Dynamic learning,pricing, and ordering by a censored newsvendor

We address the problem of determining optimal ordering and pricing policies in a finite‐horizon newsvendor model with unobservable lost sales. The demand distribution is price‐dependent and involves unknown parameters. We consider both the cases of perishable and nonperishable inventory. A very general class of demand functions is studied in this paper. We derive the optimal ordering and pricing policies as unique functions of the stocking factor (which is a linear transformation of the safety factor). An important expression is obtained for the marginal expected value of information. As a consequence, we show when lost sales are unobservable, with perishable inventory the optimal stocking factor is always at least as large as the one given by the single‐period model; however, if inventory is nonperishable, this result holds only under a strong condition. This expression also helps to explain why the optimal stocking factor of a period may not increase with the length of the problem. We compare this behavior with that of a full information model. We further examine the implications of the results to the special cases when demand uncertainty is described by additive and multiplicative models. For the additive case, we show that if demand is censored, the optimal policy is to order more as well as charge higher retail prices when compared to the policies in the single‐period model and the full information model. We also compare the optimal and myopic policies for the additive and multiplicative models. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

When are observed failures more informative than observed survivals?

A framework involving independent competing risks permits observing failures due to a specific cause and failures due to a competing cause, which constitute survival times from the cause of primary interest. Is observing more failures more informative than observing survivals? Intuitively, due to the definitiveness of failures, the answer seems to be the former. However, it has been shown before that this intuition holds when estimating the mean but not the failure rate of the exponential model with a gamma prior distribution for the failure rate. In this article, we address this question at a more general level. We show that for a certain class of distributions failures can be more informative than survivals for prediction of life length and vice versa for some others. We also show that for a large class of lifetime models, failure is less informative than survival for estimating the proportional hazards parameter with gamma, Jeffreys, and uniform priors. We further show that, for this class of lifetime models, on average, failure is more informative than survival for parameter estimation and for prediction. These results imply that the inferential purpose and properties of the lifetime distribution are germane for conducting life tests. © 2013 Wiley Periodicals, Inc. Naval Research Logistics, 2013     

融合地理信息的粒子滤波被动跟踪算法

在粒子滤波机动目标跟踪中,为避免粒子集退化现象,通常采取大量的初始粒子数,因而带来了运算量大、跟踪精度低的问题.融合目标舰可能的航线及地理位置先验信息,将约束条件加入到粒子更新迭代中,对粒子的分布和权值进行调整.通过仿真对比加入约束前后算法的跟踪性能,可以看出融合地理信息后,较好地解决了粒子滤波计算量大的难题,提高了纯方位跟踪定位的精度.     

装甲车辆运动姿态实时仿真系统设计与实现

系统基于计算机仿真技术构建装甲车辆运动时的虚拟战场环境,利用自动控制技术和虚拟现实技术实现对装甲车辆运动姿态的实时仿真,采用同步建模和实时动态仿真技术实现机电系统与视景的同步仿真,从而保证了平台振动位置与由视景运动产生的位置变化一致.通过软、硬件互补的优化设计,提高了系统的抗干扰能力,实现了高仿真度、高质量的仿真通用平台的研制.该系统模型结构完整,参数选取精细,量化科学,三维图形实时性好,模拟程度逼真,工作可靠,维护方便,通用性强.     

基于中间件技术的FGIS与PGIS对接实现技术研究

利用中间件技术,在不影响现有消防地理信息系统应用的前提下,充分共享警用地理信息系统（PGIS）已有建设成果,实现在消防地理信息系统（FGIS）中调用PGIS大比例尺矢量图等信息数据资源,降低了FGIS建设成本,减轻了业务数据采集、维护压力.并对基于中间件技术的数据对接设计思路、整体架构进行了详细阐述.     

量子雷达的技术体制

当前,量子信息理论正在蓬勃发展,其应用已经深入到自然科学的各个领域.量子雷达是量子信息技术在目标探测上的具体应用,可探测隐身目标,具有超强的隐蔽性和机动性.主要介绍了量子雷达的分类、原理、系统组成、特点和关键技术问题.     

早期可靠性数据的统计分析及其应用

在大型复杂产品研制过程中,通过原理样机的各类试验所获得的早期可靠性数据对产品早期可靠性的评估及可靠性设计具有重要意义。文中利用顺序约束模型研究了早期可靠性数据的处理方法,并将早期可靠性数据评估结果应用于可靠性增长计划的制定,从而有效减短了可靠性增长试验的时间。最后,给出了一个实际例子,以说明上述方法的应用。     

基于语言评价与模糊数的群体意见共识方法

针对具有自然语言评价信息的群决策问题,给出了一种基于语言评价信息与梯形模糊数的群体意见共识方法.该方法先通过无量纲化处理、语言评价信息转换为梯形模糊数、对梯形模糊数进行集结等步骤,形成群体对方案的综合评价值(梯形模糊数);然后对群体意见进行共识分析和评价;最后对共识结果进行方案排序.通过对实例进行分析,表明该方法能得到切合实际的决策效果.     

以色列警卫工作特点探析

以专业视野总结了以色列警卫工作的特点,从以色列警卫力量的职责地位、警卫措施、情报信息、选拔训练、后勤保障等方面进行了多角度的剖析,为进一步研究我国警卫理论提供借鉴。     

Bayesian strategies for dynamic pricing in e‐commerce

E‐commerce platforms afford retailers unprecedented visibility into customer purchase behavior and provide an environment in which prices can be updated quickly and cheaply in response to changing market conditions. This study investigates dynamic pricing strategies for maximizing revenue in an Internet retail channel by actively learning customers' demand response to price. A general methodology is proposed for dynamically pricing information goods, as well as other nonperishable products for which inventory levels are not an essential consideration in pricing. A Bayesian model of demand uncertainty involving the Dirichlet distribution or a mixture of such distributions as a prior captures a wide range of beliefs about customer demand. We provide both analytic formulas and efficient approximation methods for updating these prior distributions after sales data have been observed. We then investigate several strategies for sequential pricing based on index functions that consider both the potential revenue and the information value of selecting prices. These strategies require a manageable amount of computation, are robust to many types of prior misspecification, and yield high revenues compared to static pricing and passive learning approaches. © 2006 Wiley Periodicals, Inc. Naval Research Logistics, 2007