Optimal replacement of continuously degrading systems in partially observed environments

Motivated by wind energy applications, we consider the problem of optimally replacing a stochastically degrading component that resides and operates in a partially observable environment. The component's rate of degradation is modulated by the stochastic environment process, and the component fails when it is accumulated degradation first reaches a fixed threshold. Assuming periodic inspection of the component, the objective is to minimize the long‐run average cost per unit time of performing preventive and reactive replacements for two distinct cases. The first case examines instantaneous replacements and fixed costs, while the second considers time‐consuming replacements and revenue losses accrued during periods of unavailability. Formulated and solved are mixed state space, partially observable Markov decision process models, both of which reveal the optimality of environment‐dependent threshold policies with respect to the component's cumulative degradation level. Additionally, it is shown that for each degradation value, a threshold policy with respect to the environment belief state is optimal if the environment alternates between two states. The threshold policies are illustrated by way of numerical examples using both synthetic and real wind turbine data. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 395–415, 2015     

Selling to strategic and loss‐averse consumers: Stocking,procurement, and product design policies

Motivated by the presence of loss‐averse decision making behavior in practice, this article considers a supply chain consisting of a firm and strategic consumers who possess an S‐shaped loss‐averse utility function. In the model, consumers decide the purchase timing and the firm chooses the inventory level. We find that the loss‐averse consumers' strategic purchasing behavior is determined by their perceived gain and loss from strategic purchase delay, and the given rationing risk. Thus, the firm that is cognizant of this property tailors its inventory stocking policy based on the consumers' loss‐averse behavior such as their perceived values of gain and loss, and their sensitivity to them. We also demonstrate that the firm's equilibrium inventory stocking policy reflects both the economic logic of the traditional newsvendor inventory model, and the loss‐averse behavior of consumers. The equilibrium order quantity is significantly different from those derived from models that assume that the consumers are risk neutral and homogeneous in their valuations. We show that the firm that ignores strategic consumer's loss‐aversion behavior tends to keep an unnecessarily high inventory level that leads to excessive leftovers. Our numerical experiments further reveal that in some extreme cases the firm that ignores strategic consumer's loss‐aversion behavior generates almost 92% more leftovers than the firm that possesses consumers’ loss‐aversion information and takes it into account when making managerial decisions. To mitigate the consumer's forward‐looking behavior, we propose the adoption of the practice of agile supply chain management, which possesses the following attributes: (i) procuring inventory after observing real‐time demand information, (ii) enhanced design (which maintains the current production mix but improves the product performance to a higher level), and (iii) customized design (which maintains the current performance level but increases the variety of the current production line to meet consumers’ specific demands). We show that such a practice can induce the consumer to make early purchases by increasing their rationing risk, increasing the product value, or diversifying the product line. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 435–453, 2015     

The loss‐averse newsvendor problem with supply options

In this article, we consider a loss‐averse newsvendor with stochastic demand. The newsvendor might procure options when demand is unknown, and decide how many options to execute only after demand is revealed. If the newsvendor reserves too many options, he would incur high reservation costs. Yet reserving too few could result in lost sales. So the newsvendor faces a trade‐off between reservation costs and losing sales. When there are multiple options available, the newsvendor has to consider how many units of each to reserve by studying the trade‐off between flexibility and costs. We show how the newsvendor's loss aversion behavior affects his ordering decision, and propose an efficient algorithm to compute his optimal solution in the general case with n options. We also present examples showing how the newsvendor's ordering strategy changes as loss aversion rises. © 2014 Wiley Periodicals, Inc. 62:46–59, 2015     

Optimal and asymptotically optimal policies for assemble‐to‐order n‐ and W‐systems

We consider two specially structured assemble‐to‐order (ATO) systems—the N‐ and W‐systems—under continuous review, stochastic demand, and nonidentical component replenishment leadtimes. Using a hybrid approach that combines sample‐path analysis, linear programming, and the tower property of conditional expectation, we characterize the optimal component replenishment policy and common‐component allocation rule, present comparative statics of the optimal policy parameters, and show that some commonly used heuristic policies can lead to significant optimality loss. The optimality results require certain symmetry in the cost parameters. In the absence of this symmetry, we show that, for systems with high demand volume, the asymptotically optimal policy has essentially the same structure; otherwise, the optimal policies have no clear structure. For these latter systems, we develop heuristic policies and show their effectiveness. © 2016 Wiley Periodicals, Inc. Naval Research Logistics 62: 617–645, 2015     

