A branch‐and‐price approach for the stochastic generalized assignment problem

In this article, we address a stochastic generalized assignment machine scheduling problem in which the processing times of jobs are assumed to be random variables. We develop a branch‐and‐price (B&P) approach for solving this problem wherein the pricing problem is separable with respect to each machine, and has the structure of a multidimensional knapsack problem. In addition, we explore two other extensions of this method—one that utilizes a dual‐stabilization technique and another that incorporates an advanced‐start procedure to obtain an initial feasible solution. We compare the performance of these methods with that of the branch‐and‐cut (B&C) method within CPLEX. Our results show that all B&P‐based approaches perform better than the B&C method, with the best performance obtained for the B&P procedure that includes both the extensions aforementioned. We also utilize a Monte Carlo method within the B&P scheme, which affords the use of a small subset of scenarios at a time to estimate the “true” optimal objective function value. Our experimental investigation reveals that this approach readily yields solutions lying within 5% of optimality, while providing more than a 10‐fold savings in CPU times in comparison with the best of the other proposed B&P procedures. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 131–143, 2014     

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     

基于松弛序列凸优化的轮式机器人协同轨迹规划

针对威胁环境下的多智能体协同轨迹规划问题,以轮式机器人为对象,研究了基于序列凸优化方法的协同轨迹规划方法.首先通过对轮式机器人模型的分析,给出单独轮式机器人实际物理约束,同时以状态量、控制量加权为性能指标,考虑运动学方程、避障避碰约束、个体物理性能约束、终端约束,建立多轮式机器人协同轨迹规划问题;其次,对运动学方程、避...     

一种辐射屏蔽模拟计算的方法

本文论述了用蒙特卡罗方法直接模拟计算非带电粒子辐射的屏蔽穿透概率问题,讨论了粒子穿透概率无偏估计的两种实际情况,探讨了将粒子输运理论应用于解决实际辐射物理问题的途径。     

利用Monte Carlo法,确定对坦克临战队形射击的火力分配方案

利用Monte Carlo法,对坦克临战队形射击的两种不同的方案进行模拟比较,以确定出最优的火力分配方案。     

Revisiting J.C. Wylie's Dichotomy of Strategy: The Effects of Sequential and Cumulative Patterns of Operations

J.C. Wylie presented his dichotomy of sequential and cumulative operational patterns in a context of effect through control, not victory or peace, as the objective of war. The author refines concepts of control presented by Rosinski, Eccles, Schelling and Corbett and presents its three facets (taking, denying, exercising) to develop a model of control as manipulation of the opponent's operational choices. This concept of control, when applied to sequential and cumulative strategy, reveals the effect each has operationally and, from there, strategically, in the primary arenas and forms of engagement (land, sea, air and cyberspace; conventional, guerrilla, terrorism, special operations).     

On fair designs of cross-chain exchange for cryptocurrencies via Monte Carlo simulation

Cryptocurrency is one of the earliest and the most successful applications of blockchain, and it utilizes the distributed ledger, which is a commonly used technique in blockchain, to make a decentralized transaction within the blockchain of a cryptocurrency. However, how to make a decentralized transaction of cryptocurrencies between parties on different blockchains, that is, the cross-chain exchange, is not well-studied. In this paper, we develop a new method to make cross-chain exchanges based on the classical atomic swap. We first study the optionality embedded into the atomic swap and propose to add a premium into the atomic swap, and then design a new procedure with the premium to guarantee the fairness of the cross-chain exchange. We also provide an algorithm based on the least-squares Monte Carlo method to estimate the premium and analyze the convergence of the algorithm. Moreover, we study the cross-chain exchange with margin trading. We propose an adapted exchange procedure to make a fair cross-chain exchange and an algorithm to estimate the fair premium under the margin trading. Numerical experiments are provided to show the effectiveness of the algorithms.     

基于Bayes小子样二项分布单元可靠性评定的仿真方法

对于小子样二项分布单元可靠度下限评定,经典方法有很大局限性,文中介绍了Bayes方法。并在其基础上提出基于Bayes方法的Monte Carlo仿真方法,示例证明,该方法有很好的应用前途。     

利用蒙特卡洛法评定火箭炮对岸射击效能

为了更好的评定舰载火箭炮对岸射击的射击效能,选用了毁伤概率为效能指标,应用重叠系数法排除子弹重叠的影响,运用蒙特卡罗法计算出毁伤概率,并给出了保证实验精度的方法。实际举例结果表明,在评定毁伤效率时,应用重叠系数较大程度地减少因重叠造成的误差。该方法在研究火箭弹对岸射击效能时,能够更好的提高精度,减小误差。     

侵彻子母弹封锁机场跑道最小升降窗口搜索算法研究

针对侵彻子母弹封锁机场跑道中判断是否存在最小升降窗口的"两点比较"算法,提出更为符合实际毁伤情况的"网格-矩阵"算法。采用随机分布的数学模型和计算机仿真模型,利用Monte Carlo法模拟侵彻子母弹子弹的落点。最后在Matlab7.0环境下对两种算法进行了仿真试验和对比分析,提出两种算法在火力辅助决策中的使用建议。