基于时滞分割法的具有leakage项时滞的离散型神经网络状态估计

摘要：研究一类具有leakage时滞的离散型神经网络的状态估计问题．通过构造新的Lyapunov泛函得到保证估计误差全局渐近稳定的充分条件,并通过求解一个线性矩阵不等式（LMI）得到状态估计器的增益矩阵．采用一种新的时滞分割方法将变时滞区间分割为多个子区间,使该结果在获得更小的保守性同时也降低了计算的复杂度．     

What you should know about simulation and derivatives

Derivatives (or gradients) are important for both sensitivity analysis and optimization, and in simulation models, these can often be estimated efficiently using various methods other than brute‐force finite differences. This article briefly summarizes the main approaches and discusses areas in which the approaches can most fruitfully be applied: queueing, inventory, and finance. In finance, the focus is on derivatives of another sort. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Column generation for stochastic green telecommunication network planning with switchable base stations

We present the green telecommunication network planning problem with switchable base stations, where the location and configuration of the base stations are optimized, while taking into account uncertainty and variability of demand. The problem is formulated as a two‐stage stochastic program under demand uncertainty with integers in both stages. Since solving the presented problem is computationally challenging, we develop the corresponding Dantzig‐Wolfe reformulation and propose a solution approach based on column generation. Comprehensive computational results are provided for instances of varying characteristics. The results show that the joint location and dynamic switching of base stations leads to significant savings in terms of energy cost. Up to 30% reduction in power consumption cost is achieved while still serving all users. In certain cases, allowing dynamic configurations leads to more installed base stations and higher user coverage, while having lower total energy consumption. The Dantzig‐Wolfe reformulation provides solutions with a tight LP‐gap eliminating the need for a full branch‐and‐price scheme. Furthermore, the proposed column generation solution approach is computationally efficient and outperforms CPLEX on the majority of the tested instances. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 351–366, 2016     

Investment in production resource flexibility: An empirical investigation of methods for planning under uncertainty

We examine several methods for evaluating resource acquisition decisions under uncertainty. Traditional methods may underestimate equipment benefit when part of this benefit comes from decision flexibility. We develop a new, practical method for resource planning under uncertainty, and show that this approach is more accurate than several commonly used methods. We successfully applied our approach to an investment problem faced by a major firm in the aviation information industry. Our recommendations were accepted and resulted in estimated annual savings in excess of $1 million (US). © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

一类随机差分方程的解序列的最优停止规则

设报酬序列{x_(?),(?),n≥0}满足随机差分方程x_(n+1)=x_n+a_n+b_nε_(n+1)(ε_1,ε_2,…为白噪声序列)。本文讨论了用有限情形{x_n,0≤n≤N}的Snell包逼近无限情形{x_n,n≥0)的Snell包的条件,得到了x_n=E(x_n|(?))((?)=σ{ε_0,ε_1,…,ε_n},ε_0=0)的Snell包r_n的分解形式和最优停时存在的条件。最后讨论了最优停止规则的迭代计算法,并得出了迭代过程在有限步停止的充分条件。     

随机共振原理在强噪声背景信号检测中的应用

动态系统中的噪声常被认为是令人讨厌的东西 ,但在特定的非线性系统中 ,噪声的存在事实上能够增强微弱信号的检测能力 ,这种现象就是随机共振 (SR ,stochasticresonance) ,它在物理、工业技术和生物医学领域里具有广泛的应用潜力。给出了利用随机共振原理检测微弱周期信号的基本方法 ,并采用模拟的信号对该方法进行了分析与验证。结果表明 ,该方法简单、稳健、可靠 ,能把信噪比较低的周期信号从强背景噪声中可靠地提取出来 ,将在机械故障诊断领域展示诱人的前景     

随机 Petri 网的瓶颈及其最大处理能力

介绍了随机Ｐｅｔｒｉ网瓶颈的概念,给出了一般随机Ｐｅｔｒｉ网最大处理能力的数学模型,针对一类特殊结构的随机Ｐｅｔｒｉ网,导出了分析其最大处理能力和瓶颈的快速算法,最后给出了一个防空决策组织信息处理瓶颈与处理能力分析的实例。     

一种基于估计熵的自适应模糊滤波器及其在箭遥信号处理中的仿真应用

介绍了一种基于估计熵的自适应模糊滤波器 ,并将其应用于宽带噪声中火箭遥测速变信号的数字滤波。讨论了自适应模糊滤波算法 ,给出了应用实验结果。分析和实验表明 ,这种新型滤波器能根据信号的复杂程度自动调节其参数 ,对宽带噪声中非平稳随机信号有较好的滤波效果     

Analysis of artillery shoot‐and‐scoot tactics

Firing multiple artillery rounds from the same location has two main benefits: a high rate of fire at the enemy and improved accuracy as the shooter's aim adjusts to previous rounds. However, firing repeatedly from the same location carries significant risk that the enemy will detect the artillery's location. Therefore, the shooter may periodically move locations to avoid counter‐battery fire. This maneuver is known as the shoot‐and‐scoot tactic. This article analyzes the shoot‐and‐scoot tactic for a time‐critical mission using Markov models. We compute optimal move policies and develop heuristics for more complex and realistic settings. Spending a reasonable amount of time firing multiple shots from the same location is often preferable to moving immediately after firing an initial salvo. Moving frequently reduces risk to the artillery, but also limits the artillery's ability to inflict damage on the enemy.     

Inventory management with advance capacity information

An important aspect of supply chain management is dealing with demand and supply uncertainty. The uncertainty of future supply can be reduced if a company is able to obtain advance capacity information (ACI) about future supply/production capacity availability from its supplier. We address a periodic‐review inventory system under stochastic demand and stochastic limited supply, for which ACI is available. We show that the optimal ordering policy is a state‐dependent base‐stock policy characterized by a base‐stock level that is a function of ACI. We establish a link with inventory models that use advance demand information (ADI) by developing a capacitated inventory system with ADI, and we show that equivalence can only be set under a very specific and restrictive assumption, implying that ADI insights will not necessarily hold in the ACI environment. Our numerical results reveal several managerial insights. In particular, we show that ACI is most beneficial when there is sufficient flexibility to react to anticipated demand and supply capacity mismatches. Further, most of the benefits can be achieved with only limited future visibility. We also show that the system parameters affecting the value of ACI interact in a complex way and therefore need to be considered in an integrated manner. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011