BIT系统的三态马尔可夫模型分析

BIT技术是改善系统测试性和诊断能力的重要途径,但是较高的虚警率一直是阻碍BIT广泛应用的一个重要原因。研究过程中将系统状态划分为正常、间歇、故障三种状态,建立了马尔可夫模型,分析、对比了三态模型与两态模型的关系。理论分析结果表明:基于三态模型的BIT,在提高故障检测率的同时,还可以较大程度地降低虚警率。     

航天测控通信系统可靠性分析的Krylov子空间投影算法

基于Markov模型对航天测控通信系统进行可靠性分析的过程中,若系统中测控通信设备数量较多,模型中的状态空间随设备数量呈指数增长,将会导致数值计算困难.提出了一种基于Krylov子空间技术的可靠性分析方法,将大规模问题投影至小规模子空间中,求得问题的近似解.实验结果证明,Krylov子空间方法的计算速度及精度优于Ross方法和前向Euler法(forward Euler method,FEM).     

马氏链的战术导弹发射能力评估模型

采用马氏链状态转移的方法,对战术导弹发射单元与发射阵地在作战过程中的状态变化进行了研究。在此基础上,对战术导弹在战争条件下的发射能力进行研究,建立评估战术导弹发射能力的动态模型。通过仿真试验,验证了模型的可靠性和有效性。     

A facility reliability problem: Formulation,properties, and algorithm

Having a robustly designed supply chain network is one of the most effective ways to hedge against network disruptions because contingency plans in the event of a disruption are often significantly limited. In this article, we study the facility reliability problem: how to design a reliable supply chain network in the presence of random facility disruptions with the option of hardening selected facilities. We consider a facility location problem incorporating two types of facilities, one that is unreliable and another that is reliable (which is not subject to disruption, but is more expensive). We formulate this as a mixed integer programming model and develop a Lagrangian Relaxation‐based solution algorithm. We derive structural properties of the problem and show that for some values of the disruption probability, the problem reduces to the classical uncapacitated fixed charge location problem. In addition, we show that the proposed solution algorithm is not only capable of solving large‐scale problems, but is also computationally effective. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

运动目标轨迹分类与识别

运动目标轨迹识别是运动分析中的基本问题,其目的是解释所监视场景中发生的事件,对所监视场景中运动目标轨迹的行为模式进行分析与识别,智能地做出自动分类.对轨迹有效性判断后采用K均值聚类,引入改进的隐马尔可夫模型算法,针对轨迹的复杂程度对各个轨迹模式类建立相应的隐马尔可夫模型,利用训练样本训练模型得到可靠的模型参数,计算测试样本对于各个模型的最大似然概率,选取最大概率值对应的轨迹模式类作为轨迹识别的结果,对两种场景中聚类后的轨迹进行训练与识别,平均识别率较高,实验结果表明该方法是有效的.     

Optimal operating policies in a commodity trading market with the manufacturer's presence

With the help of the Internet and express delivery at relatively low costs, trading markets have become increasingly popular as a venue to sell excess inventory and a source to obtain products at lower prices. In this article, we study the operational decisions in the presence of a trading market in a periodic‐review, finite‐horizon setting. Prices in the trading market change periodically and are determined endogenously by the demand and supply in the market. We characterize the retailers'optimal ordering and trading policies when the original manufacturer and the trading market co‐exist and retailers face fees to participate in the trading market. Comparing with the case with no trading fees, we obtain insights into the impact of trading fees and the fee structure on the retailers and the manufacturer. Further, we find that by continually staying in the market, the manufacturer may use her pricing strategies to counter‐balance the negative impact of the trading market on her profit. Finally, we extend the model to the case when retailers dynamically update their demand distribution based on demand observations in previous periods. A numerical study provides additional insights into the impact of demand updating in a trading market with the manufacturer's competition. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Application of Markov renewal theory and semi-Markov decision processes in maintenance modeling and optimization of multi-unit systems

In this paper, a condition-based maintenance model for a multi-unit production system is proposed and analyzed using Markov renewal theory. The units of the system are subject to gradual deterioration, and the gradual deterioration process of each unit is described by a three-state continuous time homogeneous Markov chain with two working states and a failure state. The production rate of the system is influenced by the deterioration process and the demand is constant. The states of the units are observable through regular inspections and the decision to perform maintenance depends on the number of units in each state. The objective is to obtain the steady-state characteristics and the formula for the long-run average cost for the controlled system. The optimal policy is obtained using a dynamic programming algorithm. The result is validated using a semi-Markov decision process formulation and the policy iteration algorithm. Moreover, an analytical expression is obtained for the calculation of the mean time to initiate maintenance using the first passage time theory.     

Supply chain coordination with shelf‐space and retail price dependent demand and heterogeneous retailers

We consider supply chain coordination in which a manufacturer supplies some product to multiple heterogeneous retailers and wishes to coordinate the supply chain via wholesale price and holding cost subsidy. The retail price is either exogenous or endogenous. The market demand is described by the market share attraction model based on all retailers'shelf‐spaces and retail prices. We obtain optimal solutions for the centralized supply chain, where the optimal retail pricing is a modified version of the well‐known cost plus pricing strategy. We further get feasible contracts for the manufacturer to coordinate the hybrid and decentralized supply chains. The manufacturer can allocate the total profit free to himself and the retail market via the wholesale price when the retail price is exogenous, but otherwise he cannot. Finally, we point out that different characteristics of the retail market are due to different powers of the manufacturer, and the more power the manufacturer has, the simpler the contract to coordinate the chain will be. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

应急作战装备物资供应链研究

把供应链管理理论应用到应急作战装备物资供应中,抛弃传统的管理模式,从应急作战装备物资供应链的内涵、应急作战装备物资供应链管理内容、应急作战装备物资供应链管理方法和应急作战装备物资供应链实施策略4个方面进行阐述,旨在提高应急作战条件下装备物资供应保障效率。     

基于Markov链的分布式仿真系统最佳检查点间隔研究

基于HLA的分布式仿真系统作为一类特殊的分布式系统,其容错一般基于回卷恢复实现,在回卷恢复中检查点间隔的不同会对系统性能产生很大的影响。分析了分布式仿真容错与一般分布式系统容错的异同,根据不同仿真进程对仿真结果的重要程度对其进行了分类,定义并利用Markov链分析了采用回卷恢复时分布式仿真系统的可用度,得到了系统最大可用度对应的检查点间隔的求解等式,通过一组试验数据验证了该最佳检查点间隔求解等式的正确性。