Transient analysis of Markov models of fault‐tolerant systems with deferred repair using split regenerative randomization

The (standard) randomization method is an attractive alternative for the transient analysis of continuous time Markov models. The main advantages of the method are numerical stability, well‐controlled computation error, and ability to specify the computation error in advance. However, the fact that the method can be computationally very expensive limits its applicability. In this paper, we develop a new method called split regenerative randomization, which, having the same good properties as standard randomization, can be significantly more efficient. The method covers reliability‐like models with a particular but quite general structure and requires the selection of a subset of states and a regenerative state satisfying some conditions. For a class of continuous time Markov models, model class C₂, including typical failure/repair reliability‐like models with exponential failure and repair time distributions and deferred repair, natural selections are available for both the subset of states and the regenerative state and, for those natural selections, theoretical results are available assessing the efficiency of the method in terms of “visible” model characteristics. Those results can be used to anticipate when the method can be expected to be competitive. We illustrate the application of the method using a large class C₂ model and show that for models in that class the method can indeed be significantly more efficient than previously available randomization‐based methods. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

A German High Tournament Saddle in the Royal Armouries,Leeds

The Royal Armouries of Leeds preserves a rare example of an early fifteenth-century German tournament high saddle that is also one of the earliest complete western medieval saddles preserved. It bears witness to an extreme form of tournament which stood very far from the real practice of war: the Hohenzeuggestech. Impact marks of lances and swords, visible on the saddle, reveal the violence of the blows exchanged during these meetings, a violence often hard to observe in the contemporary but conventional representations of jousters and tourneyers. Thus, by the means of its excellent state of preservation, the Leeds high saddle sheds some light on the jousts and tourneys on high saddles, once so popular and plentiful in what remains of the civilian iconography of the late fourteenth- and the fifteenth-century Germanic world.     

Vertically restrictive pricing in supply chains with price‐dependent demand

We examine the behavior of a manufacturer and a retailer in a decentralized supply chain under price‐dependent, stochastic demand. We model a retail fixed markup (RFM) policy, which can arise as a form of vertically restrictive pricing in a supply chain, and we examine its effect on supply chain performance. We prove the existence of the optimal pricing and replenishment policies when demand has a linear additive form and the distribution of the uncertainty component has a nondecreasing failure rate. We numerically compare the relative performance of RFM to a price‐only contract and we find that RFM results in greater profit for the supply chain than the price‐only contract in a variety of scenarios. We find that RFM can lead to Pareto‐improving solutions where both the supplier and the retailer earn more profit than under a price‐only contract. Finally, we compare RFM to a buyback contract and explore the implications of allowing the fixed markup parameter to be endogenous to the model. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006.     

基于改进单亲遗传算法的军事物流中心选址问题研究

为了有效求解军事物流中心选址问题,在单亲遗传算法加入模拟退火选择操作,与倒位算子和非均匀变异操作相结合,构建了退火单亲遗传算法。在选择操作中,采用三复本锦标选择的方式,确保了种群的多样性。计算结果表明该方法可有效求解选址问题,取得较一般遗传算法更优的结果,算法的搜索效率和收敛概率均得到大幅度提高。     

On‐line parameter estimation for a partially observable system subject to random failure

In this paper, we study the on‐line parameter estimation problem for a partially observable system subject to deterioration and random failure. The state of the system evolves according to a continuous time homogeneous Markov process with a finite state space. The system state is not observable, except for the failure state. The information related to the system state is available at discrete times through inspections. A recursive maximum likelihood (RML) algorithm is proposed for the on‐line parameter estimation of the model. The RML algorithm proposed in the paper is considerably faster and easier to apply than other RML algorithms in the literature, because it does not require projection into the constraint domain and calculation of the gradient on the surface of the constraint manifolds. The algorithm is illustrated by an example using real vibration data. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Requirements planning for modular products

The focus of this paper is on determining the requirements of different component options of a modular end‐product in an uncertain environment. We explicitly model two distinct sources of uncertainty: stochastic end‐product demand and unknown market proportions for the different product options available. Our cost minimizing model focuses on determining the optimal requirements policies for component options that meet a pre‐set service level. We show that simple common‐sense requirements policies are not generally optimal; there is a non‐linear connection between service level and component requirements that is hard to characterize without a detailed analysis. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

