最优停止理论中离散化方法的应用

离散化方法是研究连续参数最优停止理论和马尔可夫过程最优停止理论的有效方法。本文对这一方法进行了阐述，并用此方法解决了两个实际问题。     

发动机平均值模型的开发与检验

建立了一个车用增压柴油机工作过程仿真的平均值模型.这个模型重在描述发动机状态变量的时间平均值,结构紧凑,使用方便,实例计算结果与试验值符合较好,适合于电控柴油机硬件在环仿真系统应用.     

Dynamic learning,pricing, and ordering by a censored newsvendor

We address the problem of determining optimal ordering and pricing policies in a finite‐horizon newsvendor model with unobservable lost sales. The demand distribution is price‐dependent and involves unknown parameters. We consider both the cases of perishable and nonperishable inventory. A very general class of demand functions is studied in this paper. We derive the optimal ordering and pricing policies as unique functions of the stocking factor (which is a linear transformation of the safety factor). An important expression is obtained for the marginal expected value of information. As a consequence, we show when lost sales are unobservable, with perishable inventory the optimal stocking factor is always at least as large as the one given by the single‐period model; however, if inventory is nonperishable, this result holds only under a strong condition. This expression also helps to explain why the optimal stocking factor of a period may not increase with the length of the problem. We compare this behavior with that of a full information model. We further examine the implications of the results to the special cases when demand uncertainty is described by additive and multiplicative models. For the additive case, we show that if demand is censored, the optimal policy is to order more as well as charge higher retail prices when compared to the policies in the single‐period model and the full information model. We also compare the optimal and myopic policies for the additive and multiplicative models. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

Minimal LST representations of MAP(n)s: Moment fittings and queueing approximations

A Markovian arrival process of order n, MAP(n), is typically described by two n × n transition rate matrices in terms of rate parameters. While it is straightforward and intuitive, the Markovian representation is redundant since the minimal number of parameters is n² for non‐redundant MAP(n). It is well known that the redundancy complicates exact moment fittings. In this article, we present a minimal and unique Laplace‐Stieltjes transform (LST) representations for MAP(n)s. Even though the LST coefficients vector itself is not a minimal representation, we show that the joint LST of stationary intervals can be represented with the minimum number of parameters. We also propose another minimal representation for MAP(3)s based on coefficients of the characteristic polynomial equations of the two transition rate matrices. An exact moment fitting procedure is presented for MAP(3)s based on two proposed minimal representations. We also discuss how MAP(3)/G/1 departure process can be approximated as a MAP(3). A simple tandem queueing network example is presented to show that the MAP(3) performs better than the MAP(2) in queueing approximations especially under moderate traffic intensities. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 549–561, 2016     

A bivariate optimal replacement policy for a cold standby repairable system with repair priority

In this article, an optimal replacement policy for a cold standby repairable system consisting of two dissimilar components with repair priority is studied. Assume that both Components 1 and 2, after repair, are not as good as new, and the main component (Component 1) has repair priority. Both the sequence of working times and that of the components'repair times are generated by geometric processes. We consider a bivariate replacement policy (T,N) in which the system is replaced when either cumulative working time of Component 1 reaches T, or the number of failures of Component 1 reaches N, whichever occurs first. The problem is to determine the optimal replacement policy (T,N)* such that the long run average loss per unit time (or simply the average loss rate) of the system is minimized. An explicit expression of this rate is derived, and then optimal policy (T,N)* can be numerically determined through a two‐dimensional‐search procedure. A numerical example is given to illustrate the model's applicability and procedure, and to illustrate some properties of the optimal solution. We also show that if replacements are made solely on the basis of the number of failures N, or solely on the basis of the cumulative working time T, the former class of policies performs better than the latter, albeit only under some mild conditions. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

加强社会主义核心价值体系建设的理性思考

社会主义核心价值体系是兴国之魂,是社会主义先进文化的精髓,决定着中国特色社会主义发展方向。建设社会主义核心价值体系,必须以马克思主义为指导思想,确立中国特色社会主义共同理想,在实践中坚持价值体系的辩证性,从而巩固全党全国各族人民团结奋斗的思想道德基础。     

Optimal joint preventive maintenance and production policies

We study joint preventive maintenance (PM) and production policies for an unreliable production‐inventory system in which maintenance/repair times are non‐negligible and stochastic. A joint policy decides (a) whether or not to perform PM and (b) if PM is not performed, then how much to produce. We consider a discrete‐time system, formulating the problem as a Markov decision process (MDP) model. The focus of the work is on the structural properties of optimal joint policies, given the system state comprised of the system's age and the inventory level. Although our analysis indicates that the structure of optimal joint policies is very complex in general, we are able to characterize several properties regarding PM and production, including optimal production/maintenance actions under backlogging and high inventory levels, and conditions under which the PM portion of the joint policy has a control‐limit structure. In further special cases, such as when PM set‐up costs are negligible compared to PM times, we are able to establish some additional structural properties. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

Properties of the geometric and related processes

Some properties of the geometric process are studied along with those of a related process which we propose to call the α‐series process. It is shown that the expected number of counts at an arbitrary time does not exist for the decreasing geometric process. The decreasing version of the α‐series process does have a finite expected number of counts, under certain conditions. This process also has the same advantages of tractability as the geometric process; it exhibits some properties which may make it a useful complement to the increasing geometric process. In addition, it may be fit to observed data as easily as the geometric process. Applications in reliability and stochastic scheduling are considered in order to demonstrate the versatility of the alternative model. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

基于更新过程的多阶段备件需求模型

正态分布、威布尔分布是常用的备件寿命模型,但是正态分布和威布尔分布的记忆性会导致多阶段需求量预测的相关性.利用更新过程理论,将叠加的更新过程分解和拼接,建立单阶段多项备件需求模型;通过将年龄转移到下个阶段,建立了多阶段不可修备件需求模型;采用加权平均法对多阶段需求模型进行了修正.仿真表明,这种模型能有效预测多阶段需求的波动.     

Stochastic regret minimization for revenue management problems with nonstationary demands

We study an admission control model in revenue management with nonstationary and correlated demands over a finite discrete time horizon. The arrival probabilities are updated by current available information, that is, past customer arrivals and some other exogenous information. We develop a regret‐based framework, which measures the difference in revenue between a clairvoyant optimal policy that has access to all realizations of randomness a priori and a given feasible policy which does not have access to this future information. This regret minimization framework better spells out the trade‐offs of each accept/reject decision. We proceed using the lens of approximation algorithms to devise a conceptually simple regret‐parity policy. We show the proposed policy achieves 2‐approximation of the optimal policy in terms of total regret for a two‐class problem, and then extend our results to a multiclass problem with a fairness constraint. Our goal in this article is to make progress toward understanding the marriage between stochastic regret minimization and approximation algorithms in the realm of revenue management and dynamic resource allocation. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 433–448, 2016