Callable products for an implicit time model with dependent demands

Capacity providers such as airlines and hotels have traditionally increased revenues by practicing market segmentation and revenue management, enabling them to sell the same capacity pool to different consumers at different prices. Callable products can enhance profits and improve consumers' welfare by allowing the firm to broker capacity between consumers with different willingness to pay. A consumer who buys a callable product gives the capacity provider the right to recall capacity at a prespecified recall price. This article studies callable products in the context of the model most commonly used in industry, which handles time implicitly imposing fewer restrictions on the nature of randomness compared to the Poisson arrival process favored in academia. In the implicit time model, capacity providers set booking limits to protect capacity for future high-fare demand. Our numerical study identifies conditions where callable products result in significant gains in profits.     

激波诱导惰性堆积粉尘运动的建模及数值模拟

基于空间平均的双流体模型 ,引入描述颗粒脉动速度的粒化温度 ,建立颗粒相的本构方程 ,将粒化温度模型推广到解决高速流动问题。采用AUSM+ 有限差分法 ,数值模拟激波在一定厚度的惰性粉尘床中传播及诱导粉尘颗粒运动的过程。结果表明 ,粒化温度模型较好地描述了这一过程 ,证实了此模型在处理稠密颗粒高速流动和流场存在强间断中的可行性     

Performance analysis of queue length monitoring of M/G/1 systems

This study investigates the statistical process control application for monitoring queue length data in M/G/1 systems. Specifically, we studied the average run length (ARL) characteristics of two different control charts for detecting changes in system utilization. First, the nL chart monitors the sums of successive queue length samples by subgrouping individual observations with sample size n. Next is the individual chart with a warning zone whose control scheme is specified by two pairs of parameters, (upper control limit, d_u) and (lower control limit, d_l), as proposed by Bhat and Rao (Oper Res 20 (1972) 955–966). We will present approaches to calculate ARL for the two types of control charts using the Markov chain formulation and also investigate the effects of parameters of the control charts to provide useful design guidelines for better performance. Extensive numerical results are included for illustration. © 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

一种基于SSNF的新型阈值滤波去噪算法

介绍了一种空间选择性的噪声滤波(SSNF)方法,并在此工作之上提出了一种新的自适应于小波变换尺度的阈值函数,从而对经SSNF滤波之后的小波系数进行了进一步的阈值处理,以去除残留在系数中的噪声部分。仿真试验和理论分析表明,相比其它传统的去噪方法,该方法的优点在于:所得到的小波系数不仅连续性好,而且更加接近于未加噪信号的小波系数,阈值函数具有很大的灵活性和自适应性,并适用于一些掺杂非白噪声的场合。     

一种改进的小波软阈值去噪方法性能分析

分别利用软阈值函数和修正软阈值函数对局部放电仿真信号进行小波去噪分析。仿真结果表明,修正软阈值函数在优于传统软阈值函数去噪性能的基础上,更具有灵活性,仅通过调节函数的可变参数,就可以获得具有最大信噪比和最小均方误差的去噪信号。     

Optimal maintenance policies for a safety‐critical system and its deteriorating sensor

We consider the integrated problem of optimally maintaining an imperfect, deteriorating sensor and the safety‐critical system it monitors. The sensor's costless observations of the binary state of the system become less informative over time. A costly full inspection may be conducted to perfectly discern the state of the system, after which the system is replaced if it is in the out‐of‐control state. In addition, a full inspection provides the opportunity to replace the sensor. We formulate the problem of adaptively scheduling full inspections and sensor replacements using a partially observable Markov decision process (POMDP) model. The objective is to minimize the total expected discounted costs associated with system operation, full inspection, system replacement, and sensor replacement. We show that the optimal policy has a threshold structure and demonstrate the value of coordinating system and sensor maintenance via numerical examples. © 2017 Wiley Periodicals, Inc. Naval Research Logistics 64: 399–417, 2017     

Effects of lethality in naval combat models

In the context of both discrete time salvo models and continuous time Lanchester models we examine the effect on naval combat of lethality: that is, the relative balance between the offensive and defensive attributes of the units involved. We define three distinct levels of lethality and describe the distinguishing features of combat for each level. We discuss the implications of these characteristics for naval decision‐makers; in particular, we show that the usefulness of the intuitive concept “more is better” varies greatly depending on the lethality level. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

A unified model incorporating yield,burn‐in,and reliability

The correlated improvement in yield and reliability has been observed in the case studies on integrated circuits and electronic assemblies. This paper presents a model that incorporates yield and reliability with the addition of a burn‐in step to explain their correlated improvement. The proposed model includes as special cases several yield and reliability models that have been previously published and thus provides a unifying framework. The model is used to derive a condition for which yield functions can be multiplied to obtain the overall yield. Yield and reliability are compared as a function of operation time, and an analytical condition for burn‐in to be effective is also obtained. Finally, Poisson and negative binomial defects models are further considered to investigate how reliability is based on yield. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004.     

Dynamic inventory and pricing models for competing retailers

We address infinite‐horizon models for oligopolies with competing retailers under demand uncertainty. We characterize the equilibrium behavior which arises under simple wholesale pricing schemes. More specifically, we consider a periodic review, infinite‐horizon model for a two‐echelon system with a single supplier servicing a network of competing retailers. In every period, each retailer faces a random demand volume, the distribution of which depends on his own retail price as well as those charged by possibly all competing retailers. We also derive various comparative statics results regarding the impact several exogenous system parameters (e.g., cost or distributional parameters) have on the equilibrium decisions of the retailers as well as their expected profits. We show that certain monotonicity properties, engrained in folklore as well as in known inventory models for centralized systems, may break down in decentralized chains under retailer competition. Our results can be used to optimize the aggregate profits in the supply chain (i.e., those of the supplier and all retailers) by implementing a specific wholesale pricing scheme. © 2003 Wiley Periodicals, Inc. Naval Research Logistics, 2004.