A comparative study of three tool replacement/operation sequencing strategies in a flexible manufacturing system

This paper studies three tool replacement/operation sequencing strategies for a flexible manufacturing system over a finite time horizon: (1) failure replacement—replace the tool only upon failure, (2) optimal preventive tool replacement for a fixed sequence of operations, and (3) joint scheduling of the optimal preventive tool replacement times and the optimal sequence of operations. Stochastic dynamic decision models are used for strategies 2 and 3. The optimization criterion for strategies 2 and 3 is the minimization of the total expected cost over the finite time horizon. We will show through numerical studies that, with the same amount of information, the total expected costs can be reduced considerably by choosing an optimal strategy. Our conclusion is that in flexible manufacturing, optimal tool replacement and optimal operations sequencing are not separate issues. They should be considered jointly to minimize the expected total cost. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 479–499, 2000     

Distribution free bounds for service constrained (Q,r) inventory systems

A classical and important problem in stochastic inventory theory is to determine the order quantity (Q) and the reorder level (r) to minimize inventory holding and backorder costs subject to a service constraint that the fill rate, i.e., the fraction of demand satisfied by inventory in stock, is at least equal to a desired value. This problem is often hard to solve because the fill rate constraint is not convex in (Q, r) unless additional assumptions are made about the distribution of demand during the lead‐time. As a consequence, there are no known algorithms, other than exhaustive search, that are available for solving this problem in its full generality. Our paper derives the first known bounds to the fill‐rate constrained (Q, r) inventory problem. We derive upper and lower bounds for the optimal values of the order quantity and the reorder level for this problem that are independent of the distribution of demand during the lead time and its variance. We show that the classical economic order quantity is a lower bound on the optimal ordering quantity. We present an efficient solution procedure that exploits these bounds and has a guaranteed bound on the error. When the Lagrangian of the fill rate constraint is convex or when the fill rate constraint does not exist, our bounds can be used to enhance the efficiency of existing algorithms. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 635–656, 2000     

Optimal nonmyopic gambling strategy for the generalized Kelly criterion

We consider the optimal wagers to be made by a gambler who starts with a given initial wealth. The gambler faces a sequence of two-outcome games, i.e., “win” vs. “lose,” and wishes to maximize the expected value of his terminal utility. It has been shown by Kelly, Bellman, and others that if the terminal utility is of the form log x, where x is the terminal wealth, then the optimal policy is myopic, i.e., the optimal wager is always to bet a constant fraction of the wealth provided that the probability of winning exceeds the probability of losing. In this paper we provide a critique of the simple logarithmic assumption for the utility of terminal wealth and solve the problem with a more general utility function. We show that in the general case, the optimal policy is not myopic, and we provide analytic expressions for optimal wager decisions in terms of the problem parameters. We also provide conditions under which the optimal policy reduces to the simple myopic case. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 639–654, 1997     

Modeling and analysis of vessel casualties resulting from tanker traffic through narrow waterways

In this paper, we present a physics-based stochastic model to investigate vessel casualties resulting from tanker traffic through a narrow waterway. A state-space model is developed to represent the waterway and the location of vessels at a given time. We first determine the distribution of surface current at a given location of the waterway depending on channel geometry, bottom topography, boundary conditions, and the distribution of wind. Then we determine the distribution of the angular drift for a given vessel travelling at a given location of a waterway. Finally, we incorporate the drift probabilities and random arrival of vessels into a Markov chain model. By analyzing the time-dependent and the steady-state probabilities of the Markov chain, we obtain risk measures such as the probability of casualty at a given location and also the expected number of casualties for a given number of vessels arriving per unit time. Analysis of the Markovian model also yields an analytical result that shows that the expected number of casualties is proportional to square of the tanker arrival rate. We present our methodology on an experimental model of a hypothetical narrow waterway. © 1999 John Wiley & Sons, Inc. Naval Reseach Logistics 46: 871–892, 1999     

程序进化器

研究用模拟进化方法进行程序设计的途径。构造了以形式文法为遗传表示的程序进化器,提出了这个进化器使用的有关算法。本文用程序进化器解决了人工蚁问题。     

带数据传输的光学卫星成像调度系统关键技术研究

针对光学小卫星成像调度系统设计需求,考虑侧视、存储容量、能量和数据传输等复杂约束,面向小规模问题应用,设计了问题求解流程.建立了顶点和边都带权的成像约束图模型,并提出了基于标记更新最短路算法的复杂约束成像卫星调度算法解决成像方案生成过程;对数传方案生成过程,给出背包模型并采用带回看策略的贪婪启发式方法进行问题求解.实验结果表明,该方法是可行和适用的.     

一类多对二随机格斗中的最优射击策略

射击策略的选择在随机格斗中是一重要战术问题,当一方武器面临多个武器目标时,如何确定射击目标顺序的研究,显然是具有实际意义的。依据发射间隔服从负指数分布的多对一随机格斗中最优策略应满足的条件,推出求解此类多对一格斗最优策略的方法。进而研究了射击间隔服从此类分布的多对二随机格斗中处于劣势一方的射击策略选择问题,得出寻求最优射击策略的一般方法。     

Models of sensor operations for border surveillance

This article is motivated by the diverse array of border threats, ranging from terrorists to arms dealers and human traffickers. We consider a moving sensor that patrols a certain section of a border with the objective to detect infiltrators who attempt to penetrate that section. Infiltrators arrive according to a Poisson process along the border with a specified distribution of arrival location, and disappear a random amount of time after their arrival. The measures of effectiveness are the target (infiltrator) detection rate and the time elapsed from target arrival to target detection. We study two types of sensor trajectories that have constant endpoints, are periodic, and maintain constant speed: (1) a sensor that jumps instantaneously from the endpoint back to the starting‐point, and (2) a sensor that moves continuously back and forth. The controlled parameters (decision variables) are the starting and end points of the patrolled sector and the velocity of the sensor. General properties of these trajectories are investigated. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

On allocating one active redundancy to coherent systems with dependent and heterogeneous components' lifetimes

This article studies coherent systems of heterogenous and statistically dependent components' lifetimes. We present a sufficient and necessary condition for a stochastically longer system lifetime resulted by allocating a single active redundancy. For exchangeable components' lifetimes, allocating the redundancy to the component with more minimal path sets is proved to produce a more reliable system, and for systems with stochastic arrangement increasing components' lifetimes and symmetric structure with respect to two components, allocating the redundancy to the weaker one brings forth a larger reliability. Several numerical examples are presented to illustrate the theoretical results as well. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 335–345, 2016     

连续波强激光武器的动态毁伤概率数学模型

在强激光武器的跟踪误差为均方可导、各态历经、零均值的正态过程的条件下,通过明晰的物理概念与严谨的数理演绎,导出了它的动态毁伤概率的级数表达式。通过算例探讨了动态毁伤概率的性质:它存在两个极大值所对应的随机穿越的自然频率,当跟踪系统工作在其中的非零频率上时,更具有快速反应能力;展现了跟踪误差的传递函数与动态毁伤概率间的定量关系。为论证、设计、检验强激光武器系统的动态毁伤概率提供了理论依据与技术支持。