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。     

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。     

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     

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。     

阻化烟煤堆非稳态温度场计算

依据实验测得的干、水湿和阻化烟煤氧化反应的动力学参数 ,引入了氧传质模型和水蒸气平衡模型 ,利用计算机编程对干、水湿和阻化烟煤堆内的一维非稳态自热过程的模型分别进行差分计算 ,求得相应煤堆内的非稳态温度场。结果表明 ,采用简化的一维自热过程的非稳态数学模型计算 ,可以剖析氧传递、水蒸气平衡和阻化处理对煤堆自热的影响 ,可以评价实际煤堆的自热危险性和判断烟煤堆的阻化处理效果     

城市区域消防安全评估方法研究

城市区域消防安全评估是科学有效地进行城市消防规划、部署和消防法规的制定的重要依据 ,对于城市建设和社会经济的协调发展具有保证和促进作用。根据《中华人民共和国消防法》及《机关、团体、企业、事业单位消防安全管理规定》(6 1号令 )对消防管理对象的界定标准 ,提出两种不同的分类方法 ,确定了城市区域消防安全体系的组成要素 ,采用层次分析法确定了各要素的权重 ,应用多层次多目标系统模糊优选理论 ,建立了城市区域消防安全评价模型 ,对城市区域消防安全评估进行了方法研究和具体计算 ,并应用所设计的模型对北京市宣武区的区域消防安全状况进行了两种方法的分析评估。计算结果证明了方法的有效性 ,用两种不同的分类方法所做出的结果 ,显示了不同分类的一致性。     

浅谈培养解题能力

从深刻理解数学概念内涵、熟悉数学公式及变式和注重解题过程分析三个方面谈如何有效培养学生的解题能力 ,进而促进学生数学能力的发展     

基于马尔柯夫过程的武器系统目标分配问题决策分析

将防空作战中武器系统目标分配决策作为一个在动态随机系统中实现最优化的问题,并用马尔柯夫过程理论进行建模分析,提出新的算法并运用Matlab编程;通过对实行不同策略时武器系统长期平均效能的分析比较,指出在目标分配问题上仅靠原有的静态线性规划决策方法是不够的,还必须考虑动态随机对抗过程本身的特性.