What you should know about simulation and derivatives

Derivatives (or gradients) are important for both sensitivity analysis and optimization, and in simulation models, these can often be estimated efficiently using various methods other than brute‐force finite differences. This article briefly summarizes the main approaches and discusses areas in which the approaches can most fruitfully be applied: queueing, inventory, and finance. In finance, the focus is on derivatives of another sort. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

基于贝叶斯模型的装备剩余寿命预测研究

为了解决武器装备日益复杂及维修工作日趋繁重的问题,运用贝叶斯模型预测装备修理后的剩余寿命,为合理安排其修理计划提供依据。替代传统的指数分布,用威布尔分布描述系统寿命特征,并运用极大似然方法和贝叶斯方法估计威布尔分布的两个未知参数,给出其置信区间。在此基础上,对先验样本和后验样本两种不同情况,分别运用贝叶斯模型预测装备修理后的剩余寿命,并给出实例。结果表明了该方法的有效性。     

Column generation for stochastic green telecommunication network planning with switchable base stations

We present the green telecommunication network planning problem with switchable base stations, where the location and configuration of the base stations are optimized, while taking into account uncertainty and variability of demand. The problem is formulated as a two‐stage stochastic program under demand uncertainty with integers in both stages. Since solving the presented problem is computationally challenging, we develop the corresponding Dantzig‐Wolfe reformulation and propose a solution approach based on column generation. Comprehensive computational results are provided for instances of varying characteristics. The results show that the joint location and dynamic switching of base stations leads to significant savings in terms of energy cost. Up to 30% reduction in power consumption cost is achieved while still serving all users. In certain cases, allowing dynamic configurations leads to more installed base stations and higher user coverage, while having lower total energy consumption. The Dantzig‐Wolfe reformulation provides solutions with a tight LP‐gap eliminating the need for a full branch‐and‐price scheme. Furthermore, the proposed column generation solution approach is computationally efficient and outperforms CPLEX on the majority of the tested instances. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 351–366, 2016     

Investment in production resource flexibility: An empirical investigation of methods for planning under uncertainty

We examine several methods for evaluating resource acquisition decisions under uncertainty. Traditional methods may underestimate equipment benefit when part of this benefit comes from decision flexibility. We develop a new, practical method for resource planning under uncertainty, and show that this approach is more accurate than several commonly used methods. We successfully applied our approach to an investment problem faced by a major firm in the aviation information industry. Our recommendations were accepted and resulted in estimated annual savings in excess of $1 million (US). © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2003     

一类随机差分方程的解序列的最优停止规则

设报酬序列{x_(?),(?),n≥0}满足随机差分方程x_(n+1)=x_n+a_n+b_nε_(n+1)(ε_1,ε_2,…为白噪声序列)。本文讨论了用有限情形{x_n,0≤n≤N}的Snell包逼近无限情形{x_n,n≥0)的Snell包的条件,得到了x_n=E(x_n|(?))((?)=σ{ε_0,ε_1,…,ε_n},ε_0=0)的Snell包r_n的分解形式和最优停时存在的条件。最后讨论了最优停止规则的迭代计算法,并得出了迭代过程在有限步停止的充分条件。     

随机共振原理在强噪声背景信号检测中的应用

动态系统中的噪声常被认为是令人讨厌的东西 ,但在特定的非线性系统中 ,噪声的存在事实上能够增强微弱信号的检测能力 ,这种现象就是随机共振 (SR ,stochasticresonance) ,它在物理、工业技术和生物医学领域里具有广泛的应用潜力。给出了利用随机共振原理检测微弱周期信号的基本方法 ,并采用模拟的信号对该方法进行了分析与验证。结果表明 ,该方法简单、稳健、可靠 ,能把信噪比较低的周期信号从强背景噪声中可靠地提取出来 ,将在机械故障诊断领域展示诱人的前景     

一种胆碱酯酶贮存寿命的预测方法

用差热分析 (DTA)和等温加速老化法 ,测定了用生物化学方法检测有机磷、氨基甲酸酯类农药或毒剂的试剂———胆碱酯酶的贮存寿命。获得了所测定的该种胆碱酯酶的贮存寿命与贮存温度之间的关系式。这种测定方法简便快捷、实用可靠。     

恒加试验的最优线性不变估计

给出了恒加试验的最优线性无偏估计与最优线性不变估计。与有关文献给出的二步估计相比,这两个估计有较大改进,并且在计算上简单可行。     

随机 Petri 网的瓶颈及其最大处理能力

介绍了随机Ｐｅｔｒｉ网瓶颈的概念,给出了一般随机Ｐｅｔｒｉ网最大处理能力的数学模型,针对一类特殊结构的随机Ｐｅｔｒｉ网,导出了分析其最大处理能力和瓶颈的快速算法,最后给出了一个防空决策组织信息处理瓶颈与处理能力分析的实例。     

学者的人间情怀——古代文学研究中的“冷”与“热”

经济全球化的趋势使民族文化传统遭遇到一种普遍的危机。目前，我国高等学校的古代文学研究与教学已经面临这种危机与挑战。本文认为转变古代文学研究中“纯学术”立场，关注精神价值，强化生命意识，多一些人间情怀，注重古典文学中的情感、心态等精神价值方面的研究，对传承文明，重塑华夏民族精神，具有重要意义。