Inventory models with nonlinear shortage costs and stochastic lead times; applications of shape properties of randomly stopped counting processes

In this article, we study generalizations of some of the inventory models with nonlinear costs considered by Rosling in (Oper. Res. 50 (2002) 797–809). In particular, we extend the study of both the periodic review and the compound renewal demand processes from a constant lead time to a random lead time. We find that the quasiconvexity properties of the cost function (and therefore the existence of optimal (s, S) policies), holds true when the lead time has suitable log‐concavity properties. The results are derived by structural properties of renewal delayed processes stopped at an independent random time and by the study of log‐concavity properties of compound distributions. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 345–356, 2015     

Optimal FCFS allocation rules for periodic‐review assemble‐to‐order systems

In Assemble‐To‐Order (ATO) systems, situations may arise in which customer demand must be backlogged due to a shortage of some components, leaving available stock of other components unused. Such unused component stock is called remnant stock. Remnant stock is a consequence of both component ordering decisions and decisions regarding allocation of components to end‐product demand. In this article, we examine periodic‐review ATO systems under linear holding and backlogging costs with a component installation stock policy and a First‐Come‐First‐Served (FCFS) allocation policy. We show that the FCFS allocation policy decouples the problem of optimal component allocation over time into deterministic period‐by‐period optimal component allocation problems. We denote the optimal allocation of components to end‐product demand as multimatching. We solve the multi‐matching problem by an iterative algorithm. In addition, an approximation scheme for the joint replenishment and allocation optimization problem with both upper and lower bounds is proposed. Numerical experiments for base‐stock component replenishment policies show that under optimal base‐stock policies and optimal allocation, remnant stock holding costs must be taken into account. Finally, joint optimization incorporating optimal FCFS component allocation is valuable because it provides a benchmark against which heuristic methods can be compared. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 158–169, 2015     

The dynamic and stochastic knapsack Problem with homogeneous‐sized items and postponement options

This article generalizes the dynamic and stochastic knapsack problem by allowing the decision‐maker to postpone the accept/reject decision for an item and maintain a queue of waiting items to be considered later. Postponed decisions are penalized with delay costs, while idle capacity incurs a holding cost. This generalization addresses applications where requests of scarce resources can be delayed, for example, dispatching in logistics and allocation of funding to investments. We model the problem as a Markov decision process and analyze it through dynamic programming. We show that the optimal policy with homogeneous‐sized items possesses a bithreshold structure, despite the high dimensionality of the decision space. Finally, the value (or price) of postponement is illustrated through numerical examples. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 267–292, 2015     

闪烁噪声条件下基于交互多模框架的雷达目标跟踪算法

针对传统雷达目标跟踪算法在处理闪烁噪声时面临的性能下降问题,提出一种将容积卡尔曼估计器与交互多模框架相结合的高性能滤波算法。该算法将目标状态建模为高斯分布,将闪烁噪声建模为混合高斯分布,同时将其发生概率建模为一阶马尔可夫过程;在此基础上,利用交互多模框架实现对不同高斯噪声分量的匹配滤波处理。为了减轻非线性观测条件对目标跟踪精度的影响,进一步采用容积卡尔曼估计器作为高斯近似滤波器,对目标状态进行递推预测和更新。仿真结果表明：所提算法较传统高斯混合滤波器和粒子滤波器具有更高的跟踪精度和更好的实时性能,同时还能对闪烁噪声出现时刻进行有效的估计。     

The (s,Q) inventory model with Erlang lead time and deterministic demand

We develop a simple, approximately optimal solution to a model with Erlang lead time and deterministic demand. The method is robust to misspecification of the lead time and has good accuracy. We compare our approximate solution to the optimal for the case where we have prior information on the lead‐time distribution, and another where we have no information, except for computer‐generated sample data. It turns out that our solution is as easy as the EOQ's, with an accuracy rate of 99.41% when prior information on the lead‐time distribution is available and 97.54–99.09% when only computer‐generated sample information is available. Apart from supplying the inventory practitioner with an easy heuristic, we gain insights into the efficacy of stochastic lead time models and how these could be used to find the cost and a near‐optimal policy for the general model, where both demand rate and lead time are stochastic. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

两栖装甲装备车内环境的测试与分析

综合运用噪声传感器、温度传感器、压电加速度传感器以及PXI采集器等设备,对影响两栖装备乘员持续战斗能力的环境适应性数据进行了采集与分析,得出了评估结果,找出了影响装备战斗力发挥的环境适应性因素,提出了相应的解决方案.     

坦克分队遭遇战斗火力运用研究

根据遭遇战斗的特点,运用随机格斗、微分对策数理战术模型,研究坦克分队遭遇战斗最优火力运用策略问题.研究得出的结论符合坦克分队战术特点,为坦克分队指挥决策提供辅助作用.     

考虑相位噪声影响的单阵元被动合成阵列算法

考虑到现有单阵元被动合成阵列算法对阵元的运动模型假设过于理想且对相位噪声的适应能力不足,首先,提出一种适用于阵元任意机动方式的单阵元被动合成阵列通用算法,进而通过相位噪声模型分析,给出最大相参时间及有效合成阵元数的选取方法,重建了合成阵列的流形矢量,得到了与相位噪声模型相匹配的改进算法.然后,在相位噪声影响条件下,推导了单阵元被动合成阵列波达方向的理论估计方差下限.仿真分析表明,较未考虑相位噪声影响的算法,改进算法能够有效提高相位噪声影响下的单阵元被动合成阵列测向精度.     

Averaging frameworks for simulation optimization with applications to simulated annealing

We present two frameworks for designing random search methods for discrete simulation optimization. One of our frameworks is very broad (in that it includes many random search methods), whereas the other one considers a special class of random search methods called point‐based methods, that move iteratively between points within the feasible region. Our frameworks involve averaging, in that all decisions that require estimates of the objective function values at various feasible solutions are based on the averages of all observations collected at these solutions so far. Also, the methods are adaptive in that they can use information gathered in previous iterations to decide how simulation effort is expended in the current iteration. We show that the methods within our frameworks are almost surely globally convergent under mild conditions. Thus, the generality of our frameworks and associated convergence guarantees makes the frameworks useful to algorithm developers wishing to design efficient and rigorous procedures for simulation optimization. We also present two variants of the simulated annealing (SA) algorithm and provide their convergence analysis as example application of our point‐based framework. Finally, we provide numerical results that demonstrate the empirical effectiveness of averaging and adaptivity in the context of SA. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

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