Optimal path finding in direction,location, and time dependent environments

This article examines optimal path finding problems where cost function and constraints are direction, location, and time dependent. Recent advancements in sensor and data‐processing technology facilitate the collection of detailed real‐time information about the environment surrounding a ground vehicle, an airplane, or a naval vessel. We present a navigation model that makes use of such information. We relax a number of assumptions from existing literature on path‐finding problems and create an accurate, yet tractable, model suitable for implementation for a large class of problems. We present a dynamic programming model which integrates our earlier results for direction‐dependent, time and space homogeneous environment, and consequently, improves its accuracy, efficiency, and run‐time. The proposed path finding model also addresses limited information about the surrounding environment, control‐feasibility of the considered paths, such as sharpest feasible turns a vehicle can make, and computational demands of a time‐dependent environment. To demonstrate the applicability and performance of our path‐finding algorithm, computational experiments for a short‐range ship routing in dynamic wave‐field problem are presented. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

Averaging frameworks for simulation optimization with applications to simulated annealing

We present two frameworks for designing random search methods for discrete simulation optimization. One of our frameworks is very broad (in that it includes many random search methods), whereas the other one considers a special class of random search methods called point‐based methods, that move iteratively between points within the feasible region. Our frameworks involve averaging, in that all decisions that require estimates of the objective function values at various feasible solutions are based on the averages of all observations collected at these solutions so far. Also, the methods are adaptive in that they can use information gathered in previous iterations to decide how simulation effort is expended in the current iteration. We show that the methods within our frameworks are almost surely globally convergent under mild conditions. Thus, the generality of our frameworks and associated convergence guarantees makes the frameworks useful to algorithm developers wishing to design efficient and rigorous procedures for simulation optimization. We also present two variants of the simulated annealing (SA) algorithm and provide their convergence analysis as example application of our point‐based framework. Finally, we provide numerical results that demonstrate the empirical effectiveness of averaging and adaptivity in the context of SA. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

Economic lot sizing with constant capacities and concave inventory costs

This article studies the classical single‐item economic lot‐sizing problem with constant capacities, fixed‐plus‐linear order costs, and concave inventory costs, where backlogging is allowed. We propose an O(T³) optimal algorithm for the problem, which improves upon the O(T⁴) running time of the famous algorithm developed by Florian and Klein (Manage Sci18 (1971) 12–20). Instead of using the standard dynamic programming approach by predetermining the minimal cost for every possible subplan, we develop a backward dynamic programming algorithm to obtain a more efficient implementation. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

Partial equilibrium in risk‐based production decisions

Characteristically, a small subset of operational problems admit risk neutrality when contingent claims methodology were used in their analysis. That is, for the majority of manufacturing and production problems, operating cash flows are not directly linked to prices of traded assets. However, to the extent that correlations can be estimated, the methodology's applicability to a broader set of operational problems is supported. Our article addresses this issue with the objective of extending the use of contingent claims techniques to a larger set of operational problems. In broad terms, this objective entails a partial equilibrium approach to the problem of valuing uncertain cash flows. To this end, we assume risk aversion and cast our approach within Merton's intertemporal capital asset pricing model. In this context, we formulate a “generic” production valuation model that is framed as an exercise in stochastic optimal control. The model is versatile in its characterization and can easily be adapted to accommodate a wide‐ranging set of risk‐based operational problems where the underlying sources of uncertainty are not traded. To obtain results, the model is recast as a stochastic dynamic program to be solved numerically. The article addresses a number of fundamental issues in the analysis risk based decision problems in operations. First, in the approach provided, decisions are analyzed under a properly defined risk structure. Second, the process of analysis leads to suitably adjusted probability distributions through which, appropriately discounted expectations are derived. Third, through consolidating existing concepts into a standard and adaptable framework, we extend the applicability of contingent claims methodology to a broader set of operational problems. The approach is advantageous as it obviates the need for exogenously specifying utility functions or discount rates.© 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

机载无源干扰诱饵的运动特性研究

考虑机载无源干扰诱饵自身的属性和其所处的大气环境,对其进行受力分析,发现无源干扰诱饵受空气动力和自身重力的影响较大。据此建立了无源干扰诱饵的动力学模型和运动学模型,仿真得出无源干扰诱饵的运动情况。在对箔条云受力和单根箔条受力分析的基础上,给出等效球的概念,在仿真中直观地得到了箔条云的散开过程。     

