Kyle Lin - Academia.edu (original) (raw)

Papers by Kyle Lin

Research paper thumbnail of Computing Optimal Strategies for a Search Game in Discrete Locations

arXiv (Cornell University), May 17, 2023

Research paper thumbnail of Team 7: Applying Automated Red Teaming in a Maritime Scenario

Research paper thumbnail of Robust search policies against an intelligent evader

Research paper thumbnail of Optimal Pure Strategies for a Discrete Search Game

arXiv (Cornell University), Jun 19, 2023

Research paper thumbnail of Searching for Multiple Objects in Multiple Locations

arXiv (Cornell University), Oct 15, 2017

Research paper thumbnail of The Uniformed Patroller Game

arXiv (Cornell University), Aug 14, 2019

Research paper thumbnail of Optimal patrol to uncover threats in time when detection is imperfect

Naval Research Logistics, Oct 21, 2014

Research paper thumbnail of Fast or Slow:Search in Discrete Locations with Two Search Modes

Operations Research, Jan 7, 2020

Research paper thumbnail of Technical Note—Optimal Patrol of a Perimeter

Operations Research, Sep 1, 2022

A defender dispatches patrollers to circumambulate a perimeter to guard against potential attacks... more A defender dispatches patrollers to circumambulate a perimeter to guard against potential attacks. The defender decides on the time points to dispatch patrollers and each patroller’s direction and speed, as long as the long-run rate at which patrollers are dispatched is capped at some constant. An attack at any point on the perimeter requires the same amount of time, during which it will be detected by each passing patroller independently with the same probability. The defender wants to maximize the probability of detecting an attack before it completes, while the attacker wants to minimize it. We study two scenarios, depending on whether the patrollers are undercover or wear a uniform. Conventional wisdom would suggest that the attacker gains advantage if he can see the patrollers going by so as to time his attack, but we show that the defender can achieve the same optimal detection probability by carefully spreading out the patrollers probabilistically against a learning attacker.

Research paper thumbnail of Allocation of flexible and indivisible resources with decision postponement and demand learning

European Journal of Operational Research, Jun 1, 2008

Research paper thumbnail of Applying Variance Reduction Ideas in Queuing Simulations

Probability in the Engineering and Informational Sciences, Oct 1, 2001

Research paper thumbnail of Optimal Patrol of a Perimeter

arXiv (Cornell University), May 6, 2019

Research paper thumbnail of Revenue Management of Auto Train at Amtrak

IFAC Proceedings Volumes, 2006

Research paper thumbnail of Discrete-Time Martingales

Wiley Encyclopedia of Operations Research and Management Science, Feb 15, 2011

... KYLE Y. LIN Operations Research Department, Naval Postgraduate School, Monterey, California .... more ... KYLE Y. LIN Operations Research Department, Naval Postgraduate School, Monterey, California ... 1). One such strategy is to instruct the gambler to wage 1onthefirstbetandtodoubleupthewageraftereachloss,inthehopethathewilleventuallywinabetsoastowin1 on the first bet and to double up the wager after each loss, in the hope that he will eventually win a bet so as to win 1onthefirstbetandtodoubleupthewageraftereachloss,inthehopethathewilleventuallywinabetsoastowin1 ...

Research paper thumbnail of Optimal admission control for a single-server loss queue

Journal of Applied Probability, Jun 1, 2004

This paper presents a single-server loss queueing system where customers arrive according to a Po... more This paper presents a single-server loss queueing system where customers arrive according to a Poisson process. Upon arrival, the customer presents itself to a gatekeeper who has to decide whether to admit the customer into the system without knowing the busy–idle status of the server. There is a cost if the gatekeeper blocks a customer, and a larger cost if an admitted customer finds the server busy and therefore has to leave the system. The goal of the gatekeeper is to minimize the total expected discounted cost on an infinite time horizon. In the case of an exponential service distribution, we show that a threshold-type policy—block for a time period following each admission and then admit the next customer—is optimal. For general service distributions, we show that a threshold-type policy need not be optimal; we then present a sufficient condition for the existence of an optimal threshold-type policy.

Research paper thumbnail of A Framework Using Two-Factor Price Lattices for Generation Asset Valuation

Operations Research, Apr 1, 2007

Research paper thumbnail of Dynamic price competition with discrete customer choices

European Journal of Operational Research, Sep 1, 2009

Research paper thumbnail of A Single-Server Loss Queue

This paper presents a single-server loss queueing system where customers arrive according to a Po... more This paper presents a single-server loss queueing system where customers arrive according to a Poisson process. Upon arrival, the customer presents itself to a gatekeeper who has to decide whether to admit the customer into the system without knowing the busy-idle status of the server. There is a cost if the gatekeeper blocks a customer, and a larger cost if an admitted customer finds the server busy and therefore has to leave the system. The goal of the gatekeeper is to minimize the total expected discounted cost on an infinite time horizon. In the case of an exponential service distribution, we show that a threshold-type policy-block for a time period following each admission and then admit the next customer-is optimal. For general service distributions, we show that a threshold-type policy need not be optimal; we then present a sufficient condition for the existence of an optimal threshold-type policy.

