防御矩阵满足乘法交换律的证明

在使用马尔柯夫链分析多层防御系统的防御效用值时,发现防御矩阵是否满足乘法交换律将关系到多层防御系统变换部署后的防御效用值,因此有必要对防御矩阵是否满足乘法交换律进行证明。首先介绍了防御矩阵的概念、物理意义、重要性质及计算方法,分析了防御矩阵满足乘法交换律的重要意义,最后综合运用数学归纳法和随机矩阵性质证明了防御矩阵满足乘法交换律的事实,此结论无论对于多层防御系统的防御效用值研究还是矩阵理论研究都有一定的指导作用。     

Optimal pricing and inventory control policy in periodic‐review systems with fixed ordering cost and lost sales

This paper studies a periodic‐review pricing and inventory control problem for a retailer, which faces stochastic price‐sensitive demand, under quite general modeling assumptions. Any unsatisfied demand is lost, and any leftover inventory at the end of the finite selling horizon has a salvage value. The cost component for the retailer includes holding, shortage, and both variable and fixed ordering costs. The retailer's objective is to maximize its discounted expected profit over the selling horizon by dynamically deciding on the optimal pricing and replenishment policy for each period. We show that, under a mild assumption on the additive demand function, at the beginning of each period an (s,S) policy is optimal for replenishment, and the value of the optimal price depends on the inventory level after the replenishment decision has been done. Our numerical study also suggests that for a sufficiently long selling horizon, the optimal policy is almost stationary. Furthermore, the fixed ordering cost (K) plays a significant role in our modeling framework. Specifically, any increase in K results in lower s and higher S. On the other hand, the profit impact of dynamically changing the retail price, contrasted with a single fixed price throughout the selling horizon, also increases with K. We demonstrate that using the optimal policy values from a model with backordering of unmet demands as approximations in our model might result in significant profit penalty. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Requirements planning for modular products

The focus of this paper is on determining the requirements of different component options of a modular end‐product in an uncertain environment. We explicitly model two distinct sources of uncertainty: stochastic end‐product demand and unknown market proportions for the different product options available. Our cost minimizing model focuses on determining the optimal requirements policies for component options that meet a pre‐set service level. We show that simple common‐sense requirements policies are not generally optimal; there is a non‐linear connection between service level and component requirements that is hard to characterize without a detailed analysis. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Centralized inventory control in a two‐level distribution system with Poisson demand

This paper introduces a new replenishment policy for inventory control in a two‐level distribution system consisting of one central warehouse and an arbitrary number of nonidentical retailers. The new policy is designed to control the replenishment process at the central warehouse, using centralized information regarding the inventory positions and demand processes of all installations in the system. The retailers on the other hand are assumed to use continuous review (R, Q) policies. A technique for exact evaluation of the expected inventory holding and backorder costs for the system is presented. Numerical results indicate that there are cases when considerable savings can be made by using the new (α₀, Q₀) policy instead of a traditional echelon‐ or installation‐stock (R, Q) policy. © 2002 Wiley Periodicals, Inc. Naval Research Logistics 49: 798–822, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/nav.10040     

具有随机寿命的二维期权定价

由于期权合约在到期日之前可能被终止及标的资产的价格可能会因重大信息的到达而发生跳跃 ,文中在假设合约被终止的风险与重大信息导致的价格跳跃风险皆为非系统的风险情况下 ,应用无套利资本资产定价及Feynman kac公式 ,首先研究了标的资产服从连续扩散过程和跳—扩散过程具有随机寿命的交换期权定价 ,得到相应的定价公式 ;然后 ,研究了标的资产服从跳—扩散过程及利率随机变化具有随机寿命的期权定价 ,得到相应的定价公式     

稳态随机过程激励下基于首次超越破坏的结构优化设计

把结构系统动力可靠性分析与最优化设计结合起来 ,以结构系统的最小质量为目标函数 ,给出了考虑在平稳随机过程激励下多自由度线性系统总的可靠性的结构优化设计方法。运用谱分析理论 ,推导了结构系统在平稳随机过程激励下响应的统计特征 ,同时结合首次超越破坏的Possion模型计算结构系统的可靠性 ,最终采用广义乘子法得到结构系统设计变量的最优值。计算结果表明该方法是可行的     

机群超视距作战联合战术信息系统的效能分析

建立了机群联合战术信息系统在超视距作战中综合机群的传感器、导航和火力控制系统,组织对目标协同探测、辨识和火力控制的系统模型,以及它的效能评估模型.仿真计算表明此信息系统能有效增加机群超视距作战的效能,但噪声和欺骗干扰会显著地影响它的效率.     

喷水推进装置及其在舰艇上的应用

船舶喷水推进装置具有推进效率高、噪音小、操作性能好以及适合浅水航行等特点,其军事价值将越来越受到世界各国海军的重视.分析了喷水推进装置的优、缺点,简要介绍了其基本原理和结构,并总结了其在潜艇和水面舰艇上的应用,对其今后的应用与发展趋势作了简要分析.     

自适应逆控制FXLMS算法有源噪声控制仿真研究

前馈有源噪声控制方法可在较宽的频带有效,使之获得了广泛的应用.在前馈有源噪声控制中,直接使用传统的FXLMS算法时,由于次级通道传递函数往往是非最小相位系统,导致系统的性能下降.文中提出一种基于非最小相位系统逆控制的自适应前馈有源噪声控制FXLMS算法,用带宽随机噪声信号和实测风机通风管道噪声信号进行仿真实验研究,结果表明,较传统的FXLMS算法有明显的改进.     

A guarantee rate optimization model for wastewater treatment system design under uncertainty

We consider a design problem for wastewater treatment systems that considers uncertainty in pollutant concentration levels at water sources. The goal is to optimize the selection of treatment technologies and pipeline connections, so that treated wastewater can achieve specified effluents discharge limits as well as possible. We propose a new two-stage model to optimize a set of guarantee levels, that is, the maximum concentration level of source pollutants for which treated wastewater can be compliant with discharge limits. In the first stage, treatment technologies and pipeline connections are selected. In the second stage, when pollutant concentration levels are revealed, wastewater distribution and mixing are determined. A key attractiveness of the proposed guarantee rate optimization model is that it can be simplified into a single-stage mixed-integer linear program. In our numerical experiments based on real-world pollutants data, the guarantee rate model demonstrates its advantages in terms of computational efficiency, scalability and solution quality, compared with the standard probability maximization model. Finally, the methodology proposed in this paper can also be applied to other two-stage problems under uncertainty with similar uncertainty characteristics.