Dr. Arsham Research & Publications Prior to Year 2000

Archival Journal Articles (categorized in four areas):
  1. Optimization with Sensitivity Analysis
  2. Prescriptive System Simulation
  3. Probability and Statistics
  4. Other Topics

Back to My Research & Publications Since Year 2000


Optimization with Sensitivity Analysis

Back to My Research & Publications Since Year 2000

Computational Geometry and Linear Programs,
Journal of Mathematical Modelling and Algorithms in Operations Research,
the successor to the International Journal of Mathematical Algorithms, 1(3), 251-266, 1999.

Stability Analysis of the Critical Path in Project Activity Networks,
Civil Engineering and Environmental Systems, 15(4), 305-334, 1999.

A Combined Gradient and Feasible Direction Pivotal Solution Algorithm for General LP,
Revista Investigacion Operational, 19(1), 3-19, 1998.

Stability Analysis for the Shortest Path Problems,
Congressus Numerantium, 133(1), 171-210, 1998.

A Warm-start Dual Simplex Solution Algorithm for the Minimum Flow Network with Postoptimality Analysis,
Mathematical and Computer Modelling, 27(12), 85-115, 1998.

Distribution-routes Stability Analysis of the Transportation Problem,
Optimization: A Journal of Mathematical Programming and Operations Research, 43(1), 47-72, 1998.

Simplifying Teaching the Transportation Problem,
International Journal of Mathematical Education in Science & Technology, 29(2), 271-285, 1998.

Managing Cost Uncertainties in Transportation and Assignment Problems,
Journal of Applied Mathematics & Decision Sciences, 2(1), 65-102, 1998.
PDF Version.

Links Among a Linear System of Equations, Matrix Inversion, and Linear Program Solver Routines,
International Journal of Mathematical Education in Science & Technology, 29(5), 764-769, 1998.

LP-Based Solution Algorithms for Convex Hull and Related Problems,
Congressus Numerantium, 127(1), 179-191, 1997.

Affine Geometric Method for Linear Programs,
Journal of Scientific Computing, 12(3), 289-303, 1997.

Initialization of the Simplex Algorithm: An Artificial-free Approach,
SIAM Review, 39(4), 736-744, 1997.

An Artificial-Free Simplex Algorithm for General LP Models,
Mathematical and Computer Modelling, 25(1), 107-123, 1997.

Scheduling Travelling Inspectors: A Modular Decision Support Systems Helps to Plan Laboratory Accreditation Visits,
OR Insight, 10(1), 20-27, 1997.

On the More-for-Less Paradoxical Situations in Linear Programs: A Parametric Optimization Approach,
Journal of Information & Optimization Sciences, 17(3), 485-500, 1996.

A Refined Algebraic Method for Linear Programs and Their Geometric Representation,
Congressus Numerantium, 102(1), 65-81, 1996.

Matrix Inversion: A Computational Algebra Approach,
International Journal of Mathematical Education in Science & Technology, 27(4), 599-605, 1996.

A Comprehensive Simplex-Like Algorithm for Network Optimization and Perturbation Analysis,
Optimization: A Journal of Mathematical Programming and Operations Research, 32(3), 211-267, 1995.

Stability of Essential Strategy in Two-person Zero-sum Games,
Congressus Numerantium, 110(1), 167-180, 1995.

A Solution Algorithm with Sensitivity Analysis for Optimal Matching and Related Problems,
Congressus Numerantium, 102(1), 193-230, 1994.

Managing Project Activity-Duration Uncertainties: A Response,
Omega: International Journal of Management Science, 22(4), 411, 1994.

Managing Project Activity-Duration Uncertainties,
Omega: International Journal of Management Science, 21(1), 111-122, 1993.

A Linear Symbolic-Based Approach to Matrix Inversion,
Journal of Mathematics and Computers in Simulation, 35(6), 493-500, 1993.

Postoptimality Analysis for the Transportation Problem,
Journal of the Operational Research Society, 43(1), 121-139, 1992.

