A partial characterization of the optimal ordering/rationing policy for a periodic review system with two demand classes and backordering

We consider a finite horizon periodic review, single product inventory system with a fixed setup cost and two stochastic demand classes that differ in their backordering costs. In each period, one must decide whether and how much to order, and how much demand of the lower class should be satisfied. We show that the optimal ordering policy can be characterized as a state dependent (s,S) policy, and the rationing structure is partially obtained based on the subconvexity of the cost function. We then propose a simple heuristic rationing policy, which is easy to implement and close to optimal for intensive numerical examples. We further study the case when the first demand class is deterministic and must be satisfied immediately. We show the optimality of the state dependent (s,S) ordering policy, and obtain additional rationing structural properties. Based on these properties, the optimal ordering and rationing policy for any state can be generated by finding the optimal policy of only a finite set of states, and for each state in this set, the optimal policy is obtained simply by choosing a policy from at most two alternatives. An efficient algorithm is then proposed. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

弹道导弹威胁估计模型构建

简要分析了弹道导弹飞行3个阶段的不同特点及各阶段导弹预警探测手段的侧重点,结合威胁估计的特征构建了弹道导弹威胁估计模型结构框架,运用多阶段贝叶斯网络理论,构造了主动段、自由段和再入段威胁估计模型,并明确了三阶段间的转换时机。采用动态贝叶斯方法对弹道导弹作战全过程进行威胁估计仿真推理,仿真结果能够反映导弹在飞行过程中威胁程度的变化特点,为反导指挥员作出辅助决策提供智力支持。     

高动态GNSS信号多普勒模拟任意阶直接数字合成器设计

为高精度模拟高动态条件下GNSS信号的多普勒特性,提出一种任意阶直接数字合成信号合成器的设计方法。设计任意阶直接数字合成信号合成器的结构;通过理论分析,推导各级累加器相位初值的计算公式;给出字长选择方法。经仿真验证,该方法能精确模拟GNSS信号的多普勒特性。此外,提出的直接数字合成器设计方法不受阶数的限制,可普遍应用于各类信号模拟器的设计。     

On efficient algorithms for finding efficient salvo policies

We consider the salvo policy problem, in which there are k moments, called salvos, at which we can fire multiple missiles simultaneously at an incoming object. Each salvo is characterized by a probability p_i: the hit probability of a single missile. After each salvo, we can assess whether the incoming object is still active. If it is, we fire the missiles assigned to the next salvo. In the salvo policy problem, the goal is to assign at most n missiles to salvos in order to minimize the expected number of missiles used. We consider three problem versions. In Gould's version, we have to assign all n missiles to salvos. In the Big Bomb version, a cost of B is incurred when all salvo's are unsuccessful. Finally, we consider the Quota version in which the kill probability should exceed some quota Q. We discuss the computational complexity and the approximability of these problem versions. In particular, we show that Gould's version and the Big Bomb version admit pseudopolynomial time exact algorithms and fully polynomial time approximation schemes. We also present an iterative approximation algorithm for the Quota version, and show that a related problem is NP-complete.     

Technical note: Finite-time regret analysis of Kiefer-Wolfowitz stochastic approximation algorithm and nonparametric multi-product dynamic pricing with unknown demand

We consider the problem of nonparametric multi-product dynamic pricing with unknown demand and show that the problem may be formulated as an online model-free stochastic program, which can be solved by the classical Kiefer-Wolfowitz stochastic approximation (KWSA) algorithm. We prove that the expected cumulative regret of the KWSA algorithm is bounded above by where κ₁, κ₂ are positive constants and T is the number of periods for any T = 1, 2, … . Therefore, the regret of the KWSA algorithm grows in the order of , which achieves the lower bounds known for parametric dynamic pricing problems and shows that the nonparametric problems are not necessarily more difficult to solve than the parametric ones. Numerical experiments further demonstrate the effectiveness and efficiency of our proposed KW pricing policy by comparing with some pricing policies in the literature.     

基于垂直线列阵的深海被动目标定深误差

首先研究了在深海环境下,采用三阵元垂直线列阵水声探测系统进行被动目标定深的基本原理。然后分别从随机误差、阵元配置偏差和相干多途水声信道干扰的角度,对被动目标定深的误差源进行了理论分析,并推导了相关公式。通过仿真实验,总结出各误差源对被动目标定深精度影响的规律,为进一步开展被动目标定深研究、提高被动目标定深精度奠定了基础。     

舰载导弹瞄准方法精度分析及其估值

矢量比较瞄准方法是近期国内提出的一种全新的瞄准方法.针对这种瞄准方法进行了可行性分析;该方法提出了在进行导弹方位瞄准时,需要将制导平台的框架角作为间接测量值,对间接测量值进行了精度分析;最后根据国内惯性器件测量精度、机械安装精度给出了这种瞄准方法的精度估值.     

分形理论在装备保障组织设计中的应用研究

基于分形理论，提出了一种适应敏捷化要求的分形装备保障系统组织模型，能够通过快速的重构以响应战场环境的变化。阐明了其层次性、自相似、自组织和自优化的组织结构特点，分析了其运行模式。     

外弹道数据融合实时算法研究

信息融合技术可以大大减轻指挥决策的工作量,增加信息置信度,减少模糊性,改善系统可靠性.针对靶场实时测控数据处理中急待解决的成片野值干扰等难题,在实时环境中采用数据融合处理方法,讨论了外弹道数据融合实时算法所面临的关键技术,并通过分析与论证得出可行性结论.结论对进一步的系统设计与软件实现具有指导意义.