Auctions in the post‐change‐order period

A change order is frequently initiated by either the supplier or the buyer, especially when the contract is long‐term or when the contractual design is complex. In response to a change order, the buyer can enter a bargaining process to negotiate a new price. If the bargaining fails, she pays a cancellation fee (or penalty) and opens an auction. We call this process the sequential bargaining‐auction (BA). At the time of bargaining, the buyer is uncertain as to whether the bargained price is set to her advantage; indeed, she might, or might not, obtain a better price in the new auction. To overcome these difficulties, we propose a new change‐order‐handling mechanism by which the buyer has an option to change the contractual supplier after bargaining ends with a bargained price. We call this the option mechanism. By this mechanism, the privilege of selling products or services is transferred to a new supplier if the buyer exercises the option. To exercise the option, the buyer pays a prespecified cash payment, which we call the switch price, to the original supplier. If the option is not exercised, the bargained price remains in effect. When a switch price is proposed by the buyer, the supplier decides whether or not to accept it. If the supplier accepts it, the buyer opens an auction. The option is exercised when there is a winner in the auction. This article shows how, under the option mechanism, the optimal switch price and the optimal reserve price are determined. Compared to the sequential BA, both the buyer and the supplier benefit. Additionally, the option mechanism coordinates the supply chain consisting of the two parties. © 2015 Wiley Periodicals, Inc. Naval Research Logistics 62: 248–265, 2015     

基于H.264视频报文内容的不等差错保护算法

文章旨在提出一种无线网络中基于视频报文的不等差错保护方法。文中根据视频分组的帧类型和GOP位置将其按照重要性分级,得到各重要性等级的分组丢失与视频质量衰减之间的关系,建立基于线性编码的冗余带宽分配模型,研究不同冗余带宽条件下不等差错保护方法性能。仿真实验证明,文章所提出的基于帧类型和GOP位置的视频报文重要性分级的方法是有效的,基于线性编码的不等差错保护方法较之均等差错保护、基于帧类型的不等差错保护方法具有更好的性能。     

网络环境下视频报文重要性的研究

文章旨在研究网络环境下视频报文的重要性,分析了H264/AVC标准编码形成的视频流在无线信道上传输时,不同丢包率条件下,包含不同报文(包含I、P、B条带的NAL单元)的数据包丢失时对视频质量造成的损伤。视频流按照RFC3984协议经过RTP打包,网络环境使用NS-3仿真器进行模拟,使用基于结构相似性(SSIM)标准质量评价。仿真发现,在相同丢包率条件下,包含不同类型条带的数据包重要性为I、P、B条带依次升高;随着丢包率的增加,不同数据包丢失造成的视频质量下降速度为B、P、I条带的数据包视频质量下降速度依次降低。此结论较之现有的研究更加符合实际情况,为视频传输的不等差错保护以及网络带宽资源分配等问题的研究提供了较为准确、符合实际的依据。     

救灾物资的紧急调运模型

针对某地区防洪救灾中物资的调运问题,利用图论中最短路的知识,根据问题实际,将物资的调运方案分成3个阶段.在每个阶段以费用最小或时间最短为目标.以各单位之间物资的供求平衡为约束,建立了规划模型.通过编程求解,制定了不同情况下物资紧急调运的具体方案,包括用车数量、行车线路、用车时间和费用.     

VMF编解码器与指控系统通用接口的设计

将指控系统的消息格式统一到VMF上,是未来数据链发展的趋势,也是数字化战场作战中的重要依托和未来地面部队战术信息交换的关键。文章针对使用VMF消息标准的不同指控系统,提出和设计了一种指控系统与VMF编解码器之间的通用接口,使VMF编解码器与指控系统相分离,可以方便用户在读取和发送VMF消息时对消息的自定义处理,提高了整个系统的灵活性和通用性。     

Sojourn times in a two‐stage queueing network with blocking

The model considered in this paper involves a tandem queue consisting of a sequence of two waiting lines. The main feature of our model is blocking, i.e., as soon as the second waiting line reaches a certain upper limit, the first line is blocked. The input of units to the tandem queue is the MAP (Markovian arrival process), and service requirements are of phase type. Our objective is to study the sojourn time distribution under the first‐come‐first‐serve discipline by analyzing the sojourn time through times until absorption in appropriately defined quasi‐birth‐and‐death processes and continuous‐time Markov chains. © 2004 Wiley Periodicals, Inc. Naval Research Logistics, 2004