基于马尔可夫预测的低消耗弹药库存仿真建模分析

应用马尔可夫方法的无后效性原理,建立了低消耗弹药库存的预测模型,为该类弹药的年度供应提供依据。在模型建立的基础上,对其仿真算法进行了描述,并应用计算机进行了仿真实现。     

On parallel machine replacement problems with general replacement cost functions and stochastic deterioration

The parallel machine replacement problem consists of finding a minimum cost replacement policy for a finite population of economically interdependent machines. In this paper, we formulate a stochastic version of the problem and analyze the structure of optimal policies under general classes of replacement cost functions. We prove that for problems with arbitrary cost functions, there can be optimal policies where a machine is replaced only if all machines in worse states are replaced (Worse Cluster Replacement Rule). We then show that, for problems with replacement cost functions exhibiting nonincreasing marginal costs, there are optimal policies such that, in any stage, machines in the same state are either all kept or all replaced (No‐Splitting Rule). We also present an example that shows that economies of scale in replacement costs do not guarantee optimal policies that satisfy the No‐Splitting Rule. These results lead to the fundamental insight that replacement decisions are driven by marginal costs, and not by economies of scale as suggested in the literature. Finally, we describe how the optimal policy structure, i.e., the No‐Splitting and Worse Cluster Replacement Rules, can be used to reduce the computational effort required to obtain optimal replacement policies. © 2005 Wiley Periodicals, Inc. Naval Research Logistics, 2005     

Bayesian analysis of queues with impatient customers: Applications to call centers

Queuing models have been extensively used in the literature for obtaining performance measures and developing staffing policies. However, most of this work has been from a pure probabilistic point of view and has not addressed issues of statistical inference. In this article, we consider Bayesian queuing models with impatient customers with particular emphasis on call center operations and discuss further extensions. We develop the details of Bayesian inference for queues with abandonment such as the M/M/s + M model (Erlang‐A). In doing so, we discuss the estimation of operating characteristics and its implications on staffing. We illustrate the implementation of the Bayesian models using actual arrival, service, and abandonment data from call centers. © 2012 Wiley Periodicals, Inc. Naval Research Logistics, 2012     

基于马尔可夫过程的介电函数理论研究

基于马尔可夫过程,研究电介质分别在阶跃电场、方波电场和交变电场条件下的极化过程,并给出了介电函数的一般表达式．     

基于马尔可夫过程的武器系统相关失效分析

利用马尔可夫过程分别对共因失效和载荷共享失效两种相关失效的系统平均失效时间进行了建模分析。针对同时出现两种相关失效的武器系统进行了实例分析,并将结果和不考虑相关失效时的计算结果进行了对比,对相关失效分析在可靠性分析和评价中的重要作用进行了阐述。     

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     

联合火力打击弹药需求计算动态模型研究

弹药是火力打击和火力毁伤的基础.传统的火力毁伤弹药需求计算主要有两种思路,一种是不考虑对抗,单纯基于目标的幅员和弹药的毁伤概率静态计算弹药的需求,一种是考虑对抗,运用兰切斯特方程计算弹药的消耗,这样求得的预测结果与实际需求均有较大的差距.研究发现,将基于目标打击的弹药需求和在对抗条件下武器损耗因素结合起来考虑,可以有机地将两种弹药消耗的计算思路融合在一起,建立新的数学模型,所得结果反映了弹药实际需求与外部因素的内在关系,与实际作战更加相符,对战时的弹药供应决策具有重要意义.     

基于QFD的武器装备使用需求映射方法

针对传统优化方法不能有效考虑部队需求的问题,提出了基于质量功能展开(Quality Function Deployment,QFD)的武器装备使用需求映射方法,给出了部队需求和武器装备性能指标自相关性的处理方法,并使用松弛系数法保证了最优解集的寻求与重点需求的优先实现。结合实例对该方法的实用性和反映部队需求的准确性进行了验证。结果表明:该方法既克服了传统需求分析侧重于论证人员的推理而对实际使用方的需求考虑不足的弊端,又充分体现了"用户"为主的思想。     

基于遗传算法的虚拟物流联合库存控制研究

针对随机需求条件下的虚拟物流库存控制问题进行了深入研究,提出了一种新的联合库存控制策略——（T,S,s）策略,建立了相应的库存成本模型,并构造遗传算法对模型进行求解。结果分析表明,所提出的（T,S,S）联合库存控制策略是有效的。