Partial equilibrium in risk‐based production decisions

Characteristically, a small subset of operational problems admit risk neutrality when contingent claims methodology were used in their analysis. That is, for the majority of manufacturing and production problems, operating cash flows are not directly linked to prices of traded assets. However, to the extent that correlations can be estimated, the methodology's applicability to a broader set of operational problems is supported. Our article addresses this issue with the objective of extending the use of contingent claims techniques to a larger set of operational problems. In broad terms, this objective entails a partial equilibrium approach to the problem of valuing uncertain cash flows. To this end, we assume risk aversion and cast our approach within Merton's intertemporal capital asset pricing model. In this context, we formulate a “generic” production valuation model that is framed as an exercise in stochastic optimal control. The model is versatile in its characterization and can easily be adapted to accommodate a wide‐ranging set of risk‐based operational problems where the underlying sources of uncertainty are not traded. To obtain results, the model is recast as a stochastic dynamic program to be solved numerically. The article addresses a number of fundamental issues in the analysis risk based decision problems in operations. First, in the approach provided, decisions are analyzed under a properly defined risk structure. Second, the process of analysis leads to suitably adjusted probability distributions through which, appropriately discounted expectations are derived. Third, through consolidating existing concepts into a standard and adaptable framework, we extend the applicability of contingent claims methodology to a broader set of operational problems. The approach is advantageous as it obviates the need for exogenously specifying utility functions or discount rates.© 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

组网雷达的改进粒子滤波算法

针对现代战争中有源雷达容易受到干扰和反辐射导弹的摧毁,以及无源雷达隐蔽性高,只能测量方位角度,测量精度小等特点,提出利用集中式有源雷达系统与无源雷达系统协同组网对目标进行跟踪。但是在实际环境中,噪声属性以及有源雷达,无源雷达接收信号的特点决定了组网雷达需要应用非线性滤波技术对信号进行处理。传统的非线性技术包括卡尔曼滤波、扩展卡尔曼滤波(EKF)或无迹卡尔曼滤波(UKF)等方法。非线性近似过程带来的误差相对较大,而且均要求观测噪声和过程噪声为独立或相关的高斯白噪声。而粒子滤波避免了传统非线性滤波方法的缺陷,但是存在粒子退化,于是用EKF和UKF在每一时刻更新粒子,用更新的粒子及其协方差构造重要性函数,然后重采样。仿真实验表明这两种改进粒子滤波方法有很好的效果。     

高硬热喷涂层的缓进给切削试验

采用高硬材料切削过程中常用的2种刀具材料CBN和YG610,应用缓进给的模式对高硬喷涂层进行切削试验。试验结果表明：采用小进给切削模式YG610刀具切削高硬热喷涂层可以获得较理想的刀具耐用度,并且加工表面质量可以达到Ra1以下,具备了以车代磨的基本条件。高硬材料切削常用的刀具CBN在切削过程中出现了较严重的非正常破损现象。通过对试验现象的分析,可以认为冲击性和高硬度的同时存在是喷涂层切削的最重要特性。因此,喷涂层切削刀具需要同时具备较高的韧性和硬度。     

Fabrication and characterization of Al-CuO nanocomposites prepared by sol-gel method

In this study, Al-CuO nanocomposites were fabricated by sol-gel method. As a contrast, the thermite was prepared by physical mixing at the equivalence ratio of 0.5, 1, 2, respectively. The intermediates and samples as prepared were characterized by SEM and XRD. The exothermic properties of the two samples prepared at different equivalence ratios were tested and the reaction products were characterized by XRD. The SEM results show that the sample prepared by the sol-gel method demonstrates a micron-sized agglomerated sphere formed by a mutual wrapping of Al NPs and CuO NPs, and the particles are evenly distributed in the agglomerate. In addition, when the content of Al powder is seriously insufficient, the heat release of the sample prepared by physical mixing is 1.6 times that of by sol-gel method. With the increase of Al powder content, the exothermic properties of Al/CuO NPs prepared by sol-gel method began to increase significantly compared with physical mixing and the difference is 1.5 times when the equivalence ratio increases to 2. It can be concluded that the reason for this result may be attributed to the different mass transfer modes of components due to the different morphologies of samples.     

