基于事件的系统可靠性参数仿真算法

介绍了可以用扩展可靠性框图表示的系统的可靠性参数的仿真算法。首先,对扩展可靠性框图进行了介绍,提出了利用树状结构来描述扩展可靠性框图的结构。其次,对基于扩展可靠性框图的系统行为进行了分析。然后,依据离散事件系统仿真思想,分别给出了计算可修系统可靠性参数的仿真算法与不可修系统可靠性参数的仿真算法。最后,给出了计算实例。该仿真算法不仅可以对状态独立系统进行可靠性参数计算,而且可以对具有冷储备关系以及冷储备嵌套关系的状态相关系统进行可靠性参数计算,具有很强的通用性与实用性。     

改进的基于迭代算法的Weibull分布杂波模拟方法

杂波在雷达环境模拟中具有非常重要的地位.基于ZMNL(无记忆非线性变换法)的Weibull分布雷达杂波模型,可以很好地描述海杂波.但这种模型,因其非线性变换前后相关系数之间的关系公式复杂,很难用直观的方法求解.针对这一问题,提出了用迭代算法来求解该非线性公式的过程,并给出了应用该方法进行杂波仿真的具体步骤及仿真结果,证明了该方法的准确、可行性.     

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.     

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.     

A two product dynamic economic lot size production model with either-or production constraints

This paper considers the production of two products with known demands over a finite set of periods. The production and inventory carrying costs for each product are assumed to be concave. We seek the minimum cost production schedule meeting all demands, without backlogging, assuming that at most one of the two products can be produced in any period. The optimization problem is first stated as a nonlinear programming problem, which allows the proof of a result permitting the search for the optimal policy to be restricted to those which produce a product only when its inventory level is zero. A dynamic programming formulation is given and the model is then formulated as a shortest route problem in a specially constructed network.     

An operator theory of parametric programming for the generalized transportation problem: I. Basic theory

This paper gives a new organization of the theoretical results of the Generalized Transportation Problem with capacity constraints. A graph-theoretic approach is utilized to define the basis as a one-forest consisting of one-trees (a tree with an extra edge). Algorithmic development of the pivot-step is presented by the representation of a two-tree (a tree with two extra edges). Constructive procedures and proofs leading to an efficient computer code are provided. The basic definition of an operator theory which leads to the discussion of various operators is also given. In later papers we will present additional results on the operator theory for the generalized transportation problem based on the results in the present paper.     

Hyperbolic integer programming

The hyperbolic integer program is treated as a special case of a hyperbolic program with a finite number of feasible points. The continuous hyperbolic program also belongs to this class since its solution can be obtained by considering only the extreme points of the feasible set. A general algorithm for solving the hyperbolic integer program which reduces to solving a sequence of linear integer problems is proposed. When the integer restriction is removed, this algorithm is similar to the Isbell-Marlow procedure. The geometrical aspects of the hyperbolic problem are also discussed and several cutting plane algorithms are given.     

Stochastic duels involving reliability

The reliability of weapons in combat has been treated by Bhashyam in the context of a stochastic duel characterized by fixed ammunition supplies. negative exponentially distributed firing times and weapon lifetimes, and a fixed number of spare weapons for each duelist. The present paper takes a different approach by starting with the fundamental duel of Ancker and Williams, characterized by unlimited ammunition and by ordinary renewal firing times, and adding to it weapon lifetimes which can be functions of time or of round position in the firing sequence. Probabilities of winning and tieing are derived and it is shown that under certain conditions the weapon lifetimes are equivalent to random time and ammunition limits.     

An operator theory of parametric programming for the transportation problem-I

This paper investigates the effect on the optimum solution of a (capacitated) transportation problem when the data of the problem (the rim conditions-i. e., the warehouse supplies and market demands-the per unit transportation costs and the upper bounds) are continuously varied as a (linear) function of a single parameter. An operator theory is developed and algorithms provided for applying rim and cost operators that effect the transformation of optimum solution associated with changes in rim conditions and unit costs. Bound operators that effect changes in upper bounds are shown to be equivalent to rim operators. The discussion in this paper is limited to basis preserving operators for which the changes in the data are such that the optimum basis structures are preserved.