Untruthful probabilistic demand forecasts in vendor‐managed revenue‐sharing contracts: Coordinating the chain

Vendor‐managed revenue‐sharing arrangements are common in the newspaper and other industries. Under such arrangements, the supplier decides on the level of inventory while the retailer effectively operates under consignment, sharing the sales revenue with his supplier. We consider the case where the supplier is unable to predict demand, and must base her decisions on the retailer‐supplied probabilistic forecast for demand. We show that the retailer's best choice of a distribution to report to his supplier will not be the true demand distribution, but instead will be a degenerate distribution that surprisingly induces the supplier to provide the system‐optimal inventory quantity. (To maintain credibility, the retailer's reports of daily sales must then be consistent with his supplied forecast.) This result is robust under nonlinear production costs and nonlinear revenue‐sharing. However, if the retailer does not know the supplier's production cost, the forecast “improves” and could even be truthful. That, however, causes the supplier's order quantity to be suboptimal for the overall system. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Production to order and off‐line inspection when the production process is partially observable

This study combines inspection and lot‐sizing decisions. The issue is whether to INSPECT another unit or PRODUCE a new lot. A unit produced is either conforming or defective. Demand need to be satisfied in full, by conforming units only. The production process may switch from a “good” state to a “bad” state, at constant rate. The proportion of conforming units in the good state is higher than in the bad state. The true state is unobservable and can only be inferred from the quality of units inspected. We thus update, after each inspection, the probability that the unit, next candidate for inspection, was produced while the production process was in the good state. That “good‐state‐probability” is the basis for our decision to INSPECT or PRODUCE. We prove that the optimal policy has a simple form: INSPECT only if the good‐state‐probability exceeds a control limit. We provide a methodology to calculate the optimal lot size and the expected costs associated with INSPECT and PRODUCE. Surprisingly, we find that the control limit, as a function of the demand (and other problem parameters) is not necessarily monotone. Also, counter to intuition, it is possible that the optimal action is PRODUCE, after revealing a conforming unit. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Kurtosis correction method for X̄ and R control charts for long‐tailed symmetrical distributions

This paper proposes a kurtosis correction (KC) method for constructing the X? and R control charts for symmetrical long‐tailed (leptokurtic) distributions. The control charts are similar to the Shewhart control charts and are very easy to use. The control limits are derived based on the degree of kurtosis estimated from the actual (subgroup) data. It is assumed that the underlying quality characteristic is symmetrically distributed and no other distributional and/or parameter assumptions are made. The control chart constants are tabulated and the performance of these charts is compared with that of the Shewhart control charts. For the case of the logistic distribution, the exact control limits are derived and are compared with the KC method and the Shewhart method. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

大圆航线导航与控制律设计

随着无人机(UAV)应用范围的扩大,要求无人机能精确跟踪预定航线.预定的飞行任务可以有两种规划方式,一是近似在当地切平面上的直线或曲线;二是飞行距离较长时在地球表面的大圆航线.第二种规划相对复杂,研究较少,因此,介绍了某型无人机的动力学模型,提出了一种全新的大圆航线导航解算算法,设计了大圆导航控制律,此外,还分析了常值风及突风干扰对导航的影响.经计算机仿真验证和部分的实际飞行试验结果表明:与预定航线的距离偏差较小,航迹精度较高,新算法及设计较好地满足了实际大圆航线飞行要求.     

基于随机时间的导弹机动路径规划研究

根据导弹作战机动过程各路段机动时间随机性特点,运用随机规划理论建立了导弹机动任务规划的数学模型,设计了遗传算法求解策略,实现了在一定时间内合理地规划机动路线的任务,并通过算例作了说明。该方法可用于导弹机动路径选择,为导弹作战机动计划的制定提供决策依据。     

Subspace dynamic‐simplex linear interpolation search for mixed‐integer black‐box optimization problems

Design and management of complex systems with both integer and continuous decision variables can be guided using mixed‐integer optimization models and analysis. We propose a new mixed‐integer black‐box optimization (MIBO) method, subspace dynamic‐simplex linear interpolation search (SD‐SLIS), for decision making problems in which system performance can only be evaluated with a computer black‐box model. Through a sequence of gradient‐type local searches in subspaces of solution space, SD‐SLIS is particularly efficient for such MIBO problems with scaling issues. We discuss the convergence conditions and properties of SD‐SLIS algorithms for a class of MIBO problems. Under mild conditions, SD‐SLIS is proved to converge to a stationary solution asymptotically. We apply SD‐SLIS to six example problems including two MIBO problems associated with petroleum field development projects. The algorithm performance of SD‐SLIS is compared with that of a state‐of‐the‐art direct‐search method, NOMAD, and that of a full space simplex interpolation search, Full‐SLIS. The numerical results suggest that SD‐SLIS solves the example problems efficiently and outperforms the compared methods for most of the example cases. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 305–322, 2017     