复合材料层合结构层向理论及应用进展

层向理论是由Reddy提出来的一种用于精确分析复合材料层合结构的三维板壳分析理论。由于不引入任何的变形和应力假设条件,因此相较于传统的等效单层板理论,层向理论在分析大厚度复合材料层合板壳结构的静动态响应及其局部层间效应时具有较大的优势。系统地综述了层向理论近年来的研究进展、数值解法及其应用情况。具体包括:层向理论的基本原理及发展现状、基于层向理论的有限元方法及改进模型、层向理论在复合材料层合结构静动态响应及含损伤问题领域的应用等。并对该理论可进一步拓展的研究方向进行了展望。     

耐1200℃陶瓷瓦重复使用性能

针对目前比较成熟的耐1 200℃陶瓷瓦开展了1 200℃多次重复热处理,研究了陶瓷瓦的结构和性能演变行为和重复使用性能。结果表明:1 200℃热处理20次后,耐1 200℃陶瓷瓦表现出良好的宏观热稳定性;重复热处理过程中,纤维间烧结,黏接熔融和石英纤维析晶及晶粒长大,使纤维直径发生变化,出现缩颈,进而导致了Z向收缩,收缩率达14%,从而使得压缩强度略有增大,隔热性能降低;经过1 260℃、11次单面辐射加热后,Z向收缩率为5.58%,隔热效果降低了7.59%,但隔热材料能够在6次重复加热后保持材料隔热性能不降低。     

栅格地理数据并行格式转换引擎

如今大规模地理数据正在社会各个部门和组织中迅速积累,但是由于部门利益和历史沿袭等原因,大规模地理数据共享仍然极具挑战,相应共享技术需求仍然极其旺盛。作为地理数据共享的基础方式之一,传统单机地理数据格式转换技术,一方面受限于磁盘读写及带宽瓶颈,另一方面面对日趋庞大的数据规模,已很难满足实际应用需求。因此提出一种针对栅格地理数据的并行格式转换引擎,采用高性能计算集群环境支持大规模栅格地理数据转换共享,大幅降低了大规模栅格地理数据转换过程的时间成本。栅格地理数据并行格式转换引擎采用基于公共接口的设计理念,框架灵活、具有良好的扩展性,支持地理数据格式的读写自定义以及新数据格式添加,能够实现接入数据格式间的任意两两转换。为验证引擎框架及其处理效率,在Lustre并行集群环境下以格网数据交换格式(国家地理空间数据交换格式)向常见栅格地理格式的转换为示例进行了测试实验。结果表明,栅格地理数据并行格式转换引擎能够在8个节点Lustre集群中达到7.54的良好并行加速比。     

The selection allocation problem

The Selection Allocation Problem (SAP) is a single period decision problem which involves selecting profit‐maximizing (or cost‐minimizing) activities from various distinct groups, and determining the volume of those activities. The activities in each group are selected subject to the availability of that group's resource, which is provided by either pooling or blending raw inputs from several potential sources. Imbedded in the decision process is the additional task of determining how much raw input is to be allocated to each group to form the resource for that group. Instances of this problem can be found in many different areas, such as in tool selection for flexible manufacturing systems, facility location, and funding for social services. Our goal in this paper is to identify and exploit special structures in the (SAP) and use those structures to develop an efficient solution procedure. © 1999 John Wiley & Sons, Inc. Naval Research Logistics 46: 707–725, 1999     

SEA的侦察与监测系统效能分析

侦察与监测系统已成为现代C3I系统的重要组成部分,其效能评估既有C3I系统的一般性又有自身的特殊性。首先在一般系统效能含义上定义了侦察与监测系统的系统效能,比较了几种典型的C3I系统评估方法。在此基础上,将SEA方法应用于分析侦察与监测系统效能,并将情报信息量作为效能度量的指标。最后给出了分析计算过程和仿真结果。     

基于层间嵌入式多级支持向量机的特征选择

针对多故障样本一次性映射之后分类不理想,研究了多级层次式支持向量机,应用UCI数据仿真,结果表明该方法缩短了训练时间、提升了测试准确率、改善了样本的可分类性。由于误差积累,在此基础上,提出了层间嵌入式多级支持向量机,采用Abalone数据仿真,结果表明分类精度有所提高并减少了分类步骤。结合ReliefF算法,对制导设备的故障特征参数进行了选择。