Approximation algorithms for capacitated stochastic inventory systems with setup costs

We develop the first approximation algorithm with worst‐case performance guarantee for capacitated stochastic periodic‐review inventory systems with setup costs. The structure of the optimal control policy for such systems is extremely complicated, and indeed, only some partial characterization is available. Thus, finding provably near‐optimal control policies has been an open challenge. In this article, we construct computationally efficient approximate optimal policies for these systems whose demands can be nonstationary and/or correlated over time, and show that these policies have a worst‐case performance guarantee of 4. We demonstrate through extensive numerical studies that the policies empirically perform well, and they are significantly better than the theoretical worst‐case guarantees. We also extend the analyses and results to the case with batch ordering constraints, where the order size has to be an integer multiple of a base load. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 304–319, 2014     

Some aging properties of parallel and series systems with a random number of components

In this article, we study aging properties of parallel and series systems with a random number of components. We show that the decreasing likelihood ratio property is closed under the formation of random minima. We also show, by counterexamples, that other aging properties are not closed under the formation of random minima or maxima. Some mistakes in the literature are corrected. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 238–243, 2014     

Some comparisons of residual life of coherent systems with exchangeable components

Most of the research, on the study of the reliability properties of technical systems, assume that the components of the system operate independently. However, in real life situation, it is more reasonable to assume that there is dependency among the components of the system. In this article, we give sufficient conditions based on the signature and the joint distribution of component lifetimes to obtain stochastic ordering results for coherent and mixed systems with exchangeable components. Some stochastic orders on dynamic (or conditional) signature of coherent systems are also provided. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 549–556, 2014     

基于副载波参考波形方法的GNSS双载波环多径抑制技术

为了实现对高阶BOC信号的无模糊和抗多径接收,本文将码相关参考波形的闸波设计思路应用于GNSS双载波环路接收方法的副载波锁相环,通过在副载波锁相环中引入设计的闸波参与信号的相干积分过程,使双载波环法具备抗多径性能,同时该方法并不需要额外引入相关器。本文对该设计方法的理论和具体实现进行了阐述和分析,从副载波多径误差包络和跟踪精度两方面对改进的双载波环路方法性能进行了评估。仿真结果显示,采用的算法与双载波环路法相比可以降低BOC(1, 1)信号81.1%的副载波多径误差包络面积,以及BOC(14, 2)信号75.1%的副载波多径误差包络面积。但是,改进的双载波环路法将带来-6dB的相干积分后载噪比损失,降低跟踪精度。因此,在闸波设计参数设计上,需要谨慎选择以平衡算法的多径抑制和跟踪精度性能。综合来看,该方法适用于解决非弱信号条件下及多径环境下的高阶BOC信号接收问题。     

时间序列分析中的模型定阶策略

模型的定阶问题是时间序列分析(包括参数谱估计、系统辨识,回归分析)研究领域中的一个重要问题。本文对现有的数种模型定阶方法,进行了分析、讨论和归纳,指出了它们所适用的场合及优劣。     

Higher‐order Markov chain models for categorical data sequences*

In this paper we study higher‐order Markov chain models for analyzing categorical data sequences. We propose an efficient estimation method for the model parameters. Data sequences such as DNA and sales demand are used to illustrate the predicting power of our proposed models. In particular, we apply the developed higher‐order Markov chain model to the server logs data. The objective here is to model the users' behavior in accessing information and to predict their behavior in the future. Our tests are based on a realistic web log and our model shows an improvement in prediction. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

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     

基于TOPSIS的战区高层反导威胁评估

在分析战区高层反导威胁评估特点的基础上,建立了以来袭TBM发射点、预测落点、射程等为核心的战区高层反导威胁评估模型指标体系并进行了相应的量化,然后利用基于熵值权重确定的TOPSIS理论对模型进行求解。通过实例证明所提出的战区高层反导威胁评估模型和算法的有效性,对研究美军的战区高层反导武器系统具有一定的借鉴意义。     

一类修正的和积分型算子的点态逼近

研究以Beta为基函数的一类修正的和积分型算子,利用统一光滑模。ω^2φ^λ（f,t）（0≤λ≤1）,得到该算子点态逼近的等价定理．     

基于数据压缩的LSP参数高效量化算法

文中为解决超长帧编码系统中联合帧数过多导致LSP参数量化性能下降这个问题,将多项式拟合引入超长帧编码系统中,利用多项式拟合压缩LSP参数矩阵,以降低量化时实际联合的帧数。再用分裂矩阵量化器进行量化。仿真结果表明,在120 bps的参数量化速率下,此算法的量化性能优于矩阵量化算法(MQ),平均谱失真比MQ算法降低了0.0719 dB,平均分段信噪比提高了0.1971 dB。