Back Matter

Back MatterSource: Operations Research, Vol. 32, No. 5 (Sep. - Oct., 1984)Published by: INFORMSStable URL: http://www.jstor.org/stable/170662 .

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Operations Research

EDITORIAL POLICY

Operations Research publishes quality operations research and management science work of interest to the OR practitioner and researcher in the three substantive categories: operations research methods, data based operational science, and the practice of OR. Included are papers reporting underlying data based principles of operational science, observations of operating systems, contributions to the methods and models of OR, case histories of applications, review articles, and discussions of aspects of such subjects as the administrative environment, the history, policy, practice, future, or arenas of application of operations research.

Complete studies that contain data, computer experiments, etc., and integrate the theory, methods, and applications are of particular interest. Thus, we encourage case studies of lasting value. Contributors should submit informal de- scriptions of cases to the joint ORSA/TIMS publication Interfaces.

A "Technical Notes" section contains brief articles on all of the topics men- tioned above. An "OR Practice" section contains practitioner oriented applications, tutorials, and surveys. Application papers whose utility is as yet undemon- strated in practice or that are not tailored for practitioners should be submitted to the appropriate contextual Area Editor. An "OR Forum" section publishes papers on history, policy, analyses of current and future trends, and related subject matter including "Letters to the Editor." For more information on subject coverage and editorial policy, see the editorials and Area Editor statements published in the January/February issues of both 1983 and 1984.

All papers published in Operations Research are refereed. Initial refereeing of clear, concise, well-written papers normally takes about four months for papers of average length, but generally a shorter time for notes.

Decisions on manuscripts for publication in Operations Research will be based, in part, on the answers to such questions as: Does this paper make a new and substantial contribution to the literature of operations research? Will it be of interest to a significant group of OR workers? Does the paper give sufficient introductory and summary material to inform readers of the content, importance, and possible fields of application of the material covered? Is it clearly, concisely, accurately and logically written? Could it benefit from condensation or expansion? Is its character clear from title, abstract and text? Does the paper describe its relations to previously published work, and does it give adequate credit and references to this work?

INSTRUCTIONS FOR CONTRIBUTORS

Authors should submit four copies of manuscripts directly to the appropriate Area Editor. Papers not in the fields covered by the Area Editors and material for the OR Forum section should be sent to the Editor, Thomas L. Magnanti, 616 Prentice Street, Holliston, Massachusetts 01746. Papers should not be sent to the Associate Editors.



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Observe the following points in preparing manuscripts (manuscripts not con- forming closely to these instructions will be returned to their authors for appropriate revisions):

1. Readability. The abstract and the introduction of every paper must be free of unnecessary jargon and clearly readable by any ORSA member. The abstract should be self-contained, summarize the problem, principal results and conclusions; it should not contain formulas or references or exceed 200 words. The introduction must clearly state the problem, the results to be found in the paper and their significance to the operations research community. The introduction does not have a section heading. The main sections of the paper must be readable, the level of mathematics and/or terminology appropriate to the topic, and the material logically presented.

2. Style. The message of your paper will be enhanced if it is presented in active, forceful, and concise prose. Since good writing is a craft at least as difficult as doing operations research, before beginning your paper you will be well advised to refresh your acquaintance with the most important points of good style by spending some time with a source of good editorial advice, such as Donald H. Menzel, Howard Mumford Jones, and Lyle G. Boyd, Writing a Technical Paper, McGraw-Hill, New York, 1961. While the Editor and staff will correct the minor lapses from good style in your manuscript, they cannot undertake wholesale revisions of poorly written papers. It is a good idea to write more than one draft of your manuscript, and to have an early draft reviewed by someone who can give you effective advice on style. There is no a priori limit to the number of pages for a paper; however, conciseness and clarity of presentation are stressed.

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Flood [1962a1, the second citation would read: Flood [1962b], etc. At the end of the paper list references alphabetically by the surname of the first author. Do not number the reference list. For journal references give the author, year of publication, title, journal name, volume, and pages; for book references give the author, year of publication, title, publisher, city, and state-for example: FLOOD, M. M. 1962. New Operations Research Potentials. Opns. Res. 10, 423-

436. MORSE, P. M. AND G. E. KIMBALL. 1951. Methods of Operations Research.

Massachusetts Institute of Technology, Cambridge, Mass. 6. Mathematical Expressions. Use the solidus whenever possible in pref-

a erence to built-up fractions, e.g., a/(I - b) rather than -_; write complicated

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Copyright to the article entitled" ............... . . . . . . . . . . . . . . . . . . . .

is hereby transferred to the Operations Research Society of America (ORSA) (for U.S. Government employees: to the extent transferable), effective if and when the article is accepted for publication in Operations Research. However, the authors reserve the following: (1) All proprietary rights other than copyright, such as patent rights. (2) The right to grant or refuse permission to third parties to republish all or part of the article or translations thereof. In the case of whole articles, such third parties must obtain ORSA's written permission as well. However, ORSA may grant rights with respect to journal issues as a whole. (3) The right to use all or part of this article in future works of their own, such as lectures, press releases, reviews, text books, or reprint books. In addition, the authors affirm that the above article has been neither copyrighted nor published, that it is not being submitted for publication elsewhere, and that, if the work is officially sponsored, it has been released for open publication. To be signed by at least one of the authors (who agrees to inform the others, if any) or, in the case of a "work made for hire," by the employer.

