Index policies for the routing of background jobs

Arriving (generic) jobs may be processed at one of several service stations, but only when no other (dedicated) jobs are waiting there. We consider the problem of how to route these incoming background jobs to make best use of the spare service capacity available at the stations. We develop an approximative approach to Whittle's proposal for restless bandits to obtain an index policy for routing. The indices concerned are increasing and nonlinear in the station workload. A numerical study testifies to the strong performance of the index policies developed. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

Flow shop scheduling with earliness,tardiness, and intermediate inventory holding costs

We consider the problem of scheduling customer orders in a flow shop with the objective of minimizing the sum of tardiness, earliness (finished goods inventory holding), and intermediate (work‐in‐process) inventory holding costs. We formulate this problem as an integer program, and based on approximate solutions to two different, but closely related, Dantzig‐Wolfe reformulations, we develop heuristics to minimize the total cost. We exploit the duality between Dantzig‐Wolfe reformulation and Lagrangian relaxation to enhance our heuristics. This combined approach enables us to develop two different lower bounds on the optimal integer solution, together with intuitive approaches for obtaining near‐optimal feasible integer solutions. To the best of our knowledge, this is the first paper that applies column generation to a scheduling problem with different types of strongly ????‐hard pricing problems which are solved heuristically. The computational study demonstrates that our algorithms have a significant speed advantage over alternate methods, yield good lower bounds, and generate near‐optimal feasible integer solutions for problem instances with many machines and a realistically large number of jobs. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

Higher‐order Markov chain models for categorical data sequences*

In this paper we study higher‐order Markov chain models for analyzing categorical data sequences. We propose an efficient estimation method for the model parameters. Data sequences such as DNA and sales demand are used to illustrate the predicting power of our proposed models. In particular, we apply the developed higher‐order Markov chain model to the server logs data. The objective here is to model the users' behavior in accessing information and to predict their behavior in the future. Our tests are based on a realistic web log and our model shows an improvement in prediction. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

BIT系统的三态马尔可夫模型分析

BIT技术是改善系统测试性和诊断能力的重要途径,但是较高的虚警率一直是阻碍BIT广泛应用的一个重要原因。研究过程中将系统状态划分为正常、间歇、故障三种状态,建立了马尔可夫模型,分析、对比了三态模型与两态模型的关系。理论分析结果表明:基于三态模型的BIT,在提高故障检测率的同时,还可以较大程度地降低虚警率。     

A spatial rank‐based multivariate EWMA control chart

Nonparametric control charts are useful in statistical process control when there is a lack of or limited knowledge about the underlying process distribution, especially when the process measurement is multivariate. This article develops a new multivariate self‐starting methodology for monitoring location parameters. It is based on adapting the multivariate spatial rank to on‐line sequential monitoring. The weighted version of the rank‐based test is used to formulate the charting statistic by incorporating the exponentially weighted moving average control scheme. It is robust to non‐normally distributed data, easy to construct, fast to compute and also very efficient in detecting multivariate process shifts, especially small or moderate shifts which occur when the process distribution is heavy‐tailed or skewed. As it avoids the need for a lengthy data‐gathering step before charting and it does not require knowledge of the underlying distribution, the proposed control chart is particularly useful in start‐up or short‐run situations. A real‐data example from white wine production processes shows that it performs quite well. © 2012 Wiley Periodicals, Inc. Naval Research Logistics 59: 91–110, 2012     

基于模糊层次分析法的非致命弹药安全管理系统评价

针对非致命弹药安全管理评估方面的空白,采用模糊层次分析法（FAHP）,从宏观上对非致命弹药安全管理系统进行评价。通过分析影响非致命弹药安全管理水平的因素,建立系统综合评价指标。分别建立不同指标间的模糊一致判断矩阵,确定隶属函数、权重值,最后得出定量评判结果,确定非致命弹药安全管理系统等级,对非致命弹药安全管理提供理论依据。     

基于DAC5686的线性调频信号产生方法研究

研究了基于DAC5686的线性调频信号产生方法。分析了线性调频信号及其产生原理,研究了DAC5686工作原理,设计了信号产生电路,给出了线性调频信号的实现实例．结果表明,该方法可以灵活地产生所需线性调频信号,从而满足某型地空导弹制导雷达中频接收机性能测试的需要．与传统的线性调频信号产生方法相比,该方法降低了系统设计难度,缩短了开发周期,提高了设计的可靠性,具有较高的实用价值,对于其它场合频线性调频信号的产生也具有一定的借鉴意义．     

具有随机扰动的SISV模型的解的渐近性态

研究一类具有两种随机扰动的SISV传染病模型．对于第一种随机SISV模型,证明对任给的非负初值,该随机模型一定存在唯一的全局正解,并讨论该随机模型的解围绕确定性模型的无病平衡点的渐近行为;对于第二种随机SISV模型,通过构造适当的Lyapunov泛函证明该随机模型的解是随机渐近稳定的．     

航天测控通信系统可靠性分析的Krylov子空间投影算法

基于Markov模型对航天测控通信系统进行可靠性分析的过程中,若系统中测控通信设备数量较多,模型中的状态空间随设备数量呈指数增长,将会导致数值计算困难.提出了一种基于Krylov子空间技术的可靠性分析方法,将大规模问题投影至小规模子空间中,求得问题的近似解.实验结果证明,Krylov子空间方法的计算速度及精度优于Ross方法和前向Euler法(forward Euler method,FEM).     

抢险救灾非战争军事行动中应急资源调度网络的优化方法

抢险救灾非战争军事行动包括道路抢修和物资运输等任务,而这两类任务在灾后应急资源调度中存在关联性的影响,且面临路网结构可变及需求随机模糊等挑战,对此,提出了一种非确定性应急资源调度网络双层规划模型,设计了基于蒙特卡洛方法与遗传算法耦合的智能启发式求解策略.通过对典型情境下应急资源调度案例进行分析建模和数值求解,说明了该模型和算法的合理性和有效性.