This paper deals with the problem of increasing the efficiency of Monte Carlo calculations. The methods of doing so permit one to reduce the sample size required to produce estimates of a fixed level of accuracy or, alternatively, to increase the accuracy of the estimates for a fixed cost of computation. Few theorems are known with regard to optimal sampling schemes, but several helpful ideas of very general applicability are available for use in designing Monte Carlo sampling schemes. Three of these ideas are discussed and illustrated in simple cases. These ideas are (1) correlation of samples, (2) importance sampling, and (3) statistical estimation. Operations Research, ISSN 0030-364X, was published as Journal of the Operations Research Society of America from 1952 to 1955 under ISSN 0096-3984.
Much of intellectual history is punctuated by the flaring of intellectual outliers, small groups of thinkers who briefly, but decisively, influence the development of ideas, technologies, policies, or worldviews. To understand the flaring of intellectual outliers, we use archival and interview data from the RAND Corporation after the Second World War. We focus on five factors important to the RAND experience: (1) a belief in fundamental research as a source of practical ideas, (2) a culture of optimistic urgency, (3) the solicitation of renegade ambition, (4) the recruitment of intellectual cronies, and (5) the facilitation of the combinatorics of variety. To understand the subsequent decline of intellectual outliers at RAND, we note that success yields a sense of competence, endurance in a competitive world, and the opportunity and inclination to grow. Self-confidence, endurance, and growth produce numerous positive consequences for an organization; but for the most part, they undermine variety. Outliers and the conditions that produce them are not favored by their environments. Engineering solutions to this problem involve extending time and space horizons, providing false information about the likelihoods of positive returns from exploration, buffering exploratory activities from the pressures of efficiency, and protecting exploration from analysis by connecting it to dictates of identities.
In an effort to improve the strategic assessment capabilities of the U.S. Department of Defense, contractors were asked to integrate advanced wargaming techniques with other analytic approaches. This paper sets out the deficiences in past and current analysis methods which the project sponsor wished to have the contractors address.The two articles that follow describe the approaches of two research contractors who were selected to go through development and demonstration of a wargaming style of analysis that could be used to evaluate strategic forces, assess force balances, and test operational plans. There is a long history leading up to the 1979 initiation of this contractor effort. This paper provides some of that history and background on why the effort was initiated. Broadly speaking, the reason is the growing awareness of the inadequacies of the standard strategic exchange models and calculations.Exploration of gaming as an alternative to what emerged earlier as the standard method of analysis of preferred strategic force postures goes back at least to the period of the early 1950s. Alexander Mood and others were early advocates at Rand, followed by Olof Helmer's development of the SAFE game in the later 1950s and early 1960s.Dr. Thomas Brown* recently reminded me that some of the specific concerns about the standard strategic exchange calculations go back to the middle 1960s. At that time, * Until recently the Deputy Assistant Secretary of Defense (Program Analysis and Evaluation, Strategic Programs).
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