二阶矩模糊随机过程的均方极限

给出了二阶矩模糊随机过程均方极限的两种定义,证明了这两种定义的等价性,并讨论了二阶矩模糊随机过程均方极限的性质。     

基于不变矩和角点特征的目标识别*

在基于图像的识别系统中,图像发生几何变化或目标被部分遮挡会给识别带来困难,这时必须根据具体情况提取合适的目标特征。基于矩原理,运用Harris多尺度角点检测及SIFT(Scale Invariant Feature Transform)描述算法,研究了基于不变矩和角点特征的目标识别算法。两种特征都具有平移、旋转、尺度不变性。仿真分析表明,在理想情况下,利用不变矩可以获得较高的识别率;而当目标被部分遮挡时,角点是一种有效的识别方法     

Shortest path interdiction problem with arc improvement recourse: A multiobjective approach

We consider the shortest path interdiction problem involving two agents, a leader and a follower, playing a Stackelberg game. The leader seeks to maximize the follower's minimum costs by interdicting certain arcs, thus increasing the travel time of those arcs. The follower may improve the network after the interdiction by lowering the costs of some arcs, subject to a cardinality budget restriction on arc improvements. The leader and the follower are both aware of all problem data, with the exception that the leader is unaware of the follower's improvement budget. The effectiveness of an interdiction action is given by the length of a shortest path after arc costs are adjusted by both the interdiction and improvement. We propose a multiobjective optimization model for this problem, with each objective corresponding to a different possible improvement budget value. We provide mathematical optimization techniques to generate a complete set of strategies that are Pareto‐optimal. Additionally, for the special case of series‐parallel graphs, we provide a dynamic‐programming algorithm for generating all Pareto‐optimal solutions.     

制导炸弹滚转通道混合灵敏度鲁棒控制器设计

制导炸弹在大空域飞行过程中受到外界干扰和未建模摄动都较大,为了适应较大摄动,采用混合灵敏度方法来设计鲁棒控制器.首先推导了包含S/T/R的广义受控对象的状态空间模型,将混合灵敏度问题化为标准H∞问题.然后针对混合灵敏度问题中如何选取权函数的关键性问题,讨论了权函数选取的一般原则,提出了权函数选取的一般方法,并尝试给出权函数的一般形式.最后采用该方法对制导炸弹滚转通道进行了控制器设计,仿真结果表明:H∞控制器有较好的鲁棒性能,且比传统PID控制有更好的时域性能.     

New product introduction against a predator: A bilevel mixed‐integer programming approach

We consider a scenario with two firms determining which products to develop and introduce to the market. In this problem, there exists a finite set of potential products and market segments. Each market segment has a preference list of products and will buy its most preferred product among those available. The firms play a Stackelberg game in which the leader firm first introduces a set of products, and the follower responds with its own set of products. The leader's goal is to maximize its profit subject to a product introduction budget, assuming that the follower will attempt to minimize the leader's profit using a budget of its own. We formulate this problem as a multistage integer program amenable to decomposition techniques. Using this formulation, we develop three variations of an exact mathematical programming method for solving the multistage problem, along with a family of heuristic procedures for estimating the follower solution. The efficacy of our approaches is demonstrated on randomly generated test instances. This article contributes to the operations research literature a multistage algorithm that directly addresses difficulties posed by degeneracy, and contributes to the product variety literature an exact optimization algorithm for a novel competitive product introduction problem. © 2009 Wiley Periodicals, Inc. Naval Research Logistics, 2009     

混合不确定条件下航空不安全事件量化分析方法

为解决不确定条件下航空不安全事件量化分析的难题,基于随机和模糊理论对影响飞行安全的主客观变量进行了混合不确定描述,将难以用概率表示的主观变量处理成为隶属度λ水平截集上服从均匀分布的随机变量。在此基础上,提出了混合不确定条件下航空安全指标和数值计算方法,所提指标和方法能够简洁、直观、准确地反映航空安全水平。通过航空安全领域普遍采用的Bow-tie模型对轮胎爆破事件安全性指标和隶属度关系进行仿真分析。结果表明:将不确定变量控制在一定隶属度水平,能显著提高航空安全指标。     

一类随机非单调二元算子的随机不动点定理

利用Mann迭代技巧,讨论了不具有紧性条件的随机非单调二元算子方程随机不动点的存在唯一性,并给出了迭代序列收敛于解的误差估计,所得结果是某些已知结果的本质改进和推广。     

Maintaining systems with heterogeneous spare parts

We consider the problem of optimally maintaining a stochastically degrading, single‐unit system using heterogeneous spares of varying quality. The system's failures are unannounced; therefore, it is inspected periodically to determine its status (functioning or failed). The system continues in operation until it is either preventively or correctively maintained. The available maintenance options include perfect repair, which restores the system to an as‐good‐as‐new condition, and replacement with a randomly selected unit from the supply of heterogeneous spares. The objective is to minimize the total expected discounted maintenance costs over an infinite time horizon. We formulate the problem using a mixed observability Markov decision process (MOMDP) model in which the system's age is observable but its quality must be inferred. We show, under suitable conditions, the monotonicity of the optimal value function in the belief about the system quality and establish conditions under which finite preventive maintenance thresholds exist. A detailed computational study reveals that the optimal policy encourages exploration when the system's quality is uncertain; the policy is more exploitive when the quality is highly certain. The study also demonstrates that substantial cost savings are achieved by utilizing our MOMDP‐based method as compared to more naïve methods of accounting for heterogeneous spares.     

Kriging与改进一次二阶矩融合的可靠性分析方法

针对结构可靠性分析问题,提出了Kriging与改进一次二阶矩方法相融合的分析方法。传统的改进一次二阶矩需要计算结构功能函数的梯度信息,在处理包含有限元模型的隐式极限状态问题时会比较困难。该方法将Kriging代理模型与改进一次二阶矩迭代有效而充分地结合,借助Kriging方法提供功能函数的梯度信息,以解决隐式极限状态函数的求导难题,提高分析效率。通过数值与工程算例验证了所提方法的可行性和高效性。