A stochastic model for burn‐in procedures in accelerated environment

Burn‐in procedure is a manufacturing technique that is intended to eliminate early failures of system or product. Burning‐in a component or system means to subject it to a period of use prior to being used in field. Generally, burn‐in is considered expensive and so the length of burn‐in is typically limited. Thus, burn‐in is most often accomplished in an accelerated environment in order to shorten the burn‐in process. A new failure rate model for an accelerated burn‐in procedure, which incorporates the accelerated ageing process induced by the accelerated environmental stress, is proposed. Under a more general assumption on the shape of failure rate function of products, which includes the traditional bathtub‐shaped failure rate function as a special case, upper bounds for optimal burn‐in time will be derived. A numerical example will also be given for illustration. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Priority and dynamic scheduling in a make‐to‐stock queue with hyperexponential demand

We consider the scheduling problem in a make‐to‐stock queue with two demand classes that can be differentiated based on their variability. One class experiences Poisson arrivals and the other class experiences hyperexponential renewal arrivals. We provide an exact analysis of the case where the demand class with higher variability is given non‐preemptive priority. The results are then used to compare the inventory cost performance of three scheduling disciplines, first‐come first‐serve and priority to either class. We then build on an existing dynamic scheduling heuristic to propose a modification that works well for our system. Extensions of the heuristic to more than two classes and to the case where demand state is known are also discussed. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006.     

Optimal production and maintenance policy for imperfect production systems

A joint optimization of the production run length and preventive maintenance (PM) policy is studied for a deteriorating production system where the in‐control period follows a general probability distribution with non‐decreasing failure rate. In the literature, the sufficient conditions for the optimality of the equal‐interval PM schedule is explored to derive an optimal production run length and an optimal number of PM actions. Nevertheless, an exhaustive search may arise. In this study, based on the assumption that the conditions for the optimality of the equal‐interval PM schedule hold, we derive some structural properties for the optimal production/PM policy, which increases the efficiency of the solution procedure. These analyses have implications for the practical application of the production/PM model to be more available in practice. A numerical example of gamma shift distribution with non‐decreasing failure rates is used to illustrate the solution procedure, leading to some insight into the management process. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

An EOQ model with multiple suppliers and random capacity

We consider an EOQ model with multiple suppliers that have random capacities, which leads to uncertain yield in orders. A given order is fully received from a supplier if the order quantity is less than the supplier's capacity; otherwise, the quantity received is equal to the available capacity. The optimal order quantities for the suppliers can be obtained as the unique solution of an implicit set of equations in which the expected unsatisfied order is the same for each supplier. Further characterizations and properties are obtained for the uniform and exponential capacity cases with discussions on the issues related to diversification among suppliers. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

基于竞赛图的海上编队协同作战冲突排序方法

海上编队协同作战中的冲突消解顺序问题能影响编队作战效能。为了确定冲突消解的顺序问题,采用基于综合集成权重的竞赛图方法来表示多种冲突的有序关系,定量化给出了各冲突严重程度的排序结论,不仅为指挥员的决策提供了依据,而且提出了一种有序替代具体数值的定量化分析方法。结果证明,该方法简单、有效。     

The evolution of Hezbollah's strategy and military performance, 1982–2006

This article fills a gap in the research on Hezbollah by evaluating their military performance from their formation in 1982 and up till the 2006 Israel–Hezbollah war. This study tests the theses that Hezbollah had developed a very strong tactical proficiency in the late 1990s and that there are more similarities in their strategy and tactics during the 2006 war and the 1982–2000 insurgency in Southern Lebanon than previously assumed. Another central theme of this article is how Hezbollah has been constantly adapting and evolving for the duration of its existence.     

A multilevel passenger screening problem for aviation security

Passenger prescreening is a critical component of aviation security systems. This paper introduces the Multilevel Allocation Problem (MAP), which models the screening of passengers and baggage in a multilevel aviation security system. A passenger is screened by one of several classes, each of which corresponds to a set of procedures using security screening devices, where passengers are differentiated by their perceived risk levels. Each class is defined in terms of its fixed cost (the overhead costs), its marginal cost (the additional cost to screen a passenger), and its security level. The objective of MAP is to assign each passenger to a class such that the total security is maximized subject to passenger assignments and budget constraints. This paper shows that MAP is NP‐hard and introduces a Greedy heuristic that obtains approximate solutions to MAP that use no more than two classes. Examples are constructed using data extracted from the Official Airline Guide. Analysis of the examples suggests that fewer security classes for passenger screening may be more effective and that using passenger risk information can lead to more effective security screening strategies. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Rubber match: a third Lebanon war

