一类扩散过程的最优停止

金融数学中关于美式期权的定价理论最后归结为一个对扩散过程的最优停止问题,扩散过程是特殊的马氏过程,本文讨论了当报酬函数非负时的值函数性质及其最优停时的表示。特别对带折扣的报酬的讨论,更加符合金融数学的需要     

Dynamic server assignment policies for assembly‐type queues with flexible servers

We seek dynamic server assignment policies in finite‐capacity queueing systems with flexible and collaborative servers, which involve an assembly and/or a disassembly operation. The objective is to maximize the steady‐state throughput. We completely characterize the optimal policy for a Markovian system with two servers, two feeder stations, and instantaneous assembly and disassembly operations. This optimal policy allocates one server per station unless one of the stations is blocked, in which case both servers work at the unblocked station. For Markovian systems with three stations and instantaneous assembly and/or disassembly operations, we consider similar policies that move a server away from his/her “primary” station only when that station is blocked or starving. We determine the optimal assignment of each server whose primary station is blocked or starving in systems with three stations and zero buffers, by formulating the problem as a Markov decision process. Using this optimal assignment, we develop heuristic policies for systems with three or more stations and positive buffers, and show by means of a numerical study that these policies provide near‐optimal throughput. Furthermore, our numerical study shows that these policies developed for assembly‐type systems also work well in tandem systems. © 2008 Wiley Periodicals, Inc. Naval Research Logistics, 2008     

水下无线传感器网络的节点精确定位

以无线传感器网络(WSN)水下应用为背景,针对特定的环境要求,提出了一种可实现网络规模升级的分布式无锚点网络节点自定位机制。该定位算法通过距离误差估计和分布式坐标计算方法,有效地减少了由于测量距离误差所带来的坐标计算误差和节点坐标计算所带来的通信开销,有利于网络节点能量的合理使用和大规模的WSN布放。通过试验仿真计算,验证了该定位机制的合理性,为水下WSN应用提供了有力的技术支持。     

Choosing arrival process models for service systems: Tests of a nonhomogeneous Poisson process

Service systems such as call centers and hospital emergency rooms typically have strongly time‐varying arrival rates. Thus, a nonhomogeneous Poisson process (NHPP) is a natural model for the arrival process in a queueing model for performance analysis. Nevertheless, it is important to perform statistical tests with service system data to confirm that an NHPP is actually appropriate, as emphasized by Brown et al. [8]. They suggested a specific statistical test based on the Kolmogorov–Smirnov (KS) statistic after exploiting the conditional‐uniform (CU) property to transform the NHPP into a sequence of i.i.d. random variables uniformly distributed on [0,1] and then performing a logarithmic transformation of the data. We investigate why it is important to perform the final data transformation and consider what form it should take. We conduct extensive simulation experiments to study the power of these alternative statistical tests. We conclude that the general approach of Brown et al. [8] is excellent, but that an alternative data transformation proposed by Lewis [22], drawing upon Durbin [10], produces a test of an NHPP test with consistently greater power. We also conclude that the KS test after the CU transformation, without any additional data transformation, tends to be best to test against alternative hypotheses that primarily differ from an NHPP only through stochastic and time dependence. © 2014 Wiley Periodicals, Inc. Naval Research Logistics 61: 66–90, 2014     

固体推进剂裂纹摩擦热点形成细观模型分析

分析机械撞击载荷作用下复合固体推进剂内部裂纹摩擦形成热点过程。研究在压应力与剪切应力作用下闭合裂纹滑移、扩展、摩擦生热、热扩散、推进剂热分解及与气相产物相互作用。利用断裂力学、热传导、推进剂热分解动力学方法,建立裂纹摩擦热点细观模型。通过模型数值计算,探讨推进剂裂纹摩擦产生高温热点的过程和条件。分析计算表明裂纹摩擦和扩展可导致推进剂形成高温热点。     

低温推进剂供应管道系统充填过程的动力学模型

研究了低温推进剂液体火箭发动机供应管道系统充填过程的建模问题。低温推进剂的充填相变过程采用均相模型,对推进剂充填管道系统进行有限元分割,应用基本守恒定律于充满推进剂的单元和充满气体的单元,两相单元采用等效流容方程,建立了低温推进剂管道充填过程的有限元状态变量模型。充填的容腔视为两相单元,建立了其动力学模型。利用本文的模型,对液氢、液氧推进剂的管道充填过程进行了仿真计算,给出了有关计算结果。     

测量TOA和DOA的单站无源定位跟踪可观测条件

单站无源定位跟踪技术中,可观测性分析是一个关键问题,但是由于TOA测量方程的非线性程度太高,直接通过计算Jacobin矩阵得到的可观测矩阵形式非常复杂,很难得出明确的分析结果。采用新的思路推导了一种TOA测量方程的线性化方程,分析了测量TOA和DOA单站无源定位的可观测条件。最后给出了计算机仿真结果。     

基于方位角变化率的快速高精度无源定位方法

在分析现有单站无源定位方法优缺点的基础上,根据运动平台对固定目标无源定位技术的特点,提出了一种通过方位角变化率信息对观测站与目标间距离进行解算的快速高精度无源定位方法。并通过仿真,验证了该方法是一种高精度、快速的定位方法,具有较强的通用性。其主要应用于机载无源探测设备对地面固定雷达站或其他辐射源定位,从而为引导导弹对其攻击提供必要的数据。     

外辐射源雷达系统中时延估计算法及仿真

时延估计的方法有经典的广义相关法、自适应法、循环平稳法、高阶累积量法、时频分析法等,重点分析了外辐射源雷达系统中用于时延估计的循环平稳法和相关法,并给出了循环平稳法和相关法用于时延估计的仿真,得出了仿真结果。仿真结果表明,对QPSK信号无法用循环平稳的方法来进行时差的获取,用相关法在极低信噪比条件下检测出目标信号,长时间的信号积累是必需的。     

分布式到达时间控制器装备维修任务实时调度方法

战时装备维修企业的生产环境呈现出更多的不确定性,合理安排维修任务来适应这种不确定性使实际修复时间与计划时间偏差最小是什么重要的.为此,提出了一种面向准时制造的实时生产调度方法,这种生产调度系统有多个独立的智能体,每个智能体通过到达时间控制器和仿真系统的反馈来调整对应维修任务的到达时间,然后通过先来先服务的调度规则确认维...