Survival distributions in crossing fields containing clusters of mines with possible detection and uncertain activation or kill

The present paper presents an algorithm for the exact determination of survival distributions in crossing mine fields. The model under consideration considers clusters of mines, scattered at random in the field around specified aim points. The scatter distributions of the various clusters are assumed to be known The encounter process allows for a possible detection and destruction of the mines, for inactivation of the mines and for the possibility that an activated mine will not destroy the object. Recursive formulae for the determination of the survival probabilities of each object (tank) in a column of n crossing at the same path are given. The distribution of the number of survivors out of n objects in a column is also determined. Numerical examples are given.     

Modeling and analysis of vessel casualties resulting from tanker traffic through narrow waterways

In this paper, we present a physics-based stochastic model to investigate vessel casualties resulting from tanker traffic through a narrow waterway. A state-space model is developed to represent the waterway and the location of vessels at a given time. We first determine the distribution of surface current at a given location of the waterway depending on channel geometry, bottom topography, boundary conditions, and the distribution of wind. Then we determine the distribution of the angular drift for a given vessel travelling at a given location of a waterway. Finally, we incorporate the drift probabilities and random arrival of vessels into a Markov chain model. By analyzing the time-dependent and the steady-state probabilities of the Markov chain, we obtain risk measures such as the probability of casualty at a given location and also the expected number of casualties for a given number of vessels arriving per unit time. Analysis of the Markovian model also yields an analytical result that shows that the expected number of casualties is proportional to square of the tanker arrival rate. We present our methodology on an experimental model of a hypothetical narrow waterway. © 1999 John Wiley & Sons, Inc. Naval Reseach Logistics 46: 871–892, 1999     

Optimal design of a multi-item,multi-location,multi-repair type repair and supply system

The design of a system with many locations, each with many items which may fail while in use, is considered. When items fail, they require repair; the particular type of repair being governed by a probability distribution. As repairs may be lengthy, spares are kept on hand to replace failed items. System ineffectiveness is measured by expected weighted shortages over all items and locations, in steady state. This can be reduced by either having more spares or shorter expected repair times. Design consists of a provisioning of the number of spares for each item, by location; and specifying the expected repair times for each type of repair, by item and location. The optimal design minimizes expected shortages within a budget constraint, which covers both (i) procurement of spares and (ii) procurement of equipment and manning levels for the repair facilities. All costs are assumed to be separable so that a Lagrangian approach is fruitful, yielding an implementable algorithm with outputs useful for sensitivity analysis. A numerical example is presented.     

多平台侦察水雷优化模型

针对侦察水雷作战特点,运用最优化理论解决多平台侦察水雷问题。建立多平台侦察水雷优化模型,并通过基于效能指标的单类平台侦察水雷作战模型和基于二分法的最大侦察搜索区域宽度解算模型,得到各类平台的数量需求及其最佳侦察线路配置等关键参数的最优解,较好地满足了侦察水雷作战需求。     

Individual headstart strategies for combating congestion

This paper examines the process by which a user of a queueing system selects his arrival time to the system to compensate for unpredictable delays in the system if he wishes to complete service at a particular time. Considering the case in which all the system users have already decided on their arrival times to the system and will not change these times, this paper investigates how a new user of this system develops his strategy for selecting his arrival time. The distribution of this customer's arrival time is then obtained for a special case.     

基于正态云模型和信息公理的设计评价方法

设计方案的选择和评价是产品设计过程中的一个重要环节,就此环节提出了一种基于正态云模型和公理化设计理论中信息公理的设计方案评价方法。该方法运用正态云模型和信息公理将定性的模糊信息数值化,通过计算求得设计中各个指标的信息量以及各个设计方案的信息总量,通过比较各个方案的信息总量大小来对设计方案进行评价。以某型油料加注装备设计评价为例,证明了此方法的有效性。     

Nonstationary stochastic gold-mining: A time-sequential tactical-allocation problem

This paper presents an extension of gold-mining problems formulated in earlier work by R. Bellman and J. Kadane. Bellman assumes there are two gold mines labeled A and B, respectively, each with a known initial amount of gold. There is one delicate gold-mining machine which can be used to excavate one mine per day. Associated with mine A is a known constant return rate and a known constant probability of breakdown. There is also a return rate and probability of breakdown for mine B. Bellman solves the problem of finding a sequential decision procedure to maximize the expected amount of gold obtained before breakdown of the machine. Kadane extends the problem by assuming that there are several mines and that there are sequences of constants such that the jth constant for each mine represents the return rate for the jth excavation of that mine. He also assumes that the probability of breakdown during the jth excavation of a mine depends on j. We extend these results by assuming that the return rates are random variables with known joint distribution and by allowing the probability of breakdown to be a function of previous observations on the return rates. We show that under certain regularity conditions on the joint distributions of the random variables, the optimal policy is: at each stage always select a mine which has maximal conditional expected return per unit risk. This gold-mining problem is also a formulation of the problem of time-sequential tactical allocation of bombers to targets. Several examples illustrating these results are presented.     