Perturbation Analysis of General LP Models: A Unified Approach to Sensitivity, Parametric, Tolerance, and More-For-Less Analysis,
Mathematical and Computer Modelling, 13(8), 79-102, 1990.

A Complete Algorithm for Linear Fractional Programs,
Computers & Mathematics with Applications, 20(2), 11-23, 1990.

An Implementation of Lagrangian Decomposition in Solving a Multi-Item Production Scheduling Problem with Changeover Cost and Restrictions,
Mathematical and Computer Modelling, 12(12), 1437-1446, 1989.

A Tabular, Simplex Type Algorithm as a Teaching Aid for General LP Models,
Mathematical and Computer Modelling, 12(8), 1051-1056, 1989.

A Simplex Type Algorithm for General Transportation Problem: An Alternative to Stepping Stone,
Journal of the Operational Research Society, 40(6), 581-590, 1989.

Refined Simplex Algorithm for the Classical Transportation Problem with Application to Parametric Analysis,
Mathematical and Computer Modelling, 12(8), 1035-1044, 1989.

Consumer Buying Behavior and Optimal Advertising Strategy: The Quadratic Profit Function Case,
Computers and Operations Research, 15(2), 299-310, 1988.


Prescriptive System Simulation

Back to My Research & Publications Since Year 2000

Input Parameters to Achieve Target Performance in Stochastic Systems: A Simulation-based Approach,
Inverse Problems in Science and Engineering, 7(4), 363-384, 1999.

Modeling & Simulation Roadmap,
A publication of Department of Energy: Office of Scientific and Technical Information, 1999.

Techniques for Monte Carlo Optimizing,
Monte Carlo Methods and Applications, 4(3), 181-230, 1998.

Algorithms for Sensitivity Information in Discrete-Event Systems Simulation,
Simulation Practice and Theory, 6(1), 1-22, 1998.

Goal Seeking Problem in Discrete Event Systems Simulation,
Microelectronics and Reliability, 37(3), 391-395, 1997.

Stochastic Optimization of Discrete Event Systems Simulation,
Microelectronics and Reliability, 36(10), 1357-1368, 1996.

Performance Extrapolation in Discrete-event Systems Simulation,
Journal of Systems Science, 27(9), 863-869, 1996.

A Conceptual Framework for an Expert System for the Design of Discrete-Event Simulation Models,
Modeling and Simulation Journal, 23(2), 1799-1799, 1993.

A Simulation Technique for Estimation in Perturbed Stochastic Activity Networks,
Simulation, 58(8), 258-267, 1992.

A Solution Algorithm for Stochastic Equations Arising in Discrete-Event Systems Simulations,
Modeling and Simulation Journal, 23(4), 1815-1822, 1992.

Perturbation Analysis in Discrete-Event Simulation,
Modeling and Simulation, 11(1), 21-28, 1991.

What-if Analysis in Computer Simulation Models: A Comparative Survey with Some Extensions,
Mathematical and Computer Modelling, 13(1), 101-106, 1990.

Sensitivity Analysis and the 'What-If' Problem in Simulation Analysis,
Mathematical and Computer Modelling, 12(2), 193-219, 1989.
PDF Version

On the Inverse Problem in Monte-Carlo Experiments,
Inverse Problems: An Institute of Physics Journal, 5(6), 927-934, 1989.

Sensitivity and Optimization of Computer Simulation Models,
Modeling and Simulation Journal, 19(2), 1835-1842, 1988.

Application of Radon-Nikodym Theorem for Simulation of Queueing Models,
Discrete Event Simulation and Operations Research,
A publication of the Society for Computer Simulation International (SCS), Belgium, 95-99, 1987.


Probability and Statistics

Back to My Research & Publications Since Year 2000

Statistics on the Web,
Australian & New Zealand Journal of Statistics, 40(1), 123-128, 1998.

A Test Sensitive to Extreme Hidden Periodicities,
Stochastic Hydrology and Hydraulics, 11(4), 323-330, 1997.

Confidence Regions Having Different Shapes for the Failure Distribution Function,
Microelectronics and Reliability, 36(10), 1439-1457, 1996.

