bluuebunny/crossref_metadata_2025 huggingface dataset:
Organizational Characteristics and Information Systems Planning: An Empirical Study
Authors: Premkumar G. , King William R.
Published: October 2008

Information Systems (IS) planning has gained considerable interest among researchers and practitioners in recent years because of the large investments that firms have made in IS and the increasingly strategic nature of the impact of information systems on organizational performance. Since IS planning is performed in an organizational context, characteristics of the organization may have a significant influence on the quality and effectiveness of the IS planning process. A research model is developed that links two major dimensions of IS planning—the quality of the planning process and planning effectiveness—with a set of eight organizational factors derived from contingency research in IS planning, strategic business planning, organizational studies, and technology innovation. The model is validated using data collected from a field survey of 249 senior IS executives. Canonical correlation analysis is used to test the research hypotheses and validate the model.

The results of the study indicate that the two planning dimensions respectively reflecting the “means” and “ends” of IS planning are equally important. The results also indicate that planning resources, the intended strategic impact of IS on future business operations, the quality of facilitation mechanisms, the quality of implementation mechanisms, and the quality of strategic business planning are significantly associated with the quality and effectiveness of IS planning.

The implications of the results to further research and to managerial practice are highlighted.
Information Technology and Organizational Change in the British Census, 1801–1911
Authors: Campbell-Kelly Martin
Published: October 2008

The first British census was taken in 1801 and was processed by a handful of clerks in a tiny office. By the mid-1800s, the census had evolved into an elaborate Victorian data-processing operation involving over a hundred clerks, each of whom had a specialized information-processing role. In 1911 the census was mechanized and the routine data processing was taken over by punched-card machines.

This paper explores the changes in information technology within the census over a period of more than a century, and the resulting organizational changes. A contrast is drawn with the U.S. census—which mechanized in 1890—on the adoption of new technology.
Varieties of Political Process During Systems Development
Authors: Sillince John A. A. , Mouakket Samar
Published: October 2008

This study uses a longitudinal research design with multiple data collection methods on a systems development project. Five theoretical perspectives about power have been used to evaluate the case: zero sum, processual, organizational, structurally constrained, and social shaping/social construction. Our working assumption is that power is multidimensional and therefore that any attempt to understand systems development must simultaneously use several complementary perspectives. Studies of information systems development have in the past often been based on a view of power as zero sum (with winners and losers from systems development) and of power as based on information. We will attempt to show that expansion from this narrow definition of power has much to offer information systems research. The paper will attempt to identify what unique and essential insights about the relationship between power and systems development are surfaced by each perspective.
Investigating Household Purchase Timing Decisions: A Conditional Hazard Function Approach
Authors: Jain Dipak C. , Vilcassim Naufel J.
Published: October 2008

The purchase timing decision is an important component of the dynamics of a household's purchase behavior. This decision is influenced by marketing and other variables, and the modeling of this dependence has recently received attention in the literature. In this paper, we build on previous studies and develop a comprehensive stochastic model that incorporates the major factors influencing interpurchase times. Specifically, we use a generalized version of Cox's proportional hazard model to test among competing probability distributions for the interpurchase times while incorporating effects due to marketing variables, observed household characteristics, and unobserved heterogeneity across households.

The empirical finding from analyzing the IRI coffee data, suggests that the interpurchase times cannot be adequately described by probability distributions such as exponential, Erlang-2 or Weibull. The effects of unobserved heterogeneity are significant, and they impact the estimates of the effects of the covariates. We also find that a nonparametric procedure for estimating the effects of unobserved heterogeneity provides the best overall fit to the data and yields covariate estimates that are more consistent with prior expectations. Our model is validated by replicating the substantive empirical findings on an additional product category.
On Auctions with Withdrawable Winning Bids
Authors: Rothkopf Michael H.
Published: October 2008

This paper considers sealed bidding in which bidders may submit two or more bids and after the bids are opened may, perhaps at a cost, withdraw bids that are more aggressive than would be necessary to win. Such withdrawal strategies are sometimes followed, but currently are surreptitious. However, legitimization of them would create potentially useful market mechanisms of potential interest to government agencies. These market mechanisms are also of theoretical interest since they are intermediate between first-price and second-price auctions. This paper presents models of such auctions. Both decision-theoretic models (applicable to surreptitious use of withdrawal strategies) and game theoretic models appropriate for openly withdrawable bid situations are developed. We describe a particular auction in which a winning bid was withdrawn and fit one of our decision theoretic models to data from it.
Pricing and Promotions in Asymmetric Duopolies
Authors: Rao Ram C.
Published: October 2008

