不确定失效阈值影响下考虑设备剩余寿命预测信息的最优替换策略

为了进一步提升设备维修决策的科学性,通过建立综合设备剩余寿命预测数据与不确定失效阈值的最优维修决策模型,实现了不可维修设备的最优替换策略.构建基于非线性Wiener过程的设备性能退化模型,并采用极大似然法估计退化模型参数;提出一种基于期望最大(Expectation Maximization,EM)算法的不确定失效阈值...     

Pickands型推广估计量的渐近正态性

极值指数在许多实际领域广泛应用:如组合投资、风险值的计算、预报地震等, 估计极值指数γ以及它的性质的研究近年来成为极值统计理论的基本问题。主要研究极值指数γ的一个估计量:Pickands型推广估计量的渐近正态性质。首先研究由Pickands型推广估计量构成的一随机过程,得到了该过程的渐近分布;然后利用研究结果证明了Pickands 型推广估计量的渐近正态性,得到其渐近方差;最后对提出的Pickands型推广估计的平滑估计量进行了相应研究。     

ABDARDSS中基于候选消除学习算法的知识推理

飞机战伤评估和修理的知识表示与推理机制,是建立飞机战伤评估与修理决策支持系统(ABDARDSS)需要解决的一个关键问题.采用一种候选消除算法来提取战伤评估与修理样本数据的变型空间,以变型空间实现战伤评估与修理决策支持系统中的知识表示和推理.对于ABDARDSS来说,候选消除学习算法是一种新的有效的知识推理方法.     

动态武器目标分配问题的马尔可夫性

动态武器目标分配(weapon target assignment,WTA)问题是军事运筹学研究的重要理论问题,也是作战指挥决策中迫切需要解决的现实问题。在对动态WTA问题进行描述分析的基础上,运用随机过程理论证明了动态WTA过程的马尔可夫性;给出了该马尔可夫决策过程的状态转移概率的解析表达式,并对其状态特点进行了简要分析。研究结果可以为动态WTA及相关问题的研究提供理论和方法依据。     

用户偏好提取MDP建模研究

将马尔可夫判决过程和智能强化学习算法相结合,给出了异构无线网络环境下用户业务偏好评估模型的技术框架。为动态环境下用户需求的感知、量化和适配特征的研究提供了基本的数学描述,对解决用户体验的评价问题和业务与业务环境的适配问题提供了新的研究思路。仿真结果表明所构建的MDP模型能够在多状态条件下学习用户偏好,根据用户需求智能选择业务。     

Holonic-C2组织决策分配及演化方法

为了有效发挥指挥控制(Command and Control, C2)组织集中式决策和协作式决策的决策优势,对具有决策权限动态变化能力的Holonic-C2组织的决策分配问题进行研究。针对群决策中专家固定权重的主观性太强的缺点,提出基于专家权威性和意见一致性相结合的专家组选择方法,提高了决策分配过程中多属性决策的客观合理性;针对决策分配的动态演化问题,提出基于多阶段决策的决策模式演化机制,在考虑属性前后阶段的变化的基础上,给出相邻阶段决策模式跃迁方法。仿真结果表明,所提方法能够给出相对客观的决策模式的优劣排序以及多阶段的演化路线,从而证明了方法的可行性和有效性。     

基于混合粒子群优化的多目标决策新方法

多目标优化问题中的一个关键在于合理地评判各有效解的优劣。通过引入灰色系统理论中灰色关联度的概念作为评判准则,结合粒子群优化算法进行有约束多目标规划问题的研究。提出了一种新的不可行解的保留策略,进化过程中以此策略保留适量的不可行解,有利于增强对约束边界附近可能的最优解的搜索,同时,针对粒子群优化算法的容易陷入局部最优的缺点,实现了以粒子群优化为载体的混合算法:即对全局极值邻域进一步混沌搜索寻优。仿真结果表明改进的算法对多目标决策问题是有效的。     

基于SD方法的作战指挥决策系统效能分析模型

指挥决策系统是一个非线性的复杂系统,用一般的解析方法难以对其进行效能评估。在分析指挥决策系统构成的基础上,根据指挥决策的4个要素,建立了指挥决策系统的评估指标体系;综合考虑战术和技术指标,从指挥员影响度,指挥机关影响度,指挥信息系统影响度和决策信息影响度4个方面建立了指挥决策系统效能分析模型,前两项指标可以采用层次分析法等方法确定其效能值,后两项指标利用系统动力学方法,结合实际作战的具体战术指标建模,实现了效能值的动态评估分析。     

Dynamic coordination of production planning and sales admission control in the presence of a spot market

We consider the decision‐making problem of dynamically scheduling the production of a single make‐to stock (MTS) product in connection with the product's concurrent sales in a spot market and a long‐term supply channel. The spot market is run by a business to business (B2B) online exchange, whereas the long‐term channel is established by a structured contract. The product's price in the spot market is exogenous, evolves as a continuous time Markov chain, and affects demand, which arrives sequentially as a Markov‐modulated Poisson process (MMPP). The manufacturer is obliged to fulfill demand in the long‐term channel, but is able to rein in sales in the spot market. This is a significant strategic decision for a manufacturer in entering a favorable contract. The profitability of the contract must be evaluated by optimal performance. The current problem, therefore, arises as a prerequisite to exploring contracting strategies. We reveal that the optimal strategy of coordinating production and sales is structured by the spot price dependent on the base stock and sell‐down thresholds. Moreover, we can exploit the structural properties of the optimal strategy to conceive an efficient algorithm. © 2010 Wiley Periodicals, Inc. Naval Research Logistics, 2010     

Optimal control of a production‐inventory system with both backorders and lost sales

We consider the optimal control of a production inventory‐system with a single product and two customer classes where items are produced one unit at a time. Upon arrival, customer orders can be fulfilled from existing inventory, if there is any, backordered, or rejected. The two classes are differentiated by their backorder and lost sales costs. At each decision epoch, we must determine whether or not to produce an item and if so, whether to use this item to increase inventory or to reduce backlog. At each decision epoch, we must also determine whether or not to satisfy demand from a particular class (should one arise), backorder it, or reject it. In doing so, we must balance inventory holding costs against the costs of backordering and lost sales. We formulate the problem as a Markov decision process and use it to characterize the structure of the optimal policy. We show that the optimal policy can be described by three state‐dependent thresholds: a production base‐stock level and two order‐admission levels, one for each class. The production base‐stock level determines when production takes place and how to allocate items that are produced. This base‐stock level also determines when orders from the class with the lower shortage costs (Class 2) are backordered and not fulfilled from inventory. The order‐admission levels determine when orders should be rejected. We show that the threshold levels are monotonic (either nonincreasing or nondecreasing) in the backorder level of Class 2. We also characterize analytically the sensitivity of these thresholds to the various cost parameters. Using numerical results, we compare the performance of the optimal policy against several heuristics and show that those that do not allow for the possibility of both backordering and rejecting orders can perform poorly.© 2010 Wiley Periodicals, Inc. Naval Research Logistics 2010