稳态随机过程激励下基于首次超越破坏的结构优化设计

把结构系统动力可靠性分析与最优化设计结合起来 ,以结构系统的最小质量为目标函数 ,给出了考虑在平稳随机过程激励下多自由度线性系统总的可靠性的结构优化设计方法。运用谱分析理论 ,推导了结构系统在平稳随机过程激励下响应的统计特征 ,同时结合首次超越破坏的Possion模型计算结构系统的可靠性 ,最终采用广义乘子法得到结构系统设计变量的最优值。计算结果表明该方法是可行的     

具有随机寿命的二维期权定价

由于期权合约在到期日之前可能被终止及标的资产的价格可能会因重大信息的到达而发生跳跃 ,文中在假设合约被终止的风险与重大信息导致的价格跳跃风险皆为非系统的风险情况下 ,应用无套利资本资产定价及Feynman kac公式 ,首先研究了标的资产服从连续扩散过程和跳—扩散过程具有随机寿命的交换期权定价 ,得到相应的定价公式 ;然后 ,研究了标的资产服从跳—扩散过程及利率随机变化具有随机寿命的期权定价 ,得到相应的定价公式     

Rendezvous of three agents on the line

This paper considers a three‐person rendezvous problem on the line which was introduced earlier by the authors. Three agents are placed at three consecutive integer value points on the real line, say 1, 2, and 3. Each agent is randomly faced towards the right or left. Agents are blind and have a maximum speed of 1. Their common aim is to gather at a common location as quickly as possible. The main result is the proof that a strategy given by V. Baston is the unique minimax strategy. Baston's strategy ensures a three way rendezvous in time at most 3.5 for any of the 3!2³ = 48 possible initial configurations corresponding to positions and directions of each agent. A connection is established between the above rendezvous problem and a search problem of L. Thomas in which two parents search separately to find their lost child and then meet again. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 244–255, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10005     

Rendezvous search on labeled networks

Two players are independently placed on a commonly labelled network X. They cannot see each other but wish to meet in least expected time. We consider continuous and discrete versions, in which they may move at unit speed or between adjacent distinct nodes, respectively. There are two versions of the problem (asymmetric or symmetric), depending on whether or not we allow the players to use different strategies. After obtaining some optimality conditions for general networks, we specialize to the interval and circle networks. In the first setting, we extend the work of J. V. Howard; in the second we prove a conjecture concerning the optimal symmetric strategy. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 256–274, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10011     

Adaptive random search for continuous simulation optimization

We present, analyze, and compare three random search methods for solving stochastic optimization problems with uncountable feasible regions. Our adaptive search with resampling (ASR) approach is a framework for designing provably convergent algorithms that are adaptive and may consequently involve local search. The deterministic and stochastic shrinking ball (DSB and SSB) approaches are also convergent, but they are based on pure random search with the only difference being the estimator of the optimal solution [the DSB method was originally proposed and analyzed by Baumert and Smith]. The three methods use different techniques to reduce the effects of noise in the estimated objective function values. Our ASR method achieves this goal through resampling of already sampled points, whereas the DSB and SSB approaches address it by averaging observations in balls that shrink with time. We present conditions under which the three methods are convergent, both in probability and almost surely, and provide a limited computational study aimed at comparing the methods. Although further investigation is needed, our numerical results suggest that the ASR approach is promising, especially for difficult problems where the probability of identifying good solutions using pure random search is small. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

A stochastic gradual cover location problem

Covering models assume that a point is covered if it is within a certain distance from a facility and not covered beyond that distance. In gradual cover models it is assumed that a point is fully covered within a given distance from a facility, then cover gradually declines, and the point is not covered beyond a larger distance. Gradual cover models address the discontinuity in cover which may not be the correct approach in many situations. In the stochastic gradual cover model presented in this article it is assumed that the short and long distances employed in gradual cover models are random variables. This refinement of gradual cover models provides yet a more realistic depiction of actual behavior in many situations. The maximal cover model based on the new concept is analyzed and the single facility location cover problem in the plane is solved. Computational results illustrating the effectiveness of the solution procedures are presented. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

一类多对二随机格斗中的最优射击策略

射击策略的选择在随机格斗中是一重要战术问题,当一方武器面临多个武器目标时,如何确定射击目标顺序的研究,显然是具有实际意义的。依据发射间隔服从负指数分布的多对一随机格斗中最优策略应满足的条件,推出求解此类多对一格斗最优策略的方法。进而研究了射击间隔服从此类分布的多对二随机格斗中处于劣势一方的射击策略选择问题,得出寻求最优射击策略的一般方法。     

Dynamic signatures and their use in comparing the reliability of new and used systems

The signature of a system with independent and identically distributed (i.i.d.) component lifetimes is a vector whose ith element is the probability that the ith component failure is fatal to the system. System signatures have been found to be quite useful tools in the study and comparison of engineered systems. In this article, the theory of system signatures is extended to versions of signatures applicable in dynamic reliability settings. It is shown that, when a working used system is inspected at time t and it is noted that precisely k failures have occurred, the vector s [0,1]^n‐k whose jth element is the probability that the (k + j)th component failure is fatal to the system, for j = 1,2,2026;,n ‐ k, is a distribution‐free measure of the design of the residual system. Next, known representation and preservation theorems for system signatures are generalized to dynamic versions. Two additional applications of dynamic signatures are studied in detail. The well‐known “new better than used” (NBU) property of aging systems is extended to a uniform (UNBU) version, which compares systems when new and when used, conditional on the known number of failures. Sufficient conditions are given for a system to have the UNBU property. The application of dynamic signatures to the engineering practice of “burn‐in” is also treated. Specifically, we consider the comparison of new systems with working used systems burned‐in to a given ordered component failure time. In a reliability economics framework, we illustrate how one might compare a new system to one successfully burned‐in to the kth component failure, and we identify circumstances in which burn‐in is inferior (or is superior) to the fielding of a new system. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

考虑随机回放的卫星数传调度问题的一种求解方法

针对考虑随机回放的卫星数传调度问题,从置换空间到调度解空间的映射方法和置换空间的搜索算法两方面进行了研究.提出了一种时间窗优先的置换序列映射算法,并证明该映射算法可以将置换序列映射到调度解空间上的最优解.提出了一种遗传随机搜索算法,基于有记忆功能的随机邻域搜索,在置换空间上搜索产生优化调度的置换序列.仿真计算表明,遗传随机搜索算法可以增强遗传算法的局部搜索能力,在搜索结果上平均获得了2.72%的改进.     

基于DM642的X264移植及优化

X264算法需要经过移植和优化才能满足实时处理的要求。文中首先分析了如何向DM642平台上移植X264代码,通过存储器优化、线性汇编改写等一系列优化措施实现了摄像头实时采集视频、编码及显示。最后完成了采集、回放独立编码运行于后台的Ping-Pong机制。实验表明,对CIF格式视频编码性能由优化前不足0.5帧/s达到20帧/s以上,此时PSNR下降不足3 dB。