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。     

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...     

AHP-SWOT分析法在控制下交付行动方案决策中的应用

控制下交付作为打击毒品犯罪尤其是跨国有组织毒品犯罪的重要措施和手段,已发挥越来越重要的作用,是其他缉毒措施和手段无法取代的。但是,由于毒品犯罪的集团化、国际化、种类多元化程度加剧,使得控制下交付的复杂性与不确定性越来越明显。鉴于此,将AHP植入SWOT分析法中,以定性和定量相结合的科学方法解决控制下交付行动方案的优选问题,对提高控制下交付的成功率具有重要意义。     

关于m×n型流程优化的探讨

网络图的优化,是根据一定的约束条件对网络图进行调整和改进,以达到科学安排工作,合理分配人力、物力、财力等资源,从而提高工作效率的目的。流程优化就是通过改变工作顺序,解决组织计划中出现的窝工现象。m×n型流程优化,是解决有m个单位依次进行n项活动时,如何安排各单位的顺序最优的问题。通过案例的耗时分析,提出了确定单位顺序的方法,希望对解决相似问题提供一定的参考。     

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     

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。     

基于正交试验的大型降落伞开伞冲击载荷影响因素分析

对大型伞开伞过程冲击载荷的影响因素灵敏度进行研究.采用充气时间法对降落伞的充气过程进行建模,并运用正交试验设计方法设计了数值试验来分析初始条件、回收物参数、减速伞参数、主伞参数和环境条件等21个影响因素对主伞和减速伞的2次开伞力峰值、主伞开伞时刻动压等5个指标的影响及灵敏度.通过对比4组不同初始条件的数值试验结果,提出了影响减速伞和主伞开伞冲击载荷的主要因素,并具体分析了各个因素的影响方式.     

一种基于QFD与ANP的装备作战需求分析方法

针对当前在装备论证过程中缺乏合适的方法和工具将模糊的军事需求科学合理地映射到定量的作战使用性能上去的问题,提出一种基于质量功能部署(QFD)与网络分析法(ANP)的装备作战需求分析方法.该方法能够辅助论证人员深刻理解和合理判断论证中各种因素之间的相互影响关系,通过结构化的装备作战需求分析过程得到能正确反映军事需求的作战使用性能重要度排序.通过实例验证了方法的有效性和实用性.