A Markovian Model of Consumer Buying Behavior And Optimal Advertising Pulsing Policy,
Computers and Operations Research, 20(1), 35-48, 1993.

An Improved Lower Bound for the Right-Tail of the Reliability Function Under a Type-Two Censoring Plan,
Microelectronics and Reliability, 33(13), 2031-2038, 1993.

Modified K-S Confidence Regions Narrower in One Tail,
Computational Statistics Quarterly, 5(2), 137-149, 1989.

Kuiper's P-value as a Measuring Tool and Decision Procedure for the Goodness-of-fit Test,
Journal of Applied Statistics, 15(3), 131-135, 1988.

Non-parametric Reliability Estimation Based on a Few Ordered Observations,
Australian & New Zealand Journal of Statistics, 30(3), 67-76, 1988.

A Stochastic Model of Optimal Advertising Pulsing Policy,
Computers and Operations Research, 14(3), 231-239, 1987.

A Modified One-sided K-S Confidence Region Narrower in one Tail,
Communications in Statistics: Theory and Methods, 16(2), 17-28, 1987.

A Generalized Confidence Region for Stress-strength Reliability,
IEEE Transactions on Reliability, 35(4), 586-589, 1986.

Generalized K-S Confidence Regions: Some Exact Results,
Journal of Statistical Computation and Simulation, 25(4), 9-23, 1986.

Seasonal and Cyclic Forecasting in Small Firm,
American Journal of Small Business, 9(5), 46-57, 1985.
PDF Version.

A Poisson Process Approximation for Generalized K-S Confidence Regions,
Statistica Neerlandica, 39(4), 291-302, 1984.

Numerical Methods for Transient Solutions of Machine Repair Problems,
Computers and Industrial Engineering, 7(3), 149-157, 1983.


Other Topics

Back to My Research & Publications Since Year 2000

A Critical Panoramic View of Basic Mathematical Concepts,
Teaching Mathematics and Its Applications, 17(2), 69-72, 1998.

Selected Conference Proceedings

The goal-seeking problem in discrete-event systems simulation: Score function method,
The 14th IMACS World Congress,
Ed. W.F. Ames, 24-27, 1994.

The Gauss-Jordan matrix inversion is not optimal: A symbolic adaptation,
The 5th SIAM Conference on Applied Linear Algebra,
Ed. J. Lewis, 528-532, 1994.

A simulation-based local approximation of MTBF with application to the Taguchi's product design,
The IASTED International Symposium on Modelling and Simulation,
Ed. M. Hamza, 213-216, 1993.

Selected Conference Presentations

More information on conference proceedings may be found at: ResearchPort, and other electronic databases.

Shortest path in a matrix with data perturbations,
The 29th Southeastern International Conference on Combinatorics, Graph Theory, and Computing,
Florida Atlantic University, 1998.

New Advances in Discrete-Event Systems Simulation: Beyond Descriptive Modelling,
International Conference on Computer Applications in Design, Simulation and Analysis,
Sponsored by the International Society for Mini and Microcomputers, Orlando, FL., 1992.

Selected Book Reviews, Letters, and Interviews

What Are You Going to Do with Your Life? U-DECIDE, An Interview
The Gazette, April 1, A6-A7, 1999.

Rivers Statistical Compendium (software),
The Economic Journal, Vol. 108, No. 449, 1234-1239, 1998, The Quarterly Journal of
The Royal Economic Society.

The Art and Science of Mathematical Sin,
Decision Line, Vol. 28, No. 3, page 3, 1997.

Statistical Data Analysis Handbook, by F.G. Wall, McGraw-Hill 1986,
Applied Statistics: A Journal of the Royal Statistical Society, Vol. 37, 452-454, 1988

-1 = 1 = 2, RIGHT? Apparently, there are those in OR who think it is!,
OR Newsletter: Live OR , No. 312, 24-25, December 1996.

Linear Programming: Methods and Applications, by G.V. Shenoy, John Wiley & Sons, 1989,
European Journal of Operational Research, Vol. 48, 165-166, 1990.


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