Exact expected values of variance estimators for simulation

We formulate exact expressions for the expected values of selected estimators of the variance parameter (that is, the sum of covariances at all lags) of a steady‐state simulation output process. Given in terms of the autocovariance function of the process, these expressions are derived for variance estimators based on the simulation analysis methods of nonoverlapping batch means, overlapping batch means, and standardized time series. Comparing estimator performance in a first‐order autoregressive process and the M/M/1 queue‐waiting‐time process, we find that certain standardized time series estimators outperform their competitors as the sample size becomes large. © 2007 Wiley Periodicals, Inc. Naval Research Logistics, 2007     

（S，S）策略随机存储系统库存极限分布研究

首先给出了（s,s）策略随机存储系统极限库存分布的概念及更新过程的一些基本知识。利用更新过程的理论给出了极限库存分布的解析表达,并讨论了需求分布为指数分布的情形。然后利用系统仿真的方法进行验证,表明解析方法与仿真方法的结果完全一致。论文结果说明了解析推导的正确性和系统仿真方法的科学性。     

柴油机磨损寿命的灰色马尔柯夫模型预测

基于灰色系统理论,将灰色ＧＭ（１,１）预测模型和马尔柯夫预测模型的优点结合起来,形成一个灰色马尔柯夫预测模型,拓宽了灰色预测的应用范围。特别地,这种模型的预测结果比其它随机波动性较大的数据到模型的预测结果精确得多。对柴油机磨损寿命进行预测,取得了令人满意的结果。     

基于维纳过程金属化膜电容器的可靠性评估

金属化膜电容器作为惯性约束聚变(ICF)激光装置的重要元器件,其可靠性直接影响着系统的性能。为此,很多研究者对电容器的可靠性进行了评估,然而这些评估方法得到的只是电容器的总体特性,无法给出单个电容器的可靠性水平。鉴于此,提出了融合单个电容器性能退化数据与先验性能退化数据信息的可靠性分析方法,首先采用W inner过程对其性能退化过程进行建模;其次基于B ayes方法对单个电容器的可靠性进行实时评估;最后通过一个实例表明了其研究意义和实用价值。     

Optimal control policies in service systems with limited information on the downstream stage

Existing models in multistage service systems assume full information on the state of downstream stages. In this paper, we investigate how much the lack of such information impacts jobs' waiting time in a two‐stage system with two types of jobs at the first stage. The goal is to find the optimal control policy for the server at the first stage to switch between type‐1 and type‐2 jobs, while minimizing the long‐run average number of jobs in the system. We identify control policies and corresponding conditions under which having no or partial information, the system can still capture the most benefit of having full information.     

备件需求过程的MAP数据拟合算法研究

为了将备件需求过程表示为马尔可夫到达过程(Markovian arrival process, MAP)形式,设计了备件需求到达流的MAP拟合算法.首先,采用EM算法将备件需求到达间隔时间拟合成Hyper-Erlang分布形式,然后利用MAP性质和Bayes公式推导出生成元矩阵的计算公式;随后设计了一个完整的数据拟合流程,并通过实例对算法的效果和效率与已有研究进行了对比.结果表明,该算法在确保拟合效果的同时,能够有效提升拟合效率.     

WinCC在数字化油库监控系统中的应用

为适应油库数字化建设需要,解决油库监控中区域分散、设备点多、监控面广导致的数据采集和统一管理较为困难、系统实时性差、可靠性低等问题,设计了基于WinCC的数字化油库监控系统。该设计应用OPC技术实现与控制器的数据交互,利用用户归档和变量归档,有效实现数据库的建立、查询和修改,克服了软件编程中与现场设备通信复杂和一般组态软件数据管理较差的缺陷,大大缩短了系统开发周期,使系统操作方便,界面友好美观,维护简单快捷,可广泛应用于油库监控。     

Newsvendor problems with sequentially revealed demand information

This article analyzes a capacity/inventory planning problem with a one‐time uncertain demand. There is a long procurement leadtime, but as some partial demand information is revealed, the firm is allowed to cancel some of the original capacity reservation at a certain fee or sell off some inventory at a lower price. The problem can be viewed as a generalization of the classic newsvendor problem and can be found in many applications. One key observation of the analysis is that the dynamic programming formulation of the problem is closely related to a recursion that arises in the study of a far more complex system, a series inventory system with stochastic demand over an infinite horizon. Using this equivalence, we characterize the optimal policy and assess the value of the additional demand information. We also extend the analysis to a richer model of information. Here, demand is driven by an underlying Markov process, representing economic conditions, weather, market competition, and other environmental factors. Interestingly, under this more general model, the connection to the series inventory system is different. © 2012 Wiley Periodicals, Inc. Naval Research Logistics 2012     

论教学过程中的理性思维

教学过程本来是个理性的实践过程,但是,目前现实的情况确实存在一些非理性的现象和问题,影响教学过程的质量。本文从现实教学过程存在的非理性问题和现象,产生和形成的原因,以及如何进行理性思考和反思等方面进行分析,以提高教学的实效性、创新性。     

基于马尔可夫更新过程的装甲装备使用可用度模型

针对在装甲装备使用可用度评估中,采用统计评估法存在统计周期长和不能用于研制阶段的缺点,利用马尔可夫更新过程,建立了考虑工作时间、修复性维修时间、延误时间和预防性维修时间的装甲装备的稳态可用度模型,并进行了示例应用。该模型可以在装备研制阶段,根据装备各项时间参数的分布,来估计装甲装备的使用可用度,可为装备设计、装备维修间隔期规划等提供理论和方法指导。