军事供应链不确定性产生机理研究

军事供应链中不可避免地存在不确定性。构建了军事供应链不确定性产生机理的概念模型,从需求、供应、环境三个方面分析了军事供应链不确定性产生的原因,同时,对军事供应链中可能存在的各种不确定性进行了讨论,明确了加剧不确定性影响的因素是军事供应链系统的复杂性。具体表现为军事供应链成员交互关系的复杂性和军事供应链网络结构的复杂性。提出正是由于这两个原因的存在,对军事供应链的保障性能产生了巨大的影响。     

潜艇上浮运动数值计算方法的研究与验证

预报潜艇上浮运动是探索研究潜艇上浮运动控制规律以及潜艇安全上浮的前提。就潜艇上浮运动的数值计算方法和计算流程进行了详细介绍,对数值计算方法中的湍流模型及离散格式等进行了优选。基于模型上浮试验结果,对数值计算的不确定度进行了分析且对数值计算结果进行了验证。证明了该数值计算的可靠性,并发现数值计算结果与试验结果很接近,验证了该数值计算方法的可行性,说明该数值计算方法和试验可为潜艇上浮运动的研究提供参考和借鉴。     

一类不确定大系统的分散变结构模型跟随控制

针对一类具有不确定参数和外界扰动的非线性大系统 ,在子系统互连项上界具有多项式形式的条件下 ,提出了一种分散变结构模型跟随控制器设计方案。该控制器不需要未知参数变化、外界扰动以及子系统互连上界的先验信息 ,能够通过自适应率对上述信息进行在线估计。在保证闭环大系统渐近稳定的条件下 ,同时实现了各个子系统滑动模态的存在性和可达性。理论分析和仿真结果验证了本文所提方案的有效性     

用非概率理论分析混合不确定性结构的可靠性

针对不确定性结构可靠性分析中的输入变量分布参数具有不确定性和输入变量为区间模型的混合不确定性结构展开研究。考虑到可用信息最少的情况,将分布参数的不确定性描述为区间模型。通过等概率转换方法将随机变量与其分布参数进行分离,使问题转化为随机与区间变量混合的可靠性问题,建立了混合不确定性问题的可靠性分析模型。基于非概率可靠性理论,建立混合不确定结构分析模型的二级极限状态函数并结合Kriging代理模型建立了高效的求解方法。将所建立的混合不确定模型应用于飞行器结构的不确定性分析中,验证了所建模型的合理性和所提方法的高效性和准确性。     

Optimization of schedule stability and efficiency under processing time variability and random machine breakdowns in a job shop environment

The ability to cope with uncertainty in dynamic scheduling environments is becoming an increasingly important issue. In such environments, any disruption in the production schedule will translate into a disturbance of the plans for several external activities as well. Hence, from a practical point of view, deviations between the planned and realized schedules are to be avoided as much as possible. The term stability refers to this concern. We propose a proactive approach to generate efficient and stable schedules for a job shop subject to processing time variability and random machine breakdowns. In our approach, efficiency is measured by the makespan, and the stability measure is the sum of the variances of the realized completion times. Because the calculation of the original measure is mathematically intractable, we develop a surrogate stability measure. The version of the problem with the surrogate stability measure is proven to be NP‐hard, even without machine breakdowns; a branch‐and‐bound algorithm is developed for this problem variant. A tabu search algorithm is proposed to handle larger instances of the problem with machine breakdowns. The results of extensive computational experiments indicate that the proposed algorithms are quite promising in performance. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Dual sourcing: Responsive hedging against correlated supply and demand uncertainty

This article analyzes dual sourcing decisions under stochastically dependent supply and demand uncertainty. A manufacturer faces the trade‐off between investing in unreliable but high‐margin offshore supply and in reliable but low‐margin local supply, where the latter allows for production that is responsively contingent on the actual demand and offshore supply conditions. Cost thresholds for both types of supply determine the optimal resource allocation: single offshore sourcing, single responsive sourcing, or dual sourcing. Relying on the concept of concordance orders, we study the effects of correlation between supply and demand uncertainty. Adding offshore supply to the sourcing portfolio becomes more favorable under positive correlation, since offshore supply is likely to satisfy demand when needed. Selecting responsive capacity under correlated supply and demand uncertainty is not as straightforward, yet we establish the managerially relevant conditions under which responsive capacity either gains or loses in importance. Our key results are extended to the broad class of endogenous supply uncertainty developed by Dada et al. [Manufact Serv Operat Mange 9 (2007), 9–32].© 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

基于模糊事件的入侵检测模型

对模糊入侵事件进行了描述，分析了模糊入侵事件间的相似性，提出了基于模糊ECA规则的入侵检测知识表示方法，并阐述了模糊ECA规则的分析过程，以解决入侵行为的不确定性。     

Contracts and coordination: Supply chains with uncertain demand and supply

Considering a supply chain with a supplier subject to yield uncertainty selling to a retailer facing stochastic demand, we find that commonly studied classical coordination contracts fail to coordinate both the supplier's production and the retailer's procurement decisions and achieve efficient performance. First, we study the vendor managed inventory (VMI) partnership. We find that a consignment VMI partnership coupled with a production cost subsidy achieves perfect coordination and a win‐win outcome; it is simple to implement and arbitrarily allocates total channel profit. The production cost subsidy optimally chosen through Nash bargaining analysis depends on the bargaining power of the supplier and the retailer. Further, motivated by the practice that sometimes the retailer and the supplier can arrange a “late order,” we also analyze the behavior of an advance‐purchase discount (APD) contract. We find that an APD with a revenue sharing contract can efficiently coordinate the supply chain as well as achieve flexible profit allocation. Finally, we explore which coordination contract works better for the supplier vs. the retailer. It is interesting to observe that Nash bargaining solutions for the two coordination contracts are equivalent. We further provide recommendations on the applications of these contracts. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 305–319, 2016     

The effects of model parameter deviations on the variance of a linearly filtered time series

We consider a general linear filtering operation on an autoregressive moving average (ARMA) time series. The variance of the filter output, which is an important quantity in many applications, is not known with certainty because it depends on the true ARMA parameters. We derive an expression for the sensitivity (i.e., the partial derivative) of the output variance with respect to deviations in the model parameters. The results provide insight into the robustness of many common statistical methods that are based on linear filtering and also yield approximate confidence intervals for the output variance. We discuss applications to time series forecasting, statistical process control, and automatic feedback control of industrial processes. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

基于不确定性理论的研制技术风险评估方法研究

分析了装备研制技术风险的含义,根据技术风险的特点建立了评价技术风险的指标体系。在技术风险度量中引入不确定性理论的概念,并建立了基于不确定性的技术风险的度量方法,对综合技术风险进行评价。最后通过实例验证了综合评价方法的可用性。