This paper develops a modeling framework for making promotions decisions. In contrast to some of the prior research, the framework explicitly models promotions. Its central feature is the view of promotions competition as a multistage game in which regular prices are chosen first, followed by the choice of promotion depths and frequencies. It is used to illustrate the nature of competition between a national brand and private label. In equilibrium, the national brand promotes to ensure that the private label does not try to attract consumers away from the national brand. Moreover, the private label does not promote. This equilibrium is also contrasted with Varian's framework, used by other researchers, in which mixed strategy equilibrium prices are interpreted as promotions.
A Minimum Discrimination Information Estimation of Multiattribute Market Share Models
Authors: Gensch Dennis H. , Soofi Ehsan S.
Published: October 2008

Multiattribute market share models (MMSM) using supplier, product, and buyer attributes as explanatory variables generally use a logit model structure. The literature indicates two basic types of approaches for estimating coefficients, regression type approaches generally using log-share ratios and a nonregression approach which is based on maximum-likelihood principles. This article discusses a nonregression estimation approach, a minimum discrimination information (MDI), whose formulation differs from MDI procedures previously applied to the marketing literature. The MDI formulation enables researchers to estimate a logit model with proportions as the dependent variable and is computationally easy because it uses the same estimators as an MLE approach which assumes independence of trials. Equivalence between MDI and MLE estimates, under certain conditions, are discussed. The estimation methods are applied to a real world data set. The results indicate the MDI/MLE method does best in predicting the market shares of the suppliers according to some basic error criteria both at disaggregate and aggregate levels.
The Effect of Price Promotions on Variability in Product Category Sales
Authors: Raju Jagmohan S.
Published: October 2008

Our objective in this research is to relate variability in product category sales to promotional activity in the product category, and other category specific characteristics. The findings may be relevant from retailers' perspective as retailers' revenues are more closely related to the sales of the product category as opposed to the sales of any particular brand. We analyze data on about 2,000 brands from 25 different SAMI categories, obtained with the cooperation of a major grocery chain. Our data suggest that an increase in the magnitude of discounts increases the variability in category sales but an increase in the frequency of discounts has an opposite effect. Furthermore, categories which are bulky, or categories where the degree of competitiveness is high, exhibit lower variability in sales.
Game Theory and Empirical Generalizations Concerning Competitive Promotions
Authors: Rao Ram C. , Arjunji Ramesh V. , Murthi B. P. S.
Published: October 2008

This paper offers the generalization that competitive promotions are mixed strategies. First an empirical regularity is established that promotions are independent across competitors. This regularity is then elaborated on in the context of a promotion game. The promotion game is linked to observable outcomes, and a classification of possible situations is developed. In particular, the classification includes the prisoners' dilemma, battle of the sexes, and marketing models of promotion competition. The evidence for the generalization comes from a variety of product markets, spanning trade promotions, retail price reductions, and retail promotions such as advertised specials. The product markets include coffee, baby diapers, toilet tissue, saltines, dishwashing fluid, ketchup, and detergents, among others. The data in some cases were from cooperating grocery chains and in others from IRI scanner panels. The evidence from extant research and from new analyses is presented. Each situation is identified as belonging to one or another element of the classification. Based on the entirety of the evidence, there is strong support for the proposition that competitive promotions are mixed strategies. A second generalization, based on more limited data, is that the depth of promotion has a bimodal distribution. Implications of the generalizations both for managerial practice and future research are discussed.
Managing Advertising and Promotion for Long-Run Profitability
Authors: Jedidi Kamel , Mela Carl F. , Gupta Sunil
Published: October 2008

In recent years, manufacturers have become increasingly disposed toward the use of sales promotions, often at the cost of advertising. Yet the long-term implications of these changes for brand profitability remain unclear. In this paper, we seek to offer insights into this important issue. We consider the questions of i) whether it is more desirable to advertise or promote, ii) whether it is better to use frequent, shallow promotions or infrequent, deep promotions, and iii) how changes in regular prices affect sales relative to increases in price promotions. Additional insights regarding brand equity, the relative magnitude of short- and long-term effects, and the decomposition of advertising and promotion elasticities across choice and quantity decisions are obtained.

To address these points, we develop a heteroscedastic, varying-parameter joint probit choice and regression quantity model. Our approach allows consumers' responses to short-term marketing activities to change in response to changes in marketing actions over the long term. We also accommodate the possibility of competitive reactions to policy changes of a brand. The model is estimated for a consumer packaged good category by using over eight years of panel data. The resulting parameters enable us to assess the effects of changes in advertising and promotion policies on sales and profits.

Our results show that, in the long term, advertising has a positive effect on “brand equity” while promotions have a negative effect. Furthermore, we find price promotion elasticities to be larger than regular price elasticities in the short term, but smaller than regular price elasticities when long-term effects are considered. Consistent with previous research, we also find that most of the effect of a price cut is manifested in consumers' brand choice decisions in the short term, but when long-term effects are again considered, this result no longer holds. Last, we estimate that the long-term effects of promotions on sales are negative overall, and about two-fifths the magnitude of the positive short-term effects.

