Augmented nested sampling for stochastic programs with recourse and endogenous uncertainty

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.     

加权采样的序列蒙特卡罗滤波技术

在处理非线性滤波问题时,常用的几种通过模型近似或计算近似的滤波方法均在某种特定的情况下具有适用性.近年来随着计算机处理能力的快速发展,提出了序列蒙特卡罗滤波方法,因其在处理复杂的非线性和非高斯问题时表现出强大的潜力而引起广泛关注.详述了序列蒙特卡罗滤波算法的基本思想和原理,对其关键技术进行了归纳分析,并指出了该方法亟待解决的一些难点问题.     

无线传感器网络中多传感器动态自适应调度算法

无线传感器网络中,目标跟踪往往通过节点之间的协作完成。在无迹变换卡尔曼滤波基础上,提出一种多传感器动态自适应调度算法进行目标跟踪。该方法根据预测跟踪精度来确定采样间隔,然后基于特定的检测概率,为下一时刻选择一组传感器,形成一个临时工作组,并指定某一个传感器作为中心节点进行数据融合。仿真结果证明了该算法能有效提高跟踪精度和可靠性。     

Double window acceptance sampling

We introduce the concept of a sequential double window procedure and compare the resulting acceptance test with both a fixed sample size method as well as with the Wald sequential probability ratio test. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

加权随机模拟的时变可靠性分析方法

针对结构时变可靠性的随机模拟分析方法计算代价大的问题,在极值方法的基础上提出基于加权随机模拟的时变可靠性分析策略。时变可靠性分析需要计算在不同时间处的失效概率,通常需要进行多次可靠性分析,计算代价巨大。所提方法通过对常规静态可靠性的随机模拟方法进行改进拓展,运用加权策略分别发展了加权蒙特卡洛法和加权重要抽样法,使之能够高效分析计算时变可靠性问题。所提方法仅需一次常规可靠性分析模拟,即可得到时变失效概率函数估计。采用管状悬臂梁和十杆桁架两个算例进行验证。结果表明,基于加权思想的分析方法在能确保精确度的前提下能够大幅度减小计算量,提高计算效率。     

采用局域像素匹配的随机抽样一致改进算法

为提高图像拼接的配准精度和稳健性,提出基于局域像素匹配的随机抽样一致改进算法。在完成尺度不变特征变换算子或其他算子图像特征提取、特征匹配之后,利用独立于特征匹配点的局域像素,通过参考图像局域像素与映射的待拼接图像局域像素匹配,优选4对最佳特征匹配点,确定最佳单应矩阵。实验结果表明:与随机抽样一致经典算法相比,该方法未明显增加计算耗时,单应矩阵更准确,图像拼接稳健性更好。     

变倍凸轮的计算机优化设计

以连续变倍瞄准镜为例 ,推导了变倍凸轮转角与变倍曲线升角的关系式 ,建立了变倍凸轮曲线优化设计的数学模型 ,并叙述了有关的设计方法。     

Variable sampling plans for normal distribution indexed by Taguchi's loss function

Taguchi has presented an approach to quality improvement in which reduction of deviation from the target value is the guiding principle. In this approach any measured value x of a product characteristic X brings a loss to consumer in general, where the loss is expressed as a quadratic form with respect to the difference between the measured value x and the target value T of a product characteristic. Then, it is natural to reject the lot which may bring a large loss to consumer. This concept induces us to construct new variable sampling plans based on the Taguchi's loss criterion. In this article, a design procedure of the sampling plans for assuring the loss in the Taguchi's method is proposed. Some numerical results based on the proposed design procedures are illustrated. © 1997 John Wiley & Sons, Inc. Naval Research Logistics 44: 591–603 (1997)     

基于重要性采样的空时分组码快速仿真系统设计

高效的仿真技术对研究提高军事通信的性能具有重要意义。针对传统的蒙特卡罗仿真时间长的问题,提出了基于重要性采样的空时分组码高效仿真方法,给出了仿真模型和实现流程。仿真和分析结果表明本方法在运行较少的时间内能够获得较好的误码性能。采用该高效仿真方法可以加快军事通信技术研究的进程。     

火场战斗力量转移的优化设计

在一些特殊火灾扑救中，如何在总战斗力量一定的情况下从中抽调部分力量去处置新的灾害事故，这就涉及到一个战斗力量转移的优化配置问题。探讨建立了消防力量优化配置的模型，同时试运用运输模型来求解得出优化配置方案。