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SUBJECT CLASSIFICATION FOR THE OR/MS INDEX Classify manuscript under one, two, or three subject categories. A complete list of subject categories appears on the following pages. For every number (i.e., subject category) chosen, write a short phrase which places the manuscript in its proper context within the subject category. The total length of each phrase, including spaces and punctuation, must not exceed 60 characters. Example. A paper entitled, "Cost-Effectiveness in Urban Transportation" would be classified under two subject categories: #71 (Cost/Benefit Analysis), and #831 (Transportation). On the Subject Classification Form the numbers and accompanying phrases would be: #71 Urban transportation, #831 Cost-effectiveness in urban transportation

Subject Category Phrase

1:

2. _ _ _

3:



SUBJECT CLASSIFICATION FOR THE OR/MS INDEX

1 ACCOUNTING 211 FINANCIAL INSTITUTIONS INVENTORY/PRODUCTION 2 Auditing 212 Banks 347 Perishable Items 3 Depreciation 217 Brokerage/Trading 348 Planning Horizons 4 Operating Budgets 213 Insurance Policies

11 ACKNOWLEDGEMENT 214 Investment 349 Advertising 21 ARTIFICIAL INTELLIGENCE 215 Markets 350 Capacity 31 CIVIL DEFENSE 216 Underwriters 351 Disposal 41 COMMENTS ON 221 FORECASTING 352 Employment 51 COMMUNICATIONS 222 Applications 353 Issuing 52 Information Theory 225 ARIMA Processes 354 Leadtime 61 COMPUTERS 223 Delphi Technique 355 Maintenance 62 Analog Techniques 224 Regression 356 Pricing 63 File Systems 226 Time Series 357 Replacement 64 System Design/Operation 231 GAMES/GROUP DECISIONS 358 Review Interval 65 Time Sharing 232 Bargaining 359 Production Smoothing 71 COST/BENEFIT ANALYSIS 233 Bidding 360 Reject Allowances 81 COSTING 234 Cooperative 361 Simulation 82 Estimation 235 Gambling 362 Stochastic Models 83 Life Cycle 236 Non-cooperative 366 Surveys 91 DECISION ANALYSIS 237 Teams 381 JUDICIAL/LEGAL 92 Applications 238 Voting/Committees 382 Crime 93 Approximations 251 GOVERNMENT 384 Crime Prevention 94 Criteria 252 Elections 383 Law 95 Inference 253 Politics 385 Penal System 96 Sensitivity Services 391 LABOR 97 Sequential 254 Fire 392 Unions 98 Systems 255 Police 401 MAN-MACHINE SYSTEMS

111 DYNAMIC PROGRAMMING 256 Postal 411 MARKETING 112 Applications 257 Waste Disposal 412 Advertising/Promotion 113 Bayesian 258 Water 413 Buyer Behavior

Deterministic 259 Tax Policy 414 Competition 115 Continuous Time 271 HEALTH CARE 415 Distribution 114 Discrete Time 272 Ambulance Service 416 Measurement

Markov 273 Blood Bank 417 Mix 116 Finite State 274 Diagnosis 418 New Products 117 Infinite State 275 Epidemiology 419 Packaging 119 Opimal Control 276 Hospitals 420 Pricing 118 Semi-Markov 277 Pharmaceutical 421 Sales Force 132 ECONOMICS 278 Treatment 431 MATHEMATICS 133 Input-Output Analysis 291 INDUSTRIES 432 Combinatorics 141 EDUCATION SYSTEMS 292 Agriculture/Food 433 Equations 143 Operations 293 Business Services 434 Functions 142 Planning 294 Chemical 435 Matrices 151 ENGINEERING 295 Communications 436 Sets 152 Applications 296 Construction 441 MILITARY 161 ENVIRONMENT 297 Electric/Electronic 442 Antisubmarine Warfare 162 Earthquakes 298 Leisure 443 Artillery 163 Ecology 299 Lumber/Wood 444 Combat 164 Noise 300 Machinery 445 Cost Effectiveness 165 Pollution 301 Mining/Metals 446 Defense Systems 166 Weather 302 Paper 447 Fire Control 171 ERRATA 303 Petroleum/Natural Gas 448 Force Effectiveness 181 FACILITIES/EQUIPMENT 304 Printing/Publications 449 Lanchester Theory

PLANNING 305 Retail 450 Logistics 182 Capacity Expansion 306 Textiles/Apparel 459 Missile Systems 183 Design 307 Transportation Equipment 451 Requirements Evaluation 184 Layout 308 Wholesale 452 Search 185 Location 321 INFORMATION SYSTEMS 453 Stochastic Duels 186 Maintenance/Replacement 322 Libraries 454 Surveillance 191 FINANCE 323 Management 455 Tactics 192 Capital Assets 331 INVENTORY/PRODUCTION 456 Targeting 193 Capital Budgeting 332 Applications 457 Test/Evaluation 194 Capital Rationing 333 Approximations 460 Tracking 195 Corporate Finance 334 Deterministic Models 458 War Games & Simulation 196 Depreciation 341 Limit Theorems 471 NATURAL RESOURCE POLICIES 197 Investment 342 Linear Decision Rules 472 Conservation 198 Investment Criteria 343 Measures of Effectiveness 473 Energy 199 Management 344 Operating Characteristics 474 Land Development 202 Portfolio 367 Packaging 475 Water Resources 201 Securities 345 Parameter Estimation 481 NETWORKS/GRAPHS 200 Taxation 346 Parametric Analysis 482 Applications 203 Working Capital



