基于离散事件仿真要素的军事仿真因果追溯方法

基于离散事件系统建模与仿真的军事仿真系统在军事筹划阶段扮演着至关重要的作用。因果追溯与分析是军事仿真中重要的技术，它可以在大量的数据与复杂的交互关系中找出时序上的关联关系，帮助研究人员确定作战行动中的一些关键实体或事件，用于探究战争的发展脉络与蕴含其中的因果关系。首先对作战仿真领域的因果追溯分析做了简要介绍，然后提出了一种基于离散事件仿真要素的因果追溯分析方法，这种方法可以分析军事仿真中的因果关系，并且有很高的通用性和良好的实用性。     

基于分布式信息融合的多舰纯方位跟踪

提出一种基于信息融合的分布式多舰纯方位跟踪算法 ,该算法采用时变采样间隔的修正增益推广卡尔曼滤波器 ,用多条舰艇的舰载电子侦察设备对海上多个运动辐射源目标进行分布式纯方位跟踪融合。计算机模拟结果表明 ,该算法能满足工程应用的要求     

Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note

This study applies a non-parametric causality-in-quantiles test to examine the causal effect of geopolitical risks on return and volatility dynamics of Islamic equity and bond markets. Geopolitical risks are generally found to impact Islamic equity market volatility measures, rather than returns. However, geopolitical risks tend to predict both returns and volatility measures of Islamic bonds. Interestingly, causality, when it exists for returns and/or volatility of Islamic equities and bonds, is found to hold over entire conditional distributions of returns and volatilities, barring the extreme ends of the same.     

Competition under time‐varying demands and dynamic lot sizing costs

We develop a competitive pricing model which combines the complexity of time‐varying demand and cost functions and that of scale economies arising from dynamic lot sizing costs. Each firm can replenish inventory in each of the T periods into which the planning horizon is partitioned. Fixed as well as variable procurement costs are incurred for each procurement order, along with inventory carrying costs. Each firm adopts, at the beginning of the planning horizon, a (single) price to be employed throughout the horizon. On the basis of each period's system of demand equations, these prices determine a time series of demands for each firm, which needs to service them with an optimal corresponding dynamic lot sizing plan. We establish the existence of a price equilibrium and associated optimal dynamic lotsizing plans, under mild conditions. We also design efficient procedures to compute the equilibrium prices and dynamic lotsizing plans.© 2008 Wiley Periodicals, Inc. Naval Research Logistics 2009     

多维AR(p)模型在预报舰船运动中的应用

在舰空导弹武器系统的实战中,能够实时预报舰船的运动状态非常必要。给出了利用多维AR(p)模型对舰船运动参数进行预报及修正的方法。