Israel and Hezbollah have applied the lessons learned from the 2006 Lebanon War and have been preparing for a future conflict with both sides aiming for a more decisive victory. With improved capabilities from 2006, future hostilities will be far more destructive. This article analyzes their performance in 2006 and the lessons they have drawn to predict what a future conflict is likely to look like. The article analyzes both parties in three categories: ground forces; rockets, missiles, and anti-armor weapons; and lastly, Israel's air and sea dominance and Hezbollah's efforts to counter that dominance. Finally, this article argues that, contrary to conventional wisdom, a large-scale conflict between Israel and Hezbollah is unlikely to become a larger regional conflict involving Syria and Iran.     

Reliability inference for field conditions from accelerated degradation testing

Accelerated degradation testing (ADT) is usually conducted under deterministic stresses such as constant‐stress, step‐stress, and cyclic‐stress. Based on ADT data, an ADT model is developed to predict reliability under normal (field) operating conditions. In engineering applications, the “standard” approach for reliability prediction assumes that the normal operating conditions are deterministic or simply uses the mean values of the stresses while ignoring their variability. Such an approach may lead to significant prediction errors. In this paper, we extend an ADT model obtained from constant‐stress ADT experiments to predict field reliability by considering the stress variations. A case study is provided to demonstrate the proposed statistical inference procedure. The accuracy of the procedure is verified by simulation using various distributions of field stresses. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006.     

图像超分辨率卷积神经网络加速算法

为了实现模型的实时和嵌入式运行,提出了一种轻量级的卷积神经网络结构。通过采用较小的滤波器尺寸和引入深度可分离卷积,可大量减少模型参数,提高模型非线性表达能力;在网络末端引入子像素卷积层,直接从原始低分辨率图像学习到高分辨率图像的映射,计算成本为原来的1/k²(k为放大因子)。在Set5数据集上的实验表明,所提模型的速度较经典的图像超分辨率重建算法速度提高了25.8倍,能够在通用GPU上实时运行,峰值信噪比平均提高了0.17 dB,并且参数只有它的35%。     

Structural properties of network revenue management models: An economic perspective

Many revenue management problems have a network aspect. In this paper, we argue that a network can be thought of as a system of substitutable and complementary products, and the value of a revenue management model should be supermodular or submodular in the availability of two resources as the resources are economic substitutes or complements. We demonstrate that this is true in the case of a two‐resource dynamic stochastic revenue management model and show how this applies for multi‐resource deterministic static revenue management models. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

An absolute approximation algorithm for scheduling unrelated machines

Non‐preemptive scheduling of n independent jobs on m unrelated machines so as to minimize the maximal job completion time is considered. A polynomial algorithm with the worst‐case absolute error of min{(1 ? 1/m)p_max, p} is presented, where p_max is the largest job processing time and p is the mth element from the non‐increasing list of job processing times. This is better than the earlier known best absolute error of p_max. The algorithm is based on the rounding of acyclic multiprocessor distributions. An O(nm²) algorithm for the construction of an acyclic multiprocessor distribution is also presented. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

A sequential Bayesian generalization of the Jelinski–Moranda software reliability model

The Jelinski–Moranda model of software reliability is generalized by introducing a negative‐binomial prior distribution for the number of faults remaining, together with a Gamma distribution for the rate at which each fault is exposed. This model is well suited to sequential use, where a sequence of reliability forecasts is made in the process of testing or using the software. We also investigate replacing the Gamma distribution with a worst‐case assumption about failure rates (the worst‐case failure rate in models such as this is not infinite, since faults with large failure rates are immediately discovered and removed). © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2006     

Polynomial‐time approximation schemes for two‐machine open shop scheduling with nonavailability constraints

This paper addresses a two‐machine open shop scheduling problem, in which the machines are not continuously available for processing. The processing of an operation affected by a non‐availability interval can be interrupted and resumed later. The objective is to minimize the makespan. We present two polynomial‐time approximation schemes, one of which handles the problem with one non‐availability interval on each machine and the other for the problem with several non‐availability intervals on one of the machines. Problems with a more general structure of the non‐availability intervals are not approximable in polynomial time within a constant factor, unless . © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2006