NETWORKS/GRAPHS PROGRAMMING QUEUES 483 Distance Algorithms Integer 701 Statistical Inference 484 Flow Algorithms 625 Algorithms 702 Switching 486 Matchings 627 Branch and Bound 703 Tandem 487 Multi-commodity 628 Cutting Planes 704 Transient Results 488 Stochastic 629 Dynamic Programming 720 RECREATION/SPORTS 490 Theory 630 Enumerative 721 RELIABILITY 491 Traveling Salesman 631 Group 722 Availability 492 Tree Algorithms 632 Heuristic 723 Failure Models 501 ORGANIZATIONAL STUDIES 626 Tests 724 Inspection 502 Behavior 633 Applications 725 Life Distributions 503 Design 634 Theory 726 Life Testing 504 Goals 635 Large Scale Systems 727 Maintenance 505 Information 636 Leontief Substitution 728 Quality Control 506 Leadership 660 Linear 729 Redundancy/Spares 507 Manpower Planning 637 Algorithms 730 Replacement 508 Motivation 638 Applications 731 System Safety 509 Personnel 639 Parametric 741 RESEARCH & DEVELOPMENT 510 Training 640 Theory 742 Project Selection 521 PHILOSOPHY 641 Multiple Criteria 751 SEARCH AND SURVEILLANCE 531 PHILOSOPHY OF MODELING 661 Nonlinear 761 SIMULATION 541 PLANNING 642 Algorithms 762 Applications 542 Community 643 Tests 763 Design of Experiments 543 Corporate 644 Cutting Planes 769 Efficiency 544 Urban 645 Gradient 764 Gaming 551 POPULATION 646 Linear Constraints 765 Languages 552 Family Planning 647 Penalty/Barrier 766 Random-Number Generation 561 PROBABILITY 648 Unconstrained 767 Statistical Analysis 562 CROBABILITY Proble649 Applications 768 Systems Dynamics 562 Crossing Problems 650 Theory 781 SPACE PROGRAM 563 Diffusion 651 Duality 791 STATISTICS 565 Distribution Comparisons 653 Optimality Conditions 792 Analysis of Variance 564 Distributions 654 Stability 793 Bayesian 566 Entropy 657 Quadratic 794 Censoring 567 Markov Processes 655 Stochastic 795 Cluster Analysis 568 Random Walk 656 Chance Constrained 796 Correlation 569 Renewal Processes 671 PROJECT MANAGEMENT 797 Data Analysis 570 Stochastic Model Applications 672 CPM 798 Design of Experiments 581 PRODUCTION/SCHEDULING 673 GERT 799 Estimation 582 Cutting Stock 674 PERT 800 Factor Analysis 583 Flow Shop 675 Resource Constraints 801 Nonparametric

Job Shop 681 QUEUES 802 Pattem Analysis 584 Deterministic 682 Applications 803 Regression 585 Stochastic 683 Approximations 804 Sampling 586 Line Balancing 684 Balking and Reneging 805 Time Series 587 Materials Handling 685 Batch Arrivals 821 TECHNOLOGY 588 Product Design 686 Batch Service 831 TRANSPORTATION 589 Work Studies 687 Birth-Death 832 Air 601 PROFESSIONAL 688 Busy Period Analysis 833 Mass Transit 602 Addresses 689 Cyclic 834 Materials Handling 603 Comments On 707 Dam Models 835 Rail 604 Obituaries 690 Deterministic 836 Road 605 OR/MS Education 706 Diffusion Models 837 Route Selection 606 OR/MS Implementation 691 Feedback 838 Traffic 607 OR/MS Philosophy 692 Limit Theorems 839 Water 608 OR/MS Standards 705 Markovian UTILITY/PREFERENCE 609 ORSA/TIMS Policy 693 Multi-channel 855 Applications 621 PROGRAMMING 694 Networks 856 Estimation 622 Complementarity/Fixed Points 695 Nonstationary 852 Multi-attribute 652 Equivalence/Transformations 696 Optimization 853 Scaling 623 Fractional 697 Output Process 851 Theory 624 Geometric 698 Priority 854 Value Theory 658 Infinite Horizon 700 Simulation



1983-1984 Opemtions Research Societ of Amefrica COUNCIL OF THE SOCIETY MICHAEL J. MAGAZINE, Department OFFICERS of Management Science, University President: MICHAEL E. THOMAS of Waterloo, Waterloo, Ontario, N2L

School of Industrial and Systems En- 3G1 Canada, (519) 885-1211 gineering, Georgia Institute of Tech- EDITORS nology, Atlanta, GA 30332, (404) 894- OPERATIONS RESEARCH 4288 THOMAS L. MAGNANTI, 616 Prentice

