正规模糊测度空间上的条件期望

讨论了次可加、具有有界变差的正规模糊测度空间上关于模糊测度、内测度及模糊积分的性质，在此基础上定义了此模糊测度空间上随机变量的条件数学期望，它是相对于经典测度空间的一个推广。     

基于LMD频域近似熵频谱感知算法研究

针对现有频域近似熵频谱感知技术在低信噪比条件下抗噪声性能和检测性能有待提升的问题,提出了一种基于LMD频域近似熵的频谱感知算法。(1)算法筛选出3个PF分量累加求和,使得算法提取局部调频包络特征信息得到最优,进一步排除噪声不确定度的影响。(2)算法对累加PF分量进行频域变换后求其近似熵,增强算法对频域信息的嗅探能力,提升算法检测性能。Monte Carlo仿真结果表明,在噪声不确定度为0dB,采样点数为8 000的情况下,当信噪比大于-19 d B时,可以对2ASK信号达到100%的检测概率,与现有频域近似熵算法相比,检测性能约有17 d B的提升。     

Bullwhip and reverse bullwhip effects under the rationing game

When an unreliable supplier serves multiple retailers, the retailers may compete with each other by inflating their order quantities in order to obtain their desired allocation from the supplier, a behavior known as the rationing game. We introduce capacity information sharing and a capacity reservation mechanism in the rationing game and show that a Nash equilibrium always exists. Moreover, we provide conditions guaranteeing the existence of the reverse bullwhip effect upstream, a consequence of the disruption caused by the supplier. In contrast, we also provide conditions under which the bullwhip effect does not exist. In addition, we show that a smaller unit reservation payment leads to more bullwhip and reverse bullwhip effects, while a large unit underage cost results in a more severe bullwhip effect. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 203–216, 2017     

一类带扰动时变系统的运动稳定性

本文引进矩阵测度概念,讨论了一类带扰动的线性与非线性时变系统的运动稳定性,所得到的渐近稳定性条件改进了文[1]的结果,并去掉了文[4]中要求系统的线性部分为李雅普诺夫可化组的限制条件。     

关于半鞅的可料表示性

利用鞅空间H1的泛函表示定理、泛函分析中的Hahn-Banach定理、半鞅向量随机积分的Girsanov定理,获得了半鞅可料表示性的特征。由于使用的是半鞅的向量随机积分,它推广了经典的结论。     

A note on “resource flexibility with responsive pricing”

We revisit the capacity investment decision problem studied in the article “Resource Flexibility with Responsive Pricing” by Chod and Rudi [Operations Research 53, (2005) 532–548]. A monopolist firm producing two dependent (substitutable or complementary) products needs to determine the capacity of one flexible resource under demand risk so as to maximize its expected profit. Product demands are linear functions of the prices of both products, and the market potentials are random and correlated. We perform a comparative statics analysis on how demand variability and correlation impact the optimal capacity and the resulting expected profit. In particular, C&R study this problem under the following assumptions/approximations: (i) demand intercepts follow a bivariate Normal distribution; (ii) demand uncertainty is of an additive form; (iii) and under approximate expressions for the optimal capacity and optimal expected profit. We revisit Propositions 2, 3, 4, 5, and 10 of C&R without these assumptions and approximations, and show that these results continue to hold (i) for the exact expressions for the optimal expected profit and optimal capacity, and (ii) under any arbitrary continuous distribution of demand intercepts. However, we also show that the additive demand uncertainty is a critical assumption for the C&R results to hold. In particular, we provide a case of multiplicative uncertainty under which the C&R results (Propositions 2 and 3) fail. © 2010 Wiley Periodicals, Inc. Naval Research Logistics 2010     

DEA models for two‐stage processes: Game approach and efficiency decomposition

Data envelopment analysis (DEA) is a method for measuring the efficiency of peer decision making units (DMUs). This tool has been utilized by a number of authors to examine two‐stage processes, where all the outputs from the first stage are the only inputs to the second stage. The current article examines and extends these models using game theory concepts. The resulting models are linear, and imply an efficiency decomposition where the overall efficiency of the two‐stage process is a product of the efficiencies of the two individual stages. When there is only one intermediate measure connecting the two stages, both the noncooperative and centralized models yield the same results as applying the standard DEA model to the two stages separately. As a result, the efficiency decomposition is unique. While the noncooperative approach yields a unique efficiency decomposition under multiple intermediate measures, the centralized approach is likely to yield multiple decompositions. Models are developed to test whether the efficiency decomposition arising from the centralized approach is unique. The relations among the noncooperative, centralized, and standard DEA approaches are investigated. Two real world data sets and a randomly generated data set are used to demonstrate the models and verify our findings. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

Inventory cost impact of order processing priorities based on demand uncertainty

We evaluate an approach to decrease inventory costs at retail inventory locations that share a production facility. The retail locations sell the same product but differ in the variance of retail demand. Inventory policies at retail locations generate replenishment orders for the production facility. The production facility carries no finished goods inventory. Thus, production lead time for an order is the sojourn time in a single server queueing system. This lead time affects inventory costs at retail locations. We examine the impact of moving from a First Come First Served (FCFS) production rule for orders arriving at the production facility to a rule in which we provide non‐preemptive priority (PR) to orders from retail locations with higher demand uncertainty. We provide three approximations for the ratio of inventory costs under PR and FCFS and use them to identify conditions under which PR decreases retail inventory costs over FCFS. We then use a Direct Approach to establish conditions when PR decreases retail inventory costs over FCFS. We extend the results to orders from locations that differ in the mean and variance of demand uncertainty. The analysis suggests that tailoring lead times to product demand characteristics may decrease system inventory costs. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 376–390, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10016     

Dynamic pricing and inventory control with learning

Optimal operating policies and corresponding managerial insight are developed for the decision problem of coordinating supply and demand when (i) both supply and demand can be influenced by the decision maker and (ii) learning is pursued. In particular, we determine optimal stocking and pricing policies over time when a given market parameter of the demand process, though fixed, initially is unknown. Because of the initially unknown market parameter, the decision maker begins the problem horizon with a subjective probability distribution associated with demand. Learning occurs as the firm monitors the market's response to its decisions and then updates its characterization of the demand function. Of primary interest is the effect of censored data since a firm's observations often are restricted to sales. We find that the first‐period optimal selling price increases with the length of the problem horizon. However, for a given problem horizon, prices can rise or fall over time, depending on how the scale parameter influences demand. Further results include the characterization of the optimal stocking quantity decision and a computationally viable algorithm. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 303–325, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10013     

基于球坐标变换的双星编队伪距相对定位

针对NASA的ST -3中自主编队飞行 (AFF)的双星星座 ,讨论利用星载的类GPS高精度的伪距观测数据确定星座之间相对位置和时间参数的问题。在常用的直角坐标系中建立系统的数学模型 ,并进行解算 ;特别针对双星编队定位解算几何结构弱、解算结果的协方差矩阵不稳定而无法进行传统协方差分析的问题 ,提出了基于球坐标变化的伪距定位方法