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     

Network reliability assessment in a random environment

In this paper we consider networks that consist of components operating under a randomly changing common environment. Our work is motivated by power system networks that are subject to fluctuating weather conditions over time that affect the performance of the network. We develop a general setup for any network that is subject to such environment and present results for network reliability assessment under two repair scenarios. We also present Bayesian analysis of network failure data and illustrate how reliability predictions can be obtained for the network. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 574–591, 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     

自适应光学波前实时处理机结构设计

本文介绍的波前处理机是１．２ｍ望远镜自适应光学系统的关键部件之一,吞吐率高,延时小,是具有高速数据处理能力的实时处理系统。为满足系统的高速度性能,系统设计在实时性、并发性的基础上,将图象数据采集加入流水线,并对波前处理中自然存在的子任务作“去相关”’处理,建立了图象采集、斜率计算、波前复原间流水线操作。图象读出时间的利用及流水线的建立,大大减少了时延,降低了系统实时性要求。流水线处理与高度并行处理相结合,也是本处理机设计的一大特色。     

地图数据库中基本图形对象的拓扑关系及其编辑

地图数据库是地理信息系统（ＧＩＳ）的核心。本文提出面向对象地图数据库的逻辑数据模型和数据结构,分析了地图的基本图形对象（结点和弧段）间的拓扑关系,围绕地图数据库的拓扑一致性,讨论了各种编辑操作的实现步骤。     

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。     

论管理协议细栈MTS的构造

开放系统互连管理 OSIM 是 OSI 参考模型中定义的特定应用服务元素 SASE 之一,也是唯一涉及全部七层协议的服务元素。OSIM 在控制和协调 Multivendor 和 Multidomain系统中所起的作用已使它成为改进网络性能和服务水平的关键性因素。并非所有开放系统均能提供全七层支持,因此,本文提出一种管理协议细栈 MTS(Management Thin Stack)结构,讨论了它自身的构造性特及其在上述管理环境下的作用。