Doubly Stochastic Sequential Assignment Problem

This article introduces the Doubly Stochastic Sequential Assignment Problem (DSSAP), an extension of the Sequential Stochastic Assignment Problem (SSAP), where sequentially arriving tasks are assigned to workers with random success rates. A given number of tasks arrive sequentially, each with a random value coming from a known distribution. On a task arrival, it must be assigned to one of the available workers, each with a random success rate coming from a known distribution. Optimal assignment policies are proposed for DSSAP under various assumptions on the random success rates. The optimal assignment algorithm for the general case of DSSAP, where workers have distinct success rate distribution, has an exponential running time. An approximation algorithm that achieves a fraction of the maximum total expected reward in a polynomial time is proposed. The results are illustrated by several numerical experiments. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 124–137, 2016     

时序电路故障可测性分析

对不可测故障进行测试产生是影响时序电路测试产生效率的一个重要因素。文中提出了一种基于简化可控性计算的识别时序电路中不可测故障的算法,运用该算法无须搜索便可识别出时序电路中相当一部分不可测故障。针对ISCAS89电路的实验结果也验证了其有效性。     

精度鉴定与试验决策系统

本文综合运用序贯分析方法和Ｂａｙｅｓ方法,提出用序贯Ｂａｙｅｓ决策进行战略导弹的精度鉴定和试验设计,序贯Ｂａｙｅｓ决策中的损失函数不仅考虑了决策损失,还考虑了试验费用,这样即可将鉴定方法与试验方法结合起来考虑,给出最佳鉴定方案及试验次数。     

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     

Sequential and systematic sampling plans for the Markov‐dependent production process

Acceptance sampling plans are used to assess the quality of an ongoing production process, in addition to the lot acceptance. In this paper, we consider sampling inspection plans for monitoring the Markov‐dependent production process. We construct sequential plans that satisfy the usual probability requirements at acceptable quality level and rejectable quality level and, in addition, possess the minimum average sample number under semicurtailed inspection. As these plans result in large sample sizes, especially when the serial correlation is high, we suggest new plans called “systematic sampling plans.” The minimum average sample number systematic plans that satisfy the probability requirements are constructed. Our algorithm uses some simple recurrence relations to compute the required acceptance probabilities. The optimal systematic plans require much smaller sample sizes and acceptance numbers, compared to the sequential plans. However, they need larger production runs to make a decision. Tables for choosing appropriate sequential and systematic plans are provided. The problem of selecting the best systematic sampling plan is also addressed. The operating characteristic curves of some of the sequential and the systematic plans are compared, and are observed to be almost identical. © 2001 John Wiley & Sons, Inc. Naval Research Logistics 48: 451–467, 2001     

一种新的火炮武器系统射击精度试验方法

射击精度是反应火炮武器系统性能的最重要技术指标,通过对以往射击精度试验中采用的建立在大子样统计理论基础上的传统评定方法进行了分析,对目前采用的序贯截尾原理和方法进行阐述,并指出前两种方法没有利用验前信息,试验次数和试验风险比较大等缺点,由此提出一种新的贝叶斯截尾序贯检验法。这种小样本统计推断方法的基本思想是充分利用已有的验前信息,实现了多阶段试验信息的综合利用,能够减少试验次数,缩短试验周期,节约试验经费。     

高铁大风预警模式挖掘

高铁大风预警的传统方法基于风速预测,当瞬时值高于限速阈值时触发报警,存在大量的误报警,不必要的限速控制影响了高铁行车效率。创新地提出了基于序列模式的预警方法,旨在挖掘报警事件前序数据中的频繁模式,找出报警事件的变化规律,通过滤除与非预警序列共有的频繁模式,得到预警序列独有的序列特征,构建了预警模式库。经兰新高铁沿线的监测数据验证,该方法在提高预测准确率的基础上降低了漏报率,同时有效地减少了模式匹配所需的时间,为提前预警预留充分的时间窗口,更加符合实际应用的需求。     

定时截尾与序贯截尾可靠性试验方案分析比较

在生产方、使用方风险及MTBF值同等条件下,对定时截尾与序贯截尾2种试验方案的优缺点、基本原理和方法等进行了对比分析。定时截尾试验能够在事先确定最大累计工作时间及所消耗资源,但所需时间较长,试验成本较高,可应用于武器装备可靠性鉴定和验收试验;序贯截尾试验事先对试验总时间及试验所需用资源无法确定,只能根据事先拟定的接收、拒收条件结束试验,无法估计MTBF的真值,但是所需试验时间较短,费用相对较低,可用于武器装备可靠性验收试验,也可广泛运用于医学及其它科学试验领域。提出了选择可靠性试验方案的基本原则,为科学选择试验方案提供了依据。     

基于序列二次规划算法的控制律寻优设计

针对某型无人机设计的纵向控制系统,运用经典控制器设计,然后通过参数优化而进行时域自动调节控制律参数的方法设计控制律,优化算法采用序列二次规划法.自动调参的过程是直观可视的.仿真结果表明运用该方法所设计出的控制律满足飞行品质要求,比传统的人工调节控制器参数效果更好,并提高了工作效率.这种方法可以应用于其他控制对象.     

Excess procurement strategies by a dominant buyer under constrained supply

Supply chains are often characterized by the presence of a dominant buyer purchasing from a supplier with limited capacity. We study such a situation where a single supplier sells capacity to an established and more powerful buyer and also to a relatively less powerful buyer. The more powerful buyer enjoys the first right to book her capacity requirements at supplier's end, and then the common supplier fulfills the requirement of the less powerful buyer. We find that when the supplier's capacity is either too low (below the lower threshold) or too high (above the higher threshold), there is no excess procurement as compared to the case when supplier has infinite capacity. When the supplier's capacity is between these two thresholds, the more powerful buyer purchases an excess amount in comparison to the infinite capacity case.