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.     

基于马尔可夫过程的坦克火力随机对抗模型

根据小规模坦克火力对抗中所具有的马尔可夫性特点,将该过程视为离散状态、离散时间的马尔可夫随机过程(马尔可夫链),由此建立了坦克与反坦克武器系统之间一对一对抗的随机格斗模型,并给出双方获胜概率和平均对抗回合数的计算公式。最后通过实例验证了模型的有效性。该模型克服了轮流对抗不符合战场实际的缺点,为分队指挥员在射击策略的选择和分队火力运用上的快速决策提供了较为精确的量化依据。     

影响图建模算法的改进

影响图建模方法是一种规范化的复杂系统建模方法,其实质是将表征复杂系统的参量及参量间的耦合关系进行分类,并以此为基础建立系统的数学模型.影响图建模算法就是将系统的参量及参量间的耦合关系进行分类的算法.目前使用的算法是James R.Burns于1979年提出的.该算法仅考虑了最小的反馈回路,而没有考虑影响图中存在的一般反馈回路,且一些操作造成了不必要的循环.在分析该算法的基础上,考虑了一般的反馈回路,并对原算法的操作步骤进行了优化重组.     

参数化时频分析的匀加速旋转目标ISAR成像

对于机动目标,运动补偿后目标相对于雷达的转动不能近似为匀速转动,而是更接近于匀加速转动,此时传统的距离多普勒成像算法不能得到很好的成像结果.分析总结了几种针对非匀速转动的时频联合分析算法,提出了一种基于参数化时频分析-AGCD快速算法的匀加速旋转目标成像算法,仿真表明了该算法具有精度高、速度快且无交叉项的优点,比原有的一些算法有较大的改进.     

Coalitions & the Legitimisation of UK Security Policy

Abstract

David Moore analyses the role of the Treasury in detemining and controlling defence policy and expenditure, and the place of the MoD within this function.     

战术互联网模拟训练系统军事总体问题研究

军事总体设计是技术总体设计的基础,是模拟训练系统设计的首要任务.对于战术互联网模拟训练系统军事总体设计中的有关问题,采用对比和比较法,对系统军事总体需求和框架进行了研究,明确了战术互联网模拟训练系统的训练方式、使用流程、功能体系等内容,为下一步系统的技术总体方案设计以及实现奠定了良好基础.     

Single batch machine scheduling with deliveries

We consider the problem of scheduling a set of n jobs on a single batch machine, where several jobs can be processed simultaneously. Each job j has a processing time p_j and a size s_j. All jobs are available for processing at time 0. The batch machine has a capacity D. Several jobs can be batched together and processed simultaneously, provided that the total size of the jobs in the batch does not exceed D. The processing time of a batch is the largest processing time among all jobs in the batch. There is a single vehicle available for delivery of the finished products to the customer, and the vehicle has capacity K. We assume that K = rD, where and r is an integer. The travel time of the vehicle is T; that is, T is the time from the manufacturer to the customer. Our goal is to find a schedule of the jobs and a delivery plan so that the service span is minimized, where the service span is the time that the last job is delivered to the customer. We show that if the jobs have identical sizes, then we can find a schedule and delivery plan in time such that the service span is minimum. If the jobs have identical processing times, then we can find a schedule and delivery plan in time such that the service span is asymptotically at most 11/9 times the optimal service span. When the jobs have arbitrary processing times and arbitrary sizes, then we can find a schedule and delivery plan in time such that the service span is asymptotically at most twice the optimal service span. We also derive upper bounds of the absolute worst‐case ratios in both cases. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 470–482, 2015     

对LFM雷达的间歇采样累加干扰研究

间歇采样转发干扰以及改进的重复转发间歇采样干扰是对线性调频雷达的有效干扰样式,但其形成的假目标幅度较小,能量损失较大。针对这些不足,提出了一种间歇采样累加干扰,该方法通过将数字储频后离散采样信号的幅值进行累加,在获得干扰幅度的同时实现信号的最大相干性。通过理论分析可知,信号脉内周期性变化会对干扰信号产生影响,因此又通过对累加信号幅度较低部分进行幅度倍乘和对间歇采样信号取绝对值后累加,得到2种改进方案:倍乘调整间歇采样累加干扰和绝对值间歇采样累加干扰。最后通过仿真实验,证明了间歇采样累加干扰是对线性调频雷达的一种有效干扰,能够产生较好的欺骗和覆盖干扰效果,并且假目标幅度较大,工程实现简单,节省功率。     

RBF网络用于战车火控系统弹道解算的方法

弹道解算问题对战车火控系统的性能有着直接的影响.传统的弹道解算方法在精度和实时性方面都存在一定的局限性.为了提高解算精度、战车首发命中率和解算的实时性,基于RBF网络的函数逼近及预测能力,将RBF网络用于弹道解算,对传统算法进行优化,得到了新的弹道解算方法.最后对所提方法进行了仿真,发现新方法在解算精度没有降低的条件下,大大提高了弹道解算的实时性.