轴向应力波作用下的圆柱壳弹塑性后屈曲

为揭示柱壳屈曲变形的发展机理及屈曲波与弹塑性应力波耦合传播间的关系,运用非线性显示动力学有限元分析方法对承受轴向高速冲击载荷作用下柱壳的弹塑性后屈曲过程进行了研究。分析结果表明:对于柱壳在轴向高速冲击下的弹塑性轴对称动力屈曲,主要屈曲变形发生在柱壳的两端,屈曲变形的产生及发展与应力波在壳中的传播过程密切相关;塑性应力波在整个屈曲过程中起了绝对支配的作用;屈曲波的产生及发展,都与塑性波的传播及反射有关;弹性应力波由于在整个屈曲过程中持续的时间极短,处于次要的地位。     

舰船航渡过程中的松弛时间与航渡策略问题

针对舰船特点和任务要求,提出了舰船航渡中的松弛时间问题。在对问题分析的基础上,给出了松弛时间的定义并对其进行了建模,讨论了航渡失败的判断准则,给出了松弛时间的上下限以及航渡中实际的松弛时间的计算方法,并采用仿真的方法进行了典型航渡过程的松弛时间和成功概率的计算。在大量计算的基础上,初步探讨了航渡成功概率与各类航渡参数之间的关系,并对舰船最优航渡策略问题进行了初步分析,最后对于优化目标、计算初值、结果的表达方式等提出了一个可行的解决方案。     

Small world,big guns: globalization,interstate security networks and conventional weapons imports

With the burgeoning influence of emerging markets in Asia, a tectonic shift is taking place in the global security landscape. Asian states are concomitantly arming as their economic clout grows. In light of these developments, security analysts would benefit from a formal means of placing these arms acquisitions in a structural context. Are arms acquisitions on par with the expectations of Asian states, given their structural dispositions, or are recent acquisitions beyond anticipated levels? By using a dynamic panel regression of 187 states from 1950 to 2011, this research predicts arms import volume using the degree of interstate arms linkages, the size of a state's military, and its level of economic development. The technique offers analysts a formal means of distinguishing orthodox behavior in importing conventional weapons from extraneous security motivations. The article concludes by generating near-term forecasts of Asian arms imports and discussing the implications of the technique.     

Vondrak-Cepek组合滤波在北斗共视和卫星双向时间比对融合中的应用

为减小卫星双向时间比对(Two-Way Satellite Time and Frequency Transfer, TWSTFT)中的周日效应,利用北斗共视链路没有周日效应的特点,通过Vondrak-Cepek组合滤波方法对中国科学院国家授时中心(National Time Service Center, NTSC)、德国物理技术研究院(Physikalisch-Technische Bundesanstalt, PTB)以及中国计量科学研究院(National Institute of Metrology, NIM)间的北斗共视时间比对结果分别与硬件卫星时间和距离测量设备(SAtellite Time and Ranging Equipment, SATRE) TWSTFT和软件接收机(Software-Defined Radio, SDR)TWSTFT结果进行了融合处理。采用时间偏差和幅值频谱两个指标以及GPS精密单点定位(Precise Point Positioning, PPP)时间比对分别对融合结果进行内外符合评估。结果表明,经过Vondrak-Cepek滤波的融合结果中周日效应基本消失,其与GPS PPP链路差值结果的绝对值保持在链路校准的不确定度范围内。对于长基线NTSC-PTB链路,融合结果1 d的时间偏差稳定度对SATRE和SDR TWSTFT的增益因子分别为1.85和1.81;对于短基线NTSC-NIM链路,融合结果对SATRE和SDR TWSTFT的增益因子分别为1.69和1.59。融合结果的短期稳定度显著提高。     

动态威胁环境下单无人机测向定位航迹优化算法

为解决单架无人机在动态战场环境下的测向定位问题,提出了一种基于动态窗口法的单机测向定位航迹优化算法。以最大化Fisher信息矩阵行列式为测向定位评价准则,在由动态探测雷达和静/动障碍构成的动态战场环境中,基于动态窗口法思想,将测向定位航迹优化评价准则由传统的单步最优原则扩展到对多步预测航迹的评价,同时考虑雷达探测和静/动障碍环境对预测航迹的影响,通过滚动时域方法控制无人机最优航向。仿真结果表明,所提方法能够使无人机在有效逃避雷达探测威胁以及规避环境中静/动障碍的条件下保证对目标的高精度测向定位,为解决动态战场环境下的单架无人机测向定位问题提供了新思路。