Inventory strategies for systems with fast remanufacturing

We describe hybrid manufacturing/remanufacturing systems with a longlead time for manufacturing and a short lead time for remanufacturing.We review the classes of inventory strategies for hybrid systems inthe literature. These are all based on equal lead times. For systemswith slow manufacturing and fast remanufacturing, we propose a newclass. An extensive numerical experiment shows that the optimalstrategy in the new class almost always performs better and often muchbetter than the optimal strategies in all other classes.logistics;remanufacturing;stochastic inventory control

Online Targeted Learning

We consider the case that the data comes in sequentially and can be viewed as sample of independent and identically distributed observations from a fixed data generating distribution. The goal is to estimate a particular path wise target parameter of this data generating distribution that is known to be an element of a particular semi-parametric statistical model. We want our estimator to be asymptotically efficient, but we also want that our estimator can be calculated by updating the current estimator based on the new block of data without having to revisit the past data, so that it is computationally much faster to compute than recomputing a fixed estimator each time new data comes in. We refer to such an estimator as an online estimator. These online estimators can also be applied on a large fixed data base by dividing the data set in many subsets and enforcing an ordering of these subsets. The current literature provides such online estimators for parametric models, where the online estimators are based on variations of the stochastic gradient descent algorithm. For that purpose we propose a new online one-step estimator, which is proven to be asymptotically efficient under regularity conditions. This estimator takes as input online estimators of the relevant part of the data generating distribution and the nuisance parameter that are required for efficient estimation of the target parameter. These estimators could be an online stochastic gradient descent estimator based on large parametric models as developed in the current literature, but we also propose other online data adaptive estimators that do not rely on the specification of a particular parametric model. We also present a targeted version of this online one-step estimator that presumably minimizes the one-step correction and thereby might be more robust in finite samples. These online one-step estimators are not a substitution estimator and might therefore be unstable for finite samples if the target parameter is borderline identifiable. Therefore we also develop an online targeted minimum loss-based estimator, which updates the initial estimator of the relevant part of the data generating distribution by updating the current initial estimator with the new block of data, and estimates the target parameter with the corresponding plug-in estimator. The online substitution estimator is also proven to be asymptotically efficient under the same regularity conditions required for asymptotic normality of the online one-step estimator. The online one-step estimator, targeted online one-step estimator, and online TMLE is demonstrated for estimation of a causal effect of a binary treatment on an outcome based on a dynamic data base that gets regularly updated, a common scenario for the analysis of electronic medical record data bases. Finally, we extend these online estimators to a group sequential adaptive design in which certain components of the data generating experiment are continuously fine-tuned based on past data, and the new data generating distribution is then used to generate the next block of data

Identification and Efficient Estimation of the Natural Direct Effect Among the Untreated

The natural direct effect (NDE), or the effect of an exposure on an outcome if an intermediate variable was set to the level it would have been in the absence of the exposure, is often of interest to investigators. In general, the statistical parameter associated with the NDE is difficult to estimate in the non-parametric model, particularly when the intermediate variable is continuous or high dimensional. In this paper we introduce a new causal parameter called the natural direct effect among the untreated, discus identifiability assumptions, and show that this new parameter is equivalent to the NDE in a randomized control trial. We also present a targeted minimum loss estimator (TMLE), a locally efficient, double robust substitution estimator for the statistical parameter associated with this causal parameter. The TMLE can be applied to problems with continuous and high dimensional intermediate variables, and can be used to estimate the NDE in a randomized controlled trial with such data. Additionally, we define and discuss the estimation of three related causal parameters: the natural direct effect among the treated, the indirect effect among the untreated and the indirect effect among the treated

Application of a Variable Importance Measure Method to HIV-1 Sequence Data

van der Laan (2005) proposed a method to construct variable importance measures and provided the respective statistical inference. This technique involves determining the importance of a variable in predicting an outcome. This method can be applied as an inverse probability of treatment weighted (IPTW) or double robust inverse probability of treatment weighted (DR-IPTW) estimator. A respective significance of the estimator is determined by estimating the influence curve and hence determining the corresponding variance and p-value. This article applies the van der Laan (2005) variable importance measures and corresponding inference to HIV-1 sequence data. In this data application, protease and reverse transcriptase codon position on the HIV-1 strand are assessed to determine their respective variable importance, with respect to an outcome of viral replication capacity. We estimate the W-adjusted variable importance measure for a specified set of potential effect modifiers W. Both the IPTW and DR-IPTW methods were implemented on this datase