bluuebunny/crossref_metadata_2025_split huggingface dataset:
On a class of nash‐solvable bimatrix games and some related nash subsets
Authors: Isaacson Karen , Millham C. B. 
Published: May 2007

AbstractThis work is concerned with a particular class of bimatrix games, the set of equilibrium points of which games possess many of the properties of solutions to zero‐sum games, including susceptibility to solution by linear programming. Results in a more general setting are also included. Some of the results are believed to constitute interesting potential additions to elementary courses in game theory.
Optimality conditions for convex semi‐infinite programming problems
Authors: Ben‐Tal A. , Kerzner L. , Zlobec S. 
Published: May 2007

AbstractThis paper gives characterization of optimal Solutions for convex semiinfinite programming problems. These characterizations are free of a constraint qualification assumption. Thus they overcome the deficiencies of the semiinfinite versions of the Fritz John and the Kuhn‐Tucker theories, which give only necessary or sufficient conditions for optimality, but not both.
Sequencing independent jobs with a single resource
Authors: Baker Kenneth R. , Nuttle Henry L. W. 
Published: May 2007

AbstractThis paper examines problems of sequencing n jobs for processing by a single resource to minimize a function of job completion times, when the availability of the resource varies over time. A number of well‐known results for single‐machine problems which can be applied with little or no modification to the corresponding variable‐resource problems are given. However, it is shown that the problem of minimizing the weighted sum of completion times provides an exception.
A note on the sensitivity of navy first term reenlistment to bonuses, unemployment and relative wages
Authors: Cohen Les , Reedy Diane Erickson 
Published: May 2007

AbstractMultiple regression analysis of first term reenlistment rates over the period 1968–1977 confirms previous findings that reenlistment is highly sensitive to unemployment at the time of reenlistment and shortly after enlistment, almost four years earlier. Bonuses, particularly lump sum bonuses, were also shown to be a significant determinant of reenlistment.
Equalities in transportation problems and characterizations of optimal solutions
Authors: Kortanek Kenneth O. , Yamasaki Maretsugu 
Published: May 2007

AbstractThis paper considers the classical finite linear transportation Problem (I) and two relaxations, (II) and (III), of it based on papers by Kantorovich and Rubinstein, and Kretschmer. Pseudo‐metric type conditions on the cost matrix are given under which Problems (I) and (II) have common optimal value, and a proper subset of these conditions is sufficient for Problems (II) and (III) to have common optimal value. The relationships between the three problems provide a proof of Kantorovich's original characterization of optimal solutions to the standard transportation problem having as many origins as destinations. The result are extended to problems having cost matrices which are nonnegative row‐column equivalent.
An easy solution for a special class of fixed charge problems
Authors: McKeown Patrick G. , Sinha Prabhakant 
Published: May 2007

AbstractThe fixed charge problem is a mixed integer mathematical programming problem which has proved difficult to solve in the past. In this paper we look at a special case of that problem and show that this case can be solved by formulating it as a set‐covering problem. We then use a branch‐and‐bound integer programming code to solve test fixed charge problems using the setcovering formulation. Even without a special purpose set‐covering algorithm, the results from this solution procedure are dramatically better than those obtained using other solution procedures.
The M/G/1 queue with instantaneous bernoulli feedback
Authors: Disney Ralph L. , McNickle Donald C. , Simon Burton 
Published: May 2007

AbstractIn this paper we are concerned with several random processes that occur in M/G/1 queues with instantaneous feedback in which the feedback decision process is a Bernoulli process. Queue length processes embedded at various times are studied. It is shown that these do not all have the same asymptotic distribution, and that in general none of the output, input, or feedback processes is renewal. These results have implications in the application of certain decomposition results to queueing networks.
Concentrated firing in many‐versus‐many duels
Authors: Zinger A. 
Published: May 2007