Vice President/President-Elect: Street, Holliston, MA 01746, (617) 429- HUGH E. BRADLEY 5426 Kaiser Aluminum and Chemical Corp., TRANSPORTATION SCIENCE 300 Lakeside Drive, KB 2139, Oakland, DENOS C. GAZIS, IBM Corporation, CA 94643 (415) 271-3586 Thomas J. Watson Research Center,

Secretary: JUDITH S. LIEBMAN P.O. Box 218, Yorktown Heights, NY Department of Mechanical and Indus- 10598, (914) 945-2176. trial Engineering, University of Illinois, OPERATIONS RESEARCH LETTERS 1206 West Green Street, Urbana, IL GEORGE L. NEMHAUSER SORIE, Upson 61801, (217) 333-6927 Hall, Cornell University, Ithaca, NY

Treasurer: JOHN LASTAVICA 14853, (607) 256-3410 First National Bank of Boston, 10th PUBLICATIONS IN OPERATIONS RE- floor, 100 Federal Street, Boston, MA SEARCH (PORS) 02110, (617) 434-7030 SAUL I. GASS, College of Business and

Secretary's Assistant: JUNE KEMPKA Management, Univ. of Maryland, Col- Department of Mechanical and Indus- lege Park, MD 20742, (301) 454-3842 trial Engineering, University of Illinois, INTERFACES* 1206 West Green Street, Urbana, IL GARY L. LILIEN, Business Administration 61801, (217) 333-0958. Bldg., 310A, Pennsylvania State Uni-

PAST PRESIDENTS versity, University Park, PA 16802, 1982-85: GEORGE L. NEMHAUSER (814) 863-2782

School of Operations Research and In- MATHEMATICS OF OPERATIONS RE- dustrial Engineering, Upson Hall, Cor- SEARCH* nell University, Ithaca, NY 14853, (607) STEPHEN M. ROBINSON, Dept. of Indus- 256-3410 trial Engineering, Univ. of Wisconsin,

1983-86: WILLIAM P. PIERSKALLA 1513 University Avenue, Madison, WI Deputy Dean for Academic Affairs, The 53706, (608) 263-6862 Wharton School, Suite 1000, SH-DH MARKETING SCIENCE* CC, University of Pennsylvania, Phil- SUBRATA K. SEN, School of Organization adelphia, PA 19104, (215) 898-7601 and Management, Yale University, Box

1984-1987: DAVID A. SCHRADY 1A, New Haven, CT 06520, (203) 436- Provost and Academic Dean, Naval 1953. Postgraduate School, Monterey, CA OR/MS TODAY* 93940, (408) 646-2371 ARMAND B. WEISS, Associations Inter-

MEMBERS national Inc., 1449 Laughlin Avenue, 1982-85 McLean VA 22101 (703) 442-8780

DONALD GROSS, Department of Opera- , tions Research, School of Engineering BUSINESS OFFICE and Applied Science, George Washing- PATRICIA H. MORRIS, Executive Director ton University, Washington, DC 20052, MARY K. THOMAS, Administrative As- (202) 676-6736 sistant: ORSA Business Office, Mount

MICHAEL H. ROTHKOPF, Energy and En- Royal & Guilford Avenues, Baltimore, vironment Division, Lawrence Berke- MD 21202, (301) 528-4146 ley Laboratories, University of Califor- nia, 1 Cyclotron Road, Berkeley, CA 94720, (415) 486-6929

1983-86: KNEALE T. MARSHALL, Dean of Infor- SOCIETY OFFICE

mation and Policy Sciences, Naval ORSA Circulation Office: Send membership Postgraduate School, Code 05, Monte- dues ($30.00), address changes, claims of rey, CA 93940, (408) 646-3421 non-receipt, non-member subscription or-

ARTHUR F. VEINOTT, JR., Department of ders, and all other correspondence not di- Operations Research, 413 Terman En- rectly related to the mailing list to: ORSA gineering Center, Stanford University, Business Office, Mount Royal & Guilford Av- Stanford, CA 94305, (415) 497-4094. enues, Baltimore, MD 21202, (301) 528-4146

1984-1987: DANIEL P. HEYMAN, Bell Commu- nications Research, Inc., Room 4m- * Joint Publications of the Operations Re- 336, Holmdel, NJ 07733, (201) 949- search Society of America and The Institute 0661 of Management Sciences.



COMMITTEES 1983-1984

Affiliated Professional Activities Student Affairs MICHAEL H. ROTHKOPF, Energy and En- VICKI L. SAUTER, School of Business Ad-

vironment Division, Lawrence Berke- ministration, University of Missouri, ley Laboratories, University of Califor- 8001 Natural Bridge Road, St. Louis, nia, 1 Cyclotron Road, Berkeley, CA MO 63121, (314) 553-6281. 94720, (415) 486-6929.

