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.     

A multi‐stage stochastic programming approach for network capacity expansion with multiple sources of capacity

In networks, there are often more than one sources of capacity. The capacities can be permanently or temporarily owned by the decision maker. Depending on the nature of sources, we identify the permanent capacity, spot market capacity, and contract capacity. We use a scenario tree to model the uncertainty, and build a multi‐stage stochastic integer program that can incorporate multiple sources and multiple types of capacities in a general network. We propose two solution methodologies for the problem. Firstly, we design an asymptotically convergent approximation algorithm. Secondly, we design a cutting plane algorithm based on Benders decomposition to find tight bounds for the problem. The numerical experiments show superb performance of the proposed algorithms compared with commercial software. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 63: 600–614, 2017     

基于蜂群算法多子阵电台天线波束形成

考虑到战场环境下,低信噪比和敌方干扰容易造成超短波电台通信中断,而鉴于天线阵可以有效提高信噪比和抑制干扰,结合战场电台天线分布特点,提出一种多子阵电台天线应急接收模型。理论分析多子阵电台天线波束形成特性,以消除栅瓣、抑制干扰、提高增益为目标,采用蜂群算法对子阵间距进行优化。仿真结果表明,优化子阵间距可以有效消除栅瓣、抑制干扰、提高增益。同时,与遗传算法和粒子群算法相比,蜂群算法具有更好的全局搜索能力和收敛速度。该研究成果可为超短波电台应急通信提供参考。     

一种高速实时数据采集处理系统设计

针对目前高速数据采集中的实时性和同步性问题,提出了一种高速实时数据采集处理设计方案。根据上述方案进行了系统的硬件和软件设计,该系统以FPGA器件作为下位机控制核心,设计了时钟同步、数据采集、数据处理、数据缓存、数据通讯等功能模块;整个系统采用ARM微处理器作为上位机控制核心,基于嵌入式Linux 2.6内核进行软件编程,负责向FPGA发送设置参数和控制指令,同时对数据前端采样和处理数据进行存储、显示、统计等。经测试验证,该方案具有高速率、高精度、同步测量、实时处理、体积小、功耗低等优点。     

一种运用遗传算法确定船舶航向控制模糊规则的方法

为了克服船舶航向控制模糊规则确定过程中的盲目性,引入一种与之相适应的遗传算法,以使结果成为某种意义下的最优解,从而从根本上解决这一重要问题.文中运用Matlab的C语言MEX-文件技术,将遗传算法源代码与Matlab直接结合起来,利用后者的强大建模能力,建立起完整的仿真模型.仿真结果表明,船舶的航向控制能力得到明显改善.     

As-IPDA算法的天波超视距雷达目标跟踪研究

天波超视距雷达(OTHR)具有低数据率、低检测概率和低量测精度特征对目标跟踪提出挑战.针对OTHR在低检测概率下跟踪目标存在失跟率高的问题,将As-IPDA算法应用到OTHR目标跟踪中,通过大量的仿真实例验证了As-IPDA算法在超视距雷达目标跟踪应用中的可行性,并分析了平滑步长、航迹存在性转移参数、目标检测概率对算法性能的影响,给出了算法参数选择建议,为工程应用提供理论参考.     

线性代数中一个向量等式的新应用

本文利用向量等式：对线性代数中的两个重要结论作出新的证明。本文给出的证明，不但方法上具有新意，而且其解决过程也会使我们对问题本身有新的认识和理解。     

基于数据压缩的LSP参数高效量化算法

文中为解决超长帧编码系统中联合帧数过多导致LSP参数量化性能下降这个问题,将多项式拟合引入超长帧编码系统中,利用多项式拟合压缩LSP参数矩阵,以降低量化时实际联合的帧数。再用分裂矩阵量化器进行量化。仿真结果表明,在120 bps的参数量化速率下,此算法的量化性能优于矩阵量化算法(MQ),平均谱失真比MQ算法降低了0.0719 dB,平均分段信噪比提高了0.1971 dB。     

无人机使用助力现代联合登岛(礁)作战

无人机已经广泛使用军事领域各个方面,但就其助力现代联合登岛(礁)作战,还少有研究。本文从无人机助力联合登岛(礁)作战特性分析、具体表现和实现途径三个方面进行了探讨,以期对现代联合登岛(礁)作战有所借鉴和帮助。     

饱和系统的线性最优容错不变集

针对饱和系统的容错控制问题,提出了一种D稳定约束下系统吸引域的估计方法。分别以不变集和参考集的容量为优化目标,给出了两个优化容错不变集的充分条件。为解决不变集优化中出现的双线性矩阵不等式(BMI)问题,通过构造包含线性矩阵不等式(LMI)的目标函数,将它转化为非线性规划的形式进行求解。通过一个仿真实例对该方法进行验证。