AbstractA simple stochastic‐duel model, based on alternate firing, is proposed. This model is shown to be asymptotically equivalent, for small hit probabilities, to other known models, such as simple and square duels. Alternate firing introduces an interaction between opponents and allows one to consider multiple duels. Conditions under which concentrated firing is better or worse than parallel firing are found by calculation and sometimes by simulation. The only parameters considered are the combat group sizes (all units within a group are assumed identical), the hit probabilities and the number of hits necessary to destroy an opposing unit.
A linear programming model for design of communications networks with time varying probabilistic demands
Authors: Kortanek K. O. , Lee D. N. , Polak G. G. 
Published: May 2007

AbstractIn this paper marginal investment costs are assumed known for two kinds of equipment stocks employed to supply telecommunications services: trunks and switching facilities. A network hierarchy is defined which includes important cases occurring in the field and also appearing in the literature. A different use of the classical concept of the marginal capacity of an additional trunk at prescribed blocking probability leads to a linear programming supply model which can be used to compute the sizes of all the high usage trunk groups. The sizes of the remaining trunk groups are approximated by the linear programming models, but can be determined more accurately by alternate methods once all high usage group sizes are computed. The approach applies to larger scale networks than previously reported in the literature and permits direct application of the duality theory of linear programming and its sensitivity analyses to the study and design of switched probabilistic communications networks with multiple busy hours during the day. Numerical results are presented for two examples based on field data, one of which having been designed by the multi‐hour engineering method.
Optimal maintenance models for systems subject to failure–A Review
Authors: Sherif Y. S. , Smith M. L. 
Published: May 2007

AbstractThis paper is a state‐of‐the‐art review of the literature related to optimal maintenance models of systems subject to failure. The emphasis is on work appearing since the 1976 survey, “A Survey of Maintenance Models: The Control and Surveillance of Deteriorating Systems,” by W.P. Pierskalla and J.A. Voelker, published in this journal.
Bounds for strength‐stress interference via mathematical programming
Authors: Kim Geung‐Ho 
Published: May 2007

AbstractProblems of bounding Pr {X > Y}, when the distribution of X is subject to certain moment conditions and the distribution of Y is known to be of convexconcave type, are treated in the framework of mathematical programming. Juxtaposed are two programming methods; one is based on the notion of weak duality and the other on the geometry of a certain moment space.
Bounds and elimination in generalized markov decisions
Authors: Koehler Gary J. 
Published: May 2007

AbstractIn discounted Markov decision processes bounds on the optimal value function can be computed and used to eliminate suboptimal actions. In this paper we extend these procedures to the generalized Markov decision process. In so doing we forfeit the contraction property and must base our analysis on other procedures. Duality theory and the Perron‐Frobenius theorem are the main tools.
Maximal nash subsets for bimatrix games
Authors: Jansen M. J. M. 
Published: May 2007

AbstractIn this work maximal Nash subsets are studied in order to show that the set of equilibrium points of a bimatrix game is the finite union of all such subsets. In addition, the extreme points of maximal Nash subsets are characterized in terms of square submatrices of the payoff matrices and dimension relations are derived.
An empirical evaluation of further approximations to an approximate continuous review inventory model
Authors: Byrkett Donald L. 
Published: May 2007

AbstractThis paper describes an empirical evaluation of several approximations to Hadley and Whitin's approximate continuous review inventory model with backorders. It is assumed that lead time demand is normally distributed and various exponential functions are used to approximate the upper tail of this distribution. These approximations offer two important advantages in computing reorder points and reorder quantities. One advantage is that normal tables are no longer required to obtain solutions, and a second advantage is that solutions may be obtained directly rather than iteratively. These approximations are evaluated on two distinct inventory systems. It is shown that an increase in average annual cost of less that 1% is expected as a result of using these approximations. The only exception to this statement is with inventory systems in which a high shortage cost is specified and ordering costs are unusually low.
A note on optimal switching between two activities
Authors: Shreve Steven E. 
Published: May 2007

AbstractLet f1 and f2 map [0, T] into the real numbers. A system is following either f1 or f2 and earning the associated reward ∫ f1 or ∫ f2, respectively. It is possible at any time to switch from fi to fj by paying a switching cost b > 0. We determine a switching policy which maximizes the total reward. Conditions which guarantee a planning horizon are established.
A two‐state system with partial availability in the failed state
Authors: Baxter Laurence A. 
Published: May 2007

AbstractA generalization of the alternating renewal model of a repairable system to permit partial availability in the failed state is introduced. It is shown how, by making use of an embedded alternating renewal process, we can readily derive expressions for various measures of system availability. Expressions for the point availability of the generalized process are presented.
Analytic approximations for (s,S) inventory policy operating characteristics
Authors: Ehrhardt Richard 
Published: May 2007

AbstractThe operating characteristics of (s,S) inventory systems are often difficult to compute, making systems analysis a tedious and often expensive undertaking. Approximate expressions for operating characteristics are presented with a view towards simplified analysis of systems behavior.The operating characteristics under consideration are the expected values of: total cost per period, period‐end inventory, period‐end stockout quantity, replenishment cost per period, and backlog frequency. The approximations are obtained by a two step procedure. First, exact expressions for the operating characteristics are approximated by simplified functions. Then the approximations are used to design regression models which are fitted to the operating characteristics of a large number of inventory items with diverse parameter settings. Accuracy to within a few percent of actual values is typical for most of the approximations.
Counterexamples to optimal permutation schedules for certain flow shop problems
Authors: Panwalkar S. S. , Smith M. L. , Woollam C. R. 
Published: May 2007

AbstractIt is well known that a minimal makespan permutation sequence exists for the n × 3 flow shop problem and for the n × m flow shop problem with no inprocess waiting when processing times for both types of problems are positive. It is shown in this paper that when the assumption of positive processing times is relaxed to include nonnegative processing times, optimality of permutation schedules cannot be guaranteed.
A new bivariate negative binomial distribution
Authors: Mitchell C. R. , Paulson A. S. 
Published: May 2007

AbstractA new bivariate negative binomial distribution is derived by convoluting an existing bivariate geometric distribution; the probability function has six parameters and admits of positive or negative correlations and linear or nonlinear regressions. Given are the moments to order two and, for special cases, the regression function and a recursive formula for the probabilities. Purely numerical procedures are utilized in obtaining maximum likelihood estimates of the parameters. A data set with a nonlinear empirical regression function and another with negative sample correlation coefficient are discussed.
A differential equation model of search for randomly arriving and departing targets
Authors: Chelst Kenneth R. 
Published: May 2007

AbstractIn this paper we analyze optimal search strategies in an environment in which multiple, independent targets arrive and depart at random. The analysis revolves around a continuous time differential equation model which captures the time dependent nature of the search process. We explore the impact on optimal strategies of nonzero travel times between regions as well as differing target arrival rates. We derive simple closed form expressions for determining if only one region should be searched.
Optimal stopping problems for differential equations perturbed by a poisson process
Authors: Wickwire K. H. 
Published: May 2007

AbstractWe investigate a class of optimal stopping problems for dynamical systems described by one‐dimensional differential equations with an additive Poisson disturbance. The rate of the disturbance may depend upon the current state of the system. A dynamic programming equation for the optimal stopping cost is derived along with conditions which must be met at the boundary of the optimal stopping set. These boundary conditions depend upon whether or not the stopping set may be entered by smooth motion.
Optimal control of price through restricted production
Authors: Lippman Steven A. , Winston Wayne L. 
Published: May 2007

AbstractConsider a regulated monopolist whose current profits would be maximized if they could charge a price p̄, where p̄ exceeds the current market price. By reducing production below current consumer demand the monopolist can create an illusion of a shortage and induce the regulator to allow a price increase. Conditions are given for which the production rate that maximizes the monopolist's expected discounted profits over an infinite horizon will have the property that the amount of unsatisfied consumer demand will be a non‐increasing function of current market price.
Estimation in single server queues
Authors: Basawa I. V. , Prabhu N. U. 
Published: May 2007

AbstractMoment and maximum likelihood estimates (m.l.e.'s) arc investigated for nonparametric and parametric models for a single server queue observed over a random time horizon, namely, up to the nth departure epoch. Also. m.l.e's of the mean interarrival time and mean service time in anM/M/1 queue observed over a fixed time‐interval are studied Limit distributions of these estimates are obtained Without imposing steady state assumptions on the queue‐size or waiting time processes.
On the optimal allocation of crewmen aboard a warship
Authors: Zuidweg J. K. , Van Dam J. 
Published: May 2007

AbstractIn the temporarily isolated situation in which a warship finds itself during a mission. not only spare parts, but also “spare” crewmen in various categories of specialization must he on board.Mathematical models for the probabilities of mission survival for personnel and for personnel and materiel jointly are proposed. A practical example is worked out: the optimal allocation of spare crewmen to different categories of specialization is calculated.
A primal‐dual cutting‐plane algorithm for all‐integer programming
Authors: Ghandforoush Parviz , Austin Larry M. 
Published: May 2007

AbstractThe integer programming literature contains many algorithms for solving all‐integer programming problems but, in general, existing algorithms are less than satisfactory even in solving problems of modest size. In this paper we present a new technique for solving the all‐integer, integer programming problem. This algorithm is a hybrid (i.e., primal‐dual) cutting‐plane method which alternates between a primal‐feasible stage related to Young's simplified primal algorithm, and a dual‐infeasible stage related to Gomory's dual all‐integer algorithm. We present the results of computational testing.
Computing the discounted return in markov and semi‐markov chains
Authors: Porteus Evan L. 
Published: May 2007

AbstractThis paper addresses the problem of computing the expected discounted return in finite Markov and semi‐Markov chains. The objective is to reveal insights into two questions. First, which iterative methods hold the most promise? Second, when are interative methods preferred to Gaussian elimination? A set of twenty‐seven randomly generated problems is used to compare the performance of the methods considered. The observations that apply to the problems generated here are as follows: Gauss‐Seidel is not preferred to Pre‐Jacobi in general. However, if the matrix is reordered in a certain way and the author's row sum extrapolation is used, then Gauss‐Seidel is preferred. Transforming a semi‐Markov problem into a Markov one using a transformation that comes from Schweitzer does not yield improved performance. A method analogous to symmetric successive overrelaxation (SSOR) in numerical analysis yields improved performance, especially when the row‐sum extrapolation is used only sparingly. This method is then compared to Gaussian elimination and is found to be superior for most of the problems generated.
A branch‐and‐bound algorithm for solving fixed charge problems
Authors: McKeown Patrick G. 
Published: May 2007

AbstractNumerous procedures have been suggested for solving fixed charge problems. Among these are branch‐and‐bound methods, cutting plane methods, and vertex ranking methods. In all of these previous approaches, the procedure depends heavily on the continuous costs to terminate the search for the optimal solution. In this paper, we present a new branch‐and‐bound algorithm that calculates bounds separately on the sum of fixed costs and on the continuous objective value. Computational experience is shown for various standard test problems as well as for randomly generated problems. These test results are compared to previous procedures as well as to a mixed integer code. These comparisons appear promising.
A mathematical model for generating the area of a drainage basin
Authors: Robinson R. T. 
Published: May 2007

AbstractThis paper presents a mathematical model that yields the area drained by a naturally‐occurring network of streams. The model is based on empirically derived relationships in the field of quantitative geomorphology and an assumption concerning the probabilistic nature of stream system formation. A wide range of model solutions is indicated, and the model is validated by comparing the results to statistics from actual stream systems.
A note on the flow‐shop problem without interruptions in job processing
Authors: Szwarc Wlodzimierz 
Published: May 2007

AbstractThis paper deals with a flow‐shop problem where the n jobs are being processed uninterrupted by m machines. A comprehensive theory based on “an earliest starting time of a job” concept produced the most efficient solution method for a variety of optimization criteria. The paper also rectifies several known results in this area.
A note on two IFR systems
Authors: Schechner Zvi 
Published: May 2007

AbstractWe present probabilistic proofs for the following two facts: (i) A k out of n system of i.i.d (independent identically distributed). IFR (increasing failure rate) components has an IFR life distribution. (ii) A compound Poisson process with nonnegative i.i.d jumps with PF2 distribution is IFR.
Optimal strategies in a game of economic survival
Authors: Borch Karl 
Published: May 2007

AbstractThe games of economic survival introduced by Shubik and Thompson seem tailor‐made for the analysis of some problems in insurance and have found many applications in this industry. The optimal strategy in such games may be a so‐called “band strategy.” This result seems counter‐intuitive and has caused some puzzlement. This paper gives sufficient conditions so that the optimal strategy will be of a simpler form, and it is argued that these conditions are satisfied in most applications to insurance.
Diagnostic analysis of inventory systems: An optimization approach
Authors: Bitran Gabriel R. , Hax Arnoldo C. , Valor‐Sabatier Josep 
Published: May 2007

AbstractThe objective of a diagnostic analysis is to provide a measure of performance of an existing system and estimate the benefits of implementing a new one, if necessary. Firms expect diagnostic studies to be done promptly and inexpensively. Consequently, collection and manipulation of large quantities of data are prohibitive. In this paper we explore aggregate optimization models as tools for diagnostic analysis of inventory systems. We concentrate on the dynamic lot size problem with a family of items sharing the same setup, and on the management of perishable items. We provide upper and lower bounds on the total cost to be expected from the implementation of appropriate systems. However, the major thrust of the paper is to illustrate an approach to analyze inventory systems that could be expanded to cover a wide variety of applications. A fundamental by‐product of the proposed diagnostic methodology is to identify the characteristics that items should share to be aggregated into a single family.
The class of mifra lifetimes and its relation to other classes
Authors: Block Henry W. , Savits Thomas H. 
Published: May 2007

AbstractIn a previous paper, the authors have introduced a class of multivariate lifetimes (MIFRA) which generalize the univariate lifetimes with increasing failure rate average (IFRA). They have also shown that this class satisfies many fundamental properties. In this paper it is shown that other concepts of multivariate IFRA do not satisfy all of these properties. Relationships between MIFRA and these other concepts are given. Finally, positive dependence implications with respect to these classes are also discussed.
Remarks on a univariate shock model with some bivariate generalizations
Authors: Griffith William S. 
Published: May 2007

AbstractIn a 1973 paper J. D. Esary, A. W. Marshall, and F. Proschan [5] considered a shock model giving rise to various nonparametric classes of life distributions of interest in reliability theory. A number of authors have extended these results in a variety of directions. In this paper, alternative proofs of the increasing failure rate (IFR) and decreasing mean residual life (DMRL) results are given which do not make use of the theory of total positivity. Some bivariate extensions are then obtained using a shock model similar to that originally used by H. W. Block, A. S. Paulson, and R. C. Kohberger [2] to unify various bivariate exponential distributions.
Asymptotic joint normality of an increasing number of multivariate order statistics and associated cell frequencies
Authors: Weiss Lionel 
Published: May 2007

AbstractTake n independent identically distributed (IID) observations from a continuous r‐variate population, and choose some order statistics from each of the r variates. These order statistics are used to construct a grid in r‐dimensional space. Under certain conditions, it is shown that as n increases we can choose an increasing number of order statistics in such a way that the asymptotic joint distribution of the chosen order statistics and of the frequencies of sample points falling in the cells of the grid can be assumed to be a normal distribution. An application to testing independence of random variables is given.