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     

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     

基于fMRI的静息状态脑功能复杂网络分析

分析静息状态下人脑中不同区域之间的功能连接模式对研究静息状态下人脑正常功能活动具有重要意义。基于复杂网络理论对脑功能网络进行建模,考察静息状态脑功能网络的结构和拓扑特性。结果显示,网络具有小世界性质和无标度特性。进一步引入一种概率混合模型分析网络社团结构,得到的10个子网络中包含视觉系统、听觉系统、运动系统、默认网络以及与执行和工作记忆相关的脑区。推测出静息状态脑功能网络是由这些相对独立又彼此关联的子网络组成,其中楔前叶和扣带回作为网络的关键节点,在信息调度和传递中占据重要地位。     

水下作战网络综述

首先介绍了国外水下作战网络研究的发展现状,详细阐述了美国水下作战网络的研究成果,并简要介绍了我国在水下作战网络研究方面的现状.在此基础上,提出了水下作战网络的概念和网络模型,分析了水下作战网络的特点、网络体系结构与网络拓扑结构、网络协议,然后指出了构建水下作战网络面临的困难,及我国应着重突破的技术难点,希望为接下来的具体研究提供一定的指导.     

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。     

基于DXC的军事传送网恢复策略研究

可靠性对于军事传送网而言显得尤为重要。数字交叉连接(DXC)设备提供了一个灵活的冗余和保护以满足用户的需求,有利于最小化服务中断时间。文中首先介绍了DXC设备及其应用;其次,讨论了基于DXC设备的恢复应该考虑的问题;最后,结合军事传送网的特点,提出了恢复策略,并对此进行了讨论。     

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.