length of completion time the number and length of feeding periods within this time what ration and its quantity should be fed in each of these periods to balance feed costs, purchase cost of feeders, and time-dependent fixed costs such as yardage, handling, maintenance, and interest against market selling prices in such a way as to maximize total profit. The model presented uses dynamic programming to perform this task, and is structured so as to be functionally independent of any feed consumption-weight gain relationships, making it adaptable to feeding operations for any type of animal.
Multi-Commodity Disconnecting Sets
Authors: Bellmore M. , Geenberg H. J. , Jarvis J. J.
Published: November 2008

A comparison of single-commodity versus multi-commodity networks is provided. Also, two combinatorial algorithms are presented for finding D0, the minimal disconnecting set.
An Inventory Theoretic Model of Freight Transport Demand
Authors: Baumol W. J. , Vinod H. D.
Published: November 2008

The model in this paper is intended to explain the choice of transport made by shippers, as well as their total demand for transportation services. The optimal choice of mode is shown to involve a trade-off among freight rates, speed, dependability (variance in speed) and en-route lossage. It is shown that faster, more dependable service simply reduces the shipper's or receiver's inventories, including his safety stock and his inventory in transit. Hence inventory theory makes possible a direct comparison of the four attributes on which mode selection is based and leads to a model of rational choice in transport demand. The resulting model is suitable for statistical estimation given adequate data.
An Algorithm for the Quadratic Assignment Problem
Authors: Graves G. W. , Whinston A. B.
Published: November 2008

The paper presents a new approach to solving a class of combinatorial economic allocation problems. One member of this class is known as the quadratic assignment problem. Besides presenting an algorithm to solve this problem, we will discuss in general terms the techniques for treating combinatorial problems. A novel feature of the paper is the development of the statistical properties of the criterion function. These statistical properties are used in conjunction with a general enumerative procedure to form the main parts of the algorithm. Using the idea of confidence level enumeration, an extension of the algorithm is proposed which should allow for the effective treatment of large scale combinatorial problems. Finally we present some computational results in order to illustrate the effectiveness of the general approach.
A Dynamic Inventory Model with Stochastic Lead Times
Authors: Kaplan Robert S.
Published: November 2008

A study is made of a dynamic inventory model with stochastic lead times. A probability model is developed for the arrival of outstanding orders in which it is assumed that orders do not cross in time and that the arrival probabilities are independent of the number and size of outstanding orders. With these assumptions, it is shown that the sequential multidimensional minimization problem normally associated with the random lead time model can be reduced to a sequence of one-dimensional minimizations. The minimizations are a function of a variable representing the sum of stock on hand plus all outstanding orders. Optimal ordering policies are characterized under the assumptions of convex expected holding and shortage costs, a linear ordering cost and a fixed setup cost (greater than or equal to zero) paid when the order is placed. These policies are shown to be quite similar to those obtained with deterministic lead times but some differences in the behavior of the single-period critical numbers (when the setup cost is zero) are noted.
Addendum to Stankard and Gupta's Note on Lot Size Scheduling
Authors: Hodgson Thom J.
Published: November 2008

This paper presents a grouping procedure which yields improved solutions to Bomberger's Lot Size Scheduling Problem [1]. The group definition is a generalization of the group definition proposed by Stankard and Gupta [3]. Moreover, the generalization leads to a pseudo dynamic programming procedure which is readily programmable. Computational experience has shown the procedure to be extremely efficient.
Models and Managers: The Concept of a Decision Calculus
Authors: Little John D. C.
Published: November 2008

A manager tries to put together the various resources under his control into an activity that achieves his objectives. A model of his operation can assist him but probably will not unless it meets certain requirements. A model that is to be used by a manager should be simple, robust, easy to control, adaptive, as complete as possible, and easy to communicate with. By simple is meant easy to understand; by robust, hard to get absurd answers from; by easy to control, that the user knows what input data would be required to produce desired output answers; adaptive means that the model can be adjusted as new information is acquired; completeness implies that important phenomena will be included even if they require judgmental estimates of their effect; and, finally, easy to communicate with means that the manager can quickly and easily change inputs and obtain and understand the outputs.

Such a model consists of a set of numerical procedures for processing data and judgments to assist managerial decision making and so will be called a decision calculus. An example from marketing is described. It is an on-line model for use by product managers on advertising budgeting questions. The model is currently in trial use by several product managers.
Optimizing the Search for Cost Deviation Sources
Authors: Demski Joel S.
Published: November 2008

The typical statistical cost control model determines when a cost deviation is significant, but does not determine the optimum search procedure for restoring the process to a state of control. This search procedure is important because any given cost deviation may be the result of a number of individual causes and each cause requires different search activity. A model is developed (and subsequently extended) for determining the optimum sequence in which to examine the various possible causes.
The Credit Granting Decision
Authors: Bierman Harold , Hausman Warren H.
Published: November 2008

A series of probabilistic models are formulated for the credit granting policy of a firm. First, a single-period analysis is presented for the two-action problem, “give credit or do not give credit.” Then a multi-period analysis for the same problem is presented, showing that the single-period analysis ignores important future benefits. The multi-period analysis contains a Bayesian approach to revisions of the probability of collection as collection experience is gained. The multi-period analysis is modified by adding discounting to reflect the time value of money and a probability that the customer will cease purchasing. Next, a dynamic programming formulation of the multi-period problem is presented, and this formulation is then adapted to include a decision on how much credit to offer. The paper closes with a series of remarks concerning the practical application of the analysis.
Sur La Méthode De Davidon-Flechter-Powell Pour La Minimisation Des Fonctions
Authors: Ribière Gerard
Published: November 2008

This article is a theoretical study of the method of Davidon, modified by Flechter and Powell, used for minimization without constraints of an arbitrary function in an n-dimensional euclidean space.

After a general overview of convergence of the methods of minimization and presentation of a few lemmas, we investigate the algorithms in the case of a quadratic function. We list properties already announced or proved in various papers but we give a proof of a more general convergence.

In the non-quadratic case, because we could not prove the original algorithm, we propose two modifications that led to a simple proof of the convergence with some weak assumptions. On the other hand, it is possible to show that if f is strictly convex and twice continuously differentiable, the approximation of the inverse of the jacobian of the gradient, as generated by the algorithm, actually converges to this inverse.

Some numerical results obtained by this modified method are presented and compared to the results obtained by other known methods.

Finally, we realize that there may be an interest to apply this algorithm to resolve mathematical programmes by methods of penalty functions.
A Note on Duality Theorem for a Nonlinear Programming Problem
Authors: Bhatia Davinder
Published: November 2008

S. M. Sinha has formulated a stochastic linear programming problem as a deterministic non linear program, and has shown how to solve this program by solving its dual [1]. Our note extends Sinha's result, by dropping the restriction that the primal constraint set be bounded, and simplifies some of his proofs.
The Policy Space Structure of Markovian Systems with Two Types of Service
Authors: Brosh Israel
Published: November 2008

A system with customers demanding service is observed at equally spaced points in time. Two types of service can be applied and the maximum number of customers the system can accommodate is L. The probability for an arrival of a customer per period is assumed to be λ, and the probability to finish its service in one period will be μk (k = 1, 2). Different costs are imposed on the system for using a certain type of service as well as for a customer lost.

The implementation of a particular service policy generates a Markov process. The policy space structure and its relationship to the variants of the system (costs, probability to finish service in a unit of time, and arrivals) is presented.

The analysis shows that it is possible to reduce the number of policies to be considered from 2L+1 to L + 2, and a simple algorithm is proposed for choosing the optimal policy.