Stochastic call center staffing with uncertain arrival,service and abandonment rates: A Bayesian perspective

In this article, we introduce staffing strategies for the Erlang‐A queuing system in call center operations with uncertain arrival, service, and abandonment rates. In doing so, we model the system rates using gamma distributions that create randomness in operating characteristics used in the optimization formulation. We divide the day into discrete time intervals where a simulation based stochastic programming method is used to determine staffing levels. More specifically, we develop a model to select the optimal number of agents required for a given time interval by minimizing an expected cost function, which consists of agent and abandonment (opportunity) costs, while considering the service quality requirements such as the delay probability. The objective function as well as the constraints in our formulation are random variables. The novelty of our approach is to introduce a solution method for the staffing of an operation where all three system rates (arrival, service, and abandonment) are random variables. We illustrate the use of the proposed model using both real and simulated call center data. In addition, we provide solution comparisons across different formulations, consider a dynamic extension, and discuss sensitivity implications of changing constraint upper bounds as well as prior hyper‐parameters. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 460–478, 2016     

Computational analysis of MMAP[K]/PH[K]/1 queues with a mixed FCFS and LCFS service discipline

This paper studies a queueing system with a Markov arrival process with marked arrivals and PH‐distribution service times for each type of customer. Customers (regardless of their types) are served on a mixed first‐come‐first‐served (FCFS) and last‐come‐first‐served (LCFS) nonpreemptive basis. That is, when the queue length is N (a positive integer) or less, customers are served on an FCFS basis; otherwise, customers are served on an LCFS basis. The focus is on the stationary distribution of queue strings, busy periods, and waiting times of individual types of customers. A computational approach is developed for computing the stationary distribution of queue strings, the mean of busy period, and the means and variances of waiting times. The relationship between these performance measures and the threshold number N is analyzed in depth numerically. It is found that the variance of the virtual (actual) waiting time of an arbitrary customer can be reduced by increasing N. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 399–421, 2000     

Doubly Stochastic Sequential Assignment Problem

This article introduces the Doubly Stochastic Sequential Assignment Problem (DSSAP), an extension of the Sequential Stochastic Assignment Problem (SSAP), where sequentially arriving tasks are assigned to workers with random success rates. A given number of tasks arrive sequentially, each with a random value coming from a known distribution. On a task arrival, it must be assigned to one of the available workers, each with a random success rate coming from a known distribution. Optimal assignment policies are proposed for DSSAP under various assumptions on the random success rates. The optimal assignment algorithm for the general case of DSSAP, where workers have distinct success rate distribution, has an exponential running time. An approximation algorithm that achieves a fraction of the maximum total expected reward in a polynomial time is proposed. The results are illustrated by several numerical experiments. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 124–137, 2016     

Using stochastic programming to solve an outpatient appointment scheduling problem with random service and arrival times

We study a stochastic outpatient appointment scheduling problem (SOASP) in which we need to design a schedule and an adaptive rescheduling (i.e., resequencing or declining) policy for a set of patients. Each patient has a known type and associated probability distributions of random service duration and random arrival time. Finding a provably optimal solution to this problem requires solving a multistage stochastic mixed‐integer program (MSMIP) with a schedule optimization problem solved at each stage, determining the optimal rescheduling policy over the various random service durations and arrival times. In recognition that this MSMIP is intractable, we first consider a two‐stage model (TSM) that relaxes the nonanticipativity constraints of MSMIP and so yields a lower bound. Second, we derive a set of valid inequalities to strengthen and improve the solvability of the TSM formulation. Third, we obtain an upper bound for the MSMIP by solving the TSM under the feasible (and easily implementable) appointment order (AO) policy, which requires that patients are served in the order of their scheduled appointments, independent of their actual arrival times. Fourth, we propose a Monte Carlo approach to evaluate the relative gap between the MSMIP upper and lower bounds. Finally, in a series of numerical experiments, we show that these two bounds are very close in a wide range of SOASP instances, demonstrating the near‐optimality of the AO policy. We also identify parameter settings that result in a large gap in between these two bounds. Accordingly, we propose an alternative policy based on neighbor‐swapping. We demonstrate that this alternative policy leads to a much tighter upper bound and significantly shrinks the gap.     

