Probabilistic solution and bounds for serial inventory systems with discounted and average costs

We consider the infinite horizon serial inventory system with both average cost and discounted cost criteria. The optimal echelon base‐stock levels are obtained in terms of only probability distributions of leadtime demands. This analysis yields a novel approach for developing bounds and heuristics for optimal inventory control polices. In addition to deriving the known bounds in literature, we develop several new upper bounds for both average cost and discounted cost models. Numerical studies show that the bounds and heuristic are very close to optimal.© 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

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     

一种支持向量机增量学习淘汰算法

针对大规模数据集的分类问题,支持向量机的训练成为一个难题。增量学习是解决这一难题的思路之一。分析了新增样本加入训练集后支持向量集的变化情况,提出了一种基于密度法的支持向量机增量学习淘汰算法,淘汰了对最终分类无用的样本,在保证测试精度的同时减少了训练时间。实验仿真证明这种算法是有效的。     

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LBP-PCA的多传感器目标识别算法

为了更加有效地提高多传感器图像融合后的识别率,提出一种基于LBP-PCA的多传感器目标识别算法。首先分别对红外和可见光图像进行预处理用以突显出要识别的目标,采用LBP算法提取目标的特征点向量,利用PCA算法进行特征融合,得到降维后的融合特征,最后利用SVM(支持向量机)进行分类和识别。实验仿真结果表明多传感器目标经过LBP-PCA融合后在保持足够数量的有效信息基础上降低了特征的维数,有效地提高了目标识别率。     

从大国博弈视角解读与应对第三次抵消战略

在常规军力优势相对衰落、经费预算日益缩紧的背景下,美军为维持其军事霸权,提出了旨在实现兵力全球自由投送的第三次抵消战略(Third Offset Strategy)。通过梳理抵消战略的现实背景、历史沿革和战略目的,我们发现如果把第三次抵消战略简单视作美军的军事技术发展战略甚至军事战略,就会陷入片面而幼稚的认识误区。除了防范潜在的技术诱骗和技术突袭,更应该从大国博弈的战略视角出发,全面审视和应对第三次抵消战略对我国的挑战。美军实现国家利益的需求导向、自我变革的决心勇气和创新能力、科技兴军的先进理念和以军为主的军民融合成功经验值得借鉴。要以我为主参与制定未来战争的"游戏规则",做到"你打你的,我打我的";要深入研究美军作战体系和美国国家战略的薄弱环节,有针对性地"攻其所必救",从而化解重大安全挑战,争得新的战略机遇期。