The Complexity of Safety Stock Placement in General-Network Supply Chains

We consider the optimization problem of safety stock placement in a supply chain, as formulated in [1]. We prove that this problem is NP-Hard for supply chains modeled as general acyclic networks. Thus, we do not expect to find a polynomial-time algorithm for safety stock placement for a general-network supply chain.

A Radial Basis Function Approach to Financial Time Series Analysis

Nonlinear multivariate statistical techniques on fast computers offer the potential to capture more of the dynamics of the high dimensional, noisy systems underlying financial markets than traditional models, while making fewer restrictive assumptions. This thesis presents a collection of practical techniques to address important estimation and confidence issues for Radial Basis Function networks arising from such a data driven approach, including efficient methods for parameter estimation and pruning, a pointwise prediction error estimator, and a methodology for controlling the "data mining'' problem. Novel applications in the finance area are described, including customized, adaptive option pricing and stock price prediction.

The Grasping Problem: Toward Task-Level Programming for an Articulated Hand

This report presents a system for generating a stable, feasible, and reachable grasp of a polyhedral object. A set of contact points on the object is found that can result in a stable grasp; a feasible grasp is found in which the robot contacts the object at those contact points; and a path is constructed from the initial configuration of the robot to the stable, feasible final grasp configuration. The algorithm described in the report is designed for the Salisbury hand mounted on a Puma 560 arm, but a similar approach could be used to develop grasping systems for other robots.

Natural Language Input for a Computer Problem Solving System

The STUDENT problem solving system, programmed in LISP, accepts as input a comfortable but restricted subset of English which can express a wide variety of algebra story problems. STUDENT finds the solution to a large class of these problems. STUDENT can utilize a store of global information not specific to any one problem, and may make assumptions about the interpretation of ambiguities in the wording of the problem being solved. If it uses such information or makes any assumptions, STUDENT communicates this fact to the user. The thesis includes a summary of other English language questions-answering systems. All these systems, and STUDENT, are evaluated according to four standard criteria. The linguistic analysis in STUDENT is a first approximation to the analytic portion of a semantic theory of discourse outlined in the thesis. STUDENT finds the set of kernel sentences which are the base of the input discourse, and transforms this sequence of kernel sentences into a set of simultaneous equations which form the semantic base of the STUDENT system. STUDENT then tries to solve this set of equations for the values of requested unknowns. If it is successful it gives the answers in English. If not, STUDENT asks the user for more information, and indicates the nature of the desired information. The STUDENT system is a first step toward natural language communication with computers. Further work on the semantic theory proposed should result in much more sophisticated systems.

Truth Maintenance Systems for Problem Solving

The thesis developed here is that reasoning programs which take care to record the logical justifications for program beliefs can apply several powerful, but simple, domain-independent algorithms to (1) maintain the consistency of program beliefs, (2) realize substantial search efficiencies, and (3) automatically summarize explanations of program beliefs. These algorithms are the recorded justifications to maintain the consistency and well founded basis of the set of beliefs. The set of beliefs can be efficiently updated in an incremental manner when hypotheses are retracted and when new information is discovered. The recorded justifications also enable the pinpointing of exactly whose assumptions which support any particular belief. The ability to pinpoint the underlying assumptions is the basis for an extremely powerful domain-independent backtracking method. This method, called Dependency-Directed Backtracking, offers vastly improved performance over traditional backtracking algorithms.