Technical note: Finite-time regret analysis of Kiefer-Wolfowitz stochastic approximation algorithm and nonparametric multi-product dynamic pricing with unknown demand

We consider the problem of nonparametric multi-product dynamic pricing with unknown demand and show that the problem may be formulated as an online model-free stochastic program, which can be solved by the classical Kiefer-Wolfowitz stochastic approximation (KWSA) algorithm. We prove that the expected cumulative regret of the KWSA algorithm is bounded above by where κ₁, κ₂ are positive constants and T is the number of periods for any T = 1, 2, … . Therefore, the regret of the KWSA algorithm grows in the order of , which achieves the lower bounds known for parametric dynamic pricing problems and shows that the nonparametric problems are not necessarily more difficult to solve than the parametric ones. Numerical experiments further demonstrate the effectiveness and efficiency of our proposed KW pricing policy by comparing with some pricing policies in the literature.     

并行离散事件仿真中的DDM机制实现

在并行离散事件仿真系统中实现仿真模型间的互操作机制需要引入类似HLA中定义的声明管理(DM)和数据分发管理(DDM)服务.我们开发的KD-PADSE高性能并行离散事件仿真环境采用谓词断言和对象代理方法在面向对象的并行离散事件仿真系统中实现了基于平行结构和事件调度机制的声明管理(DM)和数据分发管理(DDM)服务.在以千兆以太网互联的10节点Linux集群计算机上,采用DDM机制后仿真模型每秒(物理时间)可以进行1万次属性更新,是没有采用DDM机制时的20倍,在功能性和性能上验证了该DDM机制在并行离散事件仿真系统中的适用性.     

面向多核网络分组处理系统的线程亲和缓冲区管理机制

基于通用多核架构的网络分组处理系统性能受到诸如分组IO开销高、多核共享内存及进程调度竞争大、页表缓冲表项失效率高等问题的困扰。为此提出一种基于通用多核网络分组处理系统、面向高速分组转发应用的线程亲和缓冲区硬件管理机制,并在网络专用协处理引擎上实现。该机制采用无中断的线程亲和调度策略,将包含控制信息与缓冲区地址信息的描述符和分组数据按照分组处理的线程号链式地对应加载在多个地址连续的共享缓冲区中。基于通用多核和现场可编程门阵列平台进行报文转发测试,实验结果表明,采用线程亲和缓冲区管理机制能使平均报文转发处理性能提升12.4%,有效地降低IO开销和TLB表项失效率。     

一个通用数据库管理工具的研究与实现

目前我国行业信息化建设已经跨越了初级阶段,但在许多行业的信息化应用中还存在着烟囱效应和信息孤岛效应。为了将行业信息化引向深入,需要对原有系统进行数据集成。文中首先对数据集成的基本概念进行了探讨,并进一步对数据集成的一个重要工具——通用数据库管理工具的功能及实现方法进行了研究。文中所讨论的通用数据库管理工具与其他工具的区别在于:能够对物理上分布的、异构的多个数据库进行管理,还能够在更高的层次上对多个数据库中的数据进行逻辑上的重新组织。文中所讨论的通用数据库管理工具是为最终用户服务的,而不是一个开发工具。     

美国空军研究实验室组织管理与科研规划分析

美国空军研究实验室是一个在空中、太空和网络空间领域处于全球领先地位的科研机构,承担着美国空军国防高技术项目的规划、管理和实施工作,是美国空军保持技术优势的重要研究力量。本文剖析了美国空军实验室的使命任务、组织管理和科研规划,总结了实验室在人才培养和科研任务制定方面的经验和方法。     

An attacker‐defender model for analyzing the vulnerability of initial attack in wildfire suppression

Wildfire managers use initial attack (IA) to control wildfires before they grow large and become difficult to suppress. Although the majority of wildfire incidents are contained by IA, the small percentage of fires that escape IA causes most of the damage. Therefore, planning a successful IA is very important. In this article, we study the vulnerability of IA in wildfire suppression using an attacker‐defender Stackelberg model. The attacker's objective is to coordinate the simultaneous ignition of fires at various points in a landscape to maximize the number of fires that cannot be contained by IA. The defender's objective is to optimally dispatch suppression resources from multiple fire stations located across the landscape to minimize the number of wildfires not contained by IA. We use a decomposition algorithm to solve the model and apply the model on a test case landscape. We also investigate the impact of delay in the response, the fire growth rate, the amount of suppression resources, and the locations of fire stations on the success of IA.     

时间管理在实时仿真中的改进

时问是分布仿真中的核心概念;时间管理是分布交互仿真的关键技术.探讨了分布交互仿真中高层体系结构(HLA)的时间管理机制,针对HLA在实时系统仿真方面的不足,分析其原因,提出了时间管理在实时仿真中的改进方法,对HLA在实时系统仿真中的应用有一定的参考价值.     

论强化消防部队管理执行力

安全事故频发,引发部队管理危机,究其原因是多方面的,但是,管理中的＂三弱化＂是主因。如何提升管理中的执行力,应从四个方面入手,即强化培训式管理、走动式管理、数字化管理、问责制管理。夯实执行根基,提升执行监管,量化执行标准,重施执行奖惩,确保消防部队管理执行力的提升,是减少安全事故,确保部队高度安全稳定的根本途径。     

Value management of diagnostic equipment with cancelation,no‐show,and emergency patients

Magnetic resonance imaging and other multifunctional diagnostic facilities, which are considered as scarce resources of hospitals, typically provide services to patients with different medical needs. This article examines the admission policies during the appointment management of such facilities. We consider two categories of patients: regular patients who are scheduled in advance through an appointment system and emergency patients with randomly generated demands during the workday that must be served as soon as possible. According to the actual medical needs of patients, regular patients are segmented into multiple classes with different cancelation rates, no‐show probabilities, unit value contributions, and average service times. Management makes admission decisions on whether or not to accept a service request from a regular patient during the booking horizon to improve the overall value that could be generated during the workday. The decisions should be made by considering the cancelation and no‐show behavior of booked patients as well as the emergency patients that would have to be served because any overtime service would lead to higher costs. We studied the optimal admission decision using a continuous‐time discrete‐state dynamic programming model. Identifying an optimal policy for this discrete model is analytically intractable and numerically inefficient because the state is multidimensional and infinite. We propose to study a deterministic counterpart of the problem (i.e., the fluid control problem) and to develop a time‐based fluid policy that is shown to be asymptotically optimal for large‐scale problems. Furthermore, we propose to adopt a mixed fluid policy that is developed based on the information obtained from the fluid control problem. Numerical experiments demonstrate that this improved policy works effectively for small‐scale problems. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 287–304, 2016     

基于仿真和熵权的VOIP业务网络性能评价权重确定方法

针对目前网络性能评价中多元指标之间权重难以确定的问题,将信息熵理论应用于网络性能评价中.提出采用熵权方法确定指标权重,进而对网络性能进行评价的方法.为了获取反映不同网络状态的性能数据,采用网络仿真方法获得计算熵权所需的样本.实例表明,信息熵能够客观地反映各指标贡献信息量的大小,基于信息熵的熵权能够客观反映各指标的相对重要程度.