Commitment decisions with partial information updating

In this paper, we extend the results of Ferguson M. Naval Research Logistics 8 . on an end‐product manufacturer's choice of when to commit to an order quantity from its parts supplier. During the supplier's lead‐time, information arrives about end‐product demand. This information reduces some of the forecast uncertainty. While the supplier must choose its production quantity of parts based on the original forecast, the manufacturer can wait to place its order from the supplier after observing the information update. We find that a manufacturer is sometimes better off with a contract requiring an early commitment to its order quantity, before the supplier commits resources. On the other hand, the supplier sometimes prefers a delayed commitment. The preferences depend upon the amount of demand uncertainty resolved by the information as well as which member of the supply chain sets the exchange price. We also show conditions where demand information updating is detrimental to both the manufacturer and the supplier. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

基于二阶锥规划的MIMO雷达稳健自适应波束形成

针对MIMO雷达自适应波束形成中期望目标导向矢量的失配问题,提出了一种基于二阶锥规划(SOCP)的稳健自适应波束形成算法。该算法首先将1个MN维(M,N分别为发射和接收阵元数)的权矢量分解成2个低维(1个M维和1个N维)权矢量的Kronecker积,然后分别限制实际的目标发射导向矢量和目标接收导向矢量与假定的导向矢量之间的误差范数的边界,通过优化最差性能,利用SOCP求得分解后的2个权矢量,最后再合成原权矢量。通过降维处理,算法在保证波束形成器性能的基础上,有效地降低了运算复杂度。仿真结果验证了算法的有效性。     

舰艇自防御的威胁排序方法研究

威胁评估与排序是舰艇自防御系统必须具备的重要功能。在多指标决策理论的基础上,结合灰色系统理论和逼近理想解方法,提出了灰色逼近理想解的威胁排序算法。首先通过建立舰艇自防御的空中威胁排序指标体系,得到各个指标的隶属度函数,再通过主客观结合的有序二元比较法得到威胁评估指标的权重,最后通过逼近理想解的灰色关联度方法对空中目标进行威胁评估与排序,并研究了分辨系数对威胁排序的影响。通过舰艇自防御防空作战实例证明了算法的有效性和工程实用性。     

基于实值离散Gabor变换的阶比跟踪滤波

提出了基于实值离散Gabor变换的阶比跟踪滤波方法．分析了阶比跟踪滤波为时频滤波的实质,给出了如何通过实值离散Gabor变换实现阶比跟踪滤波的步骤．通过对仿真信号阶比跟踪滤波前后的时频分布、阶比谱和时域信号对比,证实本方法能有效滤除阶比混叠成分．通过延长信号两端采样长度的方法可以消除阶比跟踪滤波后端点的误差．     

Selecting T for a periodic review inventory model with staggered deliveries

Consider a single‐item, periodic review, infinite‐horizon, undiscounted, inventory model with stochastic demands, proportional holding and shortage costs, and full backlogging. Orders can arrive in every period, and the cost of receiving them is negligible (as in a JIT setting). Every T periods, one audits the current stock level and decides on deliveries for the next T periods, thus incurring a fixed audit cost and—when one schedules deliveries—a fixed order cost. The problem is to find a review period T and an ordering policy that satisfy the average cost criterion. The current article extends an earlier treatment of this problem, which assumed that the fixed order cost is automatically incurred once every T periods. We characterize an optimal ordering policy when T is fixed, prove that an optimal review period T** exists, and develop a global search algorithm for its computation. We also study the behavior of four approximations to T** based on the assumption that the fixed order cost is incurred during every cycle. Analytic results from a companion article (where μ/σ is large) and extensive computational experiments with normal and gamma demand test problems suggest these approximations and associated heuristic policies perform well when μ/σ ≥ 2. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 329–352, 2000     

优序法在舰艇编队导弹攻击效能评估中的应用

导弹攻击是舰艇编队海上行动的主要作战样式,其导弹攻击效能的评估十分重要。首先建立了舰艇编队导弹攻击作战效能评价指标体系,然后介绍了评估舰艇编队导弹攻击效能的一种新方法——优序法,该方法应用简单,既可以处理定性问题,又能处理定量问题。最后给出了应用实例,验证了优序法比较适合于对舰艇编队导弹攻击效能进行评估。通过对舰艇编队导弹攻击效能的评估,可以有效地选用合适的舰艇编队样式。     

Volume discount decisions: Wealth maximization or EOQ approach?

A recent paper finds that when volume discounts are available, in some cases, reliance on the Economic Order Quantity (EOQ) model can induce purchasers to make wealth reducing decisions, and the Present Value (PV) approach should be preferred. While this finding is theoretically correct, the magnitudes of wealth reductions suggested by the paper's numerical examples seem to be questionable. Furthermore, the paper also finds that, in some other cases, a purchaser using the EOQ approach realizes a net increase in current wealth compared to a purchaser using the PV approach. Logic suggests that such a finding cannot be correct, since by its very definition, it is the PV approach that seeks to maximize the current wealth. We offer an alternative frame of comparison and a modified model to show that, under the paper's assumptions, the EOQ approach can never realize a net increase in current wealth compared to the current wealth generated by the PV approach. On the other hand, we also show that when typical values of the relevant parameters prevail, the additional costs imposed by the EOQ approach are not significant. Finally, we suggest that insofar as the PV approach requires greater administrative costs to implement, it may even be counterproductive to the goal of wealth maximization. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 377–389, 1998     

On lifetimes in random environments

For a component operating in random environment, whose hazard rate is assumed to be the realization of a suitable increasing stochastic process, conditions are found such that its lifetime is increasing in likelihood ratio (ILR). For the lifetimes of two components of the same kind some comparisons based on partial stochastic orders are presented. Some applications to the case of repairable components are finally provided. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 365–375, 1998     

Estimating reliability of components with increasing failure rate using series system data

The maximum likelihood estimator (MLE) for a distribution function with increasing failure rate is derived, based on a collection of series system data. Applications can arise in industries where operating environments make available only such system-level data, due to system configuration or type-II censoring. The estimator can be solved using isotonic regression. For the special case in which systems contain one component, the estimator is equivalent to the restricted maximum likelihood estimator of Marshall and Proschan [9]. The MLE is illustrated using emergency diesel generator failure data from the nuclear industry. © 1998 John Wiley & Sons, Inc. Naval Research Logistics 45: 115–123, 1998     

变窗长秩排序统计滤波器与噪声图象滤波

基于信号分解理论,在非线性秩排序统计滤波器基础上,提出一种新型的非线性滤波器结构——二值秩排序统计滤波器。主要工作包括:(1)提出了滤波器的定义和实现结构;(2)实现算法;(3)滤波特性分析;(4)噪声图象滤波的计算机仿真。理论分析和实验结果表明,本文提出的滤波器具有良好的脉冲干扰抑制能力和边缘保持特性,硬件实现简单。