基于模糊数的防空C3I系统效能评估

根据模糊数适于量化模糊信息的特点,运用模糊集理论,提出了一种基于模糊数的模糊综合评估方法.通过计算被评估系统效能的模糊数,将问题转化为模糊数的排序问题,并给出了采用该方法对防空C3I系统效能评估的模型及实现步骤.该方法能对防空C3I系统的效能指标进行合理的量化处理,较好地解决了防空C3I系统效能评估问题,通过计算实例验证了该方法的正确性和实用性.     

Analysis of the finite‐source multiclass priority queue with an unreliable server and setup time

In this article, we study a queueing system serving multiple classes of customers. Each class has a finite‐calling population. The customers are served according to the preemptive‐resume priority policy. We assume general distributions for the service times. For each priority class, we derive the steady‐state system size distributions at departure/arrival and arbitrary time epochs. We introduce the residual augmented process completion times conditioned on the number of customers in the system to obtain the system time distribution. We then extend the model by assuming that the server is subject to operation‐independent failures upon which a repair process with random duration starts immediately. We also demonstrate how setup times, which may be required before resuming interrupted service or picking up a new customer, can be incorporated in the model. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

A robust queueing network analyzer based on indices of dispersion

We develop a robust queueing network analyzer algorithm to approximate the steady-state performance of a single-class open queueing network of single-server queues with Markovian routing. The algorithm allows nonrenewal external arrival processes, general service-time distributions and customer feedback. The algorithm is based on a decomposition approximation, where each flow is partially characterized by its rate and a continuous function that measures the stochastic variability over time. This function is a scaled version of the variance-time curve, called the index of dispersion for counts (IDC). The required IDC functions for the external arrival processes can be calculated from the model primitives or estimated from data. Approximations for the IDC functions of the internal flows are calculated by solving a set of linear equations. The theoretical basis is provided by heavy-traffic limits for the flows established in our previous papers. A robust queueing technique is used to generate approximations of the mean steady-state performance at each queue from the IDC of the total arrival flow and the service specification at that queue. The algorithm's effectiveness is supported by extensive simulation studies.     

一种改进的机载反辐射导弹作战效能评估方法

大气波导对反辐射导弹作战效能将产生一定的影响。根据机载反辐射导弹攻击水面目标的作战流程确定评估指标,基于传统的概率评估方法,引入大气波导影响因子,建立一种改进的大气波导条件下机载反辐射导弹作战效能模型。应用实例表明在大气波导条件下反辐射导弹的作战效能有所提升,符合大气波导对反辐射导弹作战能力产生有利影响的实际情况,验证了该模型的有效性和实用性,为机载反辐射导弹作战效能评估提供了一种新的方法和途径。     

贝叶斯参数估计在雷区范围估计中的应用

提出了以发现水雷位置信息为抽样点,在给定估计误差的条件下,使用贝叶斯参数估计方法进行雷区范围估计的思路。详细讨论了水雷服从均匀分布时使用贝叶斯参数估计方法估计雷区范围的问题,给出了相关公式的推导过程,并设法解决仿真中存在的中间数值过大的问题。仿真结果均在允许误差范围之内,这验证了算法的可行性。     

基于天线阵方位变化的相位双差GNSS欺骗干扰检测算法研究*

GNSS欺骗干扰通常由单个天线发射,各个欺骗干扰信号到达接收机的角度相同,采用阵列天线接收时欺骗信号达到不同阵元的相位差包含了其角度信息,故可利用信号载波相位差进行欺骗干扰检测。相位双差检测算法通过比较不同卫星信号到达天线阵两阵元的相位差实现欺骗干扰的判别,但对于二元天线阵,其载波相位双差存在角度模糊,导致虚警概率较高,限制了算法的应用。针对这一问题,本文提出了基于天线阵方位变化的欺骗干扰检测算法,通过二元天线阵在不同方位估计信号的载波相位双差,进行多次判决,有效消除了角度模糊,降低检测的虚警概率,实现二元天线的载波相位双差检测。建立了仿真模型,并通过仿真计算分析验证了该方法的有效性。     

Limiting behavior of the stochastic sequential assignment problem

The stochastic sequential assignment problem (SSAP) considers how to allocate available distinct workers to sequentially arriving tasks with stochastic parameters such that the expected total reward obtained from the sequential assignments is maximized. Implementing the optimal assignment policy for the SSAP involves calculating a new set of breakpoints upon the arrival of each task (i.e., for every time period), which is impractical for large‐scale problems. This article studies two problems that are concerned with obtaining stationary policies, which achieve the optimal expected reward per task as the number of tasks approaches infinity. The first problem considers independent and identically distributed (IID) tasks with a known distribution function, whereas in the second problem tasks are derived from r different unobservable distributions governed by an ergodic Markov chain. The convergence rate of the expected reward per task to the optimal value is also obtained for both problems. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013