Technical Sections/Special Interest Archives Groups

HUGH J. MISER, 199 South Road, Far- KRAL OFACne o ple mington, CT 06032, (203) 677-0092. [ KMathematics, Administration Bldg.,

Education Room 415, National Bureau of Stan- LAWRENCE D. BODIN, College of Business dards, Washington, DC 20234, (301)

and Management, University of Mary- 921-3855. land, College Park, MD 20742, (301) Visiting Lecturer Program 454-3471. ROBERT L. SMITH, Department of Indus-

Ethics and Professional Practice trial and Operations Engineering, Uni- JOHN D. KETTELLE, Ketron, Inc., Ros- versity of Michigan, Ann Arbor, MI

slyn Center, 18th floor, 1700 North 48109, (313) 764-9400. Moore Street, Arlington, VA 22209, von Neumann Theory Prize (703) 558-8801. ALBERT W. TUCKER, SR., 37 Lake Lane,

Geographical Sections Princeton, NJ 08540, (609) 924-0277. N. KEITH WOMER, Industrial Manage- Ad Hoc Committees

ment Department, Clemson Univer- Automated Data Processing sity, Clemson, SC 29631, (803) 656- HUGH E. BRADLEY, Kaiser Aluminum 2011. and Chemical Corporation, 300

Kimball Medal Lakeside Drive, KB2139, Oakland, ROBERT HERMAN, Department of Civil CA 94643, (415) 271-3586.

Engineering, Cockrell Hall, University OR/MS Today of Texas, Austin, TX 78712, (512) 471- HUGH E. BRADLEY, Kaiser Aluminum 4379. and Chemical Corporation, 300

Lakeside Drive, KB2139, Oakland, Lanchester Prize CA 94643, (415) 271-3586.

LEON S. LASDON, Department of General Practice of Operations Research Business, School of Business Admin- CARL M. HARRIS, Department of En- istration, University of Texas, Austin, gineering and Systems Science, TX 78712, (512) 471-3322. Thornton Hall, University of Vir-

Long Range Planning ginia, Charlottesville, VA 22901, MICHAEL E. THOMAS, School of Indus- (804) 924-3803.

trial and Systems Engineering, Georgia Public Affasrs Institute of Technology, Atlanta, GA SAUL I. GASS, College of Business and 30332, (404) 894-4288. land, College Park, MD 20742, (301)

Meetings 454-3842. DONALD GROSS, Department of Opera-

tions Research, School of Engineering and Applied Science, George Washing- JOINT ORSA/TIMS COMMITTEES ton University, Washington, DC Finance 20052, (202) 676-6736. JOHN LASTAVICA, First National Bank

of Boston, 100 Federal Street, 10th MembershLpMfloor, Boston, MA 02110, (617) 434-

STEPHEN J. BALUT, Management Con- 7030. suiting and Research, Inc., Four Sky- Publications line Place, 5113 Leesburg Pike, Suite H. DONALD RATLIFF, School of Indus- 509, Falls Church, VA 22041, (703) trial and Systems Engineering, 820-4600. Georgia Institute of Technology, At-

Nominating lanta, GA 30332, (404) 894-2307. GEORGE L. NEMHAUSER, School of Op- Public Relations

erations Research and Industrial En- JOHN LASTAVICA, First National Bank gineering, Upson Hall, Cornell Univer- of Boston, 100 Federal Street, 10th sity, Ithaca, NY 14853, (607) 256-3410. floor, Boston, MA 02110, (617) 434-

7030. Publications Visiting Lecturer Program

THOMAS C. VARLEY, Navy Office for Ac- RICHARD L. SAUDER, Southern Rail- quisition Research, Fort Belvoir, VA way System, 125 Spring Street, At- 22060, (703) 664-2475. lanta, GA 30303, (404) 529-1522.



LIAISON REPRESENTATIVES 1983- IFORS-International Federation of Op- 1984 erational Research Societies-WILLIAM

P. PIERSKALLA

AAAS-American Association for the Ad- ITASA-International Institute for Applied vancement of Science-SAUL I. GASS Systems Analysis-HARVEY M. WAGNER

ACM-Association for Computing Machin- IIE-Institute of Industrial Engineers-V. ery-RICHARD P. O'NEILL EDWARD UNGER, JR.

AIDS-American Institute for Decision MORS-Military Operations Research So- Sciences-HERBERT MOSKOWITZ ciety-CLAYTON J. THOMAS

APHA-American Public Health Associa- MPS-Mathematical Programming Soci- tion-RICHARD H. SHACHTMAN ety-ALBERT C. WILLIAMS

CBMS-Conference Board of the Mathe- NRC-National Research Council-ROB- matical Sciences-WILLIAM F. LUCAS ERT HERMAN

CSSP-Council of Scientific Society Pres- SIAM-Society for Industrial and Applied idents-WILLIAM P. PIERSKALLA Mathematics-ERIC WOLMAN

CORS-Canadian Operations Research WSC-Winter Simulation Conference- Society-JAMES H. BOOKBINDER BRUCE W. SCHMEISER

Announcement Schedule of Future ORSA/TIMS Meetings

1984 Nov. 26-28 Dallas, TX Loew's Anatole Chairman: U. NARAYAN BHAT, Dept. of Statistics, Southern Methodist Univ.,

Dallas, TX 75275

1985 April 29-May 1 Boston, MA Sheraton-Boston Chairman: RICHARD C. LARSON, Operations Research Center, Room 24-215,

Massachusetts Institute of Technology, Cambridge, MA 02139

1985 Nov. 4-6 Atlanta, GA Atlanta Hilton Chairman: JOHN J. JARVIS, School of Industrial and Systems Engineering, Georgia

Institute of Technology, Atlanta, GA 30332

1986 April 14-16 Los Angeles, CA Bonaventure Chairman: DON ERLENKOTTER, Graduate School of Management, University of

California, Los Angeles, CA 90024

1986 Oct. 27-29 Miami, FL Fontainbleau Chairman: JACK R. BORSTING, School of Business Administration, Jenkins 219,

University of Miami, Coral Gables, FL 33124



Publications in Operations Research Series

Edited by Saul I. Gass Published under the sponsorship of the Operations Research Society of America by the following publisher ORSA and TIMS members are entitled to a 25% discount if payment and the order is sent through the ORSA Business Office.