Finally, making reasonable cost and margin assumptions, we conduct simulations to assess the relative profit impact of long-term changes in pricing, advertising, or promotion policies. Our results show regular price decreases to have a generally negative effect on the long-term profits of brands, advertising to be profitable for two of the brands, and increases in price promotions to be uniformly unprofitable.
Cross-Cultural Marketing Negotiations: A Laboratory Experiment
Authors: Graham John L.
Published: October 2008

Data from a laboratory experiment involving Japanese and American business people are analyzed using a structural equation model. Measures of the process of marketing negotiations (e.g., social influence strategies, etc.) are found to mediate the influence of cultural variation of the parties (i.e., cross-cultural versus intracultural bargaining) on negotiation outcomes.
A Study of Productivity Changes in Food Retailing
Authors: Ratchford Brian T. , Brown James R.
Published: October 2008

Based on a general production function, this study estimates productivity gains and losses for the various outputs of food retailing over the period 1959 to 1979. Because it allows for the incorporation of all factors of production rather than just labor, the methodology employed in this study is superior to conventional methods of studying productivity change. Our estimates indicate that, between 1959–1979, total factor productivity in food retailing rose at a slower rate than total factor productivity in manufacturing. While total factor productivity in food retailing rose from 1959 until about 1972, it remained constant or declined between 1972–1979. We discuss the policy and managerial implications of our results, and provide suggestions for further research.
A Model of Balanced Choice Behavior
Authors: Lattin James M.
Published: October 2008

In some product categories, consumers appear to alternate among items in a consistent and purposeful, though not entirely deterministic, fashion. Such alternation occurs even in the absence of any apparent external influences on choice. To explain such balanced choice behavior, we present a model based upon the premise that past consumption influences the utility of items on subsequent choice occasions. Individuals may seek variety on certain product attributes and exhibit loyalty toward others. The model specification yields a logit choice model which may be calibrated using consumption diary panel data at the individual or cross-sectional level.
Commentary
Authors: Johnson Richard M.
Published: October 2008

Commentary to Sudharshan, D., J. H. May, A. D. Shocker. 1987. A simulation comparison of methods for new product location. Marketing Sci. 6 182–201.
Incorporating Consumer Price Expectations in Diffusion Models
Authors: Narasimhan Chakravarthi
Published: October 2008

In this paper the sensitivity of the optimal price path of a new durable product to the price expectations of consumers is examined. Consumers enter the market every period in a diffusion type framework. During the initial periods more consumers enter the market due to word of mouth influence, but in the latter periods saturation effects set in. The entering set of cohorts form expectations about future prices; and in a stable equilibrium, these expectations are fulfilled. It is shown that the price path is cyclical with the following properties: at the beginning of the cycle, the price is at its highest level; it falls monotonically over time reaching a low price at the end of the cycle (equal to the reservation price of the consumers willing to pay less); the cycle lengths are not equal. The sensitivity of the optimal price path to model parameters is explored through a numerical procedure.
On Bounds for Dynamic Programs
Authors: Waldmann K.-H.
Published: October 2008

An operator theoretical model is used to provide a general framework for establishing bounds in dynamic programming by extrapolation methods. A set of bounds is found for a specified solution V of an operator equation v = Uv with an isotone operator U, containing many known bounds as a special case by applying the general setting to standard models (e.g., to Markovian decision models). New bounds are suggested for a finite horizon Markov renewal decision model.
On the Solution of Variational Inequalities by the Ellipsoid Method
Authors: Lüthi Hans-Jakob
Published: October 2008

Variational inequalities provide a convenient mathematical approach for unifying results relating to extremum and equilibrium problems. In this paper we demonstrate the applicability of the ellipsoid method to solve monotone variational inequalities. A convergence proof is given, which, for example, in case of convex optimization explains the linear convergence of the record points. We compare this result with Goffin's convergence proof by extending his proof technique to the constrained case in the appendix.
Optimal Sequencing Via Modular Decomposition: Characterization of Sequencing Functions
Authors: Monma Clyde L. , Sidney Jeffrey B.
Published: October 2008

With the recent development of efficient algorithms for locating modules in a precedence network, a new class of sequencing algorithms has become promising. These algorithms obtain optimal sequences by finding optimal subsequences of progressively larger modules, until all jobs are sequenced. To guarantee optimality of resulting sequences, the sequencing (objective) function must satisfy the “job module property” defined herein.

