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In this research, we consider robust simulation optimization with stochastic constraints. In particular, we focus on the ranking and selection problem in which the computing time is sufficient to evaluate all the designs (solutions) under consideration. Given a fixed simulation budget, we aim at maximizing the probability of correct selection (PCS) for the best feasible design, where the objective and constraint measures are assessed by their worst‐case performances. To simplify the complexity of PCS, we develop an approximated probability measure and derive the asymptotic optimality condition (optimality condition as the simulation budget goes to infinity) of the resulting problem. A sequential selection procedure is then designed within the optimal computing budget allocation framework. The high efficiency of the proposed procedure is tested via a number of numerical examples. In addition, we provide some useful insights into the efficiency of a budget allocation procedure. 相似文献
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We study the classical ranking and selection problem, where the ultimate goal is to find the unknown best alternative in terms of the probability of correct selection or expected opportunity cost. However, this paper adopts an alternative sampling approach to achieve this goal, where sampling decisions are made with the objective of maximizing information about the unknown best alternative, or equivalently, minimizing its Shannon entropy. This adaptive learning is formulated via a Bayesian stochastic dynamic programming problem, by which several properties of the learning problem are presented, including the monotonicity of the optimal value function in an information-seeking setting. Since the state space of the stochastic dynamic program is unbounded in the Gaussian setting, a one-step look-ahead approach is used to develop a policy. The proposed policy seeks to maximize the one-step information gain about the unknown best alternative, and therefore, it is called information gradient (IG). It is also proved that the IG policy is consistent, that is, as the sampling budget grows to infinity, the IG policy finds the true best alternative almost surely. Later, a computationally efficient estimate of the proposed policy, called approximated information gradient (AIG), is introduced and in the numerical experiments its performance is tested against recent benchmarks alongside several sensitivity analyses. Results show that AIG performs competitively against other algorithms from the literature. 相似文献
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战场威胁估计是信息融合的重要研究内容之一,它能够为作战指挥控制决策提供依据。分析了威胁估计的概念和内容,包括威胁要素提取、量化及威胁等级确定。讨论了威胁估计常用理论和方法的特点以及优缺点,最后总结了威胁估计目前存在的问题,并指出其发展趋势。 相似文献
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President Barack Obama and an array of other Western leaders continue to assert that the spread of weapons of mass destruction (WMD) to non-state actors is one of most pressing challenges to global security today. Yet, Western efforts to engage governments—particularly governments across the global South—in a practical nonproliferation dialogue have largely yielded disappointing results. This viewpoint examines the need for a new strategy to engage the developing world in nonproliferation programs. It argues that strategies focused strictly on WMD nonproliferation are unsustainable, and ultimately are destined for failure. An alternative “dual-benefit” nonproliferation engagement strategy utilizes the enlightened self-interest of partner governments needed to achieve broad-based buy-in among all partners. In a concluding section, we recommend that the “Group of 8” Global Partnership Against the Spread of Weapons and Materials of Mass Destruction standardize this model of nonproliferation engagement as it sets out to identify and fund WMD nonproliferation capacity-building initiatives beyond the states of the former Soviet Union. 相似文献
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通过对空中兵力的合理编组,实现作战资源的优化配置是提升兵力作战效能的有效途径。针对现代空战编队对抗过程的特点,从战术企图和信息优势角度提出了编队目标威胁评估方法。以编队目标为研究对象从宏观上调配己方作战资源,提出了作战资源成本和兵力调度成本2种兵力编组成本,在此基础上建立了资源约束条件下的兵力编组优化模型,并采用改进PSO算法对模型进行求解。作战想定仿真结果表明兵力编组模型能够有效解决空战兵力分配问题。 相似文献
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罗海龙 《中国人民武装警察部队学院学报》2014,(9):30-33
重大活动警卫工作头绪多、任务重、影响大,面临的恐怖袭击风险高。警卫部门必须清醒认识当前反恐形势的严峻性,认真研究重大活动警卫工作的反恐防范措施:完善情报工作机制,实现预警预控;强化社会治安综合整治,夯实警卫基础工作;严格各项警卫安全措施,确保绝对安全;加强反恐力量建设,增强反恐处突能力;加强国际合作,借鉴其他国家的先进经验。 相似文献
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水面舰艇近区防卫武器的作战运用研究是舰载武器作战运用研究的新课题。在分析近区防卫目标特征、武器特点、作战方法的基础上,提出近区防卫武器综合运用一般原则,基于作战时域的连续性及效果的叠加性,构建近区防卫武器使用逻辑结构,建立武器运用的对策模型,可为近区防卫武器的科学使用提供理论参考。 相似文献
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Carol Atkinson 《Defense & Security Analysis》2015,31(1):35-43
This article investigates how US national security planners have envisioned the emerging strategic environment during the early twenty-first century and evaluates how their perceptions of this strategic environment have changed during these years. This conceptual evolution can be seen in how defense planners define threats, identify defense priorities, and design security strategies. Five key strategic planning documents serve as the basis for this analysis and illustrate significant shifts in how the US government has envisioned its own security requirements as well as the context within which its strategic vision will need to be realized. These planning documents are: (1) Joint Vision 2020, (2) the Bush Administration's 2002 National Security Strategy of the United States, (3) the Obama Administration's 2010 National Security Strategy, (4) US Strategic Defense Guidance entitled Sustaining US Global Leadership: Priorities for 21st Century Defense, and (5) the US Chairman of the Joint Chiefs of Staff's Capstone Concept for Joint Operations: Joint Force 2020. 相似文献
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