Elsevier/North-Holland

Just released! Advanced Techniques in the Practice of Operations Research, co-editors H.J. Greenberg,

F.H. Murphy, and S.H. Shaw, 1982, 472 pages, list price-$47.50, member price-$35.62 ..... This book includes the six tutorials presented at the Colorado Springs ORSA/TIMS semi- annual meeting, November 10-12, 1980. The purpose of the series of tutorials is the communication of advanced topics in operations research that have important benefits in problem- solving and analysis. The papers are: "Qualitative Matrices," by John Maybee; "Fixed Points, Solutions, Complementarity, and Equilibria," by Willard I. Zangwill; "Markov Renewal Theory, Semi-Regenerative Processes and Their Applications," by Ralph L. Disney; "Computer-Assisted Analysis," by Harvey J. Greenberg; "Inventory Models and Practice," by Richard Ehrhardt and Harvey Wagner; "Matroids and Operations Research," by Robert E. Bixby.

Hillier, Frederick S. and Yu, Oliver S., Queueing Tables and Graphs, 1980, 256 pages, list price-$36.50, member price-$27.37 ................................................. This book provides comprehensive data for analyzing and designing queueing systems without resorting to expensive simulation. Many new numerical results for previously intractable queueing models are given. The book is aimed at practitioners with little or no background in queueing theory who design queueing service systems.

The Rand Fire Project, edited by Warren E. Walker, Jan M. Chaiken and Edward J. Ignall, Fire Department Deployment Analysis: A Public Policy Analysis Case Study, 1979, 680 pages, list price-$39.50, member price-$29.62 .......... ........................... This book is based on research conducted by The Rand Corporation and The New York City- Rand Institute. It brings together the most modern techniques and analytical tools for tackling the resource allocation problems of locating and dispatching firefighting units. It covers all aspects of deployment analysis, from political and administrative considerations to precise formulation of solution algorithms. The book is a complete, self-contained case example of how to perform successful public policy analysis.

Grinold, Richard C. and Marshall, Kneale T., Manpower Planning Models, 1976, 256 pages, list price-$39.50, member price-$29.62 ...................................... I ....... The first unified approach to the latest material, presented so you can apply it to solve practical problems. A broad picture of possible tradeoffs in manpower planning and the mathematical models to gauge them make this book essential to policy makers concerned with manpower problems in their organizations.

Please send your check made payable to:-ORSA-Business Office Mount Royal and Guilford Avenues Baltimore, MD 21202-USA

You are invited to become a member of ORSA and share in the many benefits available, including the discounted member rates above. Please enclose 1984 annual dues ($30.00) with your book order and an application and further information on additional publications will be sent to you promptly.



Applied Statistics JOURNAL OF THE ROYAL STATISTICAL SOCIETY (SERIES C)

CO N T E N TS Volume 33, No. 1, 1984

Page An efficient, minimal-storage procedure for calculating the Mann-Whitney U,

generalized U, and similar distributions E. F. Harding 1 Iteratively reweighted least squares for models with a linear part

W. Douglas Stirling 7 Generalized linear models the missing link C. Cox 18 A quantitative theory for interpreting transfer evidence in criminal cases

I. W. Evett 25 The desirability of covariance adjustments S. Abeyasekera 33 Extra-Poisson variation in log-linear models N. E. Breslow 38 Two-sample inference based on one-sample sign statistics

T. P. Hettmansperger 45 Model interpretation from the additive elements of the likelihood function

J. Whittaker 52 Estimating a relationship between different destructive tests on timber

N. R. Bartlett and T. Lwin 65 Letters to the Editors 73 Book Reviews 77 Correction 79 Statistical Algorithms AS195-AS198 81 AS195 Multivariate normal probabilities with error bound M. Schervish;

AS196 Conditional multivariate logistic analysis of stratified case-control studies M. D. Krailo and M. C. Pike; AS 197 A fast algorithm for the exact likelihood of autoregressive-moving average models G. Melard; AS198 A Fortran program for the level probabilities of order restricted inference C. Pillers, T. Robertson and F. T. Wright. ASR50 A remark on AS 176: Kernel density estimation using the fast Fourier transform M. C. Jones and H. W. Lotwick; ASR51 A remark on AS162: Multivariate conditional logistic analysis of stratum-matched case control studies M. D. Krailo. Correction to AS 183: An efficient and portable pseudo-random number generator B. A. Wichman and L D. Hill.

Issued in three parts per year. Annual subscription ?15.00. The Algorithm Section is available separately-annual subscription ?3.00. All communications should be addressed to The Secretary, Royal Statistical Society, 25 Enford Street, London W1H2BH, U.K.