In this paper, three properties of sequencing functions are defined, and it is shown that a sequencing function satisfying these properties possesses the job module property; many other decomposition results previously shown by the second author to hold for the total weighted completion time problem follow as well. Moreover, the class of problems defined by these sequencing functions includes the total weighted completion time problem, the least-cost fault detection problem, and the total weighted exponential completion time problem.
Max-Flow Min-Cut Matroids: Polynomial Testing and Polynomial Algorithms for Maximum Flow and Shortest Routes
Authors: Truemper K.
Published: October 2008

A polynomial test for deciding whether or not a given binary matroid has the max-flow min-cut property is described. In addition polynomial algorithms for finding shortest routes and extreme integral max flows in max-flow min-cut matroids are developed. The algorithms make use of a decomposition result for the max-flow min-cut matroids that was previously established in joint work with F.-T. Tseng. The max-flow algorithm also implies a strengthened version of P. D. Seymour's original characterization of the max-flow min-cut matroids.
On Dividing an Amount According to Individual Claims or Liabilities
Authors: Young H. Peyton
Published: October 2008

A basic principle of distributive justice states that if an allocation among a group of individuals is fair, then it should be perceived as fair when restricted to each subgroup of individuals. This ‘consistency’ principle applies in particular to methods for allocating taxes among citizens according to their ability to pay. Every consistent, continuous taxation method optimizes an additively separable objective function. Optimal allocations may be computed by a simple Lagrange multiplier technique. Similar results hold for allocating assets among creditors according to their claims. The techniques are illustrated by constructing an objective function for a bankruptcy method from the Babylonian Talmud.
An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
Authors: Monteiro Renato D. C. , Adler Ilan
Published: October 2008

We describe a primal-dual interior point algorithm for a class of convex separable programming problems subject to linear constraints. Each iteration updates a penalty parameter and finds a Newton step associated with the Karush-Kuhn-Tucker system of equations which characterizes a solution of the logarithmic barrier function problem for that parameter. It is shown that the duality gap is reduced at each iteration by a factor of (1 − δ/√n), where δ is positive and depends on some parameters associated with the objective function.
Routing and Capacity Allocation in Networks with Trunk Reservation
Authors: Kelly F. P.
Published: October 2008

In this paper we extend recent work on routing and capacity allocation in circuit-switched networks to include the possible use of trunk reservation. Trunk reservation is an easily implemented control mechanism which allows priority to be given to chosen traffic streams. It has the potential to be an extremely efficient control mechanism, but its use on any single link of a network has ramifications which may extend throughout the network, and it is important to take this into account. Using a simplified analytical model of a circuit-switched network incorporating trunk reservation, we show that there exist implied costs associated with the priority and nonpriority calls routed through a link, and shadow prices associated with the capacity for priority and nonpriority traffic through a link. Mathematically, this involves calculating derivatives of an implicitly defined function, and expressing these derivatives as simple functions of certain variables. These variables, the implied costs and shadow prices, are determined as solutions to a set of linear equations possessing a local or decentralized character, and can be used as a basis for routing and capacity allocation strategies.
Combinatorial Algorithms for the Generalized Circulation Problem
Authors: Goldberg Andrew V. , Plotkin Serge A. , Tardos Éva
Published: October 2008

We consider a generalization of the maximum flow problem in which the amounts of flow entering and leaving an arc are linearly related. More precisely, if x(e) units of flow enter an arc e, x(e)γ(e) units arrive at the other end. For instance, nodes of the graph can correspond to different currencies, with the multipliers being the exchange rates. We require conservation of flow at every node except a given source node. The goal is to maximize the amount of flow excess at the source.

This problem is a special case of linear programming, and therefore can be solved in polynomial time. In this paper we present the first polynomial time combinatorial algorithms for this problem. The algorithms are simple and intuitive.
An Asymptotic Analysis of Hierarchical Control of Manufacturing Systems Under Uncertainty
Authors: Lehoczky John , Sethi Suresh P. , Soner H. M. , Taksar Michael I.
Published: October 2008

This paper presents an asymptotic analysis of a hierarchical manufacturing system with machines subject to breakdown and repair. The rate of change in machine states is much larger than the rate of fluctuation in demand and the rate of discounting of costs, and this gives rise to a limiting problem in which the stochastic machine availability is replaced by the equilibrium mean availability. The value function for the original problem converges to the value function of the limiting problem. Moreover, the control for the original problem can be constructed from the optimal controls of the limiting problem in a way which guarantees asymptotic optimality of the value function. The limiting problem is computationally more tractable and sometimes has a closed form solution.
Correlated Equilibria in Two-Player Repeated Games with Nonobservable Actions
Authors: Lehrer Ehud
Published: October 2008

Four kinds of correlated equilibrium payoff sets in undiscounted repeated games with nonobservable actions are studied. Three of them. the upper, the uniform, and Banach lead to the same payoff set, whereas the lower one in general is associated with a larger set. The extensive form correlated equilibrium is also explored. It turns out that both the regular and extensive form correlated equilibria yield the same sets of payoffs.
Turnpike Sets and Their Analysis in Stochastic Production Planning Problems
Authors: Sethi S. , Soner H. M. , Zhang Q. , Jiang H.
Published: October 2008

