在非高斯马尔可夫噪声中的Robust检测

文中探讨了在仅已知噪声边缘分布族和相关系数的条件下非高斯马尔可夫噪声中确知信号的Robust检测问题。设噪声样本可表示为一阶AR过程:n_i=ρn_(i-1)+Y_i,(i=1,2,…,N),其中Y_i为独立同分布的随机序列。当p较小时,以检测器效验为性能指标并对ρ取一级和二级近似,分别得到了对应的有记忆和无记忆Robust检测器的结构。     

人才结构系统分析的目标规划方法

本文把马尔可夫过程和目标规划结合起来,提出人才结构系统分析的单项控制和多项控制,并在单项控制模型的基础上发展成了多项控制模型,加强了模型的可信度和通用性。     

最小、最大广义最优停止规则的特征

设(X_n,F_n)_1~∞是适应的报酬序列,(γ_n)是相应的snell 包,(A_n)是(γ_n)的Doob-Meyer 分解中零初值的可料增过程。本文继J.Klass 的研究证明了σ_1=inf{K≥1:X_k≥γ_k}是最小半最优的且是最大严格正则的广义规则,而K_0=sup{n≥0:A_n=0}<∞是最大正则的广义规则,从而得出了广义最优规则唯一性的另一表述。     

二维隐马氏模型的一种简化算法及其参数估计

针对现有的二维隐马氏模型算法给出了一种简化算法及参数估计方法。该算法与现有的算法相比非常简单。基于此方法给出了相应的识别方法和参数估计,并且该估计与极大似然估计是等同的。     

On the availability of R out of N repairable systems

An R out of N repairable system consisting of N components and operates if at least R components are functioning. Repairable means that failed components are repaired, and upon repair completion they are as good as new. We derive formulas for the expected up‐time, expected down‐time, and the availability of the system, using Markov renewal processes. We assume that either the repair times of the components are generally distributed and the components' lifetimes are exponential or vice versa. The analysis is done for systems with either cold or warm stand‐by. Numerical examples are given for several life time and repair time distributions. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 483–498, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10025     

Aggregating courier deliveries

We consider the problem of efficiently scheduling deliveries by an uncapacitated courier from a central location under online arrivals. We consider both adversary‐controlled and Poisson arrival processes. In the adversarial setting we provide a randomized (3βΔ/2δ ? 1) ‐competitive algorithm, where β is the approximation ratio of the traveling salesman problem, δ is the minimum distance between the central location and any customer, and Δ is the length of the optimal traveling salesman tour overall customer locations and the central location. We provide instances showing that this analysis is tight. We also prove a 1 + 0.271Δ/δ lower‐bound on the competitive ratio of any algorithm in this setting. In the Poisson setting, we relax our assumption of deterministic travel times by assuming that travel times are distributed with a mean equal to the excursion length. We prove that optimal policies in this setting follow a threshold structure and describe this structure. For the half‐line metric space we bound the performance of the randomized algorithm in the Poisson setting, and show through numerical experiments that the performance of the algorithm is often much better than this bound.     

Analysis of artillery shoot‐and‐scoot tactics

Firing multiple artillery rounds from the same location has two main benefits: a high rate of fire at the enemy and improved accuracy as the shooter's aim adjusts to previous rounds. However, firing repeatedly from the same location carries significant risk that the enemy will detect the artillery's location. Therefore, the shooter may periodically move locations to avoid counter‐battery fire. This maneuver is known as the shoot‐and‐scoot tactic. This article analyzes the shoot‐and‐scoot tactic for a time‐critical mission using Markov models. We compute optimal move policies and develop heuristics for more complex and realistic settings. Spending a reasonable amount of time firing multiple shots from the same location is often preferable to moving immediately after firing an initial salvo. Moving frequently reduces risk to the artillery, but also limits the artillery's ability to inflict damage on the enemy.     

三态部件的可靠性分析

本文给出完备的三态部件的可靠性模型类。从静态的观点来看,三态部件的可靠性模型有两类：（１）成功,降格成功,失败;（２）成功,双失败。从动态的观点来看,考虑到三个状态之间的转化关系,其模型类相对复杂;但是在失败率λ、维修率μ为常数的条件下,只需六个参数（λ１λ２λ３μ１μ２μ３）,便可以用马尔可夫模型给出三态部件的可靠性统一模型,并给出部件在三状态的概率函数Ｐｉ（ｔ）的解析表达式（ｔ为时间,ｉ表示状态）。     

基于隐马尔可夫模型的IDS程序行为异常检测

提出一种新的基于隐马尔可夫模型的程序行为异常检测方法,此方法利用系统调用序列,并基于隐马尔可夫模型来描述程序行为,根据程序行为模式的出现频率对其进行分类,并将行为模式类型同隐马尔可夫模型的状态联系在一起。由于各状态对应的观测值集合互不相交,模型训练中采用了运算量较小的序列匹配方法,与传统的Baum Welch算法相比,训练时间有较大幅度的降低。考虑到模型中状态的特殊含义以及程序行为的特点,将加窗平滑后的状态序列出现概率作为判决依据。实验表明,此方法具有很高的检测准确性,其检测效率也优于同类方法。     

Dynamic coordination of production planning and sales admission control in the presence of a spot market

We consider the decision‐making problem of dynamically scheduling the production of a single make‐to stock (MTS) product in connection with the product's concurrent sales in a spot market and a long‐term supply channel. The spot market is run by a business to business (B2B) online exchange, whereas the long‐term channel is established by a structured contract. The product's price in the spot market is exogenous, evolves as a continuous time Markov chain, and affects demand, which arrives sequentially as a Markov‐modulated Poisson process (MMPP). The manufacturer is obliged to fulfill demand in the long‐term channel, but is able to rein in sales in the spot market. This is a significant strategic decision for a manufacturer in entering a favorable contract. The profitability of the contract must be evaluated by optimal performance. The current problem, therefore, arises as a prerequisite to exploring contracting strategies. We reveal that the optimal strategy of coordinating production and sales is structured by the spot price dependent on the base stock and sell‐down thresholds. Moreover, we can exploit the structural properties of the optimal strategy to conceive an efficient algorithm. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010