Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

The Effect of Robust Decisions on the Cost of Uncertainty in Military Airlift Operations

The Effect of Robust Decisions on the Cost of Uncertainty in Military Airlift Operations 1 The Effect of Robust Decisions on the Cost of Uncertainty in Military Airlift Operations WARREN B. POWELL and BELGACEM BOUZAIENE-AYARI, Princeton University JEAN BERGER and ABDESLEM BOUKHTOUTA, DRDC-Valcartier ABRAHAM P. GEORGE, Princeton University There are a number of sources of randomness that arise in military airlift operations. However, the cost of uncertainty can be dif cult to estimate, and is easy to overestimate if we use simplistic decision rules. Using data from Canadian military airlift operations, we study the effect of uncertainty in customer demands as well as aircraft failures, on the overall cost. The system is rst analyzed using the types of myopic decision rules widely used in the research literature. The performance of the myopic policy is then compared to the results obtained using robust decisions that account for the uncertainty of future events. These are obtained by modeling the problem as a dynamic program, and solving Bellman ™s equations using approximate dynamic programming. The experiments show that even approximate solutions to Bellman ™s equations produce decisions that reduce the cost of uncertainty. Categories and Subject Descriptors: I.6.1 [Simulation and Modeling]: Simulation Theory; I.6.3 [Simulation and Modeling]: Applications; I.6.5 [Simulation and Modeling]: Model Development ” http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png ACM Transactions on Modeling and Computer Simulation (TOMACS) Association for Computing Machinery

The Effect of Robust Decisions on the Cost of Uncertainty in Military Airlift Operations

Download PDF
19 pages

Loading next page...
 
/lp/association-for-computing-machinery/the-effect-of-robust-decisions-on-the-cost-of-uncertainty-in-military-GCdMgcEO0B
Publisher
Association for Computing Machinery
Copyright
Copyright © 2011 by ACM Inc.
ISSN
1049-3301
DOI
10.1145/2043635.2043636
Publisher site
See Article on Publisher Site

Abstract

1 The Effect of Robust Decisions on the Cost of Uncertainty in Military Airlift Operations WARREN B. POWELL and BELGACEM BOUZAIENE-AYARI, Princeton University JEAN BERGER and ABDESLEM BOUKHTOUTA, DRDC-Valcartier ABRAHAM P. GEORGE, Princeton University There are a number of sources of randomness that arise in military airlift operations. However, the cost of uncertainty can be dif cult to estimate, and is easy to overestimate if we use simplistic decision rules. Using data from Canadian military airlift operations, we study the effect of uncertainty in customer demands as well as aircraft failures, on the overall cost. The system is rst analyzed using the types of myopic decision rules widely used in the research literature. The performance of the myopic policy is then compared to the results obtained using robust decisions that account for the uncertainty of future events. These are obtained by modeling the problem as a dynamic program, and solving Bellman ™s equations using approximate dynamic programming. The experiments show that even approximate solutions to Bellman ™s equations produce decisions that reduce the cost of uncertainty. Categories and Subject Descriptors: I.6.1 [Simulation and Modeling]: Simulation Theory; I.6.3 [Simulation and Modeling]: Applications; I.6.5 [Simulation and Modeling]: Model Development ”

Journal

ACM Transactions on Modeling and Computer Simulation (TOMACS) – Association for Computing Machinery

Published: Dec 1, 2011

There are no references for this article.