基于马尔可夫预测的低消耗弹药库存仿真建模分析

应用马尔可夫方法的无后效性原理,建立了低消耗弹药库存的预测模型,为该类弹药的年度供应提供依据。在模型建立的基础上,对其仿真算法进行了描述,并应用计算机进行了仿真实现。     

On parallel machine replacement problems with general replacement cost functions and stochastic deterioration

The parallel machine replacement problem consists of finding a minimum cost replacement policy for a finite population of economically interdependent machines. In this paper, we formulate a stochastic version of the problem and analyze the structure of optimal policies under general classes of replacement cost functions. We prove that for problems with arbitrary cost functions, there can be optimal policies where a machine is replaced only if all machines in worse states are replaced (Worse Cluster Replacement Rule). We then show that, for problems with replacement cost functions exhibiting nonincreasing marginal costs, there are optimal policies such that, in any stage, machines in the same state are either all kept or all replaced (No‐Splitting Rule). We also present an example that shows that economies of scale in replacement costs do not guarantee optimal policies that satisfy the No‐Splitting Rule. These results lead to the fundamental insight that replacement decisions are driven by marginal costs, and not by economies of scale as suggested in the literature. Finally, we describe how the optimal policy structure, i.e., the No‐Splitting and Worse Cluster Replacement Rules, can be used to reduce the computational effort required to obtain optimal replacement policies. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

Bayesian analysis of queues with impatient customers: Applications to call centers

Queuing models have been extensively used in the literature for obtaining performance measures and developing staffing policies. However, most of this work has been from a pure probabilistic point of view and has not addressed issues of statistical inference. In this article, we consider Bayesian queuing models with impatient customers with particular emphasis on call center operations and discuss further extensions. We develop the details of Bayesian inference for queues with abandonment such as the M/M/s + M model (Erlang‐A). In doing so, we discuss the estimation of operating characteristics and its implications on staffing. We illustrate the implementation of the Bayesian models using actual arrival, service, and abandonment data from call centers. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

基于马尔可夫过程的介电函数理论研究

基于马尔可夫过程,研究电介质分别在阶跃电场、方波电场和交变电场条件下的极化过程,并给出了介电函数的一般表达式．     

基于马尔可夫过程的武器系统相关失效分析

利用马尔可夫过程分别对共因失效和载荷共享失效两种相关失效的系统平均失效时间进行了建模分析。针对同时出现两种相关失效的武器系统进行了实例分析,并将结果和不考虑相关失效时的计算结果进行了对比,对相关失效分析在可靠性分析和评价中的重要作用进行了阐述。     

动态武器目标分配问题的马尔可夫性

动态武器目标分配(weapon target assignment,WTA)问题是军事运筹学研究的重要理论问题,也是作战指挥决策中迫切需要解决的现实问题。在对动态WTA问题进行描述分析的基础上,运用随机过程理论证明了动态WTA过程的马尔可夫性;给出了该马尔可夫决策过程的状态转移概率的解析表达式,并对其状态特点进行了简要分析。研究结果可以为动态WTA及相关问题的研究提供理论和方法依据。     

用户偏好提取MDP建模研究

将马尔可夫判决过程和智能强化学习算法相结合,给出了异构无线网络环境下用户业务偏好评估模型的技术框架。为动态环境下用户需求的感知、量化和适配特征的研究提供了基本的数学描述,对解决用户体验的评价问题和业务与业务环境的适配问题提供了新的研究思路。仿真结果表明所构建的MDP模型能够在多状态条件下学习用户偏好,根据用户需求智能选择业务。     

Scheduling economic lot sizes in deteriorating production systems

The paper considers the economic lot scheduling problem (ELSP) where production facility is assumed to deteriorate, owing to aging, with an increasing failure rate. The time to shift from an “in‐control” state to an “out‐of‐control” state is assumed to be normally distributed. The system is scheduled to be inspected at the end of each production lot. If the process is found to be in an “out‐of‐control” state, then corrective maintenance is performed to restore it to an “in‐control” state before the start of the next production run. Otherwise, preventive maintenance is carried out to enhance system reliability. The ELSP is formulated under the capacity constraint taking into account the quality related cost due to possible production of non‐conforming items, process inspection, and maintenance costs. In order to find a feasible production schedule, both the common cycle and time‐varying lot sizes approaches are utilized. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 650–661, 2003     

基于马尔可夫分析的人才拥有量研究

基于马尔可夫分析理论,给出了人才拥有量预测的马尔可夫模型,并且讨论了模型中转移概率的确定及模型的预测质量等问题.     

Optimal timing of switches between product sales for sports and entertainment tickets

Like airlines and hotels, sports teams and entertainment venues can benefit from revenue management efforts for their ticket sales. Teams and entertainment venues usually offer bundles of tickets early in their selling horizon and put single‐event tickets on sale at a later date; these organizations must determine the best time to offer individual tickets because both types of ticket sales consume the same fixed inventory. We model the optimal a priori timing decision for a seller with a fixed number of identical tickets to switch from selling the tickets as fixed bundles to individual tickets to maximize the revenue realized before the start of the performance season. We assume that bundle and single‐ticket customers each arrive according to independent, nonhomogeneous Markovian death processes with a linear death rate that can vary over time and that the benefit from selling a ticket in a package is higher than from selling the ticket individually. We characterize the circumstances in which it is optimal for the seller to practice mixed bundling and when the seller should only sell bundles or individual tickets, and we establish comparative statics for the optimal timing decision for the special case of constant customer arrival rates. We extend our analytical results to find the optimal time for offering two groups of tickets with high and low demand. Finally, we apply the timing model to a data set obtained from the sports industry. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2008