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61.
We propose a novel simulation‐based approach for solving two‐stage stochastic programs with recourse and endogenous (decision dependent) uncertainty. The proposed augmented nested sampling approach recasts the stochastic optimization problem as a simulation problem by treating the decision variables as random. The optimal decision is obtained via the mode of the augmented probability model. We illustrate our methodology on a newsvendor problem with stock‐dependent uncertain demand both in single and multi‐item (news‐stand) cases. We provide performance comparisons with Markov chain Monte Carlo and traditional Monte Carlo simulation‐based optimization schemes. Finally, we conclude with directions for future research. 相似文献
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为支持军事通信业务的智能化,研究了军事通信业务上下文信息的表示和推理,提出了一种表示业务上下文信息的语法结构、语义以及上下文元信息的本体建模方法。并利用贝叶斯网络理论,提出了一种支持不确定性推理的业务上下文认知模型的构建方法,最后通过案例分析验证了模型和结论的合理性。 相似文献
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针对现代防空作战环境包含大量不确定性因素的特点,运用地面防空兵战术学、不确定性信息理论和未确知数学理论,探讨地面防空兵力配置的不确定性作战效能问题。设计了能同时处理随机信息、未确知信息的不确定性模型,该模型以指挥员对敌机进袭的主要方向、临空投弹线、投射精确制导炸弹的位置和巡航导弹的进袭航线的主观判断,并以随机变量、未确知有理数的形式作为输入,经未确知期望的计算,得到反映守点、控线、前出战法兵力配置的作战效能值及其可信度。结合一实例进行分析和计算,显示该模型较为贴近实际,体现了从定性到定量分析的系统工程方法的特点。 相似文献
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A well‐studied problem in airline revenue management is the optimal allocation of seat inventory among different fare‐classes, given a capacity for the flight and a demand distribution for each class. In practice, capacity on a flight does not have to be fixed; airlines can exercise some flexibility on the supply side by swapping aircraft of different capacities between flights as partial booking information is gathered. This provides the airline with the capability to more effectively match their supply and demand. In this paper, we study the seat inventory control problem considering the aircraft swapping option. For theoretical and practical purposes, we restrict our attention to the class of booking limit policies. Our analytical results demonstrate that booking limits considering the swapping option can be considerably different from those under fixed capacity. We also show that principles on the relationship between the optimal booking limits and demand characteristics (size and risk) developed for the fixed‐capacity problem no longer hold when swapping is an option. We develop new principles and insights on how demand characteristics affect the optimal booking limits under the swapping possibility. We also develop an easy to implement heuristic for determining the booking limits under the swapping option and show, through a numerical study, that the heuristic generates revenues close to those under the optimal booking limits. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011 相似文献
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We revisit the capacity investment decision problem studied in the article “Resource Flexibility with Responsive Pricing” by Chod and Rudi [Operations Research 53, (2005) 532–548]. A monopolist firm producing two dependent (substitutable or complementary) products needs to determine the capacity of one flexible resource under demand risk so as to maximize its expected profit. Product demands are linear functions of the prices of both products, and the market potentials are random and correlated. We perform a comparative statics analysis on how demand variability and correlation impact the optimal capacity and the resulting expected profit. In particular, C&R study this problem under the following assumptions/approximations: (i) demand intercepts follow a bivariate Normal distribution; (ii) demand uncertainty is of an additive form; (iii) and under approximate expressions for the optimal capacity and optimal expected profit. We revisit Propositions 2, 3, 4, 5, and 10 of C&R without these assumptions and approximations, and show that these results continue to hold (i) for the exact expressions for the optimal expected profit and optimal capacity, and (ii) under any arbitrary continuous distribution of demand intercepts. However, we also show that the additive demand uncertainty is a critical assumption for the C&R results to hold. In particular, we provide a case of multiplicative uncertainty under which the C&R results (Propositions 2 and 3) fail. © 2010 Wiley Periodicals, Inc. Naval Research Logistics 2010 相似文献
66.
Xianpei Hong;Ying-Ju Chen;Yeming Gong;Hua Wang; 《海军后勤学研究》2024,71(2):286-317
While the previous literature on green technology adoption has not fully considered information sharing, we consider the impact of demand information sharing on the adoption of green technologies by risk-averse farmers in a vertical agricultural supply chain. We find that government subsidies and information sharing do not always promote farmers' adoption of green technologies. The accuracy of the information plays a vital role in promoting farmers' adoption of green technologies; however, the increased green technology adoption induced by more accurate information may be detrimental to farmer welfare in the presence of production diseconomies. Information sharing can reduce the amount of government subsidies for promoting green technology adoption, thereby suggesting the substitutable role of information and monetary instruments. Nonetheless, information-sharing may lead to lower water savings and thus should be adopted with caution. Risk aversion has a nontrivial impact on agricultural technology adoption: farmers are more likely to adopt traditional agricultural technologies when their risk aversion is either very low or very high. Finally, we validate our decision model with U.S. Department of Agriculture cotton production data and propose management insights to help farmers make appropriate adoption decisions under information asymmetry and risk-averse attitudes. 相似文献
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知识约简是粗糙集理论的核心内容之一,产生的粗糙决策规则往往具有一定的不确定性.在变精度粗糙集的基础上,本文构造了符合证据理论框架的一组焦元,利用基本概率分配函数计算了证据的总体信息熵,度量了决策表的不确定性;以该度量作为启发信息,给出了决策表的启发式知识约简算法.计算实例表明了本文方法的有效性. 相似文献
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战时路径规划的不确定性包括参数、约束条件和决策目标等的不确定性。以基本蚁群算法为基础,结合随机模拟和模糊模拟技术,提出了一种改进蚁群算法来求解战时不确定性路径规划问题,并通过仿真示例与其他算法进行了比较。结果表明：该算法求解效率更高,求解过程更为直观,能够满足战时不确定性路径规划问题的研究。 相似文献
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为量化无动力滑翔飞行器末制导初始参数不确定性的综合影响,提升飞行器落点精度,提出基于不确定性的末制导初始参数优化设计方法。面向飞行器末端高动态打击需求,采用落角约束下的滑模变结构导引律进行实时弹道成型,进而考虑末制导初始参数的不确定性。以落点有效毁伤半径概率和落点圆概率偏差为多优化目标,建立基于不确定性的末制导初始参数及制导律参数优化模型。针对这一不确定性优化模型,研究利用高效全局优化和蒙特卡洛方法,给出末制导初始参数及制导律参数的最优设计方案。仿真结果表明:该方法能显著提升落点精度,为方案设计阶段飞行器末制导交接点的选取提供决策支持。 相似文献