Partial equilibrium in risk‐based production decisions

Characteristically, a small subset of operational problems admit risk neutrality when contingent claims methodology were used in their analysis. That is, for the majority of manufacturing and production problems, operating cash flows are not directly linked to prices of traded assets. However, to the extent that correlations can be estimated, the methodology's applicability to a broader set of operational problems is supported. Our article addresses this issue with the objective of extending the use of contingent claims techniques to a larger set of operational problems. In broad terms, this objective entails a partial equilibrium approach to the problem of valuing uncertain cash flows. To this end, we assume risk aversion and cast our approach within Merton's intertemporal capital asset pricing model. In this context, we formulate a “generic” production valuation model that is framed as an exercise in stochastic optimal control. The model is versatile in its characterization and can easily be adapted to accommodate a wide‐ranging set of risk‐based operational problems where the underlying sources of uncertainty are not traded. To obtain results, the model is recast as a stochastic dynamic program to be solved numerically. The article addresses a number of fundamental issues in the analysis risk based decision problems in operations. First, in the approach provided, decisions are analyzed under a properly defined risk structure. Second, the process of analysis leads to suitably adjusted probability distributions through which, appropriately discounted expectations are derived. Third, through consolidating existing concepts into a standard and adaptable framework, we extend the applicability of contingent claims methodology to a broader set of operational problems. The approach is advantageous as it obviates the need for exogenously specifying utility functions or discount rates.© 2011 Wiley Periodicals, Inc. Naval Research Logistics, 2011     

Optimal inventory control policy for periodic‐review inventory systems with inventory‐level‐dependent demand

We consider a setting in which inventory plays both promotional and service roles; that is, higher inventories not only improve service levels but also stimulate demand by serving as a promotional tool (e.g., as the result of advertising effect by the enhanced product visibility). Specifically, we study the periodic‐review inventory systems in which the demand in each period is uncertain but increases with the inventory level. We investigate the multiperiod model with normal and expediting orders in each period, that is, any shortage will be met through emergency replenishment. Such a model takes the lost sales model as a special case. For the cases without and with fixed order costs, the optimal inventory replenishment policy is shown to be of the base‐stock type and of the (s,S) type, respectively. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

组网雷达的改进粒子滤波算法

针对现代战争中有源雷达容易受到干扰和反辐射导弹的摧毁,以及无源雷达隐蔽性高,只能测量方位角度,测量精度小等特点,提出利用集中式有源雷达系统与无源雷达系统协同组网对目标进行跟踪。但是在实际环境中,噪声属性以及有源雷达,无源雷达接收信号的特点决定了组网雷达需要应用非线性滤波技术对信号进行处理。传统的非线性技术包括卡尔曼滤波、扩展卡尔曼滤波(EKF)或无迹卡尔曼滤波(UKF)等方法。非线性近似过程带来的误差相对较大,而且均要求观测噪声和过程噪声为独立或相关的高斯白噪声。而粒子滤波避免了传统非线性滤波方法的缺陷,但是存在粒子退化,于是用EKF和UKF在每一时刻更新粒子,用更新的粒子及其协方差构造重要性函数,然后重采样。仿真实验表明这两种改进粒子滤波方法有很好的效果。     

美陆军C4I系统发展扫描

随着C4I系统逐步发展成为战争中争夺电磁优势"制高点"的关键环节及战场上的中枢神经,以干扰、破坏敌方的C4I系统,保护己方的C4I系统为目的的C4I对抗,日益引起世界各国高度重视。为适应C4I系统对抗日趋激烈的形势,做到知己知彼,综述了美陆军C4I系统的发展现状,以便更有针对性地发展我国的C4I系统。     

导弹反拦截电子对抗

简要叙述了"爱国者"导弹PAC-3·ERINT系统的特点、对抗措施、对抗过程、假目标布设原则、假目标群的发射间隔时间和假目标材料等。     

加工中心实时智能控制系统

加工中心的可靠运行是加工柔性自动化的重要一环。本文利用人工智能和多传感器信息融合技术监视多种加工异常情况,采用多种控制策略,并行工作,进行实时知识处理,推理相应对策,并控制ＣＮＣ系统,使加工恢复正常或停机,避免引起严重破坏。     

Britain's Great Security Mirage: The Royal Navy and the Franco-Russian Naval Threat, 1898–1906

This article focuses on the relationship between the threat perception analyses of the British Admiralty and the strategic orientation of the Royal Navy at the outset of the twentieth century. The current view is that this was an era when fear of France and Russia drove British naval policy. However, as this article will show, Britain's Naval Intelligence Department formed a low opinion of French and Russian naval capabilities at this time and this negative evaluation exerted considerable influence over decision making. The belief that, owing to multiple qualitative deficiencies, these powers could definitely be beaten in battle lessened the standing of the Franco-Russian naval challenge and freed the Admiralty to consider the danger posed by other possible enemies, most notably Germany.     

Insurgency by the numbers I: A reconsideration of the ecology of communist success in jiangxi province,China

Theorizing about Taliban operations in Afghanistan has its limits and it is possible that Kabul-centric strategies do not adequately address the unique circumstances of each region in the country. How exactly has the Taliban gone about attaining its objectives in Kandahar province and how have those approaches evolved since 2002? And how have the Taliban adapted to coalition forces' attempts to compete with the insurgency and stamp it out? The answers to these questions are critical in the formulation of any counterinsurgency approach to Afghanistan.     

收发同源设备中相位噪声对信号的影响分析

收发同源设备中信号经过下变频、A/D采样、数字信号处理、D/A恢复和上变频等流程,本文给出了相应的信号传输模型,并针对频标相位噪声对信号通过的影响进行了分析,基于上、下变频时刻频标相位噪声发生变化的分析,推导出了频标相噪对信号经过收发同源设备所产生的影响表达式,并得出结论:由于频标相噪的存在,使得信号通过收发同源设备后伪码速率和载波均被引入一个与频标频率变化率相关的因子,可视为引入了多普勒偏移量,并明确给出了该偏移量的表达式。该结论与普遍认为的收发同源可以完全抵消频标相噪的影响有较大区别,实验验证结果较好地吻合了理论分析的结论。