Operations Research Society Of America Research Articles

FOREWORD: IORA International Conference on Operations Research 2016

Conference Chair:Prof. Soewarto Hardhienata, Universitas Pakuan, IndonesiaThe roots of operations research can be traced back several decades, when early efforts were made to use a scientific approach in the organization management. Originating from an interdisciplinary activity to solve complex problems in the military during World War II, the ideas advanced in military operations were then adapted to improve efficiency and productivity in the civilian sectors. Now operation research as well as management science (OR/MS) are viewed as a body of established mathematical models and techniques to solve complex management problems. It encompasses a growing number of technical areas arising in the direction and management of large systems of men, machines, materials and money in industry, business, government, defense, and other decision-making fields. According to the Operations Research Society of America (ORSA), OR/MS is concerned with scientifically deciding how to best design and operate man-machine systems, usually under conditions requiring the allocation of scarce resources.OR/MS has had an impressive contribution on improving the efficiency of numerous organizations around the world by offering a best solution. In the process, OR/MS has made a significant support to increasing the productivity of the economies of various countries.IORA International Conference on Operations Research 2016 is held in conjunction with the inauguration of Indonesian Operations Research Association (IORA). The conference initiates to bring together OR/MS researchers, academicians and practitioners, whose collective work has sustained continuing OR/MS contribution to decision-making in many fields of application. It can be considered as good platforms for the OR/MS community, particularly in Indonesia, to meet each other and to exchange ideas.The primary objectives of the conference are:1. to provide OR/MS researchers, academicians and practitioners an appropriate platform for sharing experiences, communication and networking with other experts within the nation and from around the world,2. to promote and disseminate the scientific field of operations research in Indonesia through the establishment of the Indonesian Operations Research Association (IORA).In the spirit of OR/MS has made a significant contribution to increasing the efficiency in various sectors, the theme of the conference will be“Better Decisions for Sustainable Development.”Date and VenueDate:August 27, 2016 (Saturday), 08.00 – 17.00Venue:IPB International Convention Center, Botani Square Building Jl. Padjadjaran, Bogor 16127, IndonesiaPROCEEDINGIORA International Conference on Operations Research 2016in conjunction withThe Inauguration of Indonesian Operations Research Association (IORA)Date: August 27, 2016 (Saturday)Venue: IPB International Conference Center, Bogor, IndonesiaTheme: Better Decisions for Sustainable DevelopmentEditors:Toni Bakhtiar, Bogor Agricultural University (IPB), IndonesiaFajar Delli Wihartiko, Universitas Pakuan, IndonesiaSukono, Universitas Padjadjaran, Indonesia

