Natural gas storage valuation and optimization: A real options application

In this article, we present an algorithm for the valuation and optimal operation of natural gas storage facilities. Real options theory is used to derive nonlinear partial‐integro‐differential equations (PIDEs), the solution of which give both valuation and optimal operating strategies for these facilities. The equations are designed to incorporate a wide class of spot price models that can exhibit the same time‐dependent, mean‐reverting dynamics, and price spikes as those observed in most energy markets. Particular attention is paid to the operational characteristics of real storage units. These characteristics include working gas capacities, variable deliverability and injection rates, and cycling limitations. We illustrate the model with a numerical example of a salt cavern storage facility that clearly shows how a gas storage facility is like a financial straddle with both put and call properties. Depending on the amount of gas in storage the relative influence of the put and call components vary. © 2009 Wiley Periodicals, Inc. Naval Research Logistics 2009     

多轴越野车辆悬架部件结构优化设计

基于有限单元法、变密度方法和车辆动力学分析方法,对某型多轴越野车辆的典型部件(前悬架摆臂)主体进行了结构优化设计研究。结果表明:通过结构优化,降低了摆臂的质量,提高了摆臂的静态、动态结构刚度和强度。     

基于摆动式单线激光雷达的障碍物检测算法

基于无急回摆动机构,实现了单线激光雷达对周围区域环境的实时感知与建图。为了准确地检测障碍物,在讨论了摆动机构的安装标定及扫描帧与角度编码器对准方法的基础上,采用了一种生成可通行性代价地图(costmap)的算法。该算法以2-D栅格模型方式,通过综合高程信息、测量值个数、扫描帧个数和测量时间等信息,得到各栅格单元的代价值,生成一张关于环境可通行性代价地图。实车验证结果表明:基于该算法得到的地图能够较好地描述环境的可通行性,实现了对环境的实时感知。     

视景仿真中运动实体的动态碰撞检测

在视景仿真中,经常会出现运动实体穿入或穿透其他实体的现象,而用现有的各类包围盒模型不能很好地处理这一问题。为了解决这个问题,介绍了包围盒方法,分析了实体平动、转动、组合运动及相应包围盒的碰撞检测;针对所发现的问题,提出动态碰撞检测方法,并建立了运动实体的动态碰撞检测模型;运用OpenGVS图形引擎,通过VC++编程对模型进行了仿真,通过对仿真结果的对比实验,验证了模型的可行性。     

水下缩比航行体热尾流的红外探测实验

根据缩比模型,建立缩比红外成像实验测试系统,对水下航行体的体积、航行深度、运动速度、尾流排放等进行缩比设计,设计多种实验工况,可实现缩比目标模型红外尾流的静态和动态测试。一方面明确红外尾流的可探测性,另一方面掌握红外尾流可探测性的影响因素以及红外尾流的变化规律,为下一步工作奠定基础。缩比实验结果表明,利用区域灰度均值和均方差的起伏变化可有效探测水下航行体水面尾迹。     

基于梯形直觉模糊数的动态多准则群决策方法

针对决策信息为梯形直觉模糊数的多准则决策问题,引入含参得分函数和相关系数提出了一种动态多准则群决策方法,首先利用参照方案相关系数总偏差最小的非线性规划模型求解客观准则权重,通过参数因子转化犹豫度集结得到各方案综合得分函数,最后根据参数动态变化进行MATLAB仿真分析并排序。该方法适用于准则权重已知和未知的情形,弥补了犹豫度缺失和基于距离测度决策方法的缺陷,并通过航空装备保障合同商的选择决策实例验证了有效性。     

Robust shortest path planning and semicontractive dynamic programming

In this article, we consider shortest path problems in a directed graph where the transitions between nodes are subject to uncertainty. We use a minimax formulation, where the objective is to guarantee that a special destination state is reached with a minimum cost path under the worst possible instance of the uncertainty. Problems of this type arise, among others, in planning and pursuit‐evasion contexts, and in model predictive control. Our analysis makes use of the recently developed theory of abstract semicontractive dynamic programming models. We investigate questions of existence and uniqueness of solution of the optimality equation, existence of optimal paths, and the validity of various algorithms patterned after the classical methods of value and policy iteration, as well as a Dijkstra‐like algorithm for problems with nonnegative arc lengths.© 2016 Wiley Periodicals, Inc. Naval Research Logistics 66:15–37, 2019     

基于势场启发蚁群算法的远程水中兵器航路规划

针对航行误差较大的远程水中兵器航路规划问题，采用栅格化方法建立海洋环境模型，为使兵器在航行过程中能有效规避障碍并导向目标，提出一种人工势场力为启发因子的改进蚁群算法，利用该方法搜索远程水中兵器从起始点至目标点的最佳路径，算法解决了经典蚁群算法容易陷入局部最优及收敛速度慢的问题。仿真结果表明该规划算法虽有少量的路径损失，但可以有效避免由于误差引起的航行安全问题，是一种有效的远程水中兵器航路规划方法。     

Scheduling policies for an antiterrorist surveillance system

This article concerns scheduling policies in a surveillance system aimed at detecting a terrorist attack in time. Terrorist suspects arriving at a public area are subject to continuous monitoring, while a surveillance team takes their biometric signatures and compares them with records stored in a terrorist database. Because the surveillance team can screen only one terrorist suspect at a time, the team faces a dynamic scheduling problem among the suspects. We build a model consisting of an M/G/1 queue with two types of customers—red and white—to study this problem. Both types of customers are impatient but the reneging time distributions are different. The server only receives a reward by serving a red customer and can use the time a customer has spent in the queue to deduce its likely type. In a few special cases, a simple service rule—such as first‐come‐first‐serve—is optimal. We explain why the problem is in general difficult and we develop a heuristic policy motivated by the fact that terrorist attacks tend to be rare events. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

薄壳变速箱壳体动态响应仿真分析与试验验证

在ADAMS（Automatic Dynamic Analysis of Mechanical Systems）中搭建薄壳箱体的刚柔耦合虚拟仿真模型，进行动态响应仿真分析。在相同试验条件下，搭建薄壳箱体动态响应试验台架，并进行动态振动试验。利用Q-400非接触式测试系统测量台架试验结果。对比仿真分析和试验测量结果，验证了仿真分析模型的准确性和计算结果的可靠性。