Alleviating time inconsistent behaviors via a competition scheme

Under quasi‐hyperbolic discounting, the valuation of a payoff falls relatively rapidly for earlier delay periods, but then falls more slowly for longer delay periods. When the salespersons with quasi‐hyperbolic discounting consider the product sale problem, they would exert less effort than their early plan, thus resulting in losses of future profit. We propose a winner‐takes‐all competition to alleviate the above time inconsistent behaviors of the salespersons, and allow the company to maximize its revenue by choosing an optimal bonus. To evaluate the effects of the competition scheme, we define the group time inconsistency degree of the salespersons, which measures the consequence of time inconsistent behaviors, and two welfare measures, the group welfare of the salespersons and the company revenue. We show that the competition always improves the group welfare and the company revenue as long as the company chooses to run the competition in the first place. However, the effect on group time inconsistency degree is mixed. When the optimal bonus is moderate (extreme high), the competition motivates (over‐motivates) the salesperson to work hard, thus alleviates (worsens) the time inconsistent behaviors. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 357–372, 2017     

Probabilistic resource pooling games

We study a setting with a single type of resource and with several players, each associated with a single resource (of this type). Unavailability of these resources comes unexpectedly and with player‐specific costs. Players can cooperate by reallocating the available resources to the ones that need the resources most and let those who suffer the least absorb all the costs. We address the cost savings allocation problem with concepts of cooperative game theory. In particular, we formulate a probabilistic resource pooling game and study them on various properties. We show that these games are not necessarily convex, do have non‐empty cores, and are totally balanced. The latter two are shown via an interesting relationship with Böhm‐Bawerk horse market games. Next, we present an intuitive class of allocation rules for which the resulting allocations are core members and study an allocation rule within this class of allocation rules with an appealing fairness property. Finally, we show that our results can be applied to a spare parts pooling situation.     

基于应变路径法的压入管桩单桩挤土位移

基于应变路径法和球孔扩张理论,结合真实源与虚拟源、真实源与虚拟汇的相互作用,在假定土体变形为小应变的前提下,将压入实心桩单桩挤土位移的求解方法应用于压入管桩,通过求解真实源与虚拟汇共同作用下产生的竖向挤土位移,并修正地表面处的附加剪应力,得到压入管桩单桩竖向挤土位移的解析解;通过求解真实源与虚拟源共同作用下产生的水平挤土位移,并修正地表面处的附加正应力,得到压入管桩单桩水平挤土位移的解析解。由挤土位移的解析解可知,桩长、管桩内外径和土塞高度最大值的变化都会对压入管桩挤土位移产生影响。     

Single batch machine scheduling with deliveries

We consider the problem of scheduling a set of n jobs on a single batch machine, where several jobs can be processed simultaneously. Each job j has a processing time p_j and a size s_j. All jobs are available for processing at time 0. The batch machine has a capacity D. Several jobs can be batched together and processed simultaneously, provided that the total size of the jobs in the batch does not exceed D. The processing time of a batch is the largest processing time among all jobs in the batch. There is a single vehicle available for delivery of the finished products to the customer, and the vehicle has capacity K. We assume that K = rD, where and r is an integer. The travel time of the vehicle is T; that is, T is the time from the manufacturer to the customer. Our goal is to find a schedule of the jobs and a delivery plan so that the service span is minimized, where the service span is the time that the last job is delivered to the customer. We show that if the jobs have identical sizes, then we can find a schedule and delivery plan in time such that the service span is minimum. If the jobs have identical processing times, then we can find a schedule and delivery plan in time such that the service span is asymptotically at most 11/9 times the optimal service span. When the jobs have arbitrary processing times and arbitrary sizes, then we can find a schedule and delivery plan in time such that the service span is asymptotically at most twice the optimal service span. We also derive upper bounds of the absolute worst‐case ratios in both cases. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 470–482, 2015