Operations Research Forum

In the March-April 2015 issue of Operations Research we have chosen to highlight the paper “A glimpse at an Operation Analyst’s World War II work: “Report on the Combat Performance of the Remote Control Turrets of B-29 Aircraft” by Alex Green, Deborah Green, and Richard Francis.  This paper describes some of the work done by Dr. Alex Green during World War II as an analyst for the U.S. Air Force, in effect illustrating the creation of the discipline of Operations Research.  The original report

, this paper is based upon, only became declassified recently creating the opportunity to bring this work to light to a broader audience.  Dr. Green was assigned to the U.S. forces operating in the China-Burma-India Theater under the command of General Le May using long-range B-29 bombers to attack the Japanese bases in China.  Dr. Green was charged with analyzing the performance of the B-29 in aerial confrontations with Japanese fighter craft to determine ways to reduce losses of bombers and crews. 

At the time he was sent to the front Dr. Green was 25 years-old, a young physicist who had been drafted into the war effort like many other physicists and mathematicians to solve problems that were very different than what they had done before.  Without realizing it they were laying the foundations for the field of Operations Research.  Some of the key distinguishing features of his work were that 1) he analyzed a complex system of men and machines not just inanimate particles. 2) He tried to improve the system while taking into account the potential actions of an optimizing opponent.  3) He used operational data (rather than experimental data) that was not collected in an ideal way for his needs and systematically drew conclusions from it that could be translated into operational choices.  4) He developed efficient computational techniques that would assist decision makers (airmen) in the field.  All of these features are to this day still essential characteristics of Operations Research.

Dr. Green operated outside the command structure, just as an OR consultant might today, which gave his work objectivity.  At the same time though, he was in the field, directly interacting with the airmen, and learning about the realities of the air combat they faced.  He had an active hand in collecting data and could get feedback on his interpretations of the data.  His conclusions that frontal attacks were most dangerous, based on real data, contradicted sterile simulations conducted at testing grounds in the U.S.   In an Appendix the report also discusses optimal gunnery dispersal.  This analysis is interesting because it calls attention to another study “Scatter Bombing of a Circular Target”  AMP Report 10.2R from May 1944 written by Cecil Hastings Jr. and H. H. Germond who were at the time in Bombing Research and Applied Mathematics Groups at Columbia University. 

Hastings and Germond studied how the number of bombs dropped and their dispersion determined the probability of destroying a small target modelled as a circle when aiming error was present and their work is another example of Operations Analysis done during the war. Dr. Green passed away before the current paper was completed at the age of 95.  

In the November-December 2014 issue of Operations Research we have chosen to highlight the paper “Design of Risk Weights” by Paul Glasserman and Wanmo Kang. In this paper Glasserman and Kang explore a new approach for regulators to set minimum capital levels for banks. The purpose of such capital level constraints is to limit the risk of collapse for large financial institutions if they take large losses in the assets they are holding and thus increase the stability of the financial system. The current regulatory approach is to classify assets held by banks by their risk levels and assign weights to each asset category. The risk weighted sum of the asset holdings of the bank then becomes the basis for setting capital requirements usually as a percentage.

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Ciamac C. Moallemi’s and Mehmet Saglam’s paper “The Cost of Latency in High Frequency Trading” appears in the September-October 2013 issue of Operations Research. In this paper, Moallemi and Saglam try to quantify the cost of delays in processing a sell order for a stock. Technological advances in data networks and computing power have transformed the way securities are traded. These advances have created the opportunity to process market information and to profit from momentary informational advantages and have led to the rise of electronic trading platforms. The widespread use of computerized trading algorithms in the financial markets and the importance of speedy decision making and trade execution make this a fertile area for Operations Research methods. While it may be self-evident that being able to react quickly to market information is better than being slow, reducing reaction time requires significant investments. As the authors point out, high-frequency traders need to invest in both algorithm development, computing and communications hardware, and even facilities that are co-located with the exchanges all to reduce trade latency. This paper helps give a theoretical foundation to these investments.

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In the July-August (2013) issue of Operations Research Alan Washburn writes about the optimal allocation of money to states in a presidential election campaign in the United States. He models the competition between two parties for control of the United States Electoral College. According to the Federal Election Committee (http://www.fec.gov/press/press2013/20130419_2012-24m-Summary.shtml) in the 2012 election cycle presidential candidates raised and spent approximately $1.4 bln this does not count the similar spending by the major political parties themselves as well as Political Action Committees. As is well known spending is generally increasing rapidly from election to election although the degree to which primaries are contested can cause variation in this trend. There is considerable public concern about the amount of money spent on elections and its impact on the democratic process. There are laws that regulate election spending and there may be a need for new laws. A better understanding of how money can be used optimally in an election campaign will inform such a discussion. Washburn’s article “Blotto Politics” is a small step in developing this understanding by modeling the competitive game the two major US political parties are engaged in when making spending decisions and showing the impact that funds imbalances can have. Elections are an area with rich potential for applications of Operations Research and over the years have attracted interest from a wide range of perspectives. This article will hopefully spur some more research activity that can help inform the public discussion of campaign finances.