? The contents of this publication are the copyright of the Royal Statistical Society. Printed in Great Britain by John Wright and Sons (Printing) Ltd. at The Stonebridge Press, Bristol BS4 5NU



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THE 1984 LANCHESTER PRIZE Call for Nominations

Each year since 1954 the Council of the Operations Research Society of America has offered the Lanchester Prize for the best published contribution in operations research in the English language. For 1984 the prize is $2,000 and a commemorative medallion.

Books and papers for the 1984 Prize will be screened by a committee appointed by the Council of the

Society. To be eligible for consideration, the book or paper must be nominated to the Committee. Anyone may make nominations; this notice is a call for nominations.

To be eligible for the Lanchester Prize, a book, a paper, or a group of books or papers must meet the following requirements:

(1) It must be on an operations research subject, (2) It must have been published in 1984, or the 2 years prior to 1984 or, in the case of a group, at

least one member of the group must have been published in 1984, or the 2 years prior to 1984, (3) It must be written in the English language, and (4) It must have appeared in the open literature.

Books or papers may be case histories, reports of research representing new results, or primarily exposition.

For any nominated set (group of either articles or books) published over more than one year, it is expected that each element in the set is part of one continuous effort, such as a multi-year project or a

continuously written, multi-volume book.

The Committee will use the following criteria in making judgments. (1) The extent to which the contribution advances the state of the art of operations research, (2) The originality of the ideas or methods,

(3) The new areas of application it opens up,

(4) The degree to which existing theory or method is unified or simplified, and

(5) The clarity and excellence of the exposition.

Nominations should be sent to:

Stephen Pollock

Chairman, Lanchester Prize Committee 10E Building University of Michigan Ann Arbor, MI 48109

Nominations may be in any form, but must include the titles of paper(s) or book(s), authorss, place and date of publication, and six copies of the material. Supporting statements bearing on the worth of the publication in terms of the five criteria will be helpful, but are not required. Each nomination will be carefully reviewed by the Committee.

Nominations must be received by April 5, 1985 to allow time for adequate review.

The Committee's and the ORSA Council's decision will be announced, any prizes approved will be awarded, at the National Meeting of the Society, November 4-6, 1985 in Atlanta, Georgia.

The 1984 Lanchester Prize Committee consists of David S. Johnson, Peter J. Kolesar, Stephen M. Pollock, Richard S. Serfozo, Michael J. Todd.



CONSUMER CHOICE MODELS CALL FOR PAPERS

For a Special Issue of Marketing Science Understanding choice is one of the fundamental areas of research in marketing. Indeed,

modeling of choice by individuals has been a fruitful area of research in various fields such as Economics, Psychology and Marketing. The objective of the special issue is to report on the state of the art with regard to consumer choice models in an integrated, constructive way. In particular, we seek to publish articles that deal with theory, measurement, and applications of choice models. Articles that deal with theory alone should make substantial contributions either in developing new theories, or in terms of providing new insights in integrating various methodologies and relating them to the special interests of marketing professionals. Articles that deal with developing new measurement instruments should obviously illustrate their use and compare them to alternative methods. Applications of choice models in simulated or real situations are greatly encouraged. Such papers would be particularly useful if they are of a comparative nature, i.e., they provide insight about the usefulness of different models in different choice situations (e.g., Conjoint Analysis when making decisions about product ingredients and perceptual space models when making decisions about strategic positioning).

The following topics are illustrative of the issues that would be appropriate for the special issue:

1. Model Structure * Emphasis on physical attributes versus perceptual dimensions * Treatment of price: as an attribute, as a constraint, or "per dollar" maps * Treatment of risk preference by the consumer (e.g. von Neumann-Morgenstern,

Prospect Theory, or other) * Product similarity, i.e., the handling of independence of irrelevant alternatives and

other potential complexities such as elimination by aspects (EBA) and hierarchical elimination models (HEM)

* Heterogeneity, i.e., are preferences and/or perceptions and/or choice rules assumed to be homogeneous, assumed to be described by a probability density function, or allowed to be individual specific.

* Static vs. Dynamic, e.g., is learning on the consumer side modeled explicitly via different information stages (awareness, preference, choice), uncertainty reduction, etc.

2. Parameterization, Estimation and Measurement In order to use the models, they have to be parameterized and then the parameters have to be calibrated. The latter can be done by direct consumer measurement on profiles of product attributes, by estimation using actual choice data (revealed preference), combi- nations of the above, or other methods. The best method obviously depends on the availability and cost of data, and the costs of errors (accuracy). Issues relating to the pros and cons of using the various techniques, the level of data aggregation, and the problem to be solved are of great importance.

3. Applications The application of choice models to solve actual marketing problems is extremely important. Papers here should discuss why the particular technique and calibration procedure was most appropriate for the case, and how the model helped in improving the solution to the marketing problem at hand. Real applications are preferred.

Interested authors should send five copies of their articles to: Professor Subrata K. Sen, Editor Marketing Science Yale School of Management Box 1A New Haven, CT 06520

The deadline for submission of articles is June 30, 1985.



COMMITTED TO OPERATIONS RESEARCH?

