Stochastic scheduling subject to machine breakdowns: The preemptive‐repeat model with discounted reward and other criteria

We consider the problem of scheduling a set of jobs on a single machine subject to random breakdowns. We focus on the preemptive‐repeat model, which addresses the situation where, if a machine breaks down during the processing of a job, the work done on the job prior to the breakdown is lost and the job will have to be started from the beginning again when the machine resumes its work. We allow that (i) the uptimes and downtimes of the machine follow general probability distributions, (ii) the breakdown process of the machine depends upon the job being processed, (iii) the processing times of the jobs are random variables following arbitrary distributions, and (iv) after a breakdown, the processing time of a job may either remain a same but unknown amount, or be resampled according to its probability distribution. We first derive the optimal policy for a class of problems under the criterion to maximize the expected discounted reward earned from completing all jobs. The result is then applied to further obtain the optimal policies for other due date‐related criteria. We also discuss a method to compute the moments and probability distributions of job completion times by using their Laplace transforms, which can convert a general stochastic scheduling problem to its deterministic equivalent. The weighted squared flowtime problem and the maintenance checkup and repair problem are analyzed as applications. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

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     

地球静止轨道高能电子通量在线预测模型

利用粒子群优化算法和最小二乘支持向量机,建立地球静止轨道高能电子通量在线预测模型。针对粒子群优化算法,提出一种新的粒子群多样性测度计算方法,有效改善其早熟收敛现象。运用改进的粒子群优化算法优化最小二乘支持向量机的正则化参数和核参数。利用滑动时间窗口策略更新模型数据,选择触发机制以及模型的再学习机制为设计变量,实现模型的在线预测功能。对2000年电子通量监测数据和相关太阳风、地磁参数等实际数据进行的提前1~3天的预测实验,表明所建在线预测模型具有较高的预测性能,并具有一定的实用价值。     

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     

基于面积比矩阵的加权特征向量点匹配算法

提出一种在仿射变换下点集关系描述算子--面积比矩阵,证明了其在仿射变换群下的不变性质;并由该性质推导得出特征向量(EA)匹配算法抗噪性能差的原因,在此基础上给出了基于面积比矩阵的加权特征向量算法.算法构造不同图像的面积比矩阵,对矩阵进行分解得到其特征值和特征向量,通过特征值进行加权获得图像中点的特征向量,比较图像点的特征向量获取匹配关系.因面积比矩阵的仿射不变性质,算法能实现仿射变换下点集精确匹配;采用的加权特征向量法改进了EA匹配法,具有更好的抗噪性能.实验表明算法切实可行.     

阵列雷达自适应多零点单脉冲群目标测角算法

针对阵列体制雷达，由极大似然估计导出自适应多零点单脉冲测角原理。分析发现迭代步长过大导致双零点单脉冲技术在多目标条件下失效，因此提出加权步长改进角度估计的迭代过程，只需要较少计算量就能实现群内多个目标的精确测角。仿真结果表明：该算法在较高信噪比条件下可以精确测量群内三个目标角度，测角误差约为0.15倍波束宽度；当群目标数较多或者目标相位差接近于0时，算法性能下降明显。     

无线认知网络中一种分布式最大频谱分配算法

无线认知网络被认为是下一代无线网络的核心架构之一。该网络能解决日益增长的频谱使用需求和低下的频谱使用率之间的矛盾。通过伺机接入临时可用频谱资源,其频谱利用率能得到大幅的提高。由于频谱资源分配是影响频谱资源利用率的关键,因此如何对频谱资源进行高效的分配一直是无线认知网络的重要研究领域之一。我们证明了在异构频谱使用概率条件下的最优频谱分配是NP难的问题。为了有效解决该问题,本文提出了一种基于分布式最大加权独立集的频谱分配算法——DMWIS。该算法的时间复杂度为O(V2/2)。通过大量的仿真实验,验证了在90%以上的不同随机网络环境下算法能在3轮内收敛,并且该算法一般能获得最优解90%的性能。