Operations Research articles from September 2005

Operations Research archives from September 2005

In this issue.(defending against ballistic missile attacks, the curse of uncertainty in dynamic programming, and how to fix it, protecting privacy information in statistical tables )
September 1, 2005... Defending Against Ballistic Missile Attacks The United States will defend itself, and its allies, from theater ballistic-missile (TBM) attacks. Anti-missile defenses currently include Navy ships with interceptor missiles and Army...

A two-sided optimization for theater ballistic missile defense.
September 1, 2005... We describe JOINT DEFENDER, a new two-sided optimization model for planning the pre-positioning of defensive missile interceptors to counter an attack threat. In our basic model, a defender pre-positions ballistic missile defense platforms to...

A double-exponential fast Gauss transform algorithm for pricing discrete path-dependent options.
September 1, 2005... This paper develops algorithms for the pricing of discretely sampled barrier, lookback, and hindsight options and discretely exercisable American options. Under the Black-Scholes framework, the pricing of these options can be reduced to...

Robust control of Markov decision processes with uncertain transition matrices.
September 1, 2005... Optimal solutions to Markov decision problems may be very sensitive with respect to the state transition probabilities. In many practical problems, the estimation of these probabilities is far from accurate. Hence, estimation errors are...

A mixed complementarity-based equilibrium model of natural gas markets.
September 1, 2005... We present a new multiseasonal, multiyear, natural gas market equilibrium model based on the concept of a competitive equilibrium involving the market participants: producers, storage reservoir operators, peak gas operators, pipeline operators,...

A unified mathematical programming framework for different statistical disclosure limitation methods.
September 1, 2005... This paper concerns statistical disclosure control methods to minimize information loss while keeping small the disclosure risk from different data snoopers. This issue is of primary importance in practice for statistical agencies when...

A stochastic salvo model for naval surface combat.
September 1, 2005... In this paper, we propose a stochastic version of the salvo model for modern naval surface combat. We derive expressions for the mean and variance of surviving force strengths and for the probabilities of the possible salvo outcomes in forms...

Dynamic power control in a wireless static channel subject to a quality-of-service constraint.
September 1, 2005... A controller dynamically chooses a state-dependent transmission rate on a static, point-to-point wireless link by varying transmission power over time. The transmitter is modeled as a finite-buffer Markovian queue with adjustable service rates....

Serial agile production systems with automation.
September 1, 2005... To gain insights into the design and control of manufacturing cells with automation, we study simple models of serial production systems where one flexible worker attends a set of automated stations. We (a) characterize the operational benefits...

Selection procedures with frequentist expected opportunity cost bounds.
September 1, 2005... Selection procedures help identify the best of a finite set of simulated alternatives. Most work has measured the quality of a selection with the probability of correct selection, P(CS), but the expected opportunity cost of a potentially...

Bounding distributions for the weight of a minimum spanning tree in stochastic networks.
September 1, 2005... This paper considers the problem of determining the distribution of the weight W of a minimum spanning tree for an undirected graph with edge weights that are independently distributed discrete random variables. Using the underlying fundamental...