期望概率方法在火灾风险评估中的应用

在对传统方法与期望概率方法所得结果进行比较的基础上,应用期望概率方法对中国古建筑火灾损失和中国19502006年火灾损失进行风险评估,得到应用期望概率方法进行风险评估可以提高消防系统的安全标准,并且建议了一种简便迅速的评估计算方法。     

基于风险控制的装备供应链网络设计模型

针对风险管理中的装备供应链正向（供应）网络设计问题，在对装备供应链风险和成本进行量化分析的基础上，综合考虑风险和成本2方面因素，建立了基于风险控制的装备供应链网络设计优化模型。并设计了遗传算法对模型进行求解，给出在指定风险水平下最优设计方案与总成本。最后通过实例分析和计算，结果表明，该优化模型合理、有效、可行。     

Designing acceptance sampling schemes for life testing with mixed censoring

Mixed censoring is useful extension of Type I and Type II censoring and combines some advantages of both types of censoring. This paper proposes a general Bayesian framework for designing a variable acceptance sampling scheme with mixed censoring. A general loss function which includes the sampling cost, the time‐consuming cost, the salvage value, and the decision loss is employed to determine the Bayes risk and the corresponding optimal sampling plan. An explicit expression of the Bayes risk is derived. The new model can easily be adapted to create life testing models for different distributions. Specifically, two commonly used distributions including the exponential distribution and the Weibull distribution are considered with a special decision loss function. We demonstrate that the proposed model is superior to models with Type I or Type II censoring. Numerical examples are reported to illustrate the effectiveness of the method proposed. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004     

援潜救生进度风险分析

失事潜艇的援救要求在潜艇失事后48h内展开,综合考虑援救任务耗时的随机性和模糊性,将计划评审技术PERT(project evalution and review technique)和模糊概率分析结合起来,用以评估援潜救生任务的进度风险。首先,给出了单独使用PERT技术计算援潜救生准备工作在48h内完成的概率的基本算法;然后,将模糊概率分析引入PERT技术,求出援潜救生任务的关键路线,给出基于模糊PERT分析的完工概率算法;最后,以深潜救生艇从我国北方某基地转运至目的地实施救援任务为例,计算援潜救生准备工作在48h内完成的概率。计算结果的对比表明:使用模糊PERT分析方法比单独使用PERT技术得出的数据更为可靠。     

基于威布尔比例故障率模型的装备检测间隔期多属性模糊决策方法

在对威布尔比例故障率模型进行研究的基础上,以可接受的故障风险为约束,计算了装备的检测间隔期。由于装备使用受到故障风险、检测费用、可用度及停机时间等多属性影响,运用基于加权投影折中法建立了模糊多属性状态检测周期决策模型,实现了多因素条件下状态检测间隔期的综合优化决策。最后,通过实例分析验证了该模型的适用性。     

对数正态分布的维修时间均值检验方法

针对许多装备维修时间服从或近似服从对数正态分布,从对数方差已知或未知两种角度,在控制单方或双方风险的基础上,提出了维修时间均值的检验方法,并通过实例验证了检验方法的实用性。     

装备采购委托代理关系分析

针对目前采用的委托方对代理方的激励与约束机制设计,利用博弈论方法分析了监督策略成本会引起最优解迁移,并以实例予以了说明.同时,给出了军事经济效能观测指标的选择原则和多行动代理方的激励机制设计原则.     

公安现役部队审计风险成因及防范

公安现役部队审计事业近年来取得很大发展,在维护部队的财经纪律、惩治腐败、加强党的廉政建设和提高经费物资的使用效益等方面发挥了重要作用。基于审计风险的客观存在,为推进和完善部队审计事业建设,提高审计人员的风险意识,笔者分析了公安现役部队的审计风险成因并提出了防范措施。     

A dynamic allocation heuristic for centralized safety stock

An inventory system that consists of a depot (central warehouse) and retailers (regional warehouses) is considered. The system is replenished regularly on a fixed cycle by an outside supplier. Most of the stock is direct shipped to the retailer locations but some stock is sent to the central warehouse. At the beginning of any one of the periods during the cycle, the central stock can then be completely allocated out to the retailers. In this paper we propose a heuristic method to dynamically (as retailer inventory levels change with time) determine the appropriate period in which to do the allocation. As the optimal method is not tractable, the heuristic's performance is compared against two other approaches. One presets the allocation period, while the other provides a lower bound on the expected shortages of the optimal solution, obtained by assuming that we know ahead of time all of the demands, period by period, in the cycle. The results from extensive simulation experiments show that the dynamic heuristic significantly outperforms the “preset” approach and its performance is reasonably close to the lower bound. Moreover, the logic of the heuristic is appealing and the calculations, associated with using it, are easy to carry out. Sensitivities to various system parameters (such as the safety factor, coefficient of variation of demand, number of regional warehouses, external lead time, and the cycle length) are presented. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005.     

Network routing for insurgency: An adversarial risk analysis framework

Problems in counterterrorism and corporate competition have prompted research that attempts to combine statistical risk analysis with game theory in ways that support practical decision making. This article applies these methods of adversarial risk analysis to the problem of selecting a route through a network in which an opponent chooses vertices for ambush. The motivating application is convoy routing across a road network when there may be improvised explosive devices and imperfect intelligence about their locations. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011