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In the 2012 November-December issue of Operations Research Ed Kaplan writes about the subject of his 2010 Philip McCord Morse Lecture, “Intelligence Operations Research” (http://or.journal.informs.org/content/early/2012/07/03/opre.1120.1059.full.pdf+html). Here he discusses applications of operations research to intelligence problems in national security and counterterrorism. As he illustrates in his review of the literature, this is a distinctive problem area to which he has made notable contributions but also offers many opportunities for new research with the potential to improve the security of our society.

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In the September-October issue of Operations Research, Turgay Ayer, Oguzhan Alagoz and Natasha Stout write about personalizing protocols for breast cancer screening using mammography. (link to full paper in Articles in Advance) The purpose of a mammogram is to detect breast cancer at an early stage. When a cancer is detected early there is greater flexibility in treatment modalities and increased probability of cure. As a result it has become standard for women to receive regular mammograms annually or bi-annually from the age of 40. However, mammograms have high false positive rates leading to unnecessary testing and treatments, as well as anxiety. Mammograms also expose women to radiation that over time may cause cancers as well. The goal of this paper is to develop a method for creating screening protocols that will improve detection and survival rates through more timely detection while at the same time reducing the overall usage of mammography and false positive rates. Current screening protocols are a one size fits all approach and this paper seeks to customize them to an individual woman’s personal risk characteristics and screening history. The paper is indicative of an important trend in healthcare. As medical researchers discover more genetic links to diseases and patient information profiles get richer easier to store, communicate and analyze it will become easier to personalize healthcare customizing diagnostic and treatment protocols it to individuals. The challenges to personalizing healthcare that arise in the mammography context will apply to others as well.

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In the May-June, 2012 issue of Operations Research Professor Ramteen Sioshansi writes about Plug-In Hybrid Electric Vehicles or PHEVs. PHEV is a technology that has a potential to revolutionize how we power transportation and the impact of personal transportation on the environment. Gasoline powered cars have a well established distribution network for the fuel they need. PHEVs will draw energy from the same electric power distribution system (or grid) that we use for all other electric power needs. In his paper Sioshansi investigates different strategies for managing the impact of PHEV charging on the power grid.

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As a followup to discussion on Little’s Law as Viewed on its 50th Anniversary, John Little and Ron Wolff have provided a further discussion of issues related to Little’s Law entitled “The ‘Flaw’ in Little (1961), its identification, and its fixes”. In this commentary, Little and Wolff discuss the history and resolution of issues in Little’s original proof of L = λW.

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In the May-June, 2011 issue of Operations Research, the journal revisits one of its most influential publications: “A Proof for the Queuing Formula: L = λW” by John Little. The formula, now known widely as Little’s Law, has been critical in many following results and applications.

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In the November-December, 2010 issue of Operations Research, David Lane of the London School of Economics and Political Science examines three historical uses of operations research.

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About

The OR Forum is an area of the journal Operations Research, published by the Institute for Operations Research and the Management Sciences (INFORMS). The purpose of the Forum area is spelled out in its mission statement:

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The purpose of the OR Forum area is to stimulate discussion about the field of Operations Research and interesting new research challenges. The OR Forum area invites thought-provoking work that challenges the reader to reconsider and revaluate past research streams as well as to consider new emerging areas of research. Analysis of prospects in areas not traditionally covered by Operations Research are strongly encouraged, as are provocative papers that take a strong stand on policy issues. Possible submissions may also include critical reviews of research in a specialized field and closely reasoned commentary on the practice within an area. The work should be accessible and of interest to a significant portion of the readership of Operations Research.

Published work will often be accompanied by supplemental commentary that enhance or dispute the theses developed and an online forum will provide opportunity to continue the discussion after publication. Authors are encouraged to contact the Area Editor early in the process of developing their work to determine suitability for consideration in this area. The Area Editor will seek nominations from the other Area Editors at Operations Research to identify suitable papers to be published and discussed in the OR Forum from among those manuscripts already through the standard review process.

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This site is an adjunct to the published papers in the journal. At this site, we invite commentary and discussion of each of the OR Forum’s papers. There is no set time-limit to this discussion, and interested readers are invited to check back periodically for updates.

All comments and posts are moderated for content by the Area Editor, Edieal Pinker (ed.pinker@simon.rochester.edu) .

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