Dynamic pricing and replenishment: Optimality,bounds, and asymptotics

In many applications, managers face the problem of replenishing and selling products during a finite time horizon. We investigate the problem of making dynamic and joint decisions on product replenishment and selling in order to improve profit. We consider a backlog scenario in which penalty cost (resulting from fulfillment delay) and accommodation cost (resulting from shortage at the end of the selling horizon) are incurred. Based on continuous‐time and discrete‐state dynamic programming, we study the optimal joint decisions and characterize their structural properties. We establish an upper bound for the optimal expected profit and develop a fluid policy by resorting to the deterministic version of the problem (ie, the fluid problem). The fluid policy is shown to be asymptotically optimal for the original stochastic problem when the problem size is sufficiently large. The static nature of the fluid policy and its lack of flexibility in matching supply with demand motivate us to develop a “target‐inventory” heuristic, which is shown, numerically, to be a significant improvement over the fluid policy. Scenarios with discrete feasible sets and lost‐sales are also discussed in this article.     

目标宽频带RCS的快速算法研究

目标宽带RCS预估算法一直是计算电磁学的一个研究热点，本文分别研究了渐近波形估计技术（AWE）与最佳一致逼近技术在宽频带RCS预估领域内的应用。首先，介绍了传统矩量法计算RCS的原理，并分析了两种快速算法的计算过程。然后，采用这两种技术，分别计算了简易飞机模型的RCS值，并对这两种方法进行比较。计算结果表明相比传统的矩量法，这两种方法在不影响精度的前提下大大提高了计算效率。同时，相比渐近波形估计技术，最佳一致逼近技术在节省内存，节约时间方面更具优势。最后，采用最佳一致逼近理论，结合电磁计算软件，实现较大尺寸目标的宽频带RCS的计算。     

具有坐标耦合和处理时滞的二阶离散多智能体系统的一致性

根据系统的拓扑结构、离散步长和旋转矩阵的旋转角,确定系统的渐近行为,给出多智能体系统达成二阶一致性的充要条件。证明了当0是拉普拉斯矩阵的一个简单特征值且离散步长、旋转角小于由代数方程确定的临界值时,会出现渐近一致性。数值模拟结果证明理论结果的正确性。设计了特征参数影响二阶一致性的相关案例,说明特征参数相关结论可为控制理论的一致收敛分析提供重要判据和理论支撑。     

一类具有时滞的军事技术创新模型的定性分析

为探索军事技术创新的特点和规律,应用非线性动力系统的定性理论方法,建立了一类具有确定时滞的军事技术创新模型,分析了模型的渐进稳定性,为保持军事技术的持续发展,根据稳定性结果,必须缩短军事技术创新的周期,加快军事技术创新的步伐。     

On a Markov‐modulated shock and wear process

We present transient and asymptotic reliability indices for a single‐unit system that is subject to Markov‐modulated shocks and wear. The transient results are derived from the (transform) solution of an integro‐differential equation describing the joint distribution of the cumulative degradation process and the state of the modulating process. Additionally, we prove the asymptotic normality of a properly centered and time‐scaled version of the cumulative degradation at time t. This asymptotic result leads to a simple normal approximation for a properly centered and space‐scaled version of the systes lifetime distribution. Two numerical examples illustrate the quality of the normal approximation. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

Statistical analysis of exponential lifetimes under an adaptive Type‐II progressive censoring scheme

In this article, a mixture of Type‐I censoring and Type‐II progressive censoring schemes, called an adaptive Type‐II progressive censoring scheme, is introduced for life testing or reliability experiments. For this censoring scheme, the effective sample size m is fixed in advance, and the progressive censoring scheme is provided but the number of items progressively removed from the experiment upon failure may change during the experiment. If the experimental time exceeds a prefixed time T but the number of observed failures does not reach m, we terminate the experiment as soon as possible by adjusting the number of items progressively removed from the experiment upon failure. Computational formulae for the expected total test time are provided. Point and interval estimation of the failure rate for exponentially distributed failure times are discussed for this censoring scheme. The various methods are compared using Monte Carlo simulation. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

具时滞的比率型三种群捕食系统的全局渐近稳定性

研究了一类具有时滞的比率型三种群捕食者-食饵系统,给出了系统持续生存的条件。通过构造Lyapunov泛函的方法得到了该系统正平衡态全局渐近稳定的充分条件。