Index Heuristics for Multiclass M/G/1 Systems with Nonpreemptive Service and Convex Holding Costs

We consider the optimal service control of a multiclass M/G/1 queueing system in which customers are served nonpreemptively and the system cost rate is additive across classes and increasing convex in the numbers present in each class. Following Whittle's approach to a class of restless bandit problems, we develop a Langrangian relaxation of the service control problem which serves to motivate the development of a class of index heuristics. The index for a particular customer class is characterised as a fair charge for service of that class. The paper develops these indices and reports an extensive numerical investigation which exhibits strong performance of the index heuristics for both discounted and average costs.     

Experiences in Expert Systems

This paper describes some work carried out in the Scientific Research and Development Branch (SRDB) of the Home Office, intended to contribute to an overall aim of building up internal expertise in the field of expert systems. This was done by carrying out a number of pilot and demonstrator projects, two of which are described in some detail. The plan, which proved successful, was to build as far as possible on the relevant skills already possessed by an OR group in the branch. The lessons learned from these are summarized in the hope that they will be of use to other groups who wish to become involved in this important area.     

Line graphs of bipartite graphs with Hamiltonian paths

It is shown that, if t is an integer ≥3 and not equal to 7 or 8, then there is a unique maximal graph having the path P_t as a star complement for the eigenvalue ?2. The maximal graph is the line graph of K_m,m if t = 2m?1, and of K_m,m+1 if t = 2m. This result yields a characterization of L(G ) when G is a (t + 1)‐vertex bipartite graph with a Hamiltonian path. The graphs with star complement P_r ∪ P_s or P_r ∪ C_s for ?2 are also determined. © 2003 Wiley Periodicals, Inc. J Graph Theory 43: 137–149, 2003     

Acoustic waves in random fields

The effect of space- and time-dependent random mass density, velocity, and pressure fields on frequencies and amplitudes of acoustic waves is considered by means of the analytical perturbative method. The analytical results, which are valid for weak fluctuations and long wavelength sound waves, reveal frequency and amplitude alteration, the effect of which depends on the type of random field. In particular, the effect of a random mass density field is to increase wave frequencies. Space-dependent random velocity and pressure fields reduce wave frequencies. While space-dependent random fields attenuate wave amplitudes, their time-dependent counterparts lead to wave amplification. In another example, sound waves that are trapped in the vertical direction but are free to propagate horizontally are affected by a space-dependent random mass density field. This effect depends on the direction along which the field is varying. A random field, which varies along the horizontal direction, does not couple vertically standing modes but increases their frequencies and attenuates amplitudes. These modes are coupled by a random field which depends on the vertical coordinate, but the dispersion relation remains the same as in the case of the deterministic medium.     

When should you sack a football manager? Results from a simple model applied to the English Premiership

What strategy should a football (soccer, in American parlance) club adopt when deciding whether to sack its manager? This paper introduces a simple model assuming that a club's objective is to maximize the number of league points that it scores per season. The club's strategy consists of three choices: the length of the honeymoon period during which it will not consider sacking a new manager, the level of the performance trapdoor below which the manager get the sack, and the weight that it will give to more recent games compared to earlier ones. Some data from the last six seasons of the English Premiership are used to calibrate the model. At this early stage of the research, the best strategy appears to have only a short honeymoon period of eight games (much less than the actual shortest period of 12 games), to set the trapdoor at 0.74 points per game, and to put 47% of the weight on the last five games. A club adopting this strategy would obtain on average 56.8 points per season, compared to a Premiership average of 51.8 points.     

On Bayes and unbiased estimators of loss

We consider estimation of loss for generalized Bayes or pseudo-Bayes estimators of a multivariate normal mean vector, θ. In 3 and higher dimensions, the MLEX is UMVUE and minimax but is inadmissible. It is dominated by the James-Stein estimator and by many others. Johnstone (1988, On inadmissibility of some unbiased estimates of loss,Statistical Decision Theory and Related Topics, IV (eds. S. S. Gupta and J. O. Berger), Vol. 1, 361–379, Springer, New York) considered the estimation of loss for the usual estimatorX and the James-Stein estimator. He found improvements over the Stein unbiased estimator of risk. In this paper, for a generalized Bayes point estimator of θ, we compare generalized Bayes estimators to unbiased estimators of loss. We find, somewhat surprisingly, that the unbiased estimator often dominates the corresponding generalized Bayes estimator of loss for priors which give minimax estimators in the original point estimation problem. In particular, we give a class of priors for which the generalized Bayes estimator of θ is admissible and minimax but for which the unbiased estimator of loss dominates the generalized Bayes estimator of loss. We also give a general inadmissibility result for a generalized Bayes estimator of loss. Research supported by NSF Grant DMS-97-04524.