Analysis of a machine repair problem with an unreliable server and phase type repairs and services

In this paper we study a machine repair problem in which a single unreliable server maintains N identical machines. The breakdown times of the machines are assumed to follow an exponential distribution. The server is subject to failure and the failure times are exponentially distributed. The repair times of the machine and the service times of the repairman are assumed to be of phase type. Using matrix‐analytic methods, we perform steady state analysis of this model. The time spent by a failed machine in service and the total time in the repair facility are shown to be of phase type. Several performance measures are evaluated. An optimization problem to determine the number of machines to be assigned to the server that will maximize the expected total profit per unit time is discussed. An illustrative numerical example is presented. © 2003 Wiley Periodicals, Inc. Naval Research Logistics 50: 462–480, 2003     

Capacitated warehouse location model with risk pooling

In this article, we introduce the capacitated warehouse location model with risk pooling (CLMRP), which captures the interdependence between capacity issues and the inventory management at the warehouses. The CLMRP models a logistics system in which a single plant ships one type of product to a set of retailers, each with an uncertain demand. Warehouses serve as the direct intermediary between the plant and the retailers for the shipment of the product and also retain safety stock to provide appropriate service levels to the retailers. The CLMRP minimizes the sum of the fixed facility location, transportation, and inventory carrying costs. The model simultaneously determines warehouse locations, shipment sizes from the plant to the warehouses, the working inventory, and safety stock levels at the warehouses and the assignment of retailers to the warehouses. The costs at each warehouse exhibit initially economies of scale and then an exponential increase due to the capacity limitations. We show that this problem can be formulated as a nonlinear integer program in which the objective function is neither concave nor convex. A Lagrangian relaxation solution algorithm is proposed. The Lagrangian subproblem is also a nonlinear integer program. An efficient algorithm is developed for the linear relaxation of this subproblem. The Lagrangian relaxation algorithm provides near‐optimal solutions with reasonable computational requirements for large problem instances. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

日-地(月)系拉格朗日L1点及晕(Halo)轨道应用

日-地(月)系统拉格朗日L1点及L1点附近的晕(Halo)轨道在"夸父"工程中有重要的应用价值,可用于对太阳实施持续观测.利用数值分析方法,找到了日-地(月)-探测器三者构成的圆限制性三体问题中L1点附近的周期晕(Halo)轨道,分析了轨道的特性.研究结果对"夸父"工程中的目标轨道设计有一定的参考价值.     

奇型抛物问题的有限元误差估计

本文引入带权的 Sobolev 空间,讨论了奇型线性问题:(?)((?)u)/((?)t)-1/x~(?)(x~aa(x)u′)′=f(t,x) (x,t)∈1×J(?)/((?)x)u(t,0)=u(t,1)=0 t∈Ju(0,x)=φ(x) x∈I式中 I=(0,1),J=[0,T],0<α<3的有限元方法,并在适当条件下,给出了最佳估计:‖u_(?)-u‖_(0,2,a)≤ch~2{‖φ‖_(2,2,a)+[integral 0 to t (‖u‖~2_(2,2,a)+‖u_(?)‖~2_(2,2,a)dt]~(1/2)}‖u_(?)-u‖_(1,2,a)≤ch~2{‖φ‖_(2,2,a)+[integral 0 to t (‖u‖~2_(2,2,a)+‖u_(?)‖~2_(2,2,a)dt]~(1/2)}     

The burglar problem with multiple options

We consider the burglar problem in which a burglar can either retire or choose among different types of burglaries, with each type having its own success probability and reward distribution. Some general structural results are established and, in the case of exponentially distributed reward distributions, a solution technique is presented. The burglar problem's relationship to a stochastic knapsack problem with a random exponentially distributed knapsack capacity is shown. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 359–364, 2014     

A branch‐and‐price approach for the stochastic generalized assignment problem

In this article, we address a stochastic generalized assignment machine scheduling problem in which the processing times of jobs are assumed to be random variables. We develop a branch‐and‐price (B&P) approach for solving this problem wherein the pricing problem is separable with respect to each machine, and has the structure of a multidimensional knapsack problem. In addition, we explore two other extensions of this method—one that utilizes a dual‐stabilization technique and another that incorporates an advanced‐start procedure to obtain an initial feasible solution. We compare the performance of these methods with that of the branch‐and‐cut (B&C) method within CPLEX. Our results show that all B&P‐based approaches perform better than the B&C method, with the best performance obtained for the B&P procedure that includes both the extensions aforementioned. We also utilize a Monte Carlo method within the B&P scheme, which affords the use of a small subset of scenarios at a time to estimate the “true” optimal objective function value. Our experimental investigation reveals that this approach readily yields solutions lying within 5% of optimality, while providing more than a 10‐fold savings in CPU times in comparison with the best of the other proposed B&P procedures. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 131–143, 2014     

混合均衡问题和不动点问题的公共元的迭代算法

在Hilbert空间中,利用超梯度算法,用以逼近混合均衡问题的解集与半压缩映像不动点集的公共元,并且证明了该算法的收敛性。使用新的分析技巧证明了一个强收敛定理。     

上、下半连续性关系及其在经济上的应用

上、下半连续性在数学中的重要性不言而喻,在微观经济分析中也有着广泛应用,特别是静态优化问题。分别在单值映射、集值映射中探讨了上半连续性和下半连续性的关系。先证明了单值映射上、下半连续性等价的结论(定理1),并利用引理1对常见函数的上、下半连续性进行了探讨以进一步说明定理1;然后通过举反例进行论证,得出了集值映射中上、下半连续性不等价的结论(定理2);最后例举了上、下半连续性在数理经济上的应用,具有创新价值。通过对数理经济学中参数约束最优化问题的最大值定理(引理2)条件和结论所做的两点注记,并附以具体实例予以解释,说明了单、集值映射中上、下半连续性的关系,以及在数理经济上的重要应用。     

DEFENSIVE COUNTERTERRORISM MEASURES AND DOMESTIC POLITICS

Unlike most of the literature, this paper includes domestic political considerations in which two countries must decide defensive countermeasures against a common terrorist threat. A delegation problem arises as voters strategically choose a policymaker whose preferences differ from their own. As a consequence, countries limit the presumed oversupply of defensive countermeasures. Thus, the inclusion of domestic politics gives a new perspective on counterterrorism. The timing of elections is also shown to make a difference.     

THE MORAL PERMISSIBILITY OF AUTOMATED RESPONSES DURING CYBERWARFARE

Automated responses are an inevitable aspect of cyberwarfare, but there has not been a systematic treatment of the conditions in which they are morally permissible. We argue that there are three substantial barriers to the moral permissibility of an automated response: the attribution, chain reaction, and projection bias problems. Moreover, these three challenges together provide a set of operational tests that can be used to assess the moral permissibility of a particular automated response in a specific situation. Defensive automated responses will almost always pass all three challenges, while offensive automated responses typically face a substantial positive burden in order to overcome the chain reaction and projection bias challenges. Perhaps the most interesting cases arise in the middle ground between cyber-offense and cyber-defense, such as automated cyber-exploitation responses. In those situations, much depends on the finer details of the response, the context, and the adversary. Importantly, however, the operationalizations of the three challenges provide a clear guide for decision-makers to assess the moral permissibility of automated responses that could potentially be implemented.