Research paper thumbnail of Analysis of pricing models in the defense industry to support cost projections

Research paper thumbnail of Robust patrol strategies against attacks at dispersed heterogeneous locations

International Journal of Operational Research, 2017

Research paper thumbnail of Computing Optimal Strategies for a Search Game in Discrete Locations

arXiv (Cornell University), May 17, 2023

Research paper thumbnail of Team 7: Applying Automated Red Teaming in a Maritime Scenario

Research paper thumbnail of Robust search policies against an intelligent evader

Research paper thumbnail of Optimal Pure Strategies for a Discrete Search Game

arXiv (Cornell University), Jun 19, 2023

Research paper thumbnail of Searching for Multiple Objects in Multiple Locations

arXiv (Cornell University), Oct 15, 2017

Research paper thumbnail of The Uniformed Patroller Game

arXiv (Cornell University), Aug 14, 2019

Research paper thumbnail of Optimal patrol to uncover threats in time when detection is imperfect

Naval Research Logistics, Oct 21, 2014

Research paper thumbnail of Fast or Slow:Search in Discrete Locations with Two Search Modes

Operations Research, Jan 7, 2020

Research paper thumbnail of Technical Note—Optimal Patrol of a Perimeter

Operations Research, Sep 1, 2022

A defender dispatches patrollers to circumambulate a perimeter to guard against potential attacks... more A defender dispatches patrollers to circumambulate a perimeter to guard against potential attacks. The defender decides on the time points to dispatch patrollers and each patroller’s direction and speed, as long as the long-run rate at which patrollers are dispatched is capped at some constant. An attack at any point on the perimeter requires the same amount of time, during which it will be detected by each passing patroller independently with the same probability. The defender wants to maximize the probability of detecting an attack before it completes, while the attacker wants to minimize it. We study two scenarios, depending on whether the patrollers are undercover or wear a uniform. Conventional wisdom would suggest that the attacker gains advantage if he can see the patrollers going by so as to time his attack, but we show that the defender can achieve the same optimal detection probability by carefully spreading out the patrollers probabilistically against a learning attacker.

Research paper thumbnail of Allocation of flexible and indivisible resources with decision postponement and demand learning

European Journal of Operational Research, Jun 1, 2008

Research paper thumbnail of Applying Variance Reduction Ideas in Queuing Simulations

Probability in the Engineering and Informational Sciences, Oct 1, 2001

Research paper thumbnail of Optimal Patrol of a Perimeter

arXiv (Cornell University), May 6, 2019

Research paper thumbnail of Revenue Management of Auto Train at Amtrak

IFAC Proceedings Volumes, 2006

Research paper thumbnail of Discrete-Time Martingales

Wiley Encyclopedia of Operations Research and Management Science, Feb 15, 2011

... KYLE Y. LIN Operations Research Department, Naval Postgraduate School, Monterey, California .... more ... KYLE Y. LIN Operations Research Department, Naval Postgraduate School, Monterey, California ... 1). One such strategy is to instruct the gambler to wage 1onthefirstbetandtodoubleupthewageraftereachloss,inthehopethathewilleventuallywinabetsoastowin1 on the first bet and to double up the wager after each loss, in the hope that he will eventually win a bet so as to win 1onthefirstbetandtodoubleupthewageraftereachloss,inthehopethathewilleventuallywinabetsoastowin1 ...

Research paper thumbnail of Optimal admission control for a single-server loss queue

Journal of Applied Probability, Jun 1, 2004

This paper presents a single-server loss queueing system where customers arrive according to a Po... more This paper presents a single-server loss queueing system where customers arrive according to a Poisson process. Upon arrival, the customer presents itself to a gatekeeper who has to decide whether to admit the customer into the system without knowing the busy–idle status of the server. There is a cost if the gatekeeper blocks a customer, and a larger cost if an admitted customer finds the server busy and therefore has to leave the system. The goal of the gatekeeper is to minimize the total expected discounted cost on an infinite time horizon. In the case of an exponential service distribution, we show that a threshold-type policy—block for a time period following each admission and then admit the next customer—is optimal. For general service distributions, we show that a threshold-type policy need not be optimal; we then present a sufficient condition for the existence of an optimal threshold-type policy.

Research paper thumbnail of A Framework Using Two-Factor Price Lattices for Generation Asset Valuation

Operations Research, Apr 1, 2007

Research paper thumbnail of Dynamic price competition with discrete customer choices

European Journal of Operational Research, Sep 1, 2009

Research paper thumbnail of A Single-Server Loss Queue

This paper presents a single-server loss queueing system where customers arrive according to a Po... more This paper presents a single-server loss queueing system where customers arrive according to a Poisson process. Upon arrival, the customer presents itself to a gatekeeper who has to decide whether to admit the customer into the system without knowing the busy-idle status of the server. There is a cost if the gatekeeper blocks a customer, and a larger cost if an admitted customer finds the server busy and therefore has to leave the system. The goal of the gatekeeper is to minimize the total expected discounted cost on an infinite time horizon. In the case of an exponential service distribution, we show that a threshold-type policy-block for a time period following each admission and then admit the next customer-is optimal. For general service distributions, we show that a threshold-type policy need not be optimal; we then present a sufficient condition for the existence of an optimal threshold-type policy.

Research paper thumbnail of Analysis of pricing models in the defense industry to support cost projections

Research paper thumbnail of Robust patrol strategies against attacks at dispersed heterogeneous locations

International Journal of Operational Research, 2017