Pickands型推广估计量的渐近正态性

极值指数在许多实际领域广泛应用:如组合投资、风险值的计算、预报地震等, 估计极值指数γ以及它的性质的研究近年来成为极值统计理论的基本问题。主要研究极值指数γ的一个估计量:Pickands型推广估计量的渐近正态性质。首先研究由Pickands型推广估计量构成的一随机过程,得到了该过程的渐近分布;然后利用研究结果证明了Pickands 型推广估计量的渐近正态性,得到其渐近方差;最后对提出的Pickands型推广估计的平滑估计量进行了相应研究。     

舰载防空武器系统效能评估模型

运用随机服务系统理论建立了舰载防空武器系统的作战仿真模型。通过作战想定,对几种防空武器配置方案的作战效果进行了仿真。根据仿真结果,对影响防空武器作战效能的因素进行了深入的研究。研究结果表明,对于防空武器的优化配置、作战使用等都有一定参考价值。     

攻击机突防链型国土防空系统效能分析

封锁式防空和阻击式防空一般采用火力区相互接壤而形成链式防空,链式防空用于疆土防御.根据防空系统的任务和规模(国土防空、部队战场防空、海上舰队防空)以及入侵方式、武器性能特点的不同.基于随机理论建立了敌方采用同类武器组成链式防空体系,攻击机采用火力对抗条件下的国土突防模型.对基于随机理论的攻击机突防链型国土防空系统效能进行了一些假设和简化,建立了初步的效能模型,提供了一个分析的思路和方法.     

随机规划在无源TDOA定位系统布站中的应用

应用随机机会约束规划理论,研究了指定区域无源定位系统布站优化问题。针对无源定位站点部署研究存在的局限,从误差准则、截获准则和协同准则出发,建立了无源定位系统布站优化的随机机会约束模型。对三站定位问题进行了仿真,利用混合智能算法得到了不同情况下的最优布站策略。     

Case‐based reasoning and improved adaptive search for project scheduling

Most scheduling problems are notoriously intractable, so the majority of algorithms for them are heuristic in nature. Priority rule‐based methods still constitute the most important class of these heuristics. Of these, in turn, parametrized biased random sampling methods have attracted particular interest, due to the fact that they outperform all other priority rule‐based methods known. Yet, even the “best” such algorithms are unable to relate to the full range of instances of a problem: Usually there will exist instances on which other algorithms do better. We maintain that asking for the one best algorithm for a problem may be asking too much. The recently proposed concept of control schemes, which refers to algorithmic schemes allowing to steer parametrized algorithms, opens up ways to refine existing algorithms in this regard and improve their effectiveness considerably. We extend this approach by integrating heuristics and case‐based reasoning (CBR), an approach that has been successfully used in artificial intelligence applications. Using the resource‐constrained project scheduling problem as a vehicle, we describe how to devise such a CBR system, systematically analyzing the effect of several criteria on algorithmic performance. Extensive computational results validate the efficacy of our approach and reveal a performance similar or close to state‐of‐the‐art heuristics. In addition, the analysis undertaken provides new insight into the behaviour of a wide class of scheduling heuristics. © 2000 John Wiley & Sons, Inc. Naval Research Logistics 47: 201–222, 2000     

Stochastic production capacity: A bane or a boon for quick response supply chains?

The quick response (QR) system that can cope with demand volatility by shortening lead time has been well studied in the literature. Much of the existing literature assumes implicitly or explicitly that the manufacturers under QR can always meet the demand because the production capacity is always sufficient. However, when the order comes with a short lead time under QR, availability of the manufacturer's production capacity is not guaranteed. This motivates us to explore QR in supply chains with stochastic production capacity. Specifically, we study QR in a two-echelon supply chain with Bayesian demand information updating. We consider the situation where the manufacturer's production capacity under QR is uncertain. We first explore how stochastic production capacity affects supply chain decisions and QR implementation. We then incorporate the manufacturer's ability to expand capacity into the model. We explore how the manufacturer determines the optimal capacity expansion decision, and the value of such an ability to the supply chain and its agents. Finally, we extend the model to the two-stage two-ordering case and derive the optimal ordering policy by dynamic programming. We compare the single-ordering and two-ordering cases to generate additional managerial insights about how ordering flexibility affects QR when production capacity is stochastic. We also explore the transparent supply chain and find that our main results still hold.     

A fluid queueing model for link travel time moments

We analyze the moments of the random time required for a vehicle to traverse a transportation network link of arbitrary length when its speed is governed by a random environment. The problem is motivated by stochastic transportation network applications in which the estimation of travel time moments is of great importance. We analyze this random time in a transient and asymptotic sense by employing results from the field of fluid queues. The results are demonstrated on two example problems. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

变异系数在可靠性中的应用

对使用变异系数描述随机变量的离散程度进行分析,推导了可靠性工程中常用的4种概率分布的变异系数与分布参数之间的关系.以机械产品整机及其零部件不同失效模式的寿命变异系数的取值范围为实例,说明了变异系数在可靠性工程中的应用.     

随机脉宽调制的Simulink仿真研究

应用Matlab仿真平台,开发了随机脉宽调制的Simulink仿真文件,运用此仿真文件,研究了逆变器的谐波能量分布随随机增益变化的规律,仿真结果有助于实际装置的研制。     

基于探雷信息的火箭深弹炸雷效能研究

针对火箭深弹传统炸雷方式中存在的盲目性、危险性及耗弹量大等问题,提出了火箭深弹与探雷声纳协同定点炸除水雷的方法,建立了基于随机模拟的火箭深弹炸雷效能评估模型。实例解算结果表明,火箭深弹对水雷毁伤概率随着射距的增加而增大;在同一射距下,毁伤概率随射向与探测方向夹角的增加而增大,但在最优(大)夹角附近毁伤概率变化不大。通过该模型能有效解算出火箭深弹对水雷的毁伤效果,进而得到最优射击诸元和最大毁伤概率,对火箭深弹炸雷技术实施提供了理论基础。