This paper considers optimal infinite horizon stochastic production planning problems with capacity and demand to be finite state Markov chains. The existence of the optimal feedback control is shown with the aid of viscosity solutions to the dynamic programming equations. Turnpike set concepts are introduced to characterize the optimal inventory levels. It is proved that the turnpike set is an attractor set for the optimal trajectories provided that the capacity is assumed to be fixed at a level exceeding the maximum possible demand. Conditions under which the optimal trajectories enter the convex closure of the set in finite time are given. The structure of turnpike sets is analyzed. Last but not least, it is shown that the turnpike sets exhibit a monotone property with respect to capacity and demand. It turns out that the monotonicity property helps in solving the optimal production problem numerically, and in some cases, analytically.
Clique-Web Facets for Multicut Polytopes
Authors: Deza M. , Grötschel M. , Laurent M.
Published: October 2008

Let G = (V, E) be a graph. An edge set {uv ∈ E|u ∈ Si, v ∈ Sj, i ≠ j}, where S1, …, Sk is a partition of V, is called a multicut with k shores. We investigate the polytopes MCk≤(n) and MCk≥(n) that are defined as the convex hulls of the incidence vectors of all multicuts with at most k shores and at least k shores, respectively, of the complete graph Kn. We introduce a large class of inequalities, called clique-web inequalities, valid for these polytopes, and provide a quite complete characterization of those clique-web inequalities that define facets of MCk≤(n) and MCk≥(n). Using general facet manipulation techniques like collapsing and node splitting we construct further new classes of facets for these multicut polytopes. We also exhibit a class of clique-web facets for which the separation problem can be solved in polynomial time.
Rearrangement, Majorization and Stochastic Scheduling
Authors: Chang Cheng-Shang , Yao David D.
Published: October 2008

Rearrangement inequalities, such as the classical Hardy-Littlewood-Polya inequality and the more general Day's inequality, and related majorization results are often useful in solving scheduling problems. Among other things, they are essential for pairwise interchange arguments. Motivated by solving stochastic scheduling problems, we develop stochastic versions of Day's Inequality, over both unrestricted and restricted (specifically, one-cycle) permutations. These lead to a general and unified approach, which we apply to solve the stochastic versions of several classical deterministic scheduling problems. In most cases, the approach leads to new or stronger results; in other cases it recovers known results with new insight. The approach is built upon recent developments in stochastic majorization and multivariate characterization of stochastic order relations.
A Probabilistic Analysis of Tour Partitioning Heuristics for the Capacitated Vehicle Routing Problem with Unsplit Demands
Authors: Bienstock Daniel , Bramel Julien , Simchi-Levi David
Published: October 2008

In the Capacitated Vehicle Routing Problem with unsplit demands, a customer's demand may not be divided over more than one vehicle. We analyze the asymptotic performance of a class of heuristics called route first-cluster second, and in particular, the empirically well-studied, Sweep algorithm and Optimal Partitioning heuristic, for any distribution of the demands and when customers are independent and identically distributed in a given region. We show a strong relationship between this class of heuristics and the familiar Next-Fit bin-packing heuristic.
Theorems of the Alternative and Duality for INF-SUP Problems
Authors: Gwinner J. , Oettli W.
Published: October 2008

The duality theory of convex mathematical programming is extended to inf-sup problems. To this end a new, general inf-sup theorem for two different convexlike, respectively concavelike payoff functions is established under an abstract closedness assumption, thus avoiding the usual compactness requirement. This closedness assumption is then made more concrete; in particular for the partially homogeneous programs under study, regularity conditions of Karlin and Slater type are discussed. Finally, related theorems of the alternative as well as a result of Hahn-Banach type are derived, where the usual bilinear form is replaced by a more general coupling function.
Asymptotic Behavior of Interior-Point Methods: A View From Semi-Infinite Programming
Authors: Tunçel Levent , Todd Michael J.
Published: October 2008

We study the asymptotic behavior of interior-point methods for linear programming problems. Attempts to solve larger problems using interior-point methods lead to the question of how these algorithms behave as n (the number of variables) goes to infinity. Here, we take a different point of view and investigate what happens when n is infinite. Motivated by this approach, we study the limits of search directions, potential functions and central paths. We also suggest that the complexity of some linear programming problems may depend on the smoothness of the given problem rather than the number of variables. We prove that when n is infinite, for some subclasses of problems, one can still obtain a bound on the number of iterations required in terms of the smoothness of the problem and the desired accuracy.
Stationary Strategies for Recursive Games
Authors: Secchi Piercesare
Published: October 2008

