A robust policy for serial agile production systems

One of the major problems in modeling production systems is how to treat the job arrival process. Restrictive assumptions such as Markovian arrivals do not represent real world systems, especially if the arrival process is generated by job departures from upstream workstations. Under these circumstances, cost‐effective policies that are robust with respect to the nature of the arrival process become of interest. In this paper, we focus on minimizing the expected total holding and setup costs in a two‐stage produce‐to‐order production system operated by a cross‐trained worker. We will show that if setup times are insignificant in comparison with processing times, then near‐optimal policies can be generated with very robust performances with respect to the arrival process. We also present conditions under which these near‐optimal policies can be obtained by using only the arrival and service rates. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

Predictability of operational processes over finite horizon

Operational processes are usually studied in terms of stochastic processes. The main information measure used for predictability of stochastic processes is the entropy rate, which is asymptotic conditional entropy, thus not suitable for application over a finite horizon. We use the conditional entropy to study the predictability of stochastic processes over the finite horizon. It is well‐known that the conditional entropies of stationary processes decrease as the processes evolve, implying that, on average, their pasts become more informative about prediction of their future outcomes. Some important operational processes such as martingale, models for maintenance policies, nonhomogeneous Poisson, and mixed Poisson processes are nonstationary. We show that as a nonstationary process evolves, it may provide more information or less information about the future state of the system. We develop results for comparing the predictability of stochastic processes. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Inventory control in divergent supply chains with time‐based dispatching and shipment consolidation

This article analyses a divergent supply chain consisting of a central warehouse and N nonidentical retailers. The focus is on joint evaluation of inventory replenishment and shipment consolidation effects. A time‐based dispatching and shipment consolidation policy is used at the warehouse in conjunction with real‐time point‐of‐sale data and centralized inventory information. This represents a common situation, for example, in various types of vendor managed inventory systems. The main contribution is the derivation of an exact recursive procedure for determining the expected inventory holding and backorder costs for the system, under the assumption of Poisson demand. Two heuristics for determining near optimal shipment intervals are also presented. The results are applicable both for single‐item and multiitem systems. © 2011 Wiley Periodicals, Inc. Naval Research Logistics 58: 59–71, 2011     

基于SPSO的考虑指控节点受攻击的WTA问题优化方法

鉴于网络中心战中指挥所的重要性,根据实际作战原则,通过对传统武器目标分配(WTA)模型的分析,建立了考虑指控节点受攻击的武器目标分配(Weapon-Target Assignment with Vulnerable Command and Control Nodes,WTAVC2N)模型,并利用随机PSO算法对该模型进行仿真验证。仿真结果表明了利用随机PSO算法解决考虑指挥所被摧毁的武器目标分配问题的有效性及合理性。     

Fashion products with asymmetric sales horizons

In this study, we explore an inventory model for a wholesaler who sells a fashion product through two channels with asymmetric sales horizons. The wholesaler can improve profitability by employing joint procurement and inventory reallocation as a recourse action in response to the dynamics of sales. In this research, a simple stochastic programming model is analyzed to specify the properties of the optimal inventory decisions. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

基于响应平面法的压力容器可靠性评定

针对压力容器制造、使用过程中各种参数的不确定性,提出了一种基于响应平面的随机分析方法.根据某压力容器的结构特点,确定性有限元分析采用了接触有限元,结合中心组合抽样设计构建了容器最大应力的响应平面,以此为基础对压力容器应力分布进行了随机分析.可靠性分析中引入应力—强度干涉模型,并分别对容器壁面和接管处进行了可靠性评定.实...     

基于空间几何法的目视探测地面目标模型

通过模仿对地攻击机上飞行员的目视搜索发现地面可视目标的过程,建立了其空间几何模型;通过该几何模型得到目视搜索发现目标的数学模型;根据实际情况对模型进行简化,得到简化模型.该模型可信度高,能有效地提高作战效能评估的准确性,对于指挥决策部门和设计单位有一定的参考意义.     

An inspection game: Taking account of fulfillment probabilities of players' aims

This paper deals with an inspection game of customs and a smuggler. The customs can take two options of assigning a patrol or not. The smuggler has two strategies of shipping its cargo of contraband or not. Two players have several opportunities to take actions during a limited number of days. When both players do, there are some possibilities that the customs captures the smuggler and, simultaneously, the smuggler possibly makes a success of the smuggling. If the smuggler is captured or there remain no days for playing the game, the game ends. In this paper, we formulate the problem into a multi‐stage two‐person zero‐sum stochastic game and investigate some characteristics of the equilibrium solution, some of which are given in a closed form in a special case. There have been some studies so far on the inspection game. However, some consider the case that the smuggler has only one opportunity of smuggling or the perfect‐capture case that the customs can certainly arrest the smuggler on patrol, and others think of a recursive game without the probabilities of fulfilling the players' purposes. In this paper, we consider the inspection game taking account of the fulfillment probabilities of the players' aims. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

非线性随机动态响应的高效模拟方法

提出了一种分析多自由度非线性系统在随机激励下响应的高效模拟方法。该方法以蒙特卡罗方法为基础,针对动态问题,建立了有效的重要性判别准则,采用俄罗斯轮盘赌与分裂方法来处理响应样本,增加了样本在低失效概率区域出现的几率,提高了模拟效率。通过两个算例表明,该方法操作简单,可以大大地减少计算量,能够适用于实际的工程问题。     

卡尔曼滤波框架下优化增益异类噪声处理方法及其应用

针对基于卡尔曼滤波框架算法只能处理已知高斯噪声系统的局限性,设计能够同时处理含有异类噪声系统的改进算法。将不确定系统受到的干扰分成高斯噪声和未知有界噪声,对噪声特点进行分析,并将其加入状态方程和观测方程;在吸收集员滤波优点的基础上,对标准卡尔曼滤波进行改进,通过计算包含两种异类噪声系统状态的最小均方误差,得到该条件下滤波增益的调整值;将利用集员滤波得到的状态统计量以及两类噪声信息和调整后的滤波增益代入卡尔曼滤波体系,得到改进后的滤波算法。将提出的改进方法应用于不确定车辆导航系统中进行解算,仿真结果表明:改进滤波方法能够有效克服异类噪声的干扰,性能优于扩展卡尔曼滤波方法,对异类噪声具有较好的抵抗能力。