Why not encourage your colleagues to join the Society? You will benefit by having an associate who is aware of current work in the field and able to exchange information, help maintain professional standards of competence and improve methods and techniques of operations research. The benefits which accrue to people interacting and exchanging information in operations research is the reason ORSA was founded in 1952.

Help bring fresh ideas and opinions into the profession. Send us the names and addresses of your colleagues and we will send them information on ORSA. Better yet, photocopy the abbreviated application form printed in the journal and personally encourage your colleagues to join ORSA.

Please send ORSA membership information to the following people.

SEND NAMES TO: ORSA Business Office, 428 E. Preston Street, Baltimore, MD 21202



ASSOCIATE EDITORS

L. Bruce Anderson John C. Hershey Donald B. Rosenfield Institute for Defense Analyses University of Pennsylvania Arthur D. Little, Inc.

Arjang A. Assad Edward P. C. Kao Richard E. Rosenthal University of Maryland University of Houston-Central University of Tennessee

Thomas E. Baker Campus Izzet Sahin Numetrix Decision Sciences Uday S. Karmarkar University of Wisconsin-

Egon Balas University of Rochester Milwaukee

Carnegie-Mellon University Averill M. Law Lee W. Schruben

C. Bernard Barfoot University of Arizona Cornell University

Center for Naval Analyses Austin J. Lemoine Richard F. Serfozo

Gabriel R. Bitran Ford Aerospace & Georgia Institute of Technology MIT Communication Corporation C. M. Shetty

Amedeo R. Odoni Georgia Institute of Technology Jeremy A. Bloom MIT

General Public Utilities Service Douglas R. Shier Corp. James B. Orlin Clemson University

Rex V. Brown MIT Jeffrey B. Sidney Decision Science Consortium Michael L. Pinedo University of Ottawa

Columbia University Hung-Po Chao Donald R. Smith

Electric Power Research Stephen M. Pollock Bell Laboratories Institute University of Michigan Shaler Stidham, Jr.

Gary D. Eppen Evan L. Porteus North Carolina State University University of Chicago Stanford University Lawrence D. Stone

Peter H. Farquhar John W. Pratt Daniel H. Wagner Associates Carnegie-Mellon Harvard University Michael J. Todd

Awi Federgruen Martin L. Puterman Cornell University Columbia University University of British Columbia Detlof von Winterfeldt

Richard M. Feldman Maurice Queyranne University of Southern Texas A&M University University of British Columbia California

Donald Goldfarb Lucius J. Riccio John P. Weyant Columbia University The City of New York Stanford University

Stephen C. Graves Alexander H. G. Rinnooy Kan Michael Yannakakis MIT Erasmus University Bell Laboratories

Philip Heidelberger Stephen M. Robinson IBM University of Wisconsin-

Madison

OR FORUM AND OR PRACTICE ASSOCIATE EDITORS

Edgar C. Capen David S. P. Hopkins Hugh J. Miser Arco Stanford University Farmington, Connecticut

Dale 0. Cooper Ralph L. Keeney James G. Root Getty Oil Co. Pros and Cons Consulting Co. GTE

Saul Gass Mark Lembersky Stephen A. Smith University of Maryland Weyhaeuser Co. University of Santa Clara

Alan Gleit John Lastivica Thomas C. Varley Versar, Inc. First National Bank of Boston Naval Office for Acquisitions

Clarence Haverly Judith S. Liebman Paul Wyman Haverly Systems University of Illinois Bechtel Corp.



Operations Volume 32/Number 5

esearc. September/October 1984

CONTENTS

ARTICLES

Probabilistic Analysis of Bin Packing Heuristics ..... ................ 983 Hoon Liong Ong, M. J. Magazine and T. S. Wee

Deterministic Approximations to Stochastic Production Problems .... .... 999 Gabriel R. Bitran and Horacio H. Yanasse

A Combined Vehicle Routing and Inventory Allocation Problem .... ..... 1019 Awi Federgruen and Paul Zipkin

The Monopolistic Firm, Random Demand, and Bayesian Learning .... ... 1038 Dung Nguyen

A State-of-the-World Decomposition Approach to Dynamics and Uncertainty in Electric Utility Generation Expansion Planning ...... .............. 1052

Adam B. Borison, Peter A. Morris and Shmuel S. Oren

Sensitivity Analysis for the General Spatial Economic Equilibrium Problem . 1069 Stella Dafermos and Anna Nagurney

The Linear Sharing Problem .................................. 1087 J. Randall Brown

The Optimal Search for a Moving Target When the Search Path is Constrained .............................................. 1107

James N. Eagle

M/M/1 Queueing Decision Processes with Monotone Hysteretic Optimal Policies ..... 1116

F. V. Lu and R. F. Serfozo

Approximating a Point Process by a Renewal Process, II: Superposition Arrival Processes to Queues .................................1133

Susan L. Albin

-Dynamic Routing in a Queueing System with a Multiple Service Facflity . .. 1163 Janusz Filipiak

TECHNICAL NOTES

On Waiting Times for a Queue in Which Customers Require Simultaneous Service from a Random Number of Servers ....... ................ 1181

Andrew F. Seila

A Lagrangian Algorithm for the Multiple Choice Integer Program ........ 1185 James C. Bean



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