Using stochastic programming to solve an outpatient appointment scheduling problem with random service and arrival times

We study a stochastic outpatient appointment scheduling problem (SOASP) in which we need to design a schedule and an adaptive rescheduling (i.e., resequencing or declining) policy for a set of patients. Each patient has a known type and associated probability distributions of random service duration and random arrival time. Finding a provably optimal solution to this problem requires solving a multistage stochastic mixed‐integer program (MSMIP) with a schedule optimization problem solved at each stage, determining the optimal rescheduling policy over the various random service durations and arrival times. In recognition that this MSMIP is intractable, we first consider a two‐stage model (TSM) that relaxes the nonanticipativity constraints of MSMIP and so yields a lower bound. Second, we derive a set of valid inequalities to strengthen and improve the solvability of the TSM formulation. Third, we obtain an upper bound for the MSMIP by solving the TSM under the feasible (and easily implementable) appointment order (AO) policy, which requires that patients are served in the order of their scheduled appointments, independent of their actual arrival times. Fourth, we propose a Monte Carlo approach to evaluate the relative gap between the MSMIP upper and lower bounds. Finally, in a series of numerical experiments, we show that these two bounds are very close in a wide range of SOASP instances, demonstrating the near‐optimality of the AO policy. We also identify parameter settings that result in a large gap in between these two bounds. Accordingly, we propose an alternative policy based on neighbor‐swapping. We demonstrate that this alternative policy leads to a much tighter upper bound and significantly shrinks the gap.     

无奇点三维攻击时间控制滑模导引律

为研究导弹在视场角约束下的三维攻击时间控制问题,提出一种三维非线性滑模导引律。利用攻击时间误差设计滑模面,推导出三维形式的俯仰和偏航加速度指令;通过对所设计制导律进行简单修正,解决了零初始前置角引起的奇点问题;从数学上证明了该导引律的稳定性和收敛性,讨论了导引律相关参数的取值范围,分析了与纯比例导引法、解耦三维导引律之间的关系。仿真结果表明,所设计导引律能够在视场角约束条件下有效实现攻击时间增大或减小的控制;俯仰和偏航平面的耦合程度越强,该导引律控制能耗小的优势越为明显。     

Stochastic scheduling subject to machine breakdowns: The preemptive‐repeat model with discounted reward and other criteria

We consider the problem of scheduling a set of jobs on a single machine subject to random breakdowns. We focus on the preemptive‐repeat model, which addresses the situation where, if a machine breaks down during the processing of a job, the work done on the job prior to the breakdown is lost and the job will have to be started from the beginning again when the machine resumes its work. We allow that (i) the uptimes and downtimes of the machine follow general probability distributions, (ii) the breakdown process of the machine depends upon the job being processed, (iii) the processing times of the jobs are random variables following arbitrary distributions, and (iv) after a breakdown, the processing time of a job may either remain a same but unknown amount, or be resampled according to its probability distribution. We first derive the optimal policy for a class of problems under the criterion to maximize the expected discounted reward earned from completing all jobs. The result is then applied to further obtain the optimal policies for other due date‐related criteria. We also discuss a method to compute the moments and probability distributions of job completion times by using their Laplace transforms, which can convert a general stochastic scheduling problem to its deterministic equivalent. The weighted squared flowtime problem and the maintenance checkup and repair problem are analyzed as applications. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

网络入侵检测的快速规则匹配算法

在分析入侵检测系统的基础上,指出现有规则匹配算法的不足.提出一种新的规则匹配算法,该算法主要利用非精确匹配技术,缩小入侵分类的检测范围,达到快速匹配的目的.根据不同的安全性要求设置不同的门限值,该算法可用于预测适合不同门限值的可疑入侵行为.     

舰船航向保持的变结构控制及仿真

运用变结构控制理论和计算机仿真技术研究舰船航向保持过程的变结构控制问题,针对舰船定向航行要求航向准、舵角小的控制特点,采用二次型最优控制方法设计滑动模态超平面,设计了满足滑模超平面到达条件的指数趋近律,导出了对应的控制律。同时,为进行比较研究,设计了PID控制器并整定了相关参数。理论分析与仿真研究表明:对于舰船定向航行,变结构控制方案正确可行,控制效果优于PID控制方案。     

Coherent systems based on sequential order statistics

The sequential order statistics (SOS) are a good way to model the lifetimes of the components in a system when the failure of a component at time t affects the performance of the working components at this age t. In this article, we study properties of the lifetimes of the coherent systems obtained using SOS. Specifically, we obtain a mixture representation based on the signature of the system. This representation is used to obtain stochastic comparisons. To get these comparisons, we obtain some ordering properties for the SOS, which in this context represent the lifetimes of k‐out‐of‐n systems. In particular, we show that they are not necessarily hazard rate ordered. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

关于强增生算子的Mann迭代序列收敛的充要条件

设Z是一致光滑Banach空间,T：X→X是次连续强增生算子,｛an｝、｛βn｝是两个实数列且满足0≤an≤1,及an→0（n→∞）,令Mann迭代序列｛Xn｝定义为证明了迭代序列｛xn｝强收敛于S的不动点q的充要条件是｜｜Txn｜｜有界。     

基于快速傅里叶变换的扫描单发单收面阵近场成像技术

近年来,扫描单发单收面阵近场成像技术在安检、医疗等民用领域中引起了广泛关注.然而,传统的距离徙动算法在对回波进行处理的过程中无法避免多步近似和插值操作,并且忽视了信号传播衰减带来的不利影响.因此,提出了一种基于快速傅里叶变换的扫描单发单收面阵近场成像技术,该技术通过保留回波模型中的幅度衰减因子,并根据目标回波方程特性对...     

基于软件无线电的DS/SS载频跟踪方法

扩频序列的精确同步是接收机正确解扩的关键问题。提出一种基于软件无线电技术,对DS/SS载频偏移量实现快速跟踪的数值算法,并讨论了实现步骤及估计性能。该算法具有三个优点:(1)可消除载频初始相位的影响。(2)适于极低信噪比条件下的载波跟踪。(3)算法简便,易于实现。仿真及实验均验证了此算法的可行性。     

直接序列扩频码元同步的快速捕获及跟踪

讨论基于软件无线电技术的直接序列扩频码元捕获及跟踪的快速算法。利用伪随机序列尖锐的自相关特性,通过计算中频接收信号与本地匹配滤波器的循环相关完成码元捕获,提出了循环相关的两种快速算法,并分析了正确捕获概率及平均捕获时间,最后给出码元跟踪的简便算法及精度。仿真及实验验证了所述算法的正确性和有效性,特别适用于信噪比较低、对设备体积及功耗限制严格的通信系统中。