We study two-person, zero-sum recursive matrix games framing them in the more general context of nonleavable games. Our aim is to extend a result of Orkin (Orkin, M. 1972. Recursive matrix games. J. Appl. Probab. 9 813–820.) by proving that a uniformly ϵ-optimal stationary strategy is available to player I (player II) in any recursive game such that the set where the value of the game is strictly greater (less) than its utility is finite. The proof exploits some new connections between nonleavable and leavable games. In particular we find sufficient conditions for the existence of ϵ-optimal stationary strategies for player I in a leavable game and we use these as a basis for constructing uniformly ϵ-optimal stationary strategies for the recursive games with which we are concerned.
Optimal Solutions of Linear Control Systems with Nonperiodic Convex Integrands
Authors: Zaslavski Alexander J. , Leizarowitz Arie
Published: October 2008

In this work we study the existence and asymptotic behaviour of overtaking optimal trajectories for a linear system with a nonperiodic convex cost function. We extend the results obtained by Leizarowitz (Leizarowitz, A. 1986. Tracking nonperiodic trajectories with the overtaking criterion. Appl. Math. Opt. 14 155–171.) for a problem of tracking a prescribed nonperiodic trajectory with a quadratic cost function and establish the existence and uniqueness of optimal trajectories on an infinite horizon. The asymptotic dynamics of finite time optimizers is examined.
The Throughput of Irreducible Closed Markovian Queueing Networks: Functional Bounds, Asymptotic Loss, Efficiency, and the Harrison-Wein Conjectures
Authors: Jin H. , Ou J. , Kumar P. R.
Published: October 2008

Let N be the population of an irreducible closed Markovian queueing network, and denote by αu(N) the throughput of a scheduling policy u. The policy u is said to be efficient if limN→+∞αu(N) = α*, where α* is the capacity of a bottleneck station. The quantity J(u) ≔ limN→∞ N(α* − αu(N))/α* is called the asymptotic loss of u. The policy u is said to be asymptotically optimal if J(u) is as small as it can be.

For multi-station irreducible closed Markovian networks, we obtain functional bounds on the throughput which are of the form αN/(N + v). The coefficients α and v are obtained by solving two linear programs (LPs), which consist of L(L + 3)/2 variables, where L is the number of buffers in the system. We are thus able to establish efficiency, as well as provide upper and lower bounds on asymptotic loss, through LP procedures.

For balanced systems where all stations are equally loaded, we are able to provide reduced dimensional LPs which consist of just S(S + 1)/2 variables, where S is the number of stations in the system. We also show that the lower bound on asymptotic loss produced by the reduced dimensional LP can capture interactions between multiple bottlenecks in heavy traffic, and that it always dominates a bound obtainable by extending a conjecture of Harrison and Wein (HW) from two station systems to multi-station systems.

Employing these bounds on two station systems, we prove that a certain policy developed by HW is efficient. This buffer priority policy was conjectured by them to be asymptotically optimal. They also conjectured a finite valued formula for the asymptotic loss of every buffer priority policy. This latter conjecture is not true in its full generality since there exists a certain buffer priority policy for a certain two station system which is not efficient, and consequently has infinite asymptotic loss. However, we provide credence to the conjectures by establishing that for balanced systems, the conjectured asymptotic loss of the HW-policy is a lower bound on the asymptotic loss of all policies, while the conjectured formula for the asymptotic loss applied to the exact opposite of the HW-policy is an upper bound on the asymptotic loss for all nonidling policies. The latter result is established under an additional condition identified by us which guarantees the finiteness of the asymptotic loss, and thus also the efficiency, of every nonidling scheduling policy.
Centers of Monotone Generalized Complementarity Problems
Authors: Shida Masayuki , Shindoh Susumu , Kojima Masakazu
Published: October 2008

Let C be a full dimensional, closed, pointed and convex cone in a finite dimensional real vector space ℰ with an inner product 〈x, y〉 of x, y ∈ ℰ, and ℳ a maximal monotone subset of ℰ × ℰ. This paper studies the existence and continuity of centers of the monotone generalized complementarity problem associated with C and ℳ: Find (x, y) ∈ ℳ ∩ (C × C*) such that 〈x, y〉 = 0. Here C* = {y ∈ ℰ : 〈x, y〉 ≥ 0 for all x ∈ C} denotes the dual cone of C. The main result of the paper unifies and extends some results established for monotone complementarity problems in Euclidean space and monotone semidefinite linear complementarity problems in symmetric matrices.
Stochastic Scheduling with Priority Classes
Authors: Garbe R. , Glazebrook K. D.
Published: October 2008

We consider controlled stochastic systems in which multiple job types (customers, projects, jobs, etc.) may require processing by one or more servers. The job types are all members of priority classes and admissible controls must respect the constraints imposed by these. For systems which (when unconstrained) satisfy generalised conservation laws, we obtain the performance space and show that linear objectives are optimised by admissible controls which choose job types within each priority class according to a set of Gittins indices. Various degrees of decomposition of the problem are described and illustrated. In the special case of (discounted and undiscounted) branching bandits, the theory is developed further to yield index-based suboptimality bounds for general policies.
Convergence to Second Order Stationary Points in Inequality Constrained Optimization
Authors: Facchinei Francisco , Lucidi Stefano
Published: October 2008

We propose a new algorithm for the nonlinear inequality constrained minimization problem, and prove that it generates a sequence converging to points satisfying the KKT second order necessary conditions for optimality. The algorithm is a line search algorithm using directions of negative curvature and it can be viewed as a nontrivial extension of corresponding known techniques from unconstrained to constrained problems. The main tools employed in the definition and in the analysis of the algorithm are a differentiable exact penalty function and results from the theory of LC1 functions.
Regular Pseudo-Smooth NCP and BVIP Functions and Globally and Quadratically Convergent Generalized Newton Methods for Complementarity and Variational Inequality Problems
Authors: Qi Liqun
Published: October 2008

The nonlinear complementarity problem (NCP) can be reformulated as a system of semismooth equations by some NCP functions. A well-known NCP function is the Fischer-Burmeister function, which is a strongly semismooth function. It is smooth everywhere except at the origin. The generalized Newton direction of the system of semismooth equations formulated with the Fischer-Burmeister function is always a descent direction at a nonsolution point. The generalized Jacobian of the system is nonsingular under mild conditions. Efficient algorithms have been developed based upon these nice properties. In this paper, we define a class of NCP functions, called regular pseudo-smooth NCP functions, and show that they have these nice properties. Regular pseudo-smooth NCP functions can be easily identified. They include the Fischer-Burmeister function, the Tseng-Luo NCP function family, and the Kanzow-Kleinmichel NCP function family. We give two new regular pseudo-smooth NCP function families: the ratio generated NCP function family and the C curve generated NCP function family. We then discuss the box constrained variational inequality problem (BVIP). We define a class of BVIP functions, called regular pseudo-smooth BVIP functions, and show that they have these nice properties too. We present three different approaches to generate regular pseudo-smooth BVIP functions from regular pseudo-smooth NCP functions. Globally and quadratically convergent generalized Newton methods are established for solving the NCP and the BVIP, based upon regular pseudo-smooth NCP and BVIP functions.
Studies on Piecewise-Linear Approximations of Piecewise-C1 Mappings in Fixed Points and Complementarity Theory
Authors: Kojima Masakazu
Published: October 2008

A PC1-mapping is a continuous mapping from a subset P of Rn into Rn, where P is partitioned into n-dimensional compact convex polyhedra. such that the restriction to each polyhedron is continuously differentiable. Based on the classical results on PL (piecewise linear) approximations of PC1-mappings given by Whitehead and an extension of the inverse function theorem to PC1-mappings, the following are investigated under nonsingularity conditions on piecewise linearizations of PC1-mappings with the use of their partial derivatives and conditions on the diameter and thickness of simplices on which PL approximations are affine:

(1) One-to-one correspondence between solutions of a system of nonlinear equations and its PL approximations.

(2) Monotone convergence of the continuous deformation method.

(3) A lower bound of the convergence speed of the continuous deformation method.

(4) Conditions which characterize local uniqueness of solutions to the nonlinear complementarity problem.

(5) One-to-one correspondence between solutions of the nonlinear complementarity problem and their PL approximations.

(6) Monotone convergence of the extended Lemke's method for PL approximations of the nonlinear complementarity problem.
Accretive Operators and Markov Decision Processes
Authors: Pliska Stanley R.
Published: October 2008

The dynamic programming functional equation for an abstract, continuous parameter, Markov decision process is shown to involve an operator which is m-accretive, thus giving rise to a nonlinear semigroup, called the Bellman semigroup. A class of controls is specified for which the maximum expected reward over a finite planning horizon is given by this semigroup. This theory is applied to controlled jump, diffusion, and storage processes.
A Relationship Between Partial Derivatives of the Reliability Function of a Coherent System and its Minimal Path (Cut) Sets
Authors: El-Neweihi Emad
Published: October 2008

A relationship between rth partial derivatives of the reliability function h(p) of a coherent system and its minimal cut (path) sets is studied (r ≥ 2). It is shown that (−1)r(∂rh(p)/∂pi1, …, ∂pir)((−1)(∂rh (p)/∂pi1, …, ∂pir)) is nonnegative for all i1, …, ir and all p implies that all minimal cut (path) sets have cardinality r − 1 or less, r = 2, …, n. When r = 2, a simple characterization is obtained for series (parallel) system. Interpretations of such characterization in terms of reliability importance of components are given and a simple proof of a known characterization of series system is obtained.
On Markov Jump Processes Imbedded at Jump Epochs and Their Queueing-Theoretic Applications
Authors: Melamed Benjamin
Published: October 2008

Let {Xt}t>0 be a Markov jump process and {Tn}n=0∞ a subset of the jump epochs of the process {Xt}t>0. The main results of this paper are computable formulae for the transient and invariant distributions of {XTn}n=0∞ and {XTn̄}n=0∞. We also characterize when the invariant distributions of {Xt}t>0 and {XTn}n=0∞ are the same and show that in this case {Tn}n=0∞ is a Poisson process. The results are applied to a variety of discrete-slate queueing networks to obtain their state distribution as seen by customers in arrival streams, departure streams, and traffic streams on the arcs. The main conclusion drawn is that for many traffic streams, the invariant distribution seen by customers in that stream coincides with the invariant distribution of {Xt}t>0 provided the customer in motion is excluded.
Worst-Case Analysis of Greedy Heuristics for Integer Programming with Nonnegative Data
Authors: Dobson Gregory
Published: October 2008

We give a worst-case analysis for two greedy heuristics for the integer programming problem minimize cx, Ax ≥ b, 0 ≤ x ≤ u, x integer, where the entries in A, b, and c are all nonnegative. The first heuristic is for the case where the entries in A and b are integral, the second only assumes the rows are scaled so that the smallest nonzero entry is at least 1. In both cases we compare the ratio of the value of the greedy solution to that of the integer optimal. The error bound grows logarithmically in the maximum column sum of A for both heuristics.
Complexity and Solutions of Some Three-Stage Flow Shop Scheduling Problems
Authors: Achugbue James O. , Chin Francis Y.
Published: October 2008

It is well known that the minimal length non-preemptive scheduling problem for the general three-stage flow shop is NP-complete. This paper presents a study of a special type of flow shop in which a particular stage of each job is the longest (or the shortest as the case may be). In most cases, it is found that the problem remains strongly NP-complete. In other cases, polynomial scheduling algorithms are presented.
Denumerable Undiscounted Semi-Markov Decision Processes with Unbounded Rewards
Authors: Federgruen A. , Schweitzer P. J. , Tijms H. C.
Published: October 2008

This paper establishes the existence of a solution to the optimality equations in undis-counted semi-Markov decision models with countable state space, under conditions generalizing the hitherto obtained results. In particular, we merely require the existence of a finite set of states in which every pair of states can reach each other via some stationary policy, instead of the traditional and restrictive assumption that every stationary policy has a single irreducible set of states. A replacement model and an inventory model illustrate why this extension is essential. Our approach differs fundamentally from classical approaches; we convert the optimality equations into a form suitable for the application of a fixed point theorem.
Discretization and Weak Convergence in Markov Decision Drift Processes
Authors: Hordijk Arie , van der Duyn Schouten Frank A.
Published: October 2008

In this paper we deal with continuous time Markov decision drift processes (CTMDP), which permit both controls affecting jump rates of the process and impulsive controls causing immediate transitions. Between two successive jump epochs the state of the process evolves according to a deterministic drift function. Given a CTMDP we construct a sequence of discrete time Markov decision drift processes (DTMDP) with decreasing distance between the successive decision epochs. Sufficient conditions are provided under which the law of the CTMDP controlled by a fixed policy is the limit (in the sense of weak convergence of probability measures) of the laws of the approximating DTMDF's controlled by fixed discrete time policies. The conditions concern both the parameters of the CTMDP and the relation between the discrete time and continuous time policies. An application to a maintenance replacement model is given.
The Coevolution of New Organizational Forms
Authors: Lewin Arie Y. , Long Chris P. , Carroll Timothy N.
Published: October 2008

This paper outlines an alternative theory of organization-environment coevolution that generalizes a model of organization adaptation first proposed by March (1991), linking firm-level exploration and exploitation adaptations to changes in the population of organizations. The theory considers organizations, their populations, and their environments as the interdependent outcome of managerial actions, institutional influences, and extra-institutional changes (technological, sociopolitical, and other environmental phenomena). In particular, the theory incorporates potential differences and equifinal outcomes related to country-specific variation. The basic theses of this paper are that firm strategic and organization adaptations coevolve with changes in the environment (competitive dynamics, technological, and institutional) and organization population and forms, and that new organizational forms can mutate and emerge from the existing population of organizations. The theory has guided a multicountry research collaboration on strategic and organization adaptations and the mutation and emergence of new organizational forms from within the existing population of organizations.
From Quicksand to Crossroads: An Agnostic Perspective on Conversation
Authors: Nord Walter R. , Connell Ann F.
Published: October 2008

This paper attempts to facilitate conversation among organization scientists by advancing a philosophical perspective (agnosticism) that has been ignored in the recent subjective-objective debate. As agnostics, we suggest that the controversy may not be resolvable and that organization science can carry on in the absence of such resolution. We propose a series of concepts to guide the “post-debate” field, emphasizing that mutual striving for a “sense of accurate reception” (SOAR) can provide a crossroads for conversation among students of organizations. Suggestions for achieving SOAR are proposed.