Dispersed combat as mass action with finite search

Improvements to models of battle attrition are necessary because current models cannot explain battle attrition. Agent based simulations indicate that calculated attrition is substantially different when agents are not assumed to have unlimited detection capabilities. However, agent based models are limited to small force sizes and there is no evidence that the changes in calculated attrition occur for large force sizes. We develop a probabilistic model, based on Bernoulli trials, to check if limited detection capabilities result in significant changes to calculated attrition when force sizes are large, as in battle datasets. Our model is a search model and we convert it to an attrition model via the same processes used in current models, and include the same assumptions for factors other than detection range. We find two series solutions to the model, one for small force sizes, the other for large force sizes, and find numerically that the two solutions strongly overlap. The new model makes a difference to calculated attrition when force sizes are small, but not when they are large. However, the model makes a difference to calculated attrition for all force sizes if the battlefield area is increased to maintain a sparse force density. Our approach is mathematical, not requiring application knowledge, and several of the assumptions underlying mass action models are raised in our discussion. References J. V. Chase. Sea fights: A mathematical investigation of the effect of superiority of force in combats upon the sea . Naval War College Archives, RG 8, Box 109, XTAV (1902), 1902. N. R. Franks and L. W. Partridge. Lanchester battles and the evolution of combat in ants. Anim. Behav. , 45:197–199, 1993. doi:10.1006/anbe.1993.1021 G. S. Gradschtein and I. M. Ryzhik. Tables of Series, Products and Integrals . Deutcher Verlag der Wissenschaften, 1996. N. C. Grassly and C. Fraser. Mathematical models of infectious disease transmission. Nat. Rev. Microbiol. , 6:477–487, 2008. doi:10.1038/nrmicro1845 D. Kahneman. Thinking Fast and Slow . Penguin, London, 2013. L. R. Kosowski, A. Pincombe and B. Pincombe. Irrelevance of the fractal dimension term in the modified fractal attrition equation. ANZIAM J. , 52:C988–C1011, 2011. doi:10.21914/anziamj.v52i0.3963 F. W. Lanchester. Aircraft in warfare: The dawn of the fourth arm . Constable, London, 1916. http://edc448uri.wikispaces.com/file/view/Lanchester+-+Aircraft+in+Warfare.pdf T. W. Lucas and T. Turkes. Fitting Lanchester equations to the Battles of Kursk and Ardennes. Nav. Res. Log. , 51:95–116, 2004. doi:10.1002/nav.10101 T. W. Lucas and J. A. Dinges. The effect of battle circumstances on fitting Lanchester equations to the Battle of Kursk. Mil. Oper. Res. , 9:17–30, 2004. http://www.mors.org/Publications/MOR-Journal/Online-Issues P. M. Morse and G. E. Kimball. Methods of Operations Research . Wiley, 1951. M. Osipov. The influence of the numerical strength of engaged forces in their casualties. Translated by R. L. Helmbold and A. S. Rehm. Nav. Res. Log. , 42:435–490, 1995. 3.0.CO;2-2>doi:10.1002/1520-6750(199504)42:3 3.0.CO;2-2 R. Peterson. On the logarithmic law of combat and its application to tank combat. Oper. Res. , 15:557–558, 1967. doi:10.1287/opre.15.3.557 A. H. Pincombe, B. M. Pincombe and C. E. M. Pearce, Putting the art before the force. ANZIAM J. , 51:C482–C496, 2010. doi:10.0000/anziamj.v51i0.2584 . A. H. Pincombe, B. M. Pincombe and C. E. M. Pearce. A simple battle model with explanatory power. ANZIAM J. , 51:C497–C511, 2010. doi:10.21914/anziamj.v51i0.2585 . B. M. Pincombe and A. H. Pincombe. Mass action models of Falklands War battles. ANZIAM J. , 57:C235–C252, 2016. doi:10.21914/anziamj.v57i0.10450 J. G. Taylor. Lanchester models of warfare. Operations Research Society of America, Arlington, 1983.

JOIM Conference Series: Dr. Harry M. Markowitz Interview with Dr. Richard O. Michaud, San Diego, March 6, 2011 Conference Summaries

We are here to honor Dr. Harry Markowitz, a true giant of modern finance and economics. As everyone knows, his major awards for his contributions to science include the 1989 John Von Neumann Prize in Operations Research Theory given by the Operations Research Society of America and The Institute of Management Sciences and the 1990 Nobel Prize in Economic Sciences jointly with Merton H. Miller and William F. Sharpe.All of us here know Harry for his many contributions to finance and economics. Many of us have been privileged to know him as a friend. It is therefore fitting that here at the Journal of Investment Management Conference, he is deservedly honored as our intellectual father. He was a pioneer in laying down the foundations of modern finance and asset management. He has been an unerring guide throughout its long history. His many articles and books continue to inspire us. But Harry takes no prisoners. If he thinks you are wrong, he will tell you and demand your best to prove him wrong. However, he is truly a generous man and tells his story with great respect for the truth.In our time together, I hope to elicit some of the motivations and ideas behind the headlines of his work. Also, there is no one better to bring us back to the beginning of modern finance and to tell us something of the verbal history of the field, including the tremendous set of ideas that reached its amazing climax in his 1959 book on portfolio diversification. Finally, I hope he will share his thoughts on his most recent work and its implications for the future of finance.

William W. Cooper: Innovator, Fighter, and Scholar

W illiam Wager Cooper was born on July 23, 1914 in Birmingham, Alabama, where his father was a bookkeeper and later a distributor for Anheuser-Busch. Bill’s family moved to Chicago when he was three years old. His father owned a chain of gasoline stations, but lost them during the Great Depression. With his father in ill health and no family revenue, Bill left high school after his sophomore year to work at whatever jobs he could find. These included spotting pins in bowling alleys, caddying at golf courses, and even professional boxing, where his record was 58 wins, 3 losses, and 2 draws. While hitchhiking to the golf course one day, Bill met Eric L. Kohler, a principal with Arthur Andersen & Co., who became his life-long mentor. Kohler loaned him money to enroll as a non-degree student at The University of Chicago. Bill liked the academic atmosphere and took the college entrance examinations, intending to become a physical chemist. During his studies, Kohler asked him to review the mathematics used in a patent infringement suit. After Cooper found errors in the mathematics used by the plaintiff’s engineers, Andersen hired him part time during the school year and full time in the summer. This awakened Cooper’s interest in accounting, and he switched his major to economics. While at Chicago, Bill became good friends with a political science student, Herbert A. Simon. Cooper graduated Phi Beta Kappa with his A.B. in 1938.

Contributors

Contributors

Contributors

Contributors

About the Authors

About the Authors

The Early Statistical Years: 1947–1967. A Conversation with Howard Raiffa

Howard Raiffa earned his bachelor's degree in mathematics, his master's degree in statistics and his Ph.D. in mathematics at the University of Michigan. Since 1957, Raiffa has been a member of the faculty at Harvard University, where he is now the Frank P. Ramsey Chair in Managerial Economics (Emeritus) in the Graduate School of Business Administration and the Kennedy School of Government. A pioneer in the creation of the field known as decision analysis, his research interests span statistical decision theory, game theory, behavioral decision theory, risk analysis and negotiation analysis. Raiffa has supervised more than 90 doctoral dissertations and written 11 books. His new book is Negotiation Analysis: The Science and Art of Collaborative Decision Making. Another book, Smart Choices, co-authored with his former doctoral students John Hammond and Ralph Keeney, was the CPR (formerly known as the Center for Public Resources) Institute for Dispute Resolution Book of the Year in 1998. Raiffa helped to create the International Institute for Applied Systems Analysis and he later became its first Director, serving in that capacity from 1972 to 1975. His many honors and awards include the Distinguished Contribution Award from the Society of Risk Analysis; the Frank P. Ramsey Medal for outstanding contributions to the field of decision analysis from the Operations Research Society of America; and the Melamed Prize from the University of Chicago Business School for The Art and Science of Negotiation. He earned a Gold Medal from the International Association for Conflict Management and a Lifetime Achievement Award from the CPR Institute for Dispute Resolution. He holds honorary doctor's degrees from Carnegie Mellon University, the University of Michigan, Northwestern University, Ben Gurion University of the Negev and Harvard University. The latter was awarded in 2002.

IFORS' Operational Research Hall of Fame Stafford Beer

Innovative Operational Research practitioner, intellectual leader in the development of systems ideas, and founder of the field of management cybernetics. Born: September 25, 1926 in London, England. Died: August 23, 2002 in Toronto, Canada. Education: D.Sc., University of Sunderland, 2000. Key positions: Production Controller and Head of OR Group, Samuel Fox (1949–1956); Head, Operational Research and Cybernetics, United Steel (1956–1961); Managing Director, SIGMA (1961–1966); Development Director, International Publishing Corporation (1966– 1970); Consultant (1970–2002). Awards and Recognition: Silver Medal, Royal Swedish Academy for Engineering Sciences (1958); Lanchester Prize, Operations Research Society of America (1966); McCullough Plaque of the American Society for Cybernetics (1970); Norbert Weiner Gold Medal, World Organization of Systems and Cybernetics (1984); Lifetime Achievement Award, UK Systems Society (1999); Honorary degrees: Doctor of Laws, Concordia University, Montreal, Canada (1988); Doctor of Economic Sciences, University of St. Gallen, Switzerland (2000). Key OR roles: President, Operational Research Society (1970–1971); President, Society for General Systems Research (1971–1972); President, World Organization of Systems and Cybernetics (1970–the time of his death). Stafford Beer was one of the most remarkable figures that Operational Research (OR) in any country has produced. A charismatic, even flamboyant, character, he founded two major and pioneering OR groups; wrote some of the best books about the subject; and was a world leader in the development of systems ideas. He is widely acknowledged as the founder of the field of International Transactions in Operational Resarch.

Editorial

Click to increase image sizeClick to decrease image size Additional informationNotes on contributorsEugene LevnerEugene Levner obtained his Ph.D. degree from the Central Economic Mathematical Institute of the USSR Academy of Sciences (Moscow). He is the author of 3 books and more than 60 papers in refereed journals. He is currently an Associate Professor in the Department of Computer Science at Holon Academic Institute of Technology, Holon, Israel. His research interests are scheduling theory with applications to robotics, design and analysis of computer algorithms, and modeling of manufacturing and communication systems. His papers have appeared in Discrete Applied Mathematics, IEEE Transactions on Robotics and Automation, International Journal of Flexible Manufacturing Systems, Operations Research Letters, Annals of Operations Research, Information Processing Letters, Computers and Operations Research, European Journal of Operational Research, Information Systems and Operations Research, International Transactions on Operational Research, Fuzzy Sets and Systems, Journal of the Operational Research Society, Journal of the Operations Research Society of Japan, Automation and Remote Control, among others. Dr. Levner was an organizer and chairman of international conferences on Intelligent Scheduling of Robots and Distributed Computer Communication Networks held in Tel-Aviv, Israel, in 1995, 1996, 1997 and 1999. He is an Associate Editor of INFOR.Hiroshi KiseHiroshi Kise is a professor of Department of Mechanical and System Engineering, Kyoto Institute of Technology, Japan. Dr. Kise is mainly interested in the theory of scheduling and its applications, and modeling, analysis, optimization and simulation for production and distribution. He has published many papers in Journal of Operations Research Society of America, Management Science, AIIE Transactions, European Journal of Operational Research, Journal of Operations Research Society of Japan and others. He is currently the President of Scheduling Society of Japan.

Marketing Engineering at BBDO

Marketing applications were part of the Operations Research Society of America (ORSA) from its beginning in 1953; expectations were optimistic, although a separate College on Marketing was not formed as part of The Institute of Management Science (TIMS) until 1967. It has proven difficult to keep practitioners involved and to get research translated into practice. The BBDO advertising agency began using OR techniques in the 1960s and learned several lessons, such as that an in-house group was needed to build user trust and that models must support decision makers, not try to replace them. The area of new-product introduction was especially challenging and gave rise to our most successful result—the NEWS model. Its application for the introduction of Wrigley's Extra sugar-free gum exemplifies the use of a marketing model by a manufacturer. BBDO has also had success in the areas of established brand modeling and marketing resource allocation. Marketing engineering is a young discipline and can continue to make important contributions if it retains its relation to marketing practice.

Editorial

Click to increase image sizeClick to decrease image size Additional informationNotes on contributorsEugene LevnerEugene Levner obtained his Ph.D. degree from the Central Economic Mathematical Institute of the USSR Academy of Sciences (Moscow). He is the author of 3 books and more than 60 papers in refereed journals. He is currently an Associate Professor in the Department of Computer Science at Holon Academic Institute of Technology, Holon, Israel. His research interests are scheduling theory with applications to robotics, design and analysis of computer algorithms, and modeling of manufacturing and communication systems. His papers have appeared in Discrete Applied Mathematics, IEEE Transactions on Robotics and Automation, International Journal of Flexible Manufacturing Systems, Operations Research Letters, Annals of Operations Research, Information Processing Letters, Computers and Operations Research, European Journal of Operational Research, Information Systems and Operations Research, International Transactions on Operational Research, Fuzzy Sets and Systems, Journal of the Operational Research Society, Journal of the Operations Research Society of Japan, Automation and Remote Control, among others. Dr. Levner was an organizer and chairman of international conferences on Intelligent Scheduling of Robots and Distributed Computer Communication Networks held in Tel-Aviv, Israel, in 1995, 1996, 1997 and 1999. He is an Associate Editor of INFOR.Hiroshi KiseHiroshi Kise is a professor of Department of Mechanical and System Engineering, Kyoto Institute of Technology, Japan. Dr. Kise is mainly interested in the theory of scheduling and its applications, and modeling, analysis, optimization and simulation for production and distribution. He has published many papers in Journal of Operations Research Society of America, Management Science, AIIE Transactions, European Journal of Operational Research, Journal of Operations Research Society of Japan and others. He is currently the President of Scheduling Society of Japan.

The Founding of INFORMS: A Decision Analysis Perspective

We provide a decision analysis perspective on the decision making process leading to the merger of The Institute of Management Sciences (TIMS) and the Operations Research Society of America (ORSA) to form the Institute for Operations Research and the Management Sciences (INFORMS). Throughout the merger negotiation era from 1989 until the merger in 1995, discussion regarding a possible merger was framed in an objectives-oriented manner characteristic of decision analysis methods. In addition, as ORSA and TIMS officers, we applied multiobjective decision analysis and financial analysis methods in portions of the planning and negotiation process leading to the formation of INFORMS. The merger process serves as an instructive case study of the uses and limitations of formal decision analysis methods in strategy formulation and implementation.

Operations Research in Agriculture: Thornthwaite's Classic Revisited

In 1953 Operations Research (then called the Journal of the Operations Research Society of America) published a paper that represented a model of practical operations research in the civilian field of agriculture. A recent reexamination, however, showed it to have gaps in exposition and discrepancies in reported times. Research to resolve these difficulties revealed that the original paper omitted some earlier steps in the work, and concentrated on the end-product of the research. This involved developing a climatic calendar based on rates of growth in pea plants, and applying it to scheduling sowing and harvesting vegetable crops for a firm producing frozen food. Behind this development, but unmentioned in the original paper, lay an analysis of water use by plants and the translation of growth measurements into temperature-related growth units applicable to many types of vegetable and fruit crops. This translation allowed plant maturing to be tracked easily and conveniently with a view toward harvest scheduling, and made the development of the climatic calendar possible. With it a farmer gains great economy in the costs and orderliness of planting and harvesting. This paper completes the picture of the work described in Thornthwaite's original paper. The management methods derived originally have remained in use unchanged for over forty years. Thornthwaite's approach and original attitude toward field research may still serve as guides for analysts working on practical problems today.

Operations Research Society of America: Council of the Society 1993–1994

Operations Research Society of America: Council of the Society 1993–1994

Book Reviews

Kacprzyk, Janusz and Fedrizzi, Mario, eds. 1990, Multiperson Decision Models Using Fuzzy Sets and Possibility Theory, Kluwer Academic Publishers, Dordrecht, The Netherlands, 346 pp., $119.00—reviewed by Jayavel Sounderpandian Chisman, James 1992, Introduction to Simulation Modeling Using GPSS/PC, Prentice-Hall, Englewood Cliffs, New Jersey, 241 pp., (paper), $22.50—reviewed by Douglas A. Samuelson Ancker, C. J., Jr. and Gafarian, A. V. 1992, Modern Combat Models: A Critique of Their Foundations, Operations Research Society of America, Baltimore, Maryland, 192 pp., $17.00—reviewed by Dean S. Hartley III Young, H. Peyton, ed. 1992, Negotiation Analysis, The University of Michigan Press, Ann Arbor, Michigan, 216 pp., $44.50 cloth, $15.95 paper—reviewed by Steve New

Operations Research Techniques: A Longitudinal Update 1973–1988

Questionnaires have been sent to Operations Research Society of America (ORSA) members at five-year intervals over the past 15 years (1973, 1978, 1983, 1988). The most recent set of questionnaires (1988) indicates what operations research (OR) educators and practitioners believe are the quantitative techniques needed for a proper foundation in OR. The results show some change since the first questionnaire (1973). Three quantitative techniques stand out as consistently believed to be the most important: math programming, statistics, and simulation. Other techniques vary in relative importance. Practitioners indicate the use of a more diverse set of techniques than educators.

MAKING RATIONALITY RELEVANTTHE AMERICAN SOCIETY OF CRIMINOLOGY 1992 PRESIDENTIAL ADDRESS

CriminologyVolume 31, Issue 1 p. 1-16 MAKING RATIONALITY RELEVANTTHE AMERICAN SOCIETY OF CRIMINOLOGY 1992 PRESIDENTIAL ADDRESS ALFRED BLUMSTEIN, ALFRED BLUMSTEIN Carnegie Mellon UniversitySearch for more papers by this author ALFRED BLUMSTEIN, ALFRED BLUMSTEIN Carnegie Mellon UniversitySearch for more papers by this author First published: February 1993 https://doi.org/10.1111/j.1745-9125.1993.tb01119.xCitations: 75 Alfred Blumstein is Dean and J. Erik Jonsson Professor of Urban Systems and Operations Research at the H. John Heinz III School of Public Policy and Management of Carnegie Mellon University. He has served as past president of the Operations Research Society of America and of The Institute of Management Sciences, and he was 1991–1992 President of the American Society of Criminology. He has chaired panels on research on deterrence and incapacitation, on sentencing, and on criminal careers of the National Research Council. His research interests include criminal careers, imprisonment policy and its impacts, and criminal justice planning. AboutPDF ToolsExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinkedInRedditWechat Citing Literature Volume31, Issue1February 1993Pages 1-16 RelatedInformation

A Letter from New York

This article examines how an offshoot of the Operations Research Society of America (ORSA) has become an effective vehicle for airing production and operations management (POM) issues in the United States. It discusses the POM issues which American academics and industrialists find important when facing recession and the Japanese challenge. Finally it notes that universal agreement on means of meeting POM challenges has not been achieved.

Operations Research in Practice: A Longitudinal Study

Three pairs of questionnaires were sent to Operations Research Society of America (ORSA) members at five-year intervals. According to the findings of the six questionnaires, operations research (OR) educators and practitioners see certain quantitative techniques as needed for a proper foundation in OR. Three stand out as consistently believed most important: statistics, linear programming, and simulation. Practitioners